# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-000434
**Filing Date:** 2026-1
**Character Count:** 4065796
**Document Hash:** b4592df77c877f7ee149c7435fcfd204
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000434.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000434

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 26519137

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 26 days

- **WAL:** 50 days

- **Total Value of Portfolio Securities:** $379958340316.18

- **Amortized Cost of Portfolio Securities:** $379899654637.75

- **Cash:** $13500000000.78

- **Total Other Assets:** $1049430278.89

- **Total Liabilities:** $1655621124.16

- **Net Assets of Series:** $392793463793.26

- **Number of Shares Outstanding (Series):** 392790473195.1900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $169925893092.58          | $218346442974.28           | 43.1900%                  | 55.5000%                   |
| 2025-12-02 | $178078323317.03          | $217072517903.48           | 45.2700%                  | 55.1800%                   |
| 2025-12-03 | $164678765741.96          | $218325807235.22           | 41.7100%                  | 55.2900%                   |
| 2025-12-04 | $164415528022.13          | $215478467189.88           | 41.9800%                  | 55.0200%                   |
| 2025-12-05 | $163653269123.06          | $218832516619.85           | 41.5500%                  | 55.5600%                   |
| 2025-12-08 | $162393133217.89          | $217091507205.29           | 41.2700%                  | 55.1700%                   |
| 2025-12-09 | $170531936501.48          | $216316171683.46           | 43.4300%                  | 55.0900%                   |
| 2025-12-10 | $170729743739.16          | $216015428505.44           | 43.4600%                  | 54.9900%                   |
| 2025-12-11 | $159838120230.37          | $217747912943.37           | 40.5000%                  | 55.1800%                   |
| 2025-12-12 | $158614099197.14          | $217006424873.28           | 40.2600%                  | 55.0900%                   |
| 2025-12-15 | $159315163793.36          | $217005751708.21           | 40.4400%                  | 55.0900%                   |
| 2025-12-16 | $168044602256.40          | $216075343891.37           | 42.7600%                  | 54.9800%                   |
| 2025-12-17 | $168722353127.91          | $216247922200.53           | 42.9100%                  | 55.0000%                   |
| 2025-12-18 | $159137715823.89          | $215579162978.71           | 40.5700%                  | 54.9600%                   |
| 2025-12-19 | $159440260303.30          | $217241789563.29           | 40.5000%                  | 55.1800%                   |
| 2025-12-22 | $159808630843.11          | $216628132439.08           | 40.5300%                  | 54.9300%                   |
| 2025-12-23 | $172976976697.17          | $217502884419.91           | 43.9600%                  | 55.2700%                   |
| 2025-12-24 | $155168961172.37          | $217185140933.63           | 39.4800%                  | 55.2500%                   |
| 2025-12-26 | $165026195956.43          | $218294370449.51           | 41.9300%                  | 55.4600%                   |
| 2025-12-29 | $165346266961.42          | $218308295590.06           | 41.8500%                  | 55.2500%                   |
| 2025-12-30 | $174516398016.33          | $218711512716.94           | 44.2000%                  | 55.3900%                   |
| 2025-12-31 | $161705297527.04          | $218385492422.69           | 40.9900%                  | 55.3600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.1800%             |
| 2025-12-02 | 4.1900%             |
| 2025-12-03 | 4.1800%             |
| 2025-12-04 | 4.1700%             |
| 2025-12-05 | 4.1300%             |
| 2025-12-08 | 4.1100%             |
| 2025-12-09 | 4.1000%             |
| 2025-12-10 | 4.0900%             |
| 2025-12-11 | 4.0700%             |
| 2025-12-12 | 4.0000%             |
| 2025-12-15 | 3.9800%             |
| 2025-12-16 | 3.9500%             |
| 2025-12-17 | 3.9300%             |
| 2025-12-18 | 3.9200%             |
| 2025-12-19 | 3.9000%             |
| 2025-12-22 | 3.9000%             |
| 2025-12-23 | 3.8900%             |
| 2025-12-24 | 3.8900%             |
| 2025-12-26 | 3.9100%             |
| 2025-12-29 | 3.9200%             |
| 2025-12-30 | 3.9200%             |
| 2025-12-31 | 3.9500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0001                      |
|  |  |
| 2025-12-03 | 1.0001                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0001                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0001                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0002                      |
|  |  |
| 2025-12-12 | 1.0001                      |
|  |  |
| 2025-12-15 | 1.0002                      |
|  |  |
| 2025-12-16 | 1.0002                      |
|  |  |
| 2025-12-17 | 1.0002                      |
|  |  |
| 2025-12-18 | 1.0002                      |
|  |  |
| 2025-12-19 | 1.0001                      |
|  |  |
| 2025-12-22 | 1.0002                      |
|  |  |
| 2025-12-23 | 1.0002                      |
|  |  |
| 2025-12-24 | 1.0002                      |
|  |  |
| 2025-12-26 | 1.0001                      |
|  |  |
| 2025-12-29 | 1.0002                      |
|  |  |
| 2025-12-30 | 1.0002                      |
|  |  |
| 2025-12-31 | 1.0002                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $250790960479.10

- **Number of Shares Outstanding:** 250789195934.5500

- **Expense Reimbursement/Waiver:** 2539549.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1144179326.59            | $495328878.70           |
| 2025-12-02 | $1299884282.87            | $1553349153.87          |
| 2025-12-03 | $1042734881.97            | $1243601500.96          |
| 2025-12-04 | $994405155.61             | $1033805894.87          |
| 2025-12-05 | $995443843.68             | $979860206.56           |
| 2025-12-08 | $1063088528.31            | $918743126.36           |
| 2025-12-09 | $1060379249.21            | $1306788694.71          |
| 2025-12-10 | $945014254.73             | $1055729580.78          |
| 2025-12-11 | $897212937.57             | $1065491511.90          |
| 2025-12-12 | $1006545365.23            | $1065849832.92          |
| 2025-12-15 | $1012934556.40            | $998476745.85           |
| 2025-12-16 | $1041636077.18            | $1335894962.07          |
| 2025-12-17 | $1062942844.54            | $1037278648.82          |
| 2025-12-18 | $952982941.84             | $1048612324.98          |
| 2025-12-19 | $1057797009.92            | $959544451.99           |
| 2025-12-22 | $1242116952.66            | $1002236922.60          |
| 2025-12-23 | $1329469049.58            | $1439573488.58          |
| 2025-12-24 | $1277283603.00            | $1047515186.84          |
| 2025-12-26 | $807564780.86             | $532303894.65           |
| 2025-12-29 | $976932027.74             | $768829067.90           |
| 2025-12-30 | $1276181115.96            | $1335515320.86          |
| 2025-12-31 | $1309508435.50            | $939802089.15           |

**Total Gross Subscriptions (Month):** $23796237220.95

**Total Gross Redemptions (Month):** $23164131485.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8400%           |
| 2025-12-02 | 3.8500%           |
| 2025-12-03 | 3.8400%           |
| 2025-12-04 | 3.8300%           |
| 2025-12-05 | 3.7900%           |
| 2025-12-08 | 3.7700%           |
| 2025-12-09 | 3.7600%           |
| 2025-12-10 | 3.7500%           |
| 2025-12-11 | 3.7300%           |
| 2025-12-12 | 3.6600%           |
| 2025-12-15 | 3.6400%           |
| 2025-12-16 | 3.6100%           |
| 2025-12-17 | 3.5900%           |
| 2025-12-18 | 3.5800%           |
| 2025-12-19 | 3.5600%           |
| 2025-12-22 | 3.5600%           |
| 2025-12-23 | 3.5500%           |
| 2025-12-24 | 3.5500%           |
| 2025-12-26 | 3.5700%           |
| 2025-12-29 | 3.5800%           |
| 2025-12-30 | 3.5800%           |
| 2025-12-31 | 3.6100%           |

**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:** $142002503314.16

- **Number of Shares Outstanding:** 142001277260.6400

- **Expense Reimbursement/Waiver:** 1438045.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $767808626.44             | $271360877.85           |
| 2025-12-02 | $733814491.96             | $736695513.96           |
| 2025-12-03 | $850847942.84             | $565992181.10           |
| 2025-12-04 | $648090755.33             | $538150845.28           |
| 2025-12-05 | $721083610.31             | $517780291.49           |
| 2025-12-08 | $722850249.04             | $507430587.60           |
| 2025-12-09 | $802615194.08             | $718837315.09           |
| 2025-12-10 | $1285128703.99            | $597732055.77           |
| 2025-12-11 | $584683072.89             | $544003105.42           |
| 2025-12-12 | $612873624.65             | $639660172.45           |
| 2025-12-15 | $754524454.63             | $564531555.86           |
| 2025-12-16 | $641470994.63             | $1090602498.52          |
| 2025-12-17 | $767358855.35             | $714905589.05           |
| 2025-12-18 | $675525272.09             | $653434349.09           |
| 2025-12-19 | $710604503.51             | $688472139.01           |
| 2025-12-22 | $701479170.87             | $767230451.70           |
| 2025-12-23 | $883083228.88             | $850506185.04           |
| 2025-12-24 | $777690632.71             | $656860764.13           |
| 2025-12-26 | $482390705.02             | $456941872.99           |
| 2025-12-29 | $501311804.76             | $458148231.52           |
| 2025-12-30 | $637405533.23             | $858400539.17           |
| 2025-12-31 | $778827342.07             | $569924872.88           |

**Total Gross Subscriptions (Month):** $16041468769.28

**Total Gross Redemptions (Month):** $13967601994.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9900%           |
| 2025-12-02 | 4.0000%           |
| 2025-12-03 | 3.9900%           |
| 2025-12-04 | 3.9800%           |
| 2025-12-05 | 3.9400%           |
| 2025-12-08 | 3.9200%           |
| 2025-12-09 | 3.9100%           |
| 2025-12-10 | 3.9000%           |
| 2025-12-11 | 3.8800%           |
| 2025-12-12 | 3.8100%           |
| 2025-12-15 | 3.7900%           |
| 2025-12-16 | 3.7600%           |
| 2025-12-17 | 3.7400%           |
| 2025-12-18 | 3.7300%           |
| 2025-12-19 | 3.7100%           |
| 2025-12-22 | 3.7100%           |
| 2025-12-23 | 3.7000%           |
| 2025-12-24 | 3.7000%           |
| 2025-12-26 | 3.7200%           |
| 2025-12-29 | 3.7300%           |
| 2025-12-30 | 3.7300%           |
| 2025-12-31 | 3.7600%           |

**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: 03664BA55, C.4 - ISIN: US03664BA552, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49973990.00
- **C.18.a - Value (excl. sponsor support):** $49973990.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? 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):** $97688857.38
- **C.18.a - Value (excl. sponsor support):** $97688857.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BAU0, C.4 - ISIN: US03664BAU08, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $59943030.77
- **C.18.a - Value (excl. sponsor support):** $59943030.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BCA2, C.4 - ISIN: US03664BCA26, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49331061.99
- **C.18.a - Value (excl. sponsor support):** $49331061.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BCL8, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $99149360.00
- **C.18.a - Value (excl. sponsor support):** $99149360.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **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 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BCP9, C.4 - ISIN: US03664BCP94, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $50351349.64
- **C.18.a - Value (excl. sponsor support):** $50351349.64
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFQ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100009197.00
- **C.18.a - Value (excl. sponsor support):** $100009197.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFT5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200014640.00
- **C.18.a - Value (excl. sponsor support):** $200014640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFZ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200006114.00
- **C.18.a - Value (excl. sponsor support):** $200006114.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGA5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $119003669.96
- **C.18.a - Value (excl. sponsor support):** $119003669.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGD9, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100006852.00
- **C.18.a - Value (excl. sponsor support):** $100006852.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $198725780.00
- **C.18.a - Value (excl. sponsor support):** $198725780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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):** $695817430.00
- **C.18.a - Value (excl. sponsor support):** $695817430.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05494MAA1, C.4 - ISIN: US05494MAA18, C.3 - LEI: 2549002PC81GBGZF0752
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CA92, C.4 - ISIN: US05571CA928, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $499543700.00
- **C.18.a - Value (excl. sponsor support):** $499543700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 16: 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):** $798352080.00
- **C.18.a - Value (excl. sponsor support):** $798352080.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 17: 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):** $996246000.00
- **C.18.a - Value (excl. sponsor support):** $996246000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 18: 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):** $722676081.60
- **C.18.a - Value (excl. sponsor support):** $722676081.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CCL3, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $421509432.50
- **C.18.a - Value (excl. sponsor support):** $421509432.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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):** $774528096.60
- **C.18.a - Value (excl. sponsor support):** $774528096.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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):** $493558900.00
- **C.18.a - Value (excl. sponsor support):** $493558900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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):** $592208340.00
- **C.18.a - Value (excl. sponsor support):** $592208340.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CF55, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $535188288.00
- **C.18.a - Value (excl. sponsor support):** $535188288.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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):** $470225741.00
- **C.18.a - Value (excl. sponsor support):** $470225741.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 25: 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):** $175094990.00
- **C.18.a - Value (excl. sponsor support):** $175094990.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 26: 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):** $338193031.80
- **C.18.a - Value (excl. sponsor support):** $338193031.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 27: 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):** $344187308.00
- **C.18.a - Value (excl. sponsor support):** $344187308.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 28: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLH4, C.4 - ISIN: US05593DLH43, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200088140.00
- **C.18.a - Value (excl. sponsor support):** $200088140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: 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):** $500044400.00
- **C.18.a - Value (excl. sponsor support):** $500044400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 30: 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):** $100013880.00
- **C.18.a - Value (excl. sponsor support):** $100013880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 31: 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):** $399077366.10
- **C.18.a - Value (excl. sponsor support):** $399077366.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 32: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MEY7, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $100011850.00
- **C.18.a - Value (excl. sponsor support):** $100011850.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFC4, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300011910.00
- **C.18.a - Value (excl. sponsor support):** $300011910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 34: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFD2, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $150012030.00
- **C.18.a - Value (excl. sponsor support):** $150012030.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFE0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $150010065.00
- **C.18.a - Value (excl. sponsor support):** $150010065.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 36: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600224220.00
- **C.18.a - Value (excl. sponsor support):** $600224220.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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):** $516035840.10
- **C.18.a - Value (excl. sponsor support):** $516035840.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 38: 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):** $501229450.00
- **C.18.a - Value (excl. sponsor support):** $501229450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **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 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.130000%
- **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):** $1000097010.00
- **C.18.a - Value (excl. sponsor support):** $1000097010.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.170000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000356980.00
- **C.18.a - Value (excl. sponsor support):** $1000356980.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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):** $600092100.00
- **C.18.a - Value (excl. sponsor support):** $600092100.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 42: 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):** $600071640.00
- **C.18.a - Value (excl. sponsor support):** $600071640.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, 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: 06051WUV4, C.4 - ISIN: US06051WUV44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $250284475.00
- **C.18.a - Value (excl. sponsor support):** $250284475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 44: 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):** $111060894.60
- **C.18.a - Value (excl. sponsor support):** $111060894.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXD1, C.4 - ISIN: US06051WXD19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400171520.00
- **C.18.a - Value (excl. sponsor support):** $400171520.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **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):** $500164700.00
- **C.18.a - Value (excl. sponsor support):** $500164700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.200000%
- **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):** $500361730.00
- **C.18.a - Value (excl. sponsor support):** $500361730.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.120000%
- **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):** $300089400.00
- **C.18.a - Value (excl. sponsor support):** $300089400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **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):** $335127568.00
- **C.18.a - Value (excl. sponsor support):** $335127568.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.180000%
- **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):** $300066720.00
- **C.18.a - Value (excl. sponsor support):** $300066720.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.170000%
- **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):** $350095795.00
- **C.18.a - Value (excl. sponsor support):** $350095795.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMK8, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350109585.00
- **C.18.a - Value (excl. sponsor support):** $350109585.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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):** $499387250.00
- **C.18.a - Value (excl. sponsor support):** $499387250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 54: 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):** $666055575.00
- **C.18.a - Value (excl. sponsor support):** $666055575.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 55: 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):** $738984750.00
- **C.18.a - Value (excl. sponsor support):** $738984750.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 56: 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):** $196475740.00
- **C.18.a - Value (excl. sponsor support):** $196475740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 57: 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):** $489735000.00
- **C.18.a - Value (excl. sponsor support):** $489735000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 58: 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):** $489497900.00
- **C.18.a - Value (excl. sponsor support):** $489497900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 59: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PJ31, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $194951540.00
- **C.18.a - Value (excl. sponsor support):** $194951540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600271914.00
- **C.18.a - Value (excl. sponsor support):** $600271914.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.170000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500250305.00
- **C.18.a - Value (excl. sponsor support):** $500250305.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.080000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500177915.00
- **C.18.a - Value (excl. sponsor support):** $500177915.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $473461700.03
- **C.18.a - Value (excl. sponsor support):** $473461700.03
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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):** $92059318.84
- **C.18.a - Value (excl. sponsor support):** $92059318.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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):** $54046246.68
- **C.18.a - Value (excl. sponsor support):** $54046246.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 4.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385080091.55
- **C.18.a - Value (excl. sponsor support):** $385080091.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $150059580.00
- **C.18.a - Value (excl. sponsor support):** $150059580.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 4.010000%
- **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):** $250018027.50
- **C.18.a - Value (excl. sponsor support):** $250018027.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3S4, C.4 - ISIN: US06367L3S42, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200007576.00
- **C.18.a - Value (excl. sponsor support):** $200007576.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.080000%
- **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):** $248947853.51
- **C.18.a - Value (excl. sponsor support):** $248947853.51
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.990000%
- **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):** $700249200.00
- **C.18.a - Value (excl. sponsor support):** $700249200.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NJY9, C.4 - ISIN: US06418NJY94, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $198988836.10
- **C.18.a - Value (excl. sponsor support):** $198988836.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLJ9, C.4 - ISIN: US06418NLJ99, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $748048694.80
- **C.18.a - Value (excl. sponsor support):** $748048694.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $101926070.40
- **C.18.a - Value (excl. sponsor support):** $101926070.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, 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):** $294380795.00
- **C.18.a - Value (excl. sponsor support):** $294380795.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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):** $299273580.00
- **C.18.a - Value (excl. sponsor support):** $299273580.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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):** $98645212.06
- **C.18.a - Value (excl. sponsor support):** $98645212.06
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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):** $99481370.00
- **C.18.a - Value (excl. sponsor support):** $99481370.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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):** $133815915.00
- **C.18.a - Value (excl. sponsor support):** $133815915.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **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):** $99101810.00
- **C.18.a - Value (excl. sponsor support):** $99101810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDT4, C.4 - ISIN: US06741EDT47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86907700.00
- **C.18.a - Value (excl. sponsor support):** $86907700.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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):** $51348934.00
- **C.18.a - Value (excl. sponsor support):** $51348934.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRU9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229051593.70
- **C.18.a - Value (excl. sponsor support):** $229051593.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRV7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $296052628.80
- **C.18.a - Value (excl. sponsor support):** $296052628.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: 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: 06744RA65, C.4 - ISIN: US06744RA654, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $346785068.20
- **C.18.a - Value (excl. sponsor support):** $346785068.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 86: 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: 06744RA73, C.4 - ISIN: US06744RA738, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $809412912.00
- **C.18.a - Value (excl. sponsor support):** $809412912.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 87: 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):** $950300105.00
- **C.18.a - Value (excl. sponsor support):** $950300105.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: BARCLAYS BANK PLC (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):** $1750550725.00
- **C.18.a - Value (excl. sponsor support):** $1750550725.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: BARCLAYS BANK PLC (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):** $752672247.25
- **C.18.a - Value (excl. sponsor support):** $752672247.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 90: 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):** $199497580.57
- **C.18.a - Value (excl. sponsor support):** $199497580.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 91: 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: 06745GFT3, C.4 - ISIN: US06745GFT31, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200047100.00
- **C.18.a - Value (excl. sponsor support):** $200047100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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):** $559300015.30
- **C.18.a - Value (excl. sponsor support):** $559300015.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 93: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.040000%
- **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):** $467111753.10
- **C.18.a - Value (excl. sponsor support):** $467111753.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: 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: 06745GGP0, C.4 - ISIN: US06745GGP00, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $693126957.60
- **C.18.a - Value (excl. sponsor support):** $693126957.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: 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):** $400265480.00
- **C.18.a - Value (excl. sponsor support):** $400265480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 96: 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):** $767597416.30
- **C.18.a - Value (excl. sponsor support):** $767597416.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 97: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHF1, C.4 - ISIN: US06745GHF19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500025750.00
- **C.18.a - Value (excl. sponsor support):** $500025750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHG9, C.4 - ISIN: US06745GHG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $490024794.00
- **C.18.a - Value (excl. sponsor support):** $490024794.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: 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):** $99927470.00
- **C.18.a - Value (excl. sponsor support):** $99927470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 100: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 3.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MA89, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $24979416.75
- **C.18.a - Value (excl. sponsor support):** $24979416.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? Yes, 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: 06945MAM8, C.4 - ISIN: US06945MAM82, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $71843083.20
- **C.18.a - Value (excl. sponsor support):** $71843083.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 102: 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):** $149469975.00
- **C.18.a - Value (excl. sponsor support):** $149469975.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 103: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MC61, C.4 - ISIN: US06945MC613, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $198639820.00
- **C.18.a - Value (excl. sponsor support):** $198639820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 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 104: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MCT1, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $148640250.00
- **C.18.a - Value (excl. sponsor support):** $148640250.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **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 105: 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):** $99938070.00
- **C.18.a - Value (excl. sponsor support):** $99938070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 106: 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):** $99906980.00
- **C.18.a - Value (excl. sponsor support):** $99906980.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 107: 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):** $199419920.00
- **C.18.a - Value (excl. sponsor support):** $199419920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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: 07644BB50, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $249065000.00
- **C.18.a - Value (excl. sponsor support):** $249065000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **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 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: 07644BBB7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $121466250.00
- **C.18.a - Value (excl. sponsor support):** $121466250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 07644BBK7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $54713543.50
- **C.18.a - Value (excl. sponsor support):** $54713543.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 07644BBL5, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99468890.00
- **C.18.a - Value (excl. sponsor support):** $99468890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 07644BDA7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $183072910.50
- **C.18.a - Value (excl. sponsor support):** $183072910.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 07644BDQ2, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $148218750.00
- **C.18.a - Value (excl. sponsor support):** $148218750.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 07644BDW9, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97268750.00
- **C.18.a - Value (excl. sponsor support):** $97268750.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98699070.00
- **C.18.a - Value (excl. sponsor support):** $98699070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 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: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147286275.00
- **C.18.a - Value (excl. sponsor support):** $147286275.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **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 117: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 3.950000%
- **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):** $250031225.00
- **C.18.a - Value (excl. sponsor support):** $250031225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 118: 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: 08224MA61, C.4 - ISIN: US08224MA615, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $129015624.83
- **C.18.a - Value (excl. sponsor support):** $129015624.83
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 119: 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):** $100833523.52
- **C.18.a - Value (excl. sponsor support):** $100833523.52
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 120: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MCD4, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $200487738.53
- **C.18.a - Value (excl. sponsor support):** $200487738.53
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 121: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MCL6, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $26322536.97
- **C.18.a - Value (excl. sponsor support):** $26322536.97
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 122: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 3.930000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: 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):** $198515440.00
- **C.18.a - Value (excl. sponsor support):** $198515440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 124: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3DQ2, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49404035.00
- **C.18.a - Value (excl. sponsor support):** $49404035.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 125: 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):** $99246800.00
- **C.18.a - Value (excl. sponsor support):** $99246800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **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 126: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619UDQ1, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $123503750.00
- **C.18.a - Value (excl. sponsor support):** $123503750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 3.800000%
- **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):** $6250000.00
- **C.18.a - Value (excl. sponsor support):** $6250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 128: 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):** $99938070.00
- **C.18.a - Value (excl. sponsor support):** $99938070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 129: 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):** $99906920.00
- **C.18.a - Value (excl. sponsor support):** $99906920.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: 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):** $249585125.00
- **C.18.a - Value (excl. sponsor support):** $249585125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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: 12710HAT5, C.4 - ISIN: US12710HAT59, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49859550.00
- **C.18.a - Value (excl. sponsor support):** $49859550.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 12710HAV0, C.4 - ISIN: US12710HAV06, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $58698218.03
- **C.18.a - Value (excl. sponsor support):** $58698218.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 12710HAW8, C.4 - ISIN: US12710HAW88, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74765625.00
- **C.18.a - Value (excl. sponsor support):** $74765625.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 12710HB31, C.4 - ISIN: US12710HB318, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $79617122.04
- **C.18.a - Value (excl. sponsor support):** $79617122.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 12710HB56, C.4 - ISIN: US12710HB565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $124531500.00
- **C.18.a - Value (excl. sponsor support):** $124531500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 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: 12710HBK3, C.4 - ISIN: US12710HBK32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $107438000.40
- **C.18.a - Value (excl. sponsor support):** $107438000.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 137: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HC22, C.4 - ISIN: US12710HC225, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99364530.00
- **C.18.a - Value (excl. sponsor support):** $99364530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **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 138: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HCP1, C.4 - ISIN: US12710HCP10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $198288320.00
- **C.18.a - Value (excl. sponsor support):** $198288320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HDA3, C.4 - ISIN: US12710HDA32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $123694450.00
- **C.18.a - Value (excl. sponsor support):** $123694450.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WF33, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $492040500.00
- **C.18.a - Value (excl. sponsor support):** $492040500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WF82, C.4 - ISIN: US12802WF826, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $491778350.00
- **C.18.a - Value (excl. sponsor support):** $491778350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFA7, C.4 - ISIN: US12802WFA71, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $196669380.00
- **C.18.a - Value (excl. sponsor support):** $196669380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $981251400.00
- **C.18.a - Value (excl. sponsor support):** $981251400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: California Enterprise Development Finance Auth

- **C.1 - Title:** RB (UNACEM NORTH AMERICA INC) SERIES 2025A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGB3, C.4 - ISIN: US13067RGB33, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $67500000.00
- **C.18.a - Value (excl. sponsor support):** $67500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2045-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: California Enterprise Development Finance Auth

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (UNACEM NORTH AMERICA INC) SERIES 2025B 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGC1, C.4 - ISIN: US13067RGC16, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2045-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.080000%
- **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):** $499073602.50
- **C.18.a - Value (excl. sponsor support):** $499073602.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRB0, C.4 - ISIN: US13606DRB00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $250061100.00
- **C.18.a - Value (excl. sponsor support):** $250061100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: 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):** $498459050.00
- **C.18.a - Value (excl. sponsor support):** $498459050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 150: 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):** $495950132.40
- **C.18.a - Value (excl. sponsor support):** $495950132.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 151: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 15118CAA8, C.4 - ISIN: US15118CAA80, C.3 - LEI: 549300JWG1LWHVNYN325
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2038-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.050000%
- **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):** $200005950.00
- **C.18.a - Value (excl. sponsor support):** $200005950.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.070000%
- **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):** $100003424.00
- **C.18.a - Value (excl. sponsor support):** $100003424.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.070000%
- **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):** $225007636.50
- **C.18.a - Value (excl. sponsor support):** $225007636.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.070000%
- **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):** $250009670.00
- **C.18.a - Value (excl. sponsor support):** $250009670.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.040000%
- **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):** $95001619.75
- **C.18.a - Value (excl. sponsor support):** $95001619.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.040000%
- **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):** $329251070.06
- **C.18.a - Value (excl. sponsor support):** $329251070.06
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.110000%
- **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):** $211028375.28
- **C.18.a - Value (excl. sponsor support):** $211028375.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WU67, C.4 - ISIN: US15963WU673, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240034192.80
- **C.18.a - Value (excl. sponsor support):** $240034192.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $99906480.00
- **C.18.a - Value (excl. sponsor support):** $99906480.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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):** $49937380.00
- **C.18.a - Value (excl. sponsor support):** $49937380.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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):** $49916135.00
- **C.18.a - Value (excl. sponsor support):** $49916135.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $24942337.50
- **C.18.a - Value (excl. sponsor support):** $24942337.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $124071900.00
- **C.18.a - Value (excl. sponsor support):** $124071900.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **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: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WDQ7, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49399915.00
- **C.18.a - Value (excl. sponsor support):** $49399915.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **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 166: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 3.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149889600.00
- **C.18.a - Value (excl. sponsor support):** $149889600.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? 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 3.800000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CA26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $121974868.00
- **C.18.a - Value (excl. sponsor support):** $121974868.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 3.800000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249816000.00
- **C.18.a - Value (excl. sponsor support):** $249816000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 169: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.020000%
- **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):** $500006200.00
- **C.18.a - Value (excl. sponsor support):** $500006200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 170: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCS4, C.4 - ISIN: US1730QPCS44, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $154949098.00
- **C.18.a - Value (excl. sponsor support):** $154949098.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCU9, C.4 - ISIN: US1730QPCU99, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $499828750.00
- **C.18.a - Value (excl. sponsor support):** $499828750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500032550.00
- **C.18.a - Value (excl. sponsor support):** $500032550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPDG9, C.4 - ISIN: US1730QPDG96, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $620044330.00
- **C.18.a - Value (excl. sponsor support):** $620044330.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: 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):** $750603675.00
- **C.18.a - Value (excl. sponsor support):** $750603675.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 175: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.160000%
- **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):** $500246150.00
- **C.18.a - Value (excl. sponsor support):** $500246150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.010000%
- **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):** $365028156.10
- **C.18.a - Value (excl. sponsor support):** $365028156.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.010000%
- **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):** $707533761.90
- **C.18.a - Value (excl. sponsor support):** $707533761.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.010000%
- **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):** $263014609.65
- **C.18.a - Value (excl. sponsor support):** $263014609.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.010000%
- **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):** $89004760.61
- **C.18.a - Value (excl. sponsor support):** $89004760.61
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQ44, C.4 - ISIN: US19423RQ441, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245008361.85
- **C.18.a - Value (excl. sponsor support):** $245008361.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.030000%
- **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):** $249017213.37
- **C.18.a - Value (excl. sponsor support):** $249017213.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.030000%
- **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):** $130009087.00
- **C.18.a - Value (excl. sponsor support):** $130009087.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000%
- **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):** $212032573.80
- **C.18.a - Value (excl. sponsor support):** $212032573.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQL6, C.4 - ISIN: US19423RQL68, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $765155807.55
- **C.18.a - Value (excl. sponsor support):** $765155807.55
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II RB SERIES 2023F2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964802P1, C.4 - ISIN: US1964802P13, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS II SERIES 2023A2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20155000.00
- **C.18.a - Value (excl. sponsor support):** $20155000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025N2 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025O2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2X9, C.4 - ISIN: US19648G2X93, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39520000.00
- **C.18.a - Value (excl. sponsor support):** $39520000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $36760000.00
- **C.18.a - Value (excl. sponsor support):** $36760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2053-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $47490000.00
- **C.18.a - Value (excl. sponsor support):** $47490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025L2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2024F2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2025D2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YMC2, C.4 - ISIN: US20259YMC20, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $955002101.00
- **C.18.a - Value (excl. sponsor support):** $955002101.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 199: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.090000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FER2, C.4 - ISIN: US20272FER29, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $250008175.00
- **C.18.a - Value (excl. sponsor support):** $250008175.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.090000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FES0, C.4 - ISIN: US20272FES02, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $250006525.00
- **C.18.a - Value (excl. sponsor support):** $250006525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.010000%
- **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):** $86005474.76
- **C.18.a - Value (excl. sponsor support):** $86005474.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 202: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CDQ7, C.4 - ISIN: US20632CDQ78, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $215012601.15
- **C.18.a - Value (excl. sponsor support):** $215012601.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.030000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEH6, C.4 - ISIN: US20632CEH60, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $57007748.58
- **C.18.a - Value (excl. sponsor support):** $57007748.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.030000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEK9, C.4 - ISIN: US20632CEK99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $60010400.40
- **C.18.a - Value (excl. sponsor support):** $60010400.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.030000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEN3, C.4 - ISIN: US20632CEN39, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58014326.00
- **C.18.a - Value (excl. sponsor support):** $58014326.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: 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):** $298195470.00
- **C.18.a - Value (excl. sponsor support):** $298195470.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **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 207: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LCB1, C.4 - ISIN: US20632LCB18, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $223334572.50
- **C.18.a - Value (excl. sponsor support):** $223334572.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LCD7, C.4 - ISIN: US20632LCD73, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $115333876.10
- **C.18.a - Value (excl. sponsor support):** $115333876.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 209: 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):** $250152975.00
- **C.18.a - Value (excl. sponsor support):** $250152975.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **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 210: 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):** $250255875.00
- **C.18.a - Value (excl. sponsor support):** $250255875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: 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):** $100074850.00
- **C.18.a - Value (excl. sponsor support):** $100074850.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 212: 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):** $200137300.00
- **C.18.a - Value (excl. sponsor support):** $200137300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: 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):** $100098630.00
- **C.18.a - Value (excl. sponsor support):** $100098630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 214: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5P7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250172300.00
- **C.18.a - Value (excl. sponsor support):** $250172300.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536J3D5, C.4 - ISIN: US22536J3D50, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $125089312.50
- **C.18.a - Value (excl. sponsor support):** $125089312.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536J4W2, C.4 - ISIN: US22536J4W23, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $144999710.00
- **C.18.a - Value (excl. sponsor support):** $144999710.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 217: 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):** $350249970.00
- **C.18.a - Value (excl. sponsor support):** $350249970.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **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 218: 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):** $100028770.00
- **C.18.a - Value (excl. sponsor support):** $100028770.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **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 219: 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):** $600495720.00
- **C.18.a - Value (excl. sponsor support):** $600495720.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **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 220: 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):** $250142900.00
- **C.18.a - Value (excl. sponsor support):** $250142900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 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):** $250144950.00
- **C.18.a - Value (excl. sponsor support):** $250144950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 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):** $250149200.00
- **C.18.a - Value (excl. sponsor support):** $250149200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **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):** $250146825.00
- **C.18.a - Value (excl. sponsor support):** $250146825.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.370000%
- **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):** $150089145.00
- **C.18.a - Value (excl. sponsor support):** $150089145.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **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 225: 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):** $1000451900.00
- **C.18.a - Value (excl. sponsor support):** $1000451900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **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):** $416474304.81
- **C.18.a - Value (excl. sponsor support):** $416474304.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **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 227: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2073-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECC5, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $148890330.00
- **C.18.a - Value (excl. sponsor support):** $148890330.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECD3, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $248124000.00
- **C.18.a - Value (excl. sponsor support):** $248124000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECX9, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $297172500.00
- **C.18.a - Value (excl. sponsor support):** $297172500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ED18, C.4 - ISIN: US23305ED184, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $198094060.00
- **C.18.a - Value (excl. sponsor support):** $198094060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EDW0, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $296250000.00
- **C.18.a - Value (excl. sponsor support):** $296250000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: 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):** $498310900.00
- **C.18.a - Value (excl. sponsor support):** $498310900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 234: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BS8, C.4 - ISIN: US2332K1BS88, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $497132200.00
- **C.18.a - Value (excl. sponsor support):** $497132200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 235: 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):** $987551900.00
- **C.18.a - Value (excl. sponsor support):** $987551900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1FN5, C.4 - ISIN: US2332K1FN55, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $294689490.00
- **C.18.a - Value (excl. sponsor support):** $294689490.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2062-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $97440000.00
- **C.18.a - Value (excl. sponsor support):** $97440000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 3.930000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 3.930000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: 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):** $493770150.00
- **C.18.a - Value (excl. sponsor support):** $493770150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 242: 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):** $49523515.00
- **C.18.a - Value (excl. sponsor support):** $49523515.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 243: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.050000%
- **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):** $148503212.06
- **C.18.a - Value (excl. sponsor support):** $148503212.06
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.070000%
- **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):** $275014555.75
- **C.18.a - Value (excl. sponsor support):** $275014555.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCY9, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $265011371.15
- **C.18.a - Value (excl. sponsor support):** $265011371.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDB8, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $126006500.34
- **C.18.a - Value (excl. sponsor support):** $126006500.34
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.040000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDC6, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $115001960.75
- **C.18.a - Value (excl. sponsor support):** $115001960.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.040000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDF9, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $330008355.60
- **C.18.a - Value (excl. sponsor support):** $330008355.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.050000%
- **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):** $225007863.75
- **C.18.a - Value (excl. sponsor support):** $225007863.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: 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):** $199581740.00
- **C.18.a - Value (excl. sponsor support):** $199581740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 251: 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):** $199520300.00
- **C.18.a - Value (excl. sponsor support):** $199520300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 252: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAS2, C.4 - ISIN: US31428GAS21, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $199459840.00
- **C.18.a - Value (excl. sponsor support):** $199459840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 253: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAV5, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $99699940.00
- **C.18.a - Value (excl. sponsor support):** $99699940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 254: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAW3, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $149535000.00
- **C.18.a - Value (excl. sponsor support):** $149535000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 255: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBK8, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $397925920.00
- **C.18.a - Value (excl. sponsor support):** $397925920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: 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):** $298224450.00
- **C.18.a - Value (excl. sponsor support):** $298224450.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **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 257: 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):** $493852750.00
- **C.18.a - Value (excl. sponsor support):** $493852750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **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 258: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GFP3, C.4 - ISIN: US31428GFP37, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $294623400.00
- **C.18.a - Value (excl. sponsor support):** $294623400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2074-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: 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):** $149890335.00
- **C.18.a - Value (excl. sponsor support):** $149890335.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 261: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MAF1, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $133390501.84
- **C.18.a - Value (excl. sponsor support):** $133390501.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 262: 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):** $104464584.00
- **C.18.a - Value (excl. sponsor support):** $104464584.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MC28, C.4 - ISIN: US38346MC285, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $59618682.00
- **C.18.a - Value (excl. sponsor support):** $59618682.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 264: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MF90, C.4 - ISIN: US38346MF908, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $344166655.00
- **C.18.a - Value (excl. sponsor support):** $344166655.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFA7, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $245807300.00
- **C.18.a - Value (excl. sponsor support):** $245807300.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JA59, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $596691410.70
- **C.18.a - Value (excl. sponsor support):** $596691410.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 267: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JA67, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $461713098.00
- **C.18.a - Value (excl. sponsor support):** $461713098.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 268: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JA83, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $70941141.00
- **C.18.a - Value (excl. sponsor support):** $70941141.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 269: 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):** $249766825.00
- **C.18.a - Value (excl. sponsor support):** $249766825.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 270: 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):** $99875590.00
- **C.18.a - Value (excl. sponsor support):** $99875590.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 271: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2072-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: 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):** $600208320.00
- **C.18.a - Value (excl. sponsor support):** $600208320.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 273: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVZ9, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $600007620.00
- **C.18.a - Value (excl. sponsor support):** $600007620.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAA0, C.4 - ISIN: US40451HAA05, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $11500000.00
- **C.18.a - Value (excl. sponsor support):** $11500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 275: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAB8, C.4 - ISIN: US40451HAB87, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 276: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 41652PAA7, C.4 - ISIN: US41652PAA75, C.3 - LEI: 549300W3L482NUDOFF24
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGU6, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500046500.00
- **C.18.a - Value (excl. sponsor support):** $500046500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 278: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.990000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $696573202.15
- **C.18.a - Value (excl. sponsor support):** $696573202.15
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $29850000.00
- **C.18.a - Value (excl. sponsor support):** $29850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2048-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 3.800000%
- **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):** $12370000.00
- **C.18.a - Value (excl. sponsor support):** $12370000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2052-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203ME80, C.4 - ISIN: US45203ME806, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $56665000.00
- **C.18.a - Value (excl. sponsor support):** $56665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2050-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $15250000.00
- **C.18.a - Value (excl. sponsor support):** $15250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $21665000.00
- **C.18.a - Value (excl. sponsor support):** $21665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 284: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $35500000.00
- **C.18.a - Value (excl. sponsor support):** $35500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: 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.18 - Value (incl. sponsor support):** $98588961.90
- **C.18.a - Value (excl. sponsor support):** $98588961.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 286: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RC21, C.4 - ISIN: US45685RC211, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $99366280.00
- **C.18.a - Value (excl. sponsor support):** $99366280.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **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 287: 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.18 - Value (incl. sponsor support):** $197663760.00
- **C.18.a - Value (excl. sponsor support):** $197663760.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 288: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $46773000.00
- **C.18.a - Value (excl. sponsor support):** $46773000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2072-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.050000%
- **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):** $300024342.00
- **C.18.a - Value (excl. sponsor support):** $300024342.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 291: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.050000%
- **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):** $300025440.00
- **C.18.a - Value (excl. sponsor support):** $300025440.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 474208AA3, C.4 - ISIN: US474208AA39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56330000.00
- **C.18.a - Value (excl. sponsor support):** $56330000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 3.800000%
- **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):** $28235000.00
- **C.18.a - Value (excl. sponsor support):** $28235000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE44, C.4 - ISIN: US48246UE441, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $246918375.00
- **C.18.a - Value (excl. sponsor support):** $246918375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 295: 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):** $246893800.00
- **C.18.a - Value (excl. sponsor support):** $246893800.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 296: 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):** $197495400.00
- **C.18.a - Value (excl. sponsor support):** $197495400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 297: 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):** $246844700.00
- **C.18.a - Value (excl. sponsor support):** $246844700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 298: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 3.870000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50537AAA2, C.4 - ISIN: US50537AAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1840000.00
- **C.18.a - Value (excl. sponsor support):** $1840000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2040-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UAF7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $199688880.00
- **C.18.a - Value (excl. sponsor support):** $199688880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 301: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UCL2, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $198353000.00
- **C.18.a - Value (excl. sponsor support):** $198353000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UCT5, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $247756050.00
- **C.18.a - Value (excl. sponsor support):** $247756050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **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 303: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UD23, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $123797612.50
- **C.18.a - Value (excl. sponsor support):** $123797612.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 304: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UFN5, C.4 - ISIN: US53127UFN54, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $147318495.00
- **C.18.a - Value (excl. sponsor support):** $147318495.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UFW5, C.4 - ISIN: US53127UFW53, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $24532487.50
- **C.18.a - Value (excl. sponsor support):** $24532487.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAS9, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75015825.00
- **C.18.a - Value (excl. sponsor support):** $75015825.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 307: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAT7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75015840.00
- **C.18.a - Value (excl. sponsor support):** $75015840.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 308: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAU4, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $110023188.00
- **C.18.a - Value (excl. sponsor support):** $110023188.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 309: 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: 53619YA56, C.4 - ISIN: US53619YA565, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $120937624.50
- **C.18.a - Value (excl. sponsor support):** $120937624.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 310: 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: 53619YA64, C.4 - ISIN: US53619YA649, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $264835885.50
- **C.18.a - Value (excl. sponsor support):** $264835885.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 311: 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):** $227686839.80
- **C.18.a - Value (excl. sponsor support):** $227686839.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 312: 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):** $49932470.00
- **C.18.a - Value (excl. sponsor support):** $49932470.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 313: 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):** $51225353.37
- **C.18.a - Value (excl. sponsor support):** $51225353.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 314: 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):** $36018420.80
- **C.18.a - Value (excl. sponsor support):** $36018420.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 315: 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):** $49744045.00
- **C.18.a - Value (excl. sponsor support):** $49744045.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 316: 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):** $47550378.84
- **C.18.a - Value (excl. sponsor support):** $47550378.84
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 317: 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):** $99436600.00
- **C.18.a - Value (excl. sponsor support):** $99436600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **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 318: 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):** $49702885.00
- **C.18.a - Value (excl. sponsor support):** $49702885.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **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 319: 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):** $101518428.20
- **C.18.a - Value (excl. sponsor support):** $101518428.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 320: 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):** $49661310.00
- **C.18.a - Value (excl. sponsor support):** $49661310.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 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 321: 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):** $99291160.00
- **C.18.a - Value (excl. sponsor support):** $99291160.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 322: 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):** $49629845.00
- **C.18.a - Value (excl. sponsor support):** $49629845.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 323: 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):** $81349912.20
- **C.18.a - Value (excl. sponsor support):** $81349912.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $100709100.08
- **C.18.a - Value (excl. sponsor support):** $100709100.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 325: 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):** $50608985.21
- **C.18.a - Value (excl. sponsor support):** $50608985.21
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 326: 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):** $98840670.00
- **C.18.a - Value (excl. sponsor support):** $98840670.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 327: 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):** $113931477.62
- **C.18.a - Value (excl. sponsor support):** $113931477.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 328: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.010000%
- **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):** $500034800.00
- **C.18.a - Value (excl. sponsor support):** $500034800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: 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):** $500147350.00
- **C.18.a - Value (excl. sponsor support):** $500147350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 330: 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):** $195048262.50
- **C.18.a - Value (excl. sponsor support):** $195048262.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 331: 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):** $303182769.60
- **C.18.a - Value (excl. sponsor support):** $303182769.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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) 4.000000%
- **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):** $420064848.00
- **C.18.a - Value (excl. sponsor support):** $420064848.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.000000%
- **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):** $100014300.00
- **C.18.a - Value (excl. sponsor support):** $100014300.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.990000%
- **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):** $500080050.00
- **C.18.a - Value (excl. sponsor support):** $500080050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.990000%
- **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):** $441069942.60
- **C.18.a - Value (excl. sponsor support):** $441069942.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.990000%
- **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):** $370059755.00
- **C.18.a - Value (excl. sponsor support):** $370059755.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.990000%
- **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):** $578088087.20
- **C.18.a - Value (excl. sponsor support):** $578088087.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 338: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.000000%
- **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):** $510062220.00
- **C.18.a - Value (excl. sponsor support):** $510062220.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.020000%
- **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):** $270048378.60
- **C.18.a - Value (excl. sponsor support):** $270048378.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.040000%
- **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):** $600083040.00
- **C.18.a - Value (excl. sponsor support):** $600083040.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.040000%
- **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):** $300045750.00
- **C.18.a - Value (excl. sponsor support):** $300045750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.040000%
- **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):** $250039425.00
- **C.18.a - Value (excl. sponsor support):** $250039425.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.040000%
- **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):** $810121581.00
- **C.18.a - Value (excl. sponsor support):** $810121581.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQC5, C.4 - ISIN: US55381BQC53, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $661161350.10
- **C.18.a - Value (excl. sponsor support):** $661161350.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQF8, C.4 - ISIN: US55381BQF84, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $266070117.60
- **C.18.a - Value (excl. sponsor support):** $266070117.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 346: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQG6, C.4 - ISIN: US55381BQG67, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500060350.00
- **C.18.a - Value (excl. sponsor support):** $500060350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 347: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQL5, C.4 - ISIN: US55381BQL52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $529161979.80
- **C.18.a - Value (excl. sponsor support):** $529161979.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 348: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQP6, C.4 - ISIN: US55381BQP66, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $496053816.00
- **C.18.a - Value (excl. sponsor support):** $496053816.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 349: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQV3, C.4 - ISIN: US55381BQV35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200021160.00
- **C.18.a - Value (excl. sponsor support):** $200021160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 350: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQW1, C.4 - ISIN: US55381BQW18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $299994240.00
- **C.18.a - Value (excl. sponsor support):** $299994240.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 351: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.860000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQY7, C.4 - ISIN: US55381BQY73, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $210040089.00
- **C.18.a - Value (excl. sponsor support):** $210040089.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 352: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.150000%
- **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):** $200002762.00
- **C.18.a - Value (excl. sponsor support):** $200002762.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **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 353: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.150000%
- **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):** $192016026.24
- **C.18.a - Value (excl. sponsor support):** $192016026.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **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 354: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CA69, C.4 - ISIN: US56037CA696, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $22486065.75
- **C.18.a - Value (excl. sponsor support):** $22486065.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 355: 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):** $98882440.00
- **C.18.a - Value (excl. sponsor support):** $98882440.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 356: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 3.790000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30700000.00
- **C.18.a - Value (excl. sponsor support):** $30700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 357: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 358: Massachusetts HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 251 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587G3W3, C.4 - ISIN: US57587G3W39, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 359: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 360: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 361: 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):** $165603592.69
- **C.18.a - Value (excl. sponsor support):** $165603592.69
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 362: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $132550000.00
- **C.18.a - Value (excl. sponsor support):** $132550000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2042-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 363: MICHELLE LEIGH LEGACY

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594109AA8, C.4 - ISIN: US594109AA83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52840000.00
- **C.18.a - Value (excl. sponsor support):** $52840000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 364: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 365: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6V6, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $391646052.16
- **C.18.a - Value (excl. sponsor support):** $391646052.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 366: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.930000%
- **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):** $385067644.50
- **C.18.a - Value (excl. sponsor support):** $385067644.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 367: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.930000%
- **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):** $375056250.00
- **C.18.a - Value (excl. sponsor support):** $375056250.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 368: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.930000%
- **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):** $400071960.00
- **C.18.a - Value (excl. sponsor support):** $400071960.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 369: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.930000%
- **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):** $611132098.20
- **C.18.a - Value (excl. sponsor support):** $611132098.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 370: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.930000%
- **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):** $400089920.00
- **C.18.a - Value (excl. sponsor support):** $400089920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 371: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.940000%
- **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):** $481104809.90
- **C.18.a - Value (excl. sponsor support):** $481104809.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.010000%
- **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):** $500126500.00
- **C.18.a - Value (excl. sponsor support):** $500126500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.960000%
- **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):** $285085756.50
- **C.18.a - Value (excl. sponsor support):** $285085756.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 374: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDQ4, C.4 - ISIN: US60683FDQ46, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $92006127.20
- **C.18.a - Value (excl. sponsor support):** $92006127.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 375: 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):** $349782265.00
- **C.18.a - Value (excl. sponsor support):** $349782265.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 376: 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):** $238297584.00
- **C.18.a - Value (excl. sponsor support):** $238297584.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **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 377: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QE83, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $493271700.00
- **C.18.a - Value (excl. sponsor support):** $493271700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A3Q4, C.4 - ISIN: US60701A3Q40, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $501118436.40
- **C.18.a - Value (excl. sponsor support):** $501118436.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A4P5, C.4 - ISIN: US60701A4P57, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $465003999.00
- **C.18.a - Value (excl. sponsor support):** $465003999.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A4V2, C.4 - ISIN: US60701A4V26, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $385056017.50
- **C.18.a - Value (excl. sponsor support):** $385056017.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 381: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.000000%
- **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):** $500090000.00
- **C.18.a - Value (excl. sponsor support):** $500090000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 382: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.990000%
- **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):** $1200180720.00
- **C.18.a - Value (excl. sponsor support):** $1200180720.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 383: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.990000%
- **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):** $450063045.00
- **C.18.a - Value (excl. sponsor support):** $450063045.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: 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):** $206078547.80
- **C.18.a - Value (excl. sponsor support):** $206078547.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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 385: 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):** $205033251.00
- **C.18.a - Value (excl. sponsor support):** $205033251.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 386: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 387: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2G9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250051250.00
- **C.18.a - Value (excl. sponsor support):** $250051250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2J3, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250060975.00
- **C.18.a - Value (excl. sponsor support):** $250060975.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPU5, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $500107800.00
- **C.18.a - Value (excl. sponsor support):** $500107800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: 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):** $497841054.95
- **C.18.a - Value (excl. sponsor support):** $497841054.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 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 391: 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):** $173312142.50
- **C.18.a - Value (excl. sponsor support):** $173312142.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 392: 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):** $500183350.00
- **C.18.a - Value (excl. sponsor support):** $500183350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 393: 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):** $500242150.00
- **C.18.a - Value (excl. sponsor support):** $500242150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **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 394: 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):** $700416430.00
- **C.18.a - Value (excl. sponsor support):** $700416430.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 395: 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):** $514498610.48
- **C.18.a - Value (excl. sponsor support):** $514498610.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 396: 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):** $550333575.00
- **C.18.a - Value (excl. sponsor support):** $550333575.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 397: 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):** $96890551.87
- **C.18.a - Value (excl. sponsor support):** $96890551.87
- **C.19 - Percentage of Net Assets:** 0.0200%
- **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 398: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.910000%
- **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):** $100013750.00
- **C.18.a - Value (excl. sponsor support):** $100013750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 399: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WRV2, C.4 - ISIN: US65558WRV27, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $150000030.00
- **C.18.a - Value (excl. sponsor support):** $150000030.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 400: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40863000.00
- **C.18.a - Value (excl. sponsor support):** $40863000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 401: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.920000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2031-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 402: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.950000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 403: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 3.920000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 404: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.920000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 405: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67080R201, C.4 - ISIN: US67080R2013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21250000.00
- **C.18.a - Value (excl. sponsor support):** $21250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2034-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 406: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 3.820000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 679400NU1, C.4 - ISIN: US679400NU14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8900000.00
- **C.18.a - Value (excl. sponsor support):** $8900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 407: 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):** $99906980.00
- **C.18.a - Value (excl. sponsor support):** $99906980.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 408: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UDA8, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49479165.00
- **C.18.a - Value (excl. sponsor support):** $49479165.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 409: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UF32, C.4 - ISIN: US67983UF327, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $147628830.00
- **C.18.a - Value (excl. sponsor support):** $147628830.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 410: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.980000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RPQ6, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $150032100.00
- **C.18.a - Value (excl. sponsor support):** $150032100.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 411: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 4.060000%
- **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):** $200018992.00
- **C.18.a - Value (excl. sponsor support):** $200018992.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.010000%
- **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):** $400025400.00
- **C.18.a - Value (excl. sponsor support):** $400025400.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 413: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.010000%
- **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):** $200014820.00
- **C.18.a - Value (excl. sponsor support):** $200014820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 414: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 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):** $140115514.00
- **C.18.a - Value (excl. sponsor support):** $140115514.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJA4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200013380.00
- **C.18.a - Value (excl. sponsor support):** $200013380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.980000%
- **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):** $150004950.00
- **C.18.a - Value (excl. sponsor support):** $150004950.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 417: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.020000%
- **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):** $275004317.50
- **C.18.a - Value (excl. sponsor support):** $275004317.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 418: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.020000%
- **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):** $249996350.00
- **C.18.a - Value (excl. sponsor support):** $249996350.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 419: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.990000%
- **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):** $299974920.00
- **C.18.a - Value (excl. sponsor support):** $299974920.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 420: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.020000%
- **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):** $100003860.00
- **C.18.a - Value (excl. sponsor support):** $100003860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 421: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKZ7, C.4 - ISIN: US69033NKZ77, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400055400.00
- **C.18.a - Value (excl. sponsor support):** $400055400.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 422: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BA75, C.4 - ISIN: US69034BA757, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299783730.00
- **C.18.a - Value (excl. sponsor support):** $299783730.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 423: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BC99, C.4 - ISIN: US69034BC993, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148927350.00
- **C.18.a - Value (excl. sponsor support):** $148927350.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **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 424: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BCA6, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148911600.00
- **C.18.a - Value (excl. sponsor support):** $148911600.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **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 425: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BD80, C.4 - ISIN: US69034BD801, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $49484670.00
- **C.18.a - Value (excl. sponsor support):** $49484670.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 426: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BD98, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148438125.00
- **C.18.a - Value (excl. sponsor support):** $148438125.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 427: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BDA5, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148422240.00
- **C.18.a - Value (excl. sponsor support):** $148422240.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 428: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSW9, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250012675.00
- **C.18.a - Value (excl. sponsor support):** $250012675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: 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):** $144697457.50
- **C.18.a - Value (excl. sponsor support):** $144697457.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 430: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901ND84, C.4 - ISIN: US69901ND848, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148468755.00
- **C.18.a - Value (excl. sponsor support):** $148468755.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.970000%
- **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):** $300010980.00
- **C.18.a - Value (excl. sponsor support):** $300010980.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 432: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.000000%
- **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):** $180044388.00
- **C.18.a - Value (excl. sponsor support):** $180044388.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29727000.00
- **C.18.a - Value (excl. sponsor support):** $29727000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 434: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** EDUCATIONAL LOAN RB SERIES 2025A 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBU8, C.4 - ISIN: US70878CBU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 435: 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):** $118838862.10
- **C.18.a - Value (excl. sponsor support):** $118838862.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 436: 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):** $84858543.00
- **C.18.a - Value (excl. sponsor support):** $84858543.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 437: 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):** $99771910.00
- **C.18.a - Value (excl. sponsor support):** $99771910.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 438: 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):** $68956526.72
- **C.18.a - Value (excl. sponsor support):** $68956526.72
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 439: 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):** $79710144.00
- **C.18.a - Value (excl. sponsor support):** $79710144.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 440: 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):** $141142391.00
- **C.18.a - Value (excl. sponsor support):** $141142391.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 441: 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):** $99259690.00
- **C.18.a - Value (excl. sponsor support):** $99259690.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **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 442: 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):** $122925726.00
- **C.18.a - Value (excl. sponsor support):** $122925726.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **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 443: 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):** $64330045.00
- **C.18.a - Value (excl. sponsor support):** $64330045.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 444: 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):** $49381860.00
- **C.18.a - Value (excl. sponsor support):** $49381860.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GF20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98409650.00
- **C.18.a - Value (excl. sponsor support):** $98409650.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154GFH1, C.4 - ISIN: US74154GFH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73692397.50
- **C.18.a - Value (excl. sponsor support):** $73692397.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R4X8, C.4 - ISIN: US76221R4X86, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $38400000.00
- **C.18.a - Value (excl. sponsor support):** $38400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 448: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221SBW0, C.4 - ISIN: US76221SBW08, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2054-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 449: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENR2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310020119.00
- **C.18.a - Value (excl. sponsor support):** $310020119.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 450: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCP4, C.4 - ISIN: US76582KCP49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $337888768.50
- **C.18.a - Value (excl. sponsor support):** $337888768.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 451: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCT6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155810731.53
- **C.18.a - Value (excl. sponsor support):** $155810731.53
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 452: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KDL2, C.4 - ISIN: US76582KDL26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226372545.60
- **C.18.a - Value (excl. sponsor support):** $226372545.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 453: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KF97, C.4 - ISIN: US76582KF970, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177015996.00
- **C.18.a - Value (excl. sponsor support):** $177015996.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 454: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WAW0, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $498454150.00
- **C.18.a - Value (excl. sponsor support):** $498454150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 455: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $996597300.00
- **C.18.a - Value (excl. sponsor support):** $996597300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 456: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 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):** $494566000.00
- **C.18.a - Value (excl. sponsor support):** $494566000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 457: 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):** $496850336.26
- **C.18.a - Value (excl. sponsor support):** $496850336.26
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.980000%
- **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):** $1000195100.00
- **C.18.a - Value (excl. sponsor support):** $1000195100.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRC3, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $700150010.00
- **C.18.a - Value (excl. sponsor support):** $700150010.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $300077490.00
- **C.18.a - Value (excl. sponsor support):** $300077490.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.980000%
- **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):** $750128175.00
- **C.18.a - Value (excl. sponsor support):** $750128175.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.030000%
- **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):** $12305491.95
- **C.18.a - Value (excl. sponsor support):** $12305491.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: 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):** $250378150.00
- **C.18.a - Value (excl. sponsor support):** $250378150.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **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 464: 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):** $500806700.00
- **C.18.a - Value (excl. sponsor support):** $500806700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 465: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JTQ0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500312850.00
- **C.18.a - Value (excl. sponsor support):** $500312850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 466: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU88, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $788776652.80
- **C.18.a - Value (excl. sponsor support):** $788776652.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 467: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 468: 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):** $525141850.70
- **C.18.a - Value (excl. sponsor support):** $525141850.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 469: 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):** $537766020.00
- **C.18.a - Value (excl. sponsor support):** $537766020.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 470: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QC24, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $248437575.00
- **C.18.a - Value (excl. sponsor support):** $248437575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 471: 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):** $199312320.00
- **C.18.a - Value (excl. sponsor support):** $199312320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 472: 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):** $249062000.00
- **C.18.a - Value (excl. sponsor support):** $249062000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 473: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MC24, C.4 - ISIN: US82124MC240, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99364530.00
- **C.18.a - Value (excl. sponsor support):** $99364530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **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 474: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MCD0, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $223310700.00
- **C.18.a - Value (excl. sponsor support):** $223310700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 475: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MDP2, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $123524725.00
- **C.18.a - Value (excl. sponsor support):** $123524725.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 476: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2059-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 477: 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):** $97583058.50
- **C.18.a - Value (excl. sponsor support):** $97583058.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: 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):** $198121540.00
- **C.18.a - Value (excl. sponsor support):** $198121540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: 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):** $395743960.00
- **C.18.a - Value (excl. sponsor support):** $395743960.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **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 480: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UDN5, C.4 - ISIN: US83050UDN54, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $247105650.00
- **C.18.a - Value (excl. sponsor support):** $247105650.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSU9, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $299995140.00
- **C.18.a - Value (excl. sponsor support):** $299995140.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.990000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSY1, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $150004920.00
- **C.18.a - Value (excl. sponsor support):** $150004920.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 484: 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):** $84504339.50
- **C.18.a - Value (excl. sponsor support):** $84504339.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 485: 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):** $198791880.00
- **C.18.a - Value (excl. sponsor support):** $198791880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **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 486: 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):** $49608855.00
- **C.18.a - Value (excl. sponsor support):** $49608855.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 487: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MF40, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $432914768.00
- **C.18.a - Value (excl. sponsor support):** $432914768.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 488: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MF81, C.4 - ISIN: US85520MF819, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $113100395.50
- **C.18.a - Value (excl. sponsor support):** $113100395.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNX0, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $115011212.50
- **C.18.a - Value (excl. sponsor support):** $115011212.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 490: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNY8, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $100009990.00
- **C.18.a - Value (excl. sponsor support):** $100009990.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: 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):** $113014023.30
- **C.18.a - Value (excl. sponsor support):** $113014023.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 492: 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):** $400112520.00
- **C.18.a - Value (excl. sponsor support):** $400112520.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **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 493: 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):** $359103751.00
- **C.18.a - Value (excl. sponsor support):** $359103751.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 494: 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):** $255112812.00
- **C.18.a - Value (excl. sponsor support):** $255112812.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 495: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TJP9, C.4 - ISIN: US86564TJP93, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $410010414.00
- **C.18.a - Value (excl. sponsor support):** $410010414.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: SUMITOMO MITSUI TRUST BANK LTD (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):** $94636691.50
- **C.18.a - Value (excl. sponsor support):** $94636691.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 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 497: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **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):** $222011588.40
- **C.18.a - Value (excl. sponsor support):** $222011588.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **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):** $420029022.00
- **C.18.a - Value (excl. sponsor support):** $420029022.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRV4, C.4 - ISIN: US86565GRV40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $332044355.20
- **C.18.a - Value (excl. sponsor support):** $332044355.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRZ5, C.4 - ISIN: US86565GRZ53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500086150.00
- **C.18.a - Value (excl. sponsor support):** $500086150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSC5, C.4 - ISIN: US86565GSC59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250048675.00
- **C.18.a - Value (excl. sponsor support):** $250048675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.930000%
- **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):** $260059254.00
- **C.18.a - Value (excl. sponsor support):** $260059254.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.930000%
- **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):** $198045500.40
- **C.18.a - Value (excl. sponsor support):** $198045500.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTB6, C.4 - ISIN: US86565GTB67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350087815.00
- **C.18.a - Value (excl. sponsor support):** $350087815.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTC4, C.4 - ISIN: US86565GTC41, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350087780.00
- **C.18.a - Value (excl. sponsor support):** $350087780.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTD2, C.4 - ISIN: US86565GTD24, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $458117202.20
- **C.18.a - Value (excl. sponsor support):** $458117202.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.000000%
- **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):** $500127550.00
- **C.18.a - Value (excl. sponsor support):** $500127550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 508: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTN0, C.4 - ISIN: US86565GTN06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $570147231.00
- **C.18.a - Value (excl. sponsor support):** $570147231.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 509: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUF5, C.4 - ISIN: US86565GUF52, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $479124444.20
- **C.18.a - Value (excl. sponsor support):** $479124444.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 510: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **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):** $247066368.90
- **C.18.a - Value (excl. sponsor support):** $247066368.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 511: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.960000%
- **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):** $498114838.80
- **C.18.a - Value (excl. sponsor support):** $498114838.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 512: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.960000%
- **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):** $375077475.00
- **C.18.a - Value (excl. sponsor support):** $375077475.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.960000%
- **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):** $200049520.00
- **C.18.a - Value (excl. sponsor support):** $200049520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.960000%
- **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):** $225054450.00
- **C.18.a - Value (excl. sponsor support):** $225054450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 515: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.040000%
- **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):** $558108363.60
- **C.18.a - Value (excl. sponsor support):** $558108363.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWF3, C.4 - ISIN: US86565GWF35, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $514074067.40
- **C.18.a - Value (excl. sponsor support):** $514074067.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWR7, C.4 - ISIN: US86565GWR72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $320013472.00
- **C.18.a - Value (excl. sponsor support):** $320013472.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 3.800000%
- **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):** $32750000.00
- **C.18.a - Value (excl. sponsor support):** $32750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 519: 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):** $200079920.00
- **C.18.a - Value (excl. sponsor support):** $200079920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 520: 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):** $400155040.00
- **C.18.a - Value (excl. sponsor support):** $400155040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **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 521: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.020000%
- **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):** $400001480.00
- **C.18.a - Value (excl. sponsor support):** $400001480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 522: 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):** $249819775.00
- **C.18.a - Value (excl. sponsor support):** $249819775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 523: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMS6, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $300035100.00
- **C.18.a - Value (excl. sponsor support):** $300035100.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 524: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMZ0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250089225.00
- **C.18.a - Value (excl. sponsor support):** $250089225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 525: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNJ5, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200007080.00
- **C.18.a - Value (excl. sponsor support):** $200007080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 526: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ65, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $100015260.00
- **C.18.a - Value (excl. sponsor support):** $100015260.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 527: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ81, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $175027597.50
- **C.18.a - Value (excl. sponsor support):** $175027597.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 528: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $197523920.00
- **C.18.a - Value (excl. sponsor support):** $197523920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 529: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 3.930000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2035-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 530: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 531: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2075-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 532: 315/333 W DAWSON ASSOCIATES

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (CLEARWATER AT GLENDORA) SERIES 2025A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88556UAB2, C.4 - ISIN: US88556UAB26, C.3 - LEI: 254900K6G938JUXWC522
- **C.18 - Value (incl. sponsor support):** $43250000.00
- **C.18.a - Value (excl. sponsor support):** $43250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2065-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 533: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 3.800000%
- **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):** $47760000.00
- **C.18.a - Value (excl. sponsor support):** $47760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2064-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 534: 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):** $49720400.00
- **C.18.a - Value (excl. sponsor support):** $49720400.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **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 535: 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):** $147598575.00
- **C.18.a - Value (excl. sponsor support):** $147598575.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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 536: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 3.980000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603AJB0, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100017430.00
- **C.18.a - Value (excl. sponsor support):** $100017430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 89115D6Y7, C.4 - ISIN: US89115D6Y74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $954334663.20
- **C.18.a - Value (excl. sponsor support):** $954334663.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 538: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBC9, C.4 - ISIN: US89115DBC92, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $750143737.50
- **C.18.a - Value (excl. sponsor support):** $750143737.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 539: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.090000%
- **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):** $1000279200.00
- **C.18.a - Value (excl. sponsor support):** $1000279200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 540: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.080000%
- **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):** $900263250.00
- **C.18.a - Value (excl. sponsor support):** $900263250.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 541: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.090000%
- **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):** $300074910.00
- **C.18.a - Value (excl. sponsor support):** $300074910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 542: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.090000%
- **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):** $375099956.25
- **C.18.a - Value (excl. sponsor support):** $375099956.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 543: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.170000%
- **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):** $416161811.52
- **C.18.a - Value (excl. sponsor support):** $416161811.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 544: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.120000%
- **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):** $225143858.25
- **C.18.a - Value (excl. sponsor support):** $225143858.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 545: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DF43, C.4 - ISIN: US89115DF433, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $515027475.25
- **C.18.a - Value (excl. sponsor support):** $515027475.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 546: 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):** $1050880320.00
- **C.18.a - Value (excl. sponsor support):** $1050880320.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 547: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.170000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK54, C.4 - ISIN: US89115DK540, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $90027936.00
- **C.18.a - Value (excl. sponsor support):** $90027936.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 548: 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):** $400650000.00
- **C.18.a - Value (excl. sponsor support):** $400650000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 549: 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):** $274068609.60
- **C.18.a - Value (excl. sponsor support):** $274068609.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 550: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.160000%
- **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):** $231122695.65
- **C.18.a - Value (excl. sponsor support):** $231122695.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 551: 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):** $1019863152.00
- **C.18.a - Value (excl. sponsor support):** $1019863152.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 552: 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):** $999659175.00
- **C.18.a - Value (excl. sponsor support):** $999659175.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **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 553: 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):** $200166460.00
- **C.18.a - Value (excl. sponsor support):** $200166460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **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 554: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRB4, C.4 - ISIN: US89115DRB46, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $28802037.10
- **C.18.a - Value (excl. sponsor support):** $28802037.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 555: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.050000%
- **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):** $134065365.20
- **C.18.a - Value (excl. sponsor support):** $134065365.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 556: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUX2, C.4 - ISIN: US89115DUX29, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $294256074.00
- **C.18.a - Value (excl. sponsor support):** $294256074.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BA55, C.4 - ISIN: US89119BA554, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $16991120.90
- **C.18.a - Value (excl. sponsor support):** $16991120.90
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 558: 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):** $119874455.49
- **C.18.a - Value (excl. sponsor support):** $119874455.49
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 559: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.070000%
- **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):** $560237664.00
- **C.18.a - Value (excl. sponsor support):** $560237664.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 560: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.140000%
- **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):** $735324811.20
- **C.18.a - Value (excl. sponsor support):** $735324811.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 561: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC29, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99367970.00
- **C.18.a - Value (excl. sponsor support):** $99367970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 562: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCJ2, C.4 - ISIN: US89152FCJ21, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $132325801.24
- **C.18.a - Value (excl. sponsor support):** $132325801.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 563: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCW3, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99077860.00
- **C.18.a - Value (excl. sponsor support):** $99077860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **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 564: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCX1, C.4 - ISIN: US89152FCX15, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $394684920.00
- **C.18.a - Value (excl. sponsor support):** $394684920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **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 565: 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):** $49882515.00
- **C.18.a - Value (excl. sponsor support):** $49882515.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 566: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RPF6, C.4 - ISIN: US89602RPF63, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $60470000.00
- **C.18.a - Value (excl. sponsor support):** $60470000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2032-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 567: 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):** $500096450.00
- **C.18.a - Value (excl. sponsor support):** $500096450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **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 568: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG32, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $900042750.00
- **C.18.a - Value (excl. sponsor support):** $900042750.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 569: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG40, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $750017850.00
- **C.18.a - Value (excl. sponsor support):** $750017850.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 570: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZC3, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $300004509.00
- **C.18.a - Value (excl. sponsor support):** $300004509.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 571: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZD1, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500003400.00
- **C.18.a - Value (excl. sponsor support):** $500003400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZF6, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500003700.00
- **C.18.a - Value (excl. sponsor support):** $500003700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 573: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZH2, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **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:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZM1, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $499019610.70
- **C.18.a - Value (excl. sponsor support):** $499019610.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZN9, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $498519660.84
- **C.18.a - Value (excl. sponsor support):** $498519660.84
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 576: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UA29, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $199958580.00
- **C.18.a - Value (excl. sponsor support):** $199958580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 577: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 3.780000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UA78, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $349741700.00
- **C.18.a - Value (excl. sponsor support):** $349741700.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 578: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QCW7, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $246462320.88
- **C.18.a - Value (excl. sponsor support):** $246462320.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 579: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJE8, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300050520.00
- **C.18.a - Value (excl. sponsor support):** $300050520.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJG3, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300059010.00
- **C.18.a - Value (excl. sponsor support):** $300059010.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 581: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJH1, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300058860.00
- **C.18.a - Value (excl. sponsor support):** $300058860.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 582: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJR9, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300054750.00
- **C.18.a - Value (excl. sponsor support):** $300054750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 583: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJS7, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300052830.00
- **C.18.a - Value (excl. sponsor support):** $300052830.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 584: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJT5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $225041377.50
- **C.18.a - Value (excl. sponsor support):** $225041377.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 586: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 3.870000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: 549300UTYH2EEYYWKE94
- **C.18 - Value (incl. sponsor support):** $17390000.00
- **C.18.a - Value (excl. sponsor support):** $17390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 587: 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):** $199667200.00
- **C.18.a - Value (excl. sponsor support):** $199667200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 588: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JSU0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250052100.00
- **C.18.a - Value (excl. sponsor support):** $250052100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 589: 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):** $319834848.00
- **C.18.a - Value (excl. sponsor support):** $319834848.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 590: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAG5, C.4 - ISIN: US92646LAG59, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $69883317.00
- **C.18.a - Value (excl. sponsor support):** $69883317.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 591: 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):** $79783368.00
- **C.18.a - Value (excl. sponsor support):** $79783368.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 592: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LEE6, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $98607390.00
- **C.18.a - Value (excl. sponsor support):** $98607390.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 593: 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):** $246493750.00
- **C.18.a - Value (excl. sponsor support):** $246493750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **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 594: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LFA3, C.4 - ISIN: US92646LFA35, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $49168165.00
- **C.18.a - Value (excl. sponsor support):** $49168165.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 595: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930MCD1, C.4 - ISIN: US93930MCD11, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $300769185.00
- **C.18.a - Value (excl. sponsor support):** $300769185.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 596: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 947184AA5, C.4 - ISIN: US947184AA57, C.3 - LEI: 549300MCMGT11YMCCO14
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 597: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.980000%
- **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):** $500181550.00
- **C.18.a - Value (excl. sponsor support):** $500181550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 598: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.950000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55325000.00
- **C.18.a - Value (excl. sponsor support):** $55325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2035-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 599: 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):** $650279786.00
- **C.18.a - Value (excl. sponsor support):** $650279786.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 600: 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):** $1000415670.00
- **C.18.a - Value (excl. sponsor support):** $1000415670.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 601: 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):** $500267440.00
- **C.18.a - Value (excl. sponsor support):** $500267440.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **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 602: 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):** $400029452.00
- **C.18.a - Value (excl. sponsor support):** $400029452.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 603: 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):** $150099823.50
- **C.18.a - Value (excl. sponsor support):** $150099823.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 604: 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):** $558277147.44
- **C.18.a - Value (excl. sponsor support):** $558277147.44
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 605: 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):** $1000480550.00
- **C.18.a - Value (excl. sponsor support):** $1000480550.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 606: 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):** $248072656.56
- **C.18.a - Value (excl. sponsor support):** $248072656.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 607: 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):** $500206425.00
- **C.18.a - Value (excl. sponsor support):** $500206425.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **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 608: 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):** $250078192.50
- **C.18.a - Value (excl. sponsor support):** $250078192.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **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 609: 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):** $250081935.00
- **C.18.a - Value (excl. sponsor support):** $250081935.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 610: 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):** $300097344.00
- **C.18.a - Value (excl. sponsor support):** $300097344.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **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 611: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3558M6, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI3558M6
- **C.18 - Value (incl. sponsor support):** $111097786.56
- **C.18.a - Value (excl. sponsor support):** $111097786.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 612: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3569Z4, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI3569Z4
- **C.18 - Value (incl. sponsor support):** $300128223.00
- **C.18.a - Value (excl. sponsor support):** $300128223.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 613: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI374NR9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI374NR9
- **C.18 - Value (incl. sponsor support):** $500197195.00
- **C.18.a - Value (excl. sponsor support):** $500197195.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 614: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.985000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI374PC0, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI374PC0
- **C.18 - Value (incl. sponsor support):** $310095783.80
- **C.18.a - Value (excl. sponsor support):** $310095783.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 615: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3780V6, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI3780V6
- **C.18 - Value (incl. sponsor support):** $131072566.14
- **C.18.a - Value (excl. sponsor support):** $131072566.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 616: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI37DHZ8, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI37DHZ8
- **C.18 - Value (incl. sponsor support):** $224082129.60
- **C.18.a - Value (excl. sponsor support):** $224082129.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 617: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI37R051, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI37R051
- **C.18 - Value (incl. sponsor support):** $300037641.00
- **C.18.a - Value (excl. sponsor support):** $300037641.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 618: 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: ARP19IVU3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19IVU3
- **C.18 - Value (incl. sponsor support):** $300106062.00
- **C.18.a - Value (excl. sponsor support):** $300106062.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $201.00            | $229.48            | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 41       | 2041-10-29      | 3.8500%  | 0.0000% | $1043000.00        | $862689.93         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29    | 2029-06-15      | 8.5000%  | 0.0000% | $922000.00         | $967802.91         | Corporate Debt Securities                         |
| VERUS SECURITIZ TR 2024-INV2   B-2    20690825 FLT | 2069-08-25      | 7.9413%  | 0.0000% | $172093.00         | $174173.91         | Private Label Collateralized Mortgage Obligations |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 31     | 2031-03-17      | 2.8750%  | 0.0000% | $542000.00         | $505976.35         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 26       | 2026-12-01      | 5.2500%  | 0.0000% | $200000.00         | $195765.00         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50       | 2050-10-15      | 2.8500%  | 0.0000% | $85000.00          | $55559.12          | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 31     | 2031-01-15      | 5.1500%  | 0.0000% | $7000.00           | $6988.90           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 35       | 2035-05-12      | 4.7500%  | 0.0000% | $964000.00         | $997484.81         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $13000000.00       | $12970273.33       | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $104000.00         | $106408.35         | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28       | 2028-02-01      | 7.7500%  | 0.0000% | $107000.00         | $110729.13         | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $1.00              | $1.01              | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26       | 2026-12-07      | 5.3910%  | 0.0000% | $294000.00         | $299178.59         | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30       | 2030-01-15      | 5.6250%  | 0.0000% | $1495000.00        | $1439621.46        | Corporate Debt Securities                         |
| NABORS INDS INC                SR GLBL 144A 31     | 2031-08-15      | 8.8750%  | 0.0000% | $2616000.00        | $2626824.43        | Corporate Debt Securities                         |
| STELLANTIS FINL SVC US CORP    SR GLBL 144A 30     | 2030-09-15      | 5.4000%  | 0.0000% | $499000.00         | $515452.03         | Corporate Debt Securities                         |
| STEM INC                       1LIEN GLBL PIK30    | 2030-12-30      | 11.0000% | 0.0000% | $784.00            | $686.00            | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 32       | 2032-11-15      | 7.6250%  | 0.0000% | $1307000.00        | $1293697.46        | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $207717.00         | $226014.79         | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 30     | 2030-10-15      | 4.7500%  | 0.0000% | $439000.00         | $345092.53         | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 49       | 2049-05-24      | 5.2500%  | 0.0000% | $200000.00         | $133134.00         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $328000.00         | $320331.00         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $50000.00          | $53874.61          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $50000.00          | $52896.81          | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL26    | 2026-02-15      | 6.0500%  | 0.0000% | $268000.00         | $274516.57         | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $1.00              | $1.00              | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $100000.00         | $100944.00         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $4000.00           | $3541.98           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $103000.00         | $106511.70         | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $347000.00         | $269098.11         | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL NT 27       | 2027-12-01      | 4.1250%  | 0.0000% | $1000.00           | $992.21            | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $542000.00         | $576579.60         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2%061731         | 2031-06-17      | 2.0000%  | 0.0000% | $1000.00           | $895.64            | Corporate Debt Securities                         |
| EAST OHIO GAS CO               SR GLBL 144A 30     | 2030-06-15      | 2.0000%  | 0.0000% | $5000.00           | $4533.69           | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 5.0400%  | 0.0000% | $463000.00         | $471713.66         | Corporate Debt Securities                         |
| CNO GLOBAL FUNDING             FR 4.7%121130       | 2030-12-11      | 4.7000%  | 0.0000% | $100000.00         | $100593.11         | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR 144A NT 29       | 2029-07-01      | 5.8750%  | 0.0000% | $278000.00         | $287525.67         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL -CCCC 55    | 2055-05-15      | 5.9000%  | 0.0000% | $100000.00         | $103328.89         | Corporate Debt Securities                         |
| CHAMPIONS FING INC             SR SEC 144A NT29    | 2029-02-15      | 8.7500%  | 0.0000% | $578000.00         | $588505.47         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           LW TIER II GLBL     | 2037-01-10      | 3.0880%  | 0.0000% | $2825000.00        | $2582790.78        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.015%072233     | 2033-07-22      | 5.0150%  | 0.0000% | $171000.00         | $178693.22         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $1255.00           | $985.17            | Corporate Debt Securities                         |
| APLD COMPUTECO LLC             1LIEN GLBL 30       | 2030-12-15      | 9.2500%  | 0.0000% | $8111000.00        | $8064318.94        | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35    | 2035-06-15      | 8.3750%  | 0.0000% | $3000.00           | $3102.91           | Corporate Debt Securities                         |
| ADAMS OUTDOOR ADVT LP 2023-1   B      20530715 8.8 | 2053-07-15      | 8.8100%  | 0.0000% | $139000.00         | $143993.54         | Asset-Backed Securities                           |
| ORAZUL ENERGY PERU S A         SR REGS NT 32       | 2032-09-17      | 6.2500%  | 0.0000% | $1000.00           | $1030.53           | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        1LIEN 144A NT 31    | 2031-03-15      | 8.0000%  | 0.0000% | $1000.00           | $1052.11           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.6%35    | 2035-11-05      | 4.6000%  | 0.0000% | $140000.00         | $140265.38         | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $1000.00           | $936.45            | Corporate Debt Securities                         |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $3113000.00        | $3665557.50        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%50    | 2050-04-01      | 3.6000%  | 0.0000% | $100000.00         | $63596.00          | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-08-01      | 8.2500%  | 0.0000% | $1131000.00        | $1186176.78        | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT26    | 2026-10-31      | 0.0000%  | 0.0000% | $22053000.00       | $22135698.75       | Corporate Debt Securities                         |
| WYETH                          CR SEN SR GLBL34    | 2034-02-01      | 6.5000%  | 0.0000% | $100000.00         | $115275.33         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29       | 2029-08-01      | 4.6250%  | 0.0000% | $311000.00         | $266393.53         | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $100000.00         | $78084.47          | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $1000.00           | $62.50             | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.8%61    | 2061-02-08      | 2.8000%  | 0.0000% | $25000.00          | $15060.56          | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 29     | 2029-06-30      | 5.8750%  | 0.0000% | $611000.00         | $625232.23         | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT3.5%27    | 2027-06-15      | 3.5000%  | 0.0000% | $38000.00          | $37825.79          | Corporate Debt Securities                         |
| CARVANA CO                     1LIEN GLBL PIK30    | 2030-06-01      | 9.0000%  | 0.0000% | $441000.00         | $483962.71         | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $1007000.00        | $1046799.16        | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $299.00            | $240.13            | Corporate Debt Securities                         |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $22057000.00       | $23980247.86       | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29     | 2029-06-01      | 6.0000%  | 0.0000% | $300000.00         | $295134.00         | Corporate Debt Securities                         |
| SGUS LLC                       SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $15000.00          | $5737.50           | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 30       | 2030-01-15      | 6.0000%  | 0.0000% | $486000.00         | $507596.22         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 30       | 2030-05-15      | 8.7500%  | 0.0000% | $8000.00           | $8443.84           | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2005-R6    M-6    20350825 FLT | 2035-08-25      | 5.5712%  | 0.0000% | $3136081.00        | $2624503.22        | Asset-Backed Securities                           |
| BROADCOM INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $390000.00         | $391047.80         | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2022-3 A-3    20270415 3.9 | 2027-04-15      | 3.9700%  | 0.0000% | $5000.00           | $421.51            | Asset-Backed Securities                           |
| BRIGHTSTAR LOTTERY PLC /       1LIEN GLBL 33       | 2033-01-15      | 5.7500%  | 0.0000% | $4000000.00        | $3992902.22        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 51      | 2051-02-15      | 3.0500%  | 0.0000% | $290000.00         | $195446.14         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $1000.00           | $765.63            | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 33     | 2033-09-15      | 6.0000%  | 0.0000% | $1374000.00        | $1340364.48        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $1500000.00        | $1221221.67        | Corporate Debt Securities                         |
| CONSOLIDATED ENERGY FIN S A    SR GLBL 144A 26     | 2026-05-15      | 6.5000%  | 0.0000% | $6447000.00        | $6271996.18        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT5%27    | 2027-01-15      | 5.0000%  | 0.0000% | $225000.00         | $232390.25         | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $61.00             | $60.36             | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $672000.00         | $703081.87         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $330000.00         | $260882.60         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 5.35%49     | 2049-07-01      | 5.3500%  | 0.0000% | $235000.00         | $202664.00         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 33       | 2033-03-20      | 4.3500%  | 0.0000% | $99000.00          | $99488.48          | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $1.00              | $0.96              | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $1350.00           | $1422.37           | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT4.4%32    | 2032-06-01      | 4.4000%  | 0.0000% | $60000.00          | $60269.20          | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 30       | 2030-10-15      | 4.7340%  | 0.0000% | $10000.00          | $10123.75          | Corporate Debt Securities                         |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $4698000.00        | $4394587.50        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR NT 7.35%30       | 2030-03-06      | 7.3500%  | 0.0000% | $491000.00         | $539441.65         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $121000.00         | $126483.59         | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $2534000.00        | $2559764.09        | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -B 56    | 2056-06-01      | 6.4500%  | 0.0000% | $7245000.00        | $7289260.91        | Corporate Debt Securities                         |
| 1261229 BC LTD                 1LIEN GLBL 32       | 2032-04-15      | 10.0000% | 0.0000% | $3070000.00        | $3259238.21        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT2.8%41    | 2041-10-15      | 2.8000%  | 0.0000% | $140000.00         | $104689.36         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 31     | 2031-05-01      | 4.0000%  | 0.0000% | $213000.00         | $205569.85         | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -D 56    | 2056-06-09      | 6.6250%  | 0.0000% | $999000.00         | $1006640.96        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32    | 2032-09-30      | 7.8750%  | 0.0000% | $1000.00           | $967.77            | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $1000.00           | $942.89            | Corporate Debt Securities                         |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32      | 2032-08-01      | 6.7500%  | 0.0000% | $628000.00         | $636229.94         | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $233000.00         | $232953.01         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $111.00            | $117.66            | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $47000.00          | $47924.14          | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $80000.00          | $81541.99          | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -C 56    | 2056-06-09      | 6.3750%  | 0.0000% | $94000.00          | $94996.01          | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-06-15      | 6.5000%  | 0.0000% | $596000.00         | $613285.32         | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $32000.00          | $34234.52          | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR STP 144A NT29    | 2029-06-30      | 9.0000%  | 0.0000% | $800.00            | $834.42            | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $428000.00         | $2648.84           | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR NT 4.125%42      | 2042-08-21      | 4.1250%  | 0.0000% | $100000.00         | $87760.12          | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $912.00            | $885.85            | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 29       | 2029-04-15      | 6.8750%  | 0.0000% | $1088000.00        | $970369.67         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT 34       | 2034-02-15      | 7.3750%  | 0.0000% | $901000.00         | $921072.53         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR NT 5.3%43        | 2043-12-05      | 5.3000%  | 0.0000% | $75000.00          | $70427.08          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 35       | 2035-06-11      | 5.4490%  | 0.0000% | $169000.00         | $176354.41         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT 31       | 2031-02-15      | 3.3750%  | 0.0000% | $1249000.00        | $771120.11         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $1043000.00        | $998811.57         | Corporate Debt Securities                         |
| CP ATLAS BUYER INC.            2LIEN PIK 144A31    | 2031-01-15      | 12.7500% | 0.0000% | $933.00            | $933.26            | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL 144A 28     | 2028-02-15      | 5.7500%  | 0.0000% | $106000.00         | $106846.12         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $9502000.00        | $5725620.14        | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 46       | 2046-04-15      | 4.4500%  | 0.0000% | $100000.00         | $85252.44          | Corporate Debt Securities                         |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $10930000.00       | $11120747.93       | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2022-N1    B      20281210 2.9 | 2028-12-10      | 2.9500%  | 0.0000% | $22000.00          | $1651.54           | Asset-Backed Securities                           |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-12-01      | 4.1250%  | 0.0000% | $22955000.00       | $14156750.21       | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT6.2%32    | 2032-03-21      | 6.2000%  | 0.0000% | $94000.00          | $98217.05          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $17000.00          | $15465.58          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT1.7%31    | 2031-08-05      | 1.7000%  | 0.0000% | $48000.00          | $42941.01          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $1000.00           | $810.75            | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC          SR GLBL 144A 30     | 2030-10-07      | 4.7000%  | 0.0000% | $212000.00         | $213654.90         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-10-22      | 6.0700%  | 0.0000% | $190000.00         | $195235.29         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 5.3%41        | 2041-02-08      | 5.3000%  | 0.0000% | $352000.00         | $374057.30         | Corporate Debt Securities                         |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27     | 2027-06-01      | 4.7500%  | 0.0000% | $455000.00         | $456082.14         | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30    | 2030-12-31      | 8.7500%  | 0.0000% | $7544.00           | $7538.50           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $4000.00           | $4004.19           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-10-01      | 4.9500%  | 0.0000% | $113000.00         | $98963.71          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $158000.00         | $177323.52         | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $940.00            | $952.06            | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 40       | 2040-04-15      | 6.8750%  | 0.0000% | $3000.00           | $3143.41           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $505000.00         | $550280.82         | Corporate Debt Securities                         |
| JOHNS AER COM TUR GEN LLC      SR SEC AMZ -A 54    | 2054-10-01      | 5.0780%  | 0.0000% | $1905000.00        | $1838833.58        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $12000.00          | $12365.96          | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2016-1B    B      20270707 3.6 | 2027-07-07      | 3.6500%  | 0.0000% | $5000.00           | $1819.39           | Asset-Backed Securities                           |
| CLARITEV CORPORATION           SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $3745.00           | $3082.60           | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2016-1B    B      20270707 3.6 | 2027-07-07      | 3.6500%  | 0.0000% | $238000.00         | $86603.00          | Asset-Backed Securities                           |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $435000.00         | $334848.02         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT30    | 2030-12-15      | 6.1250%  | 0.0000% | $9651000.00        | $9926082.99        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27     | 2027-02-14      | 2.0000%  | 0.0000% | $72000.00          | $71247.68          | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL 144A 28     | 2028-12-15      | 6.6250%  | 0.0000% | $536000.00         | $553599.26         | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $636000.00         | $650386.85         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 27       | 2027-05-15      | 5.2500%  | 0.0000% | $122000.00         | $121148.24         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $1765000.00        | $1698572.26        | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 31     | 2031-02-15      | 6.8750%  | 0.0000% | $1000.00           | $959.59            | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $1000.00           | $1031.86           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33       | 2033-11-07      | 7.1220%  | 0.0000% | $1290000.00        | $1404220.47        | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 33       | 2033-07-05      | 5.4500%  | 0.0000% | $64000.00          | $68270.36          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT5.5%45    | 2045-11-15      | 5.5000%  | 0.0000% | $76000.00          | $74708.84          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-05-15      | 11.2500% | 0.0000% | $6491000.00        | $5247486.68        | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $35000.00          | $32871.42          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $125000.00         | $105637.41         | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $400000.00         | $419983.33         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR GLBL REGS 33     | 2033-06-23      | 6.1250%  | 0.0000% | $300000.00         | $308382.29         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT5.4%35    | 2035-04-07      | 5.4000%  | 0.0000% | $1000.00           | $1045.91           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT2.1%28    | 2028-09-15      | 2.1000%  | 0.0000% | $155000.00         | $147543.98         | Corporate Debt Securities                         |
| NEXT PROPERTIES TR 2401        SR 144A NT 44       | 2044-01-30      | 6.9500%  | 0.0000% | $1000.00           | $1050.41           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $20000.00          | $16909.24          | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $17000.00          | $16591.92          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%32    | 2032-10-15      | 4.5000%  | 0.0000% | $852000.00         | $858994.92         | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL 144A 30     | 2030-09-01      | 3.6250%  | 0.0000% | $3141000.00        | $3041880.51        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.3%55    | 2055-11-05      | 5.3000%  | 0.0000% | $1000.00           | $981.44            | Corporate Debt Securities                         |
| NICKEL INDS LTD                SR 144A NT 9%30     | 2030-09-30      | 9.0000%  | 0.0000% | $527000.00         | $559031.06         | Corporate Debt Securities                         |
| FXI HOLDINGS INC               JR GLBL PIK 29      | 2029-11-15      | 14.0000% | 0.0000% | $2029.00           | $1233.18           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $5000.00           | $4980.49           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33    | 2033-03-15      | 6.5000%  | 0.0000% | $1000.00           | $1027.44           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $1058.00           | $1082.10           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $226.00            | $231.15            | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $1423000.00        | $1509077.27        | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $67590924.00       | $84601306.54       | Corporate Debt Securities                         |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $57279000.00       | $64586654.82       | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 28     | 2028-10-15      | 5.2500%  | 0.0000% | $43000.00          | $43875.30          | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32    | 2032-04-15      | 6.7500%  | 0.0000% | $12000.00          | $12519.12          | Corporate Debt Securities                         |
| REWORLD HLDG CORP              SR 144A NT 29       | 2029-12-01      | 4.8750%  | 0.0000% | $420000.00         | $405431.25         | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $200000.00         | $207390.67         | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 32      | 2032-01-15      | 10.8750% | 0.0000% | $446000.00         | $498179.03         | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $176000.00         | $128318.67         | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 32     | 2032-04-01      | 3.7000%  | 0.0000% | $1415000.00        | $1360791.35        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $300000.00         | $326300.00         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 33     | 2033-02-13      | 7.2500%  | 0.0000% | $382000.00         | $159511.85         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR REGS NT 30       | 2030-11-21      | 6.3750%  | 0.0000% | $922000.00         | $994204.89         | Corporate Debt Securities                         |

### Security 619: 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: ARP1ABJZ9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABJZ9
- **C.18 - Value (incl. sponsor support):** $900642087.00
- **C.18.a - Value (excl. sponsor support):** $900642087.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| PRESTIGE BRANDS IN             SR GLBL 144A 31  | 2031-04-01      | 3.7500%  | 0.0000% | $533000.00         | $502680.29         | Corporate Debt Securities |
| POST HLDGS INC                 SR 144A NT 33    | 2033-03-01      | 6.3750%  | 0.0000% | $2512000.00        | $2590525.12        | Corporate Debt Securities |
| ADT SECURITY CORPORATION       1LIEN GLBL 32    | 2032-07-15      | 4.8750%  | 0.0000% | $2990000.00        | $2968918.01        | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR GLBL NT 27    | 2027-12-01      | 4.1250%  | 0.0000% | $95000.00          | $94259.71          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28    | 2028-06-01      | 4.8750%  | 0.0000% | $2220000.00        | $1995918.75        | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 29  | 2029-02-01      | 6.5000%  | 0.0000% | $68417000.00       | $47150487.78       | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31  | 2031-03-01      | 7.3750%  | 0.0000% | $6108000.00        | $6373412.96        | Corporate Debt Securities |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29   | 2029-04-15      | 5.2500%  | 0.0000% | $200000.00         | $187732.67         | Corporate Debt Securities |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30  | 2030-05-15      | 8.0000%  | 0.0000% | $25000.00          | $26692.31          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 28  | 2028-02-01      | 5.0000%  | 0.0000% | $1107000.00        | $1120951.89        | Corporate Debt Securities |
| COMMSCOPE LLC                  1LIEN GLBL 29    | 2029-09-01      | 4.7500%  | 0.0000% | $370000.00         | $376320.83         | Corporate Debt Securities |
| COMMSCOPE LLC                  144A NT 9.5%31   | 2031-12-15      | 9.5000%  | 0.0000% | $600000.00         | $608779.33         | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32 | 2032-04-15      | 6.7500%  | 0.0000% | $633000.00         | $660383.58         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 33    | 2033-01-13      | 8.8750%  | 0.0000% | $500000.00         | $553710.07         | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29 | 2029-08-01      | 9.5000%  | 0.0000% | $75000.00          | $80254.75          | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB GLBL    | 2500-12-31      | 8.0000%  | 0.0000% | $3197000.00        | $3319729.28        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 33   | 2033-01-15      | 6.7500%  | 0.0000% | $200000.00         | $199932.50         | Corporate Debt Securities |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 33  | 2033-10-15      | 6.7500%  | 0.0000% | $238000.00         | $247317.70         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34  | 2034-01-15      | 8.3750%  | 0.0000% | $3626000.00        | $3744086.23        | Corporate Debt Securities |
| PHINIA INC                     SR GLBL 144A 32  | 2032-10-15      | 6.6250%  | 0.0000% | $75000.00          | $78662.71          | Corporate Debt Securities |
| GLOBAL MEDICAL RESPONSE INC    1LIEN GLBL 32    | 2032-10-01      | 7.3750%  | 0.0000% | $2000.00           | $2120.57           | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33    | 2033-06-30      | 6.8750%  | 0.0000% | $221.00            | $226.03            | Corporate Debt Securities |
| LAND O LAKES INC               PERP SUB -A 144A | 2079-12-31      | 8.0000%  | 0.0000% | $669000.00         | $660366.93         | Corporate Debt Securities |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28  | 2028-05-15      | 4.8750%  | 0.0000% | $256000.00         | $257233.71         | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55 | 2055-03-15      | 7.3750%  | 0.0000% | $33000.00          | $35098.31          | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55 | 2055-03-15      | 7.3750%  | 0.0000% | $967000.00         | $1028486.96        | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR GLBL 144A 33  | 2033-02-01      | 6.2500%  | 0.0000% | $780000.00         | $820787.50         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $1602000.00        | $1645955.32        | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29   | 2029-02-01      | 10.7500% | 0.0000% | $4000.00           | $3838.69           | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $14693000.00       | $15096143.27       | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-03-15      | 9.8750%  | 0.0000% | $4796000.00        | $5073287.40        | Corporate Debt Securities |
| WESCO DISTR INC                GLBL 144A NT 29  | 2029-03-15      | 6.3750%  | 0.0000% | $473000.00         | $496768.64         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29  | 2029-10-01      | 5.1250%  | 0.0000% | $8000.00           | $8149.94           | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33 | 2033-07-03      | 6.5000%  | 0.0000% | $10500000.00       | $11169987.50       | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 30    | 2030-01-15      | 3.2500%  | 0.0000% | $1900000.00        | $1626392.61        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 33    | 2033-09-15      | 6.7500%  | 0.0000% | $460000.00         | $468642.25         | Corporate Debt Securities |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $171000.00         | $154837.75         | Corporate Debt Securities |
| HUGHES SATELLITE S             SR GLBL NT 26    | 2026-08-01      | 6.6250%  | 0.0000% | $25976000.00       | $24438588.79       | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30   | 2030-08-15      | 9.8750%  | 0.0000% | $3000.00           | $3341.69           | Corporate Debt Securities |
| EMPRESA DIST Y COMERCIAL NORTE GLBL AMZ REGS 30 | 2030-10-24      | 9.7500%  | 0.0000% | $100000.00         | $99037.50          | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 6.7500%  | 0.0000% | $20399000.00       | $20973435.84       | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 34  | 2034-03-15      | 5.8750%  | 0.0000% | $3179000.00        | $3202058.79        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 36  | 2036-03-15      | 6.5000%  | 0.0000% | $1000000.00        | $1006638.89        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 36  | 2036-03-15      | 6.5000%  | 0.0000% | $2876000.00        | $2895093.44        | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $13978000.00       | $14599027.01       | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $22499000.00       | $23498605.57       | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 4.7500%  | 0.0000% | $122000.00         | $120298.30         | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 4.7500%  | 0.0000% | $2003000.00        | $1975061.49        | Corporate Debt Securities |
| TKC HOLDINGS INCORPORATED      SR SEC 144A NT28 | 2028-05-15      | 6.8750%  | 0.0000% | $20000.00          | $20317.49          | Corporate Debt Securities |
| HUGHES SATELLITE S             1LIEN GLBL NT 26 | 2026-08-01      | 5.2500%  | 0.0000% | $28598000.00       | $27946966.53       | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32    | 2032-04-15      | 6.2500%  | 0.0000% | $9699000.00        | $9237079.74        | Corporate Debt Securities |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32   | 2032-08-01      | 6.7500%  | 0.0000% | $1611000.00        | $1632112.16        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34    | 2034-05-15      | 6.8750%  | 0.0000% | $4161000.00        | $3931956.60        | Corporate Debt Securities |
| HUSKY IMS CDN ESCROW CO-ISSUER SR SEC GLBL 29   | 2029-02-15      | 9.0000%  | 0.0000% | $5350000.00        | $5791910.00        | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29    | 2029-05-15      | 4.8750%  | 0.0000% | $685000.00         | $672628.33         | Corporate Debt Securities |
| PEDIATRIX MEDICAL GROUP INC    SR GLBL 144A 30  | 2030-02-15      | 5.3750%  | 0.0000% | $277000.00         | $281500.02         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 30    | 2030-05-15      | 8.7500%  | 0.0000% | $2000.00           | $2110.96           | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27    | 2027-09-15      | 6.3750%  | 0.0000% | $100000.00         | $102262.08         | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 28  | 2028-06-01      | 4.6250%  | 0.0000% | $7694000.00        | $7658485.78        | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 31  | 2031-02-15      | 4.5000%  | 0.0000% | $424000.00         | $411453.84         | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33   | 2033-02-15      | 8.1250%  | 0.0000% | $155000.00         | $166524.94         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33 | 2033-01-15      | 6.0000%  | 0.0000% | $1008000.00        | $1049828.64        | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 29    | 2029-05-01      | 5.1250%  | 0.0000% | $5000.00           | $5098.64           | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 34  | 2034-01-15      | 7.0000%  | 0.0000% | $143000.00         | $143147.13         | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK30 | 2030-06-01      | 9.0000%  | 0.0000% | $2496000.00        | $2739163.09        | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 28  | 2028-10-01      | 3.3750%  | 0.0000% | $863000.00         | $829841.38         | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 30  | 2030-01-15      | 5.8750%  | 0.0000% | $1117000.00        | $1116642.87        | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31  | 2031-06-15      | 5.8750%  | 0.0000% | $600000.00         | $620884.75         | Corporate Debt Securities |
| CENTRAL PARENT LLC / CDK GLOBA 1LIEN 144A NT 29 | 2029-06-15      | 8.0000%  | 0.0000% | $248000.00         | $216483.06         | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR 1LIEN GLBL 28    | 2028-07-01      | 3.8750%  | 0.0000% | $60000.00          | $58187.40          | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30  | 2030-03-15      | 6.6250%  | 0.0000% | $2455000.00        | $2503822.45        | Corporate Debt Securities |
| CROWN AMERS LLC                SR GLBL 144A 33  | 2033-06-01      | 5.8750%  | 0.0000% | $831000.00         | $853724.39         | Corporate Debt Securities |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 28  | 2028-12-15      | 8.5000%  | 0.0000% | $3000000.00        | $2992895.00        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $812000.00         | $829687.39         | Corporate Debt Securities |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 28  | 2028-12-15      | 8.5000%  | 0.0000% | $2480000.00        | $2474126.53        | Corporate Debt Securities |
| BKV UPSTREAM MIDSTREAM         SR GLBL 144A 30  | 2030-10-15      | 7.5000%  | 0.0000% | $1000000.00        | $1034891.67        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 33    | 2033-04-15      | 6.7500%  | 0.0000% | $6915000.00        | $6977857.35        | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 32  | 2032-03-01      | 6.8750%  | 0.0000% | $100000.00         | $106354.67         | Corporate Debt Securities |
| FORESTAR GROUP INC             SR GLBL 144A 33  | 2033-03-15      | 6.5000%  | 0.0000% | $316000.00         | $327445.17         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $201000.00         | $207403.58         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31    | 2031-07-15      | 5.2500%  | 0.0000% | $1353000.00        | $1320295.73        | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 30  | 2030-07-15      | 8.0000%  | 0.0000% | $2008000.00        | $2138508.84        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $746000.00         | $630444.06         | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29  | 2029-07-15      | 7.7500%  | 0.0000% | $7899000.00        | $8621727.78        | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30 | 2030-12-15      | 10.5000% | 0.0000% | $23271000.00       | $23559133.77       | Corporate Debt Securities |
| LAMAR MEDIA CORP               SR GLBL NT 28    | 2028-02-15      | 3.7500%  | 0.0000% | $324000.00         | $323893.62         | Corporate Debt Securities |
| MILLROSE PPTYS INC             SR GLBL 144A 32  | 2032-09-15      | 6.2500%  | 0.0000% | $488000.00         | $502087.20         | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31 | 2031-05-01      | 5.1250%  | 0.0000% | $50000.00          | $44596.58          | Corporate Debt Securities |
| VT TOPCO INC                   SR SEC 144A NT30 | 2030-08-15      | 8.5000%  | 0.0000% | $231000.00         | $248729.51         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 30    | 2030-04-01      | 4.3750%  | 0.0000% | $328000.00         | $316775.02         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29   | 2029-09-15      | 5.6250%  | 0.0000% | $204000.00         | $211053.55         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28 | 2028-06-01      | 8.1250%  | 0.0000% | $780000.00         | $798447.65         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44  | 2044-01-15      | 5.0000%  | 0.0000% | $25000.00          | $19244.14          | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC 144A NT32 | 2032-01-15      | 5.0000%  | 0.0000% | $1207000.00        | $1124244.06        | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 33  | 2033-04-01      | 6.2500%  | 0.0000% | $143000.00         | $149680.24         | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 33  | 2033-11-15      | 5.3750%  | 0.0000% | $873000.00         | $876919.04         | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30  | 2030-07-15      | 7.2500%  | 0.0000% | $1150000.00        | $1194000.28        | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 29  | 2029-06-15      | 4.7500%  | 0.0000% | $12369000.00       | $12255342.63       | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29  | 2029-07-15      | 5.0000%  | 0.0000% | $326000.00         | $326050.71         | Corporate Debt Securities |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29    | 2029-09-15      | 9.7500%  | 0.0000% | $1000.00           | $1084.41           | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $22426.00          | $22713.73          | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32  | 2032-12-01      | 9.6250%  | 0.0000% | $2992000.00        | $3419297.91        | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 30  | 2030-10-15      | 6.5000%  | 0.0000% | $3000.00           | $3168.94           | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32  | 2032-04-15      | 6.8750%  | 0.0000% | $1274000.00        | $1359655.97        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-01      | 7.6250%  | 0.0000% | $3500000.00        | $3457623.75        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33  | 2033-01-15      | 7.3750%  | 0.0000% | $7027000.00        | $6895924.98        | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 34  | 2034-03-31      | 5.5000%  | 0.0000% | $1265000.00        | $1281113.99        | Corporate Debt Securities |
| ENVIRI CORP                    SR GLBL 144A 27  | 2027-07-31      | 5.7500%  | 0.0000% | $1117000.00        | $1143672.10        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $117000.00         | $118398.77         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31  | 2031-09-15      | 5.7500%  | 0.0000% | $2000.00           | $2041.30           | Corporate Debt Securities |
| ROCHE HOLDINGS INC             SR 144A NT 30    | 2030-12-02      | 4.0750%  | 0.0000% | $200000.00         | $200546.53         | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32    | 2032-09-15      | 7.5000%  | 0.0000% | $1694000.00        | $1768465.42        | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30    | 2030-04-15      | 9.7500%  | 0.0000% | $98000.00          | $108348.15         | Corporate Debt Securities |
| ROCKET SOFTWARE INC            SR SEC 144A NT28 | 2028-11-28      | 9.0000%  | 0.0000% | $709000.00         | $741039.71         | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $3397000.00        | $3431538.53        | Corporate Debt Securities |
| MAUSER PACKAGING SOLUTIONS     1LIEN 144A NT 30 | 2030-04-15      | 7.8750%  | 0.0000% | $1000.00           | $1005.29           | Corporate Debt Securities |
| KENNEDY WILSON INC             SR GLBL NT 5%31  | 2031-03-01      | 5.0000%  | 0.0000% | $1218000.00        | $1161432.02        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT30 | 2030-01-15      | 7.0000%  | 0.0000% | $343000.00         | $340310.12         | Corporate Debt Securities |
| STAR LEASING CO LLC            144A NT 7.625%30 | 2030-02-15      | 7.6250%  | 0.0000% | $6000.00           | $5738.07           | Corporate Debt Securities |
| IRON MOUNTAIN INFORMATION MANA SR GLBL 144A 32  | 2032-07-15      | 5.0000%  | 0.0000% | $748000.00         | $715408.81         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-05-30      | 9.5000%  | 0.0000% | $1000000.00        | $1005000.00        | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 33  | 2033-01-15      | 6.2500%  | 0.0000% | $2690000.00        | $2788210.41        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-05-01      | 8.7500%  | 0.0000% | $871000.00         | $875424.68         | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $50000.00          | $48845.68          | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $12000.00          | $12635.21          | Corporate Debt Securities |
| GETTY IMAGES INC               SR SEC GLBL 30   | 2030-02-21      | 11.2500% | 0.0000% | $7000.00           | $6687.31           | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 32  | 2032-04-01      | 6.5000%  | 0.0000% | $160000.00         | $168721.60         | Corporate Debt Securities |
| SBL HOLDINGS LLC               PERP JR SB 144A  | 2500-12-31      | 6.5000%  | 0.0000% | $6933000.00        | $6604907.33        | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB -B 144A | 2500-12-31      | 7.0000%  | 0.0000% | $2300000.00        | $2341770.56        | Corporate Debt Securities |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30  | 2030-01-15      | 6.3750%  | 0.0000% | $49000.00          | $51876.59          | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT 28    | 2028-10-01      | 9.2500%  | 0.0000% | $1180000.00        | $1266114.11        | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28    | 2028-07-01      | 6.8750%  | 0.0000% | $1000.00           | $1035.26           | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $10571000.00       | $10471797.04       | Corporate Debt Securities |
| ALTAGAS LTD                    JR SB GLBL 54    | 2054-10-15      | 7.2000%  | 0.0000% | $4669000.00        | $4908846.53        | Corporate Debt Securities |
| CONNECT HLDG II LLC            SR SEC 144A NT31 | 2031-04-03      | 10.5000% | 0.0000% | $15637000.00       | $15540545.77       | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US 1LIEN GLBL 28    | 2028-05-15      | 6.7500%  | 0.0000% | $124000.00         | $128214.45         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 7%31  | 2031-02-15      | 7.0000%  | 0.0000% | $19375000.00       | $19939436.81       | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK31 | 2031-06-01      | 9.0000%  | 0.0000% | $2100000.00        | $2483520.67        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $700000.00         | $680946.00         | Corporate Debt Securities |
| HEALTHEQUITY INC               SR GLBL 144A 29  | 2029-10-01      | 4.5000%  | 0.0000% | $269000.00         | $266912.56         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33    | 2033-11-01      | 8.3750%  | 0.0000% | $535000.00         | $552573.86         | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 31  | 2031-02-15      | 6.8750%  | 0.0000% | $1923000.00        | $1845286.50        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 27    | 2027-11-01      | 3.9500%  | 0.0000% | $3374000.00        | $3231054.87        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33    | 2033-11-01      | 8.3750%  | 0.0000% | $283000.00         | $292296.08         | Corporate Debt Securities |
| ELASTIC N V                    SR GLBL 144A 29  | 2029-07-15      | 4.1250%  | 0.0000% | $6000.00           | $5926.66           | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $11410000.00       | $9289426.14        | Corporate Debt Securities |
| CSC HLDGS LLC                  SR 144A NT4.5%31 | 2031-11-15      | 4.5000%  | 0.0000% | $9400000.00        | $5664158.00        | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30 | 2030-12-15      | 6.6250%  | 0.0000% | $2066000.00        | $2160053.50        | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30 | 2030-12-15      | 6.6250%  | 0.0000% | $831000.00         | $868830.81         | Corporate Debt Securities |
| CSC HLDGS LLC                  SR 144A NT 31    | 2031-02-15      | 3.3750%  | 0.0000% | $5859000.00        | $3617288.01        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 34    | 2034-02-15      | 7.3750%  | 0.0000% | $21089000.00       | $21558821.91       | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          ALT TIER I PERP  | 2500-12-31      | 5.5000%  | 0.0000% | $307000.00         | $310805.78         | Corporate Debt Securities |
| BRINKER INTL INC               SR GLBL 144A 30  | 2030-07-15      | 8.2500%  | 0.0000% | $100000.00         | $109722.17         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 34    | 2034-02-15      | 7.3750%  | 0.0000% | $7440000.00        | $7605748.73        | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $153000.00         | $167835.75         | Corporate Debt Securities |
| CASCADES INC                   SR GLBL 144A 30  | 2030-07-15      | 6.7500%  | 0.0000% | $3251000.00        | $3498279.19        | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31 | 2031-01-15      | 7.0000%  | 0.0000% | $466000.00         | $498810.02         | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30 | 2030-06-01      | 9.5000%  | 0.0000% | $260000.00         | $279707.13         | Corporate Debt Securities |
| NESTLE CAP CORP DISC COML      SR REGS NT 34    | 2034-03-12      | 4.8750%  | 0.0000% | $395000.00         | $413525.66         | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 35    | 2035-03-14      | 5.2500%  | 0.0000% | $6000.00           | $6294.53           | Corporate Debt Securities |
| UNITED STATES STL CORP         SR NT 6.65%37    | 2037-06-01      | 6.6500%  | 0.0000% | $848000.00         | $900034.69         | Corporate Debt Securities |
| VALARIS LTD                    2LIEN 144A NT 30 | 2030-04-30      | 8.3750%  | 0.0000% | $154000.00         | $162375.80         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33 | 2033-03-01      | 5.5000%  | 0.0000% | $1800000.00        | $1707306.00        | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR STP 144A NT29 | 2029-06-30      | 9.0000%  | 0.0000% | $556.00            | $579.92            | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31 | 2031-05-15      | 2.4000%  | 0.0000% | $100000.00         | $82821.67          | Corporate Debt Securities |
| ZIGGO B V                      1LIEN GLBL 30    | 2030-01-15      | 4.8750%  | 0.0000% | $1530000.00        | $1461649.16        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $13845000.00       | $15572548.33       | Corporate Debt Securities |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28 | 2028-06-30      | 13.5000% | 0.0000% | $4589000.00        | $4897977.37        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -C 56 | 2056-06-09      | 6.3750%  | 0.0000% | $44000.00          | $44466.22          | Corporate Debt Securities |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 30 | 2030-01-15      | 4.3750%  | 0.0000% | $1530000.00        | $1530801.12        | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR GLBL NT 28    | 2028-10-01      | 6.1250%  | 0.0000% | $659000.00         | $671957.59         | Corporate Debt Securities |
| TEREX CORP NEW                 SR GLBL 144A 29  | 2029-05-15      | 5.0000%  | 0.0000% | $1292000.00        | $1295745.36        | Corporate Debt Securities |
| VOYAGER PARENT LLC             SR SEC GLBL 32   | 2032-07-01      | 9.2500%  | 0.0000% | $100000.00         | $111901.94         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           GLBL AMZ 144A 31 | 2031-09-11      | 8.7500%  | 0.0000% | $99180.00          | $105135.07         | Corporate Debt Securities |
| PAMPA ENERGIA SA               SR REGS NT 34    | 2034-12-16      | 7.8750%  | 0.0000% | $93000.00          | $93833.51          | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31 | 2031-09-11      | 8.7500%  | 0.0000% | $400251.00         | $424283.29         | Corporate Debt Securities |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 30   | 2030-06-15      | 6.8750%  | 0.0000% | $201000.00         | $209999.89         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32    | 2032-10-15      | 6.3750%  | 0.0000% | $302000.00         | $312302.23         | Corporate Debt Securities |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30    | 2030-07-15      | 9.2500%  | 0.0000% | $4159000.00        | $4626270.58        | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      1LIEN GLBL 29    | 2029-05-15      | 5.5000%  | 0.0000% | $1185000.00        | $1174234.27        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-07-15      | 4.7500%  | 0.0000% | $282000.00         | $266572.01         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32 | 2032-09-30      | 7.8750%  | 0.0000% | $614000.00         | $594213.85         | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38    | 2038-06-04      | 7.7210%  | 0.0000% | $152000.00         | $169253.63         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29   | 2029-11-15      | 10.0000% | 0.0000% | $1690000.00        | $1708434.14        | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29 | 2029-05-15      | 9.7500%  | 0.0000% | $3642000.00        | $3699355.43        | Corporate Debt Securities |
| 1261229 BC LTD                 1LIEN GLBL 32    | 2032-04-15      | 10.0000% | 0.0000% | $4613000.00        | $4897350.45        | Corporate Debt Securities |
| TERRAFORM PWR OPER LLC         SR GLBL 144A 28  | 2028-01-31      | 5.0000%  | 0.0000% | $1020000.00        | $1040250.40        | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30  | 2030-09-30      | 7.1250%  | 0.0000% | $675000.00         | $709035.19         | Corporate Debt Securities |
| TURNING PT BRANDS INC          SR SEC 144A NT32 | 2032-03-15      | 7.6250%  | 0.0000% | $10000.00          | $10879.61          | Corporate Debt Securities |
| NFE FING LLC                   SR SEC GLBL 29   | 2029-11-15      | 12.0000% | 0.0000% | $2.00              | $0.57              | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 28 | 2028-08-15      | 8.0000%  | 0.0000% | $4434000.00        | $4721554.75        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 37    | 2037-11-01      | 6.4500%  | 0.0000% | $300000.00         | $287721.00         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34 | 2034-12-15      | 4.5000%  | 0.0000% | $132000.00         | $120638.76         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 30  | 2030-07-15      | 5.2500%  | 0.0000% | $4399000.00        | $4446897.78        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $11818000.00       | $10548738.26       | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-02-15      | 3.5000%  | 0.0000% | $9222000.00        | $9035116.17        | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR GLBL NT3.5%32 | 2032-03-01      | 3.5000%  | 0.0000% | $389000.00         | $364339.99         | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 28  | 2028-03-15      | 3.5000%  | 0.0000% | $55000.00          | $53835.96          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 33  | 2033-09-15      | 5.7500%  | 0.0000% | $18000.00          | $18447.40          | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 30    | 2030-04-15      | 8.8750%  | 0.0000% | $4000.00           | $4284.62           | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32 | 2032-05-15      | 7.5000%  | 0.0000% | $5000.00           | $5257.12           | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30    | 2030-10-01      | 12.2500% | 0.0000% | $2000.00           | $2278.81           | Corporate Debt Securities |
| GEO GROUP INC                  SR GLBL NT 31    | 2031-04-15      | 10.2500% | 0.0000% | $306000.00         | $341526.26         | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30  | 2030-12-01      | 7.8750%  | 0.0000% | $100000.00         | $106906.25         | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28    | 2028-02-01      | 7.7500%  | 0.0000% | $1825000.00        | $1888604.29        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $8576000.00        | $8133721.39        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30  | 2030-01-23      | 6.8400%  | 0.0000% | $21000.00          | $21956.97          | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $800000.00         | $738431.11         | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29   | 2029-07-31      | 6.8850%  | 0.0000% | $130000.00         | $37104.69          | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28  | 2028-02-15      | 6.0000%  | 0.0000% | $855000.00         | $866360.10         | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 31  | 2031-01-15      | 5.8750%  | 0.0000% | $2355000.00        | $2387308.31        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $1845000.00        | $1703006.75        | Corporate Debt Securities |
| PACIFICORP                     JR SB GLBL NT 55 | 2055-09-15      | 7.3750%  | 0.0000% | $1107000.00        | $1152160.37        | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $19321000.00       | $19448422.00       | Corporate Debt Securities |
| CNX RES CORP                   SR GLBL 144A 32  | 2032-03-01      | 7.2500%  | 0.0000% | $205000.00         | $219054.12         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 32    | 2032-04-01      | 8.3750%  | 0.0000% | $30000.00          | $32413.12          | Corporate Debt Securities |
| FLASH COMPUTE LLC              SR SEC GLBL 30   | 2030-12-31      | 7.2500%  | 0.0000% | $2426000.00        | $2411353.70        | Corporate Debt Securities |
| FLASH COMPUTE LLC              SR SEC GLBL 30   | 2030-12-31      | 7.2500%  | 0.0000% | $2500000.00        | $2484906.94        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 32  | 2032-01-15      | 3.7500%  | 0.0000% | $5000.00           | $4642.91           | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32 | 2032-06-30      | 8.2500%  | 0.0000% | $1422000.00        | $1489217.94        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32 | 2032-06-30      | 8.2500%  | 0.0000% | $3469000.00        | $3632979.63        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29    | 2029-09-30      | 9.0000%  | 0.0000% | $3606000.00        | $3836062.80        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28   | 2028-12-01      | 9.0000%  | 0.0000% | $753087.00         | $763253.67         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28   | 2028-12-01      | 9.0000%  | 0.0000% | $2121099.00        | $2149733.84        | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30    | 2030-10-15      | 10.2500% | 0.0000% | $2709000.00        | $2586089.66        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30 | 2030-02-14      | 9.6250%  | 0.0000% | $200000.00         | $207908.22         | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC GLBL 30   | 2030-07-15      | 11.1250% | 0.0000% | $2633000.00        | $2355794.47        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29    | 2029-06-15      | 8.3750%  | 0.0000% | $5886000.00        | $5959393.52        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29   | 2029-04-15      | 9.2900%  | 0.0000% | $1219000.00        | $1244528.57        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29   | 2029-04-15      | 9.2900%  | 0.0000% | $3550000.00        | $3624344.89        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 34  | 2034-11-01      | 6.2500%  | 0.0000% | $650000.00         | $674015.33         | Corporate Debt Securities |
| JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30 | 2030-04-01      | 10.2500% | 0.0000% | $90000.00          | $95568.75          | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27   | 2027-05-15      | 6.5000%  | 0.0000% | $3000.00           | $3052.34           | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $11286000.00       | $11230112.36       | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $35000.00          | $37035.72          | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL 144A 30  | 2030-01-15      | 4.7500%  | 0.0000% | $2692000.00        | $2752469.80        | Corporate Debt Securities |
| ZIGGO BD CO BV                 SR GLBL 144A 30  | 2030-02-28      | 5.1250%  | 0.0000% | $1100000.00        | $1006565.54        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 30    | 2030-06-15      | 6.1250%  | 0.0000% | $420000.00         | $420189.93         | Corporate Debt Securities |
| XHR LP                         SR SEC GLBL 29   | 2029-06-01      | 4.8750%  | 0.0000% | $103000.00         | $101965.11         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29  | 2029-08-15      | 4.3750%  | 0.0000% | $1133000.00        | $1132918.17        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-07-15      | 5.7500%  | 0.0000% | $933000.00         | $954490.62         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $1449000.00        | $1306251.76        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-02-15      | 4.2500%  | 0.0000% | $222000.00         | $220738.05         | Corporate Debt Securities |
| GCI LLC                        SR GLBL 144A 28  | 2028-10-15      | 4.7500%  | 0.0000% | $5000.00           | $4932.14           | Corporate Debt Securities |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31  | 2031-06-15      | 8.7500%  | 0.0000% | $1408000.00        | $1426077.16        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 31  | 2031-02-15      | 6.5000%  | 0.0000% | $7349000.00        | $7549942.07        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 31  | 2031-02-15      | 6.5000%  | 0.0000% | $8237000.00        | $8462222.46        | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $1297000.00        | $1341943.93        | Corporate Debt Securities |
| TIBCO SOFTWARE INC             SR SEC GLBL 29   | 2029-03-31      | 6.5000%  | 0.0000% | $528000.00         | $543718.56         | Corporate Debt Securities |
| TEGNA INC                      SR GLBL NT 5%29  | 2029-09-15      | 5.0000%  | 0.0000% | $275000.00         | $277153.86         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $807000.00         | $834964.34         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34    | 2034-03-15      | 6.7500%  | 0.0000% | $1403000.00        | $1429288.71        | Corporate Debt Securities |
| SEASPAN CORP                   SR GLBL 144A 29  | 2029-08-01      | 5.5000%  | 0.0000% | $2200000.00        | $2130818.56        | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 27  | 2027-08-01      | 5.0000%  | 0.0000% | $1885000.00        | $1924666.68        | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 35  | 2035-10-01      | 6.7500%  | 0.0000% | $16000.00          | $16782.72          | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28  | 2028-03-15      | 4.7500%  | 0.0000% | $228000.00         | $230938.03         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40    | 2040-10-01      | 6.2500%  | 0.0000% | $71000.00          | $62870.14          | Corporate Debt Securities |
| CIPHER COMPUTE LLC             SR SEC GLBL 30   | 2030-11-15      | 7.1250%  | 0.0000% | $24117000.00       | $24772258.89       | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT6.5%33 | 2033-06-15      | 6.5000%  | 0.0000% | $9558000.00        | $9293423.94        | Corporate Debt Securities |
| PARK RIVER HOLDINGS INC        1LIEN 144A NT 31 | 2031-03-15      | 8.0000%  | 0.0000% | $1000.00           | $1052.11           | Corporate Debt Securities |
| VOLCAN COMPANIA MINERA S A A   1LIEN GLBL 32    | 2032-10-28      | 8.5000%  | 0.0000% | $1068000.00        | $1109761.77        | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $332480.00         | $336745.72         | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33    | 2033-02-15      | 7.2500%  | 0.0000% | $6624000.00        | $6435738.56        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 34    | 2034-03-01      | 5.7500%  | 0.0000% | $464000.00         | $439643.09         | Corporate Debt Securities |
| ELDORADO INTL FIN GMBH         SR REGS NT8.5%32 | 2032-12-01      | 8.5000%  | 0.0000% | $3000.00           | $3119.29           | Corporate Debt Securities |
| VICTORIAS SECRET AND CO        SR 144A NT 29    | 2029-07-15      | 4.6250%  | 0.0000% | $300000.00         | $296671.92         | Corporate Debt Securities |
| ORAZUL ENERGY PERU S A         SR REGS NT 32    | 2032-09-17      | 6.2500%  | 0.0000% | $2000.00           | $2061.05           | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31 | 2031-05-15      | 10.3750% | 0.0000% | $1000000.00        | $1039462.50        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28    | 2028-02-15      | 4.7500%  | 0.0000% | $829000.00         | $815026.74         | Corporate Debt Securities |
| STENA INTL SA                  SR SEC GLBL 31   | 2031-01-15      | 7.2500%  | 0.0000% | $200000.00         | $210755.83         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $640000.00         | $669601.78         | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A NT 6%28  | 2028-02-15      | 6.0000%  | 0.0000% | $33000.00          | $33855.91          | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33   | 2033-07-15      | 10.0000% | 0.0000% | $800000.00         | $919615.11         | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31  | 2031-07-01      | 9.2500%  | 0.0000% | $15174000.00       | $16331017.50       | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $13430000.00       | $12850965.55       | Corporate Debt Securities |
| APLD COMPUTECO LLC             1LIEN GLBL 30    | 2030-12-15      | 9.2500%  | 0.0000% | $77945000.00       | $77496404.87       | Corporate Debt Securities |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29   | 2029-06-01      | 9.0000%  | 0.0000% | $1011000.00        | $902165.85         | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28   | 2028-11-15      | 6.5000%  | 0.0000% | $3565000.00        | $2917259.31        | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35 | 2035-06-15      | 8.3750%  | 0.0000% | $1478000.00        | $1528698.68        | Corporate Debt Securities |
| ADIENT GLOBAL HLDGS LTD        SR SEC 144A NT28 | 2028-04-15      | 7.0000%  | 0.0000% | $49000.00          | $50986.62          | Corporate Debt Securities |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN 144A NT 32 | 2032-08-01      | 8.6250%  | 0.0000% | $16000.00          | $17147.37          | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31    | 2031-01-15      | 6.1250%  | 0.0000% | $80000.00          | $78926.58          | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33 | 2033-08-15      | 6.6250%  | 0.0000% | $2499000.00        | $2536364.56        | Corporate Debt Securities |
| DISH DBS CORPORATION           1LIEN GLBL 28    | 2028-12-01      | 5.7500%  | 0.0000% | $564000.00         | $555913.18         | Corporate Debt Securities |
| DYCOM INDS INC                 SR GLBL 144A 29  | 2029-04-15      | 4.5000%  | 0.0000% | $2952000.00        | $2940369.12        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 29  | 2029-03-01      | 6.7500%  | 0.0000% | $1429000.00        | $1464524.94        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 29    | 2029-04-15      | 9.7500%  | 0.0000% | $1248000.00        | $1418679.60        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $8806000.00        | $9412836.14        | Corporate Debt Securities |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29  | 2029-08-15      | 4.0000%  | 0.0000% | $2000.00           | $1879.70           | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33    | 2033-04-01      | 7.8750%  | 0.0000% | $6000.00           | $6345.77           | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30  | 2030-11-15      | 3.8750%  | 0.0000% | $724000.00         | $673827.81         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28    | 2028-10-15      | 4.7500%  | 0.0000% | $918000.00         | $924928.86         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $2020000.00        | $1458115.68        | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $500000.00         | $475573.33         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $3361000.00        | $3282416.09        | Corporate Debt Securities |
| HERTZ CORP                     1LIEN GLBL 29    | 2029-07-15      | 12.6250% | 0.0000% | $900000.00         | $959773.75         | Corporate Debt Securities |
| NABORS INDUSTRIES LTD          SR GLBL 144A 28  | 2028-01-15      | 7.5000%  | 0.0000% | $9352000.00        | $9674223.16        | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27   | 2027-10-01      | 9.7500%  | 0.0000% | $220.00            | $221.51            | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29  | 2029-12-01      | 3.8750%  | 0.0000% | $2094000.00        | $1993595.90        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $4965000.00        | $4940413.60        | Corporate Debt Securities |
| STAR PARENT INC                SR SEC 144A NT30 | 2030-10-01      | 9.0000%  | 0.0000% | $197000.00         | $214383.28         | Corporate Debt Securities |
| VEDANTA RES FIN II PLC         SR GLBL REGS 29  | 2029-09-17      | 10.8750% | 0.0000% | $200000.00         | $217074.92         | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32   | 2032-12-31      | 11.1250% | 0.0000% | $300000.00         | $286767.00         | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 35  | 2035-10-01      | 6.7500%  | 0.0000% | $287000.00         | $301040.04         | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31   | 2031-11-15      | 6.0000%  | 0.0000% | $74000.00          | $76455.81          | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28    | 2028-01-15      | 3.8750%  | 0.0000% | $340000.00         | $339034.31         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29  | 2029-06-15      | 5.3750%  | 0.0000% | $530000.00         | $532781.91         | Corporate Debt Securities |
| BCPE FLAVOR DEBT MERGER SUB    SR SEC GLBL 32   | 2032-07-01      | 9.5000%  | 0.0000% | $1155000.00        | $1160597.26        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          2LIEN GLBL 30    | 2030-10-15      | 14.0000% | 0.0000% | $4939000.00        | $5134364.89        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 30  | 2030-06-01      | 4.6250%  | 0.0000% | $465000.00         | $453827.99         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47 | 2047-09-20      | 5.2000%  | 0.0000% | $4500000.00        | $2878150.00        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31 | 2031-02-15      | 10.0000% | 0.0000% | $630000.00         | $669726.40         | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29 | 2029-08-01      | 10.8750% | 0.0000% | $1733000.00        | $1842269.98        | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR 144A NT 29    | 2029-07-01      | 5.8750%  | 0.0000% | $1637000.00        | $1693091.80        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 29    | 2029-01-19      | 8.6250%  | 0.0000% | $600000.00         | $666337.75         | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29  | 2029-04-01      | 4.1250%  | 0.0000% | $828000.00         | $799113.15         | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 29  | 2029-03-01      | 6.7500%  | 0.0000% | $867000.00         | $888553.62         | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR GLBL 144A 33  | 2033-11-15      | 5.7500%  | 0.0000% | $2027000.00        | $2084222.77        | Corporate Debt Securities |
| MILLROSE PPTYS INC             SR GLBL 144A 30  | 2030-08-01      | 6.3750%  | 0.0000% | $1087000.00        | $1140121.69        | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31   | 2031-04-15      | 11.8750% | 0.0000% | $4000.00           | $4327.68           | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32  | 2032-05-15      | 3.8750%  | 0.0000% | $222000.00         | $202473.19         | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33  | 2033-07-15      | 6.8750%  | 0.0000% | $3000.00           | $3252.72           | Corporate Debt Securities |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30  | 2030-07-15      | 5.0000%  | 0.0000% | $607000.00         | $549290.49         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33  | 2033-10-01      | 6.2500%  | 0.0000% | $296000.00         | $304666.96         | Corporate Debt Securities |
| PG&E CORP                      1LIEN GLBL NT 30 | 2030-07-01      | 5.2500%  | 0.0000% | $3266000.00        | $3324722.68        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32 | 2032-08-01      | 9.3750%  | 0.0000% | $138000.00         | $153803.24         | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $8449000.00        | $8903424.77        | Corporate Debt Securities |
| AZUL SECD FIN LLP              SR GLBL 144A 26  | 2026-02-27      | 15.0000% | 0.0000% | $121267000.00      | $127936685.00      | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 35    | 2035-05-12      | 4.7500%  | 0.0000% | $2458000.00        | $2543379.31        | Corporate Debt Securities |
| AMC NETWORKS INC               SR SEC GLBL 29   | 2029-01-15      | 10.2500% | 0.0000% | $317000.00         | $347132.08         | Corporate Debt Securities |

### Security 620: 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: ARP1ABK20, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABK20
- **C.18 - Value (incl. sponsor support):** $610535238.40
- **C.18.a - Value (excl. sponsor support):** $610535238.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| APIDOS CLO 2018-30R            D-R    20311020 FLT | 2031-10-20      | 9.6344%  | 0.0000% | $5900000.00        | $6017285.39        | Asset-Backed Securities   |
| AIM AVIATION FIN LTD 2015      A-1    20400215 FLT | 2040-02-15      | 6.2130%  | 0.0000% | $133605000.00      | $21098958.96       | Asset-Backed Securities   |
| DRYDEN 2019-68R CLO LTD        E-R    20350716 FLT | 2035-07-16      | 10.9162% | 0.0000% | $5000000.00        | $4891442.16        | Asset-Backed Securities   |
| ECAF I LTD 2015-1              A-2    20400615 4.9 | 2040-06-15      | 4.9470%  | 0.0000% | $5000000.00        | $1173134.36        | Asset-Backed Securities   |
| DRYDEN CLO LTD 2020-86R        E-R    20340717 FLT | 2034-07-17      | 10.6432% | 0.0000% | $6000000.00        | $5992820.50        | Asset-Backed Securities   |
| AZUL SECD FIN LLP              SR GLBL 144A 26     | 2026-02-27      | 15.0000% | 0.0000% | $5693000.00        | $6006115.00        | Corporate Debt Securities |
| BAYVIEW FINANCIAL TR 2006-D    M-1    20361228 FLT | 2036-12-28      | 4.3819%  | 0.0000% | $6500000.00        | $4493884.93        | Asset-Backed Securities   |
| FIRST NLC TRUST 2005-4         M-1    20360225 FLT | 2036-02-25      | 4.5812%  | 0.0000% | $9240000.00        | $8445131.58        | Asset-Backed Securities   |
| HALCYON LN ADV FDG LTD 2018-2  D      20310122 FLT | 2031-01-22      | 11.0190% | 0.0000% | $3900000.00        | $3941128.45        | Asset-Backed Securities   |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $1222.00           | $347.76            | Corporate Debt Securities |
| LCM LTD 2013-13R               E-R    20340720 FLT | 2034-07-20      | 11.1344% | 0.0000% | $3000000.00        | $2805296.64        | Asset-Backed Securities   |
| KKR CLO LTD 2016-15R2          E-R2   20320120 FLT | 2032-01-20      | 10.3844% | 0.0000% | $4750000.00        | $4681879.68        | Asset-Backed Securities   |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $2150000.00        | $981782.11         | Asset-Backed Securities   |
| ELARA HGV TIMESHARE 2023-A     D      20380225 10. | 2038-02-25      | 10.1000% | 0.0000% | $1089000.00        | $555986.39         | Asset-Backed Securities   |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $1216000.00        | $1257458.51        | Corporate Debt Securities |
| ADAMS OUTDOOR ADVT LP 2023-1   C      20530715 11. | 2053-07-15      | 11.7100% | 0.0000% | $31800000.00       | $33113640.35       | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO 2013-2R       E-R    20301022 FLT | 2030-10-22      | 10.4190% | 0.0000% | $6950000.00        | $7004273.17        | Asset-Backed Securities   |
| AIM AVIATION FIN LTD 2015      A-1    20400215 FLT | 2040-02-15      | 6.2130%  | 0.0000% | $12999000.00       | $2052807.66        | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3581%  | 0.0000% | $1917000.00        | $1937658.95        | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2025-3 B-2    20700525 FLT | 2070-05-25      | 7.5069%  | 0.0000% | $7125000.00        | $7214573.43        | Asset-Backed Securities   |
| LCM LTD 2019-30R               E-R    20310421 FLT | 2031-04-21      | 10.6461% | 0.0000% | $3600000.00        | $3351643.56        | Asset-Backed Securities   |
| JEFFERSON MILL CLO LTD 2015-R  E-R    20311020 FLT | 2031-10-20      | 10.5961% | 0.0000% | $1500000.00        | $1494888.15        | Asset-Backed Securities   |
| TIKEHAU US CLO LTD 2023-R      ER     20360122 FLT | 2036-01-22      | 12.4644% | 0.0000% | $4000000.00        | $4052315.52        | Asset-Backed Securities   |
| OZLM LTD 2017-19R              D-R    20350116 FLT | 2035-01-16      | 11.7962% | 0.0000% | $1500000.00        | $1497810.98        | Asset-Backed Securities   |
| SOLRR AIRCRAFT LTD 2021-1      C      20461015 5.6 | 2046-10-15      | 5.6820%  | 0.0000% | $4100000.00        | $1644040.09        | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2020-28    E      20320126 FLT | 2032-01-26      | 11.0196% | 0.0000% | $6500000.00        | $6454932.13        | Asset-Backed Securities   |
| SOUTHWICK PRK CLO LTD 2019-1RR E-RR   20320720 FLT | 2032-07-20      | 10.1344% | 0.0000% | $2000000.00        | $2017817.76        | Asset-Backed Securities   |
| RAPTOR AIRCRAFT FIN I LTD 2019 A      20440823 4.2 | 2044-08-23      | 4.2130%  | 0.0000% | $18100000.00       | $8305602.93        | Asset-Backed Securities   |
| SYMPHONY CLO XV LTD 2014-15RR  E-R2   20320120 FLT | 2032-01-20      | 10.4732% | 0.0000% | $8350000.00        | $8260247.94        | Asset-Backed Securities   |
| RAD CLO 3 LTD                  E-1-R2 20370715 FLT | 2037-07-15      | 9.7845%  | 0.0000% | $2500000.00        | $2337297.61        | Asset-Backed Securities   |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.9745% | 0.0000% | $3500000.00        | $3461332.74        | Asset-Backed Securities   |
| WELLFLEET CLO 2019-1           D      20320720 FLT | 2032-07-20      | 11.0460% | 0.0000% | $3250000.00        | $3176654.33        | Asset-Backed Securities   |
| SHACKLETON CLO 2014-V-R LTD    E      20310507 FLT | 2031-05-07      | 10.2812% | 0.0000% | $9900000.00        | $9192068.37        | Asset-Backed Securities   |
| MCF CLO IX LTD 2019-1RR        E-R    20360417 FLT | 2036-04-17      | 11.9416% | 0.0000% | $2719200.00        | $2747828.81        | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2021-30    E      20340725 FLT | 2034-07-25      | 10.4796% | 0.0000% | $4500000.00        | $4133796.67        | Asset-Backed Securities   |
| BNC MTG LN TR 2007-2           A4     20370525 FLT | 2037-05-25      | 4.1362%  | 0.0000% | $16250000.00       | $14168918.95       | Asset-Backed Securities   |
| BAIN CAPITAL CR LTD 2019-2R3   E-R-3  20321018 FLT | 2032-10-18      | 9.7816%  | 0.0000% | $1200000.00        | $1200382.08        | Asset-Backed Securities   |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $15920000.00       | $16845159.84       | Corporate Debt Securities |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $1000.00           | $1028.08           | Corporate Debt Securities |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $6908000.00        | $3126844.39        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS 2005-NC1 M5     20350225 FLT | 2035-02-25      | 4.4305%  | 0.0000% | $3078000.00        | $1353675.08        | Asset-Backed Securities   |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $8000000.00        | $8194146.90        | Asset-Backed Securities   |
| OZLM 20118-20                  D      20310421 FLT | 2031-04-21      | 9.9461%  | 0.0000% | $3000000.00        | $2919606.30        | Asset-Backed Securities   |
| BRIGHTSTAR LOTTERY PLC /       1LIEN GLBL 33       | 2033-01-15      | 5.7500%  | 0.0000% | $1000.00           | $998.23            | Corporate Debt Securities |
| BLUEMOUNTAIN CLO 2018-3        E      20301025 FLT | 2030-10-25      | 10.0696% | 0.0000% | $10500000.00       | $9955797.64        | Asset-Backed Securities   |
| BARINGS CLO LTD  2021-III      E      20350118 FLT | 2035-01-18      | 10.7960% | 0.0000% | $1000000.00        | $978812.10         | Asset-Backed Securities   |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.2960% | 0.0000% | $3875000.00        | $3921430.64        | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-3   E      20300115 9.0 | 2030-01-15      | 9.0900%  | 0.0000% | $14949000.00       | $15151842.98       | Asset-Backed Securities   |
| OPORTUN ISSUANCE TRUST 2025-B  E      20330509 9.4 | 2033-05-09      | 9.4000%  | 0.0000% | $2250000.00        | $2282237.00        | Asset-Backed Securities   |
| AMERIQUEST MTG SECS 2006-R1    M-3    20360325 FLT | 2036-03-25      | 4.5062%  | 0.0000% | $2872500.00        | $2698561.11        | Asset-Backed Securities   |
| HUNTINGTON CR LKD NT 2025-1    D      20330321 FLT | 2033-03-21      | 7.4177%  | 0.0000% | $7326116.00        | $5369024.01        | Asset-Backed Securities   |
| GALAXY XXIV 11.2061 15APR37 144A FR                | 2037-04-15      | 10.8545% | 0.0000% | $6017600.00        | $6097313.07        | Asset-Backed Securities   |
| 2017 C41 III 4.48573 15NOV50 144A F                | 2050-11-15      | 4.4821%  | 0.0000% | $18076000.00       | $16297847.84       | Asset-Backed Securities   |
| OCTAGON INV PTNS 2018-36       E      20310415 FLT | 2031-04-15      | 9.5962%  | 0.0000% | $7250000.00        | $7318839.46        | Asset-Backed Securities   |
| OPORTUN ISSUANCE TRUST 2025-C  E      20330708 9.2 | 2033-07-08      | 9.2000%  | 0.0000% | $1240000.00        | $1242426.40        | Asset-Backed Securities   |
| TRIMAR CAVU LTD 2023-2         E      20361020 FLT | 2036-10-20      | 11.9344% | 0.0000% | $1000000.00        | $1022248.88        | Asset-Backed Securities   |
| INVESCO CLO LTD 2021-2         E      20340717 FLT | 2034-07-17      | 10.3162% | 0.0000% | $12250000.00       | $11986197.45       | Asset-Backed Securities   |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $1.00              | $0.97              | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $599.00            | $634.97            | Corporate Debt Securities |
| SAL GRA ALTER MTG TR 2023-SEQ3 B-2    20530625 FLT | 2053-06-25      | 10.2227% | 0.0000% | $2649625.00        | $2726959.45        | Asset-Backed Securities   |
| 2017 HI IV T 4.68375 15JUN50 144A F                | 2050-06-15      | 4.6827%  | 0.0000% | $18545600.00       | $16605066.48       | Asset-Backed Securities   |
| SYMPHONY CLO LTD 2020-23R2     E-R2   20340117 FLT | 2034-01-17      | 9.4045%  | 0.0000% | $4755000.00        | $4667628.14        | Asset-Backed Securities   |
| YPF SOCIEDAD ANONIMA           SR STP 144A NT29    | 2029-06-30      | 9.0000%  | 0.0000% | $87.00             | $90.74             | Corporate Debt Securities |
| BRYANT PK FD 11.19947 20JAN38 144A                 | 2038-01-20      | 10.8144% | 0.0000% | $3000000.00        | $3049736.64        | Asset-Backed Securities   |
| CIFC FUNDING 2014-R2           E-R2   20310121 FLT | 2031-01-21      | 9.9961%  | 0.0000% | $1000000.00        | $1017242.10        | Asset-Backed Securities   |
| EXTER AUTOMOBILE REC TR 2025-3 E      20321215 7.5 | 2032-12-15      | 7.5200%  | 0.0000% | $14000000.00       | $14422705.12       | Asset-Backed Securities   |
| DRYDEN 55 CLO LTD 2018-55      E      20310415 FLT | 2031-04-15      | 9.5662%  | 0.0000% | $1000000.00        | $995750.93         | Asset-Backed Securities   |
| COLUMBIA CENT CLO 30 LTD 2020  E      20340120 FLT | 2034-01-20      | 11.0861% | 0.0000% | $1889200.00        | $1780272.70        | Asset-Backed Securities   |
| CEDAR FUNDING II CLO LTD       E-R3   20380722 FLT | 2038-07-22      | 10.5375% | 0.0000% | $259500.00         | $263636.30         | Asset-Backed Securities   |
| FORTRESS CRE BSL LTD 2015-6R   E-R    20310723 FLT | 2031-07-23      | 10.5714% | 0.0000% | $8000000.00        | $8131294.95        | Asset-Backed Securities   |
| FLAGSHIP CR AUTO TR 2023-1     E      20300415 11. | 2030-04-15      | 11.4400% | 0.0000% | $7700000.00        | $7325529.33        | Asset-Backed Securities   |
| CARRINGTON MTG LN 2007-FRE1    A-4    20361225 FLT | 2036-12-25      | 4.2662%  | 0.0000% | $13201000.00       | $11743933.41       | Asset-Backed Securities   |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $648000.00         | $644002.92         | Corporate Debt Securities |
| CARVAL CLO LTD 2018-1          E      20310716 FLT | 2031-07-16      | 9.9252%  | 0.0000% | $2500000.00        | $2468483.21        | Asset-Backed Securities   |
| COULMBIA CENT CLO 2018-27R     E-R    20350125 FLT | 2035-01-25      | 11.3896% | 0.0000% | $5000000.00        | $5148852.68        | Asset-Backed Securities   |
| AMUR EQUIP FIN RECEV 2024-2    E      20321020 8.8 | 2032-10-20      | 8.8800%  | 0.0000% | $1085000.00        | $1117317.09        | Asset-Backed Securities   |
| EXETER AUTO REC TR 2025-4      E      20330415 6.9 | 2033-04-15      | 6.9900%  | 0.0000% | $5000000.00        | $5039313.33        | Asset-Backed Securities   |
| CARRINGTON MTG LN 2006-OPT1    M-2    20360225 FLT | 2036-02-25      | 4.3862%  | 0.0000% | $5213000.00        | $4324166.03        | Asset-Backed Securities   |
| EXETER AUTO REC TR 2023-4      E      20310218 9.5 | 2031-02-18      | 9.5700%  | 0.0000% | $4250000.00        | $4615127.42        | Asset-Backed Securities   |
| EXETER AUTO REC TR 2023-3      E      20310115 9.9 | 2031-01-15      | 9.9800%  | 0.0000% | $5691000.00        | $6207006.13        | Asset-Backed Securities   |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $1000.00           | $1017.45           | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $11278000.00       | $11887930.54       | Asset-Backed Securities   |
| VOYA CLO LTD 2024-5            E-2    20371015 FLT | 2037-10-15      | 10.8345% | 0.0000% | $2202400.00        | $2228705.19        | Asset-Backed Securities   |
| JP MORGAN MTG ACQ 2007-CH2     MV-5   20370125 FLT | 2037-01-25      | 4.7462%  | 0.0000% | $7552900.00        | $6568796.37        | Asset-Backed Securities   |
| 2019 C52 III 4.36776 15AUG52 144A F                | 2052-08-15      | 4.3698%  | 0.0000% | $13300000.00       | $10328573.63       | Asset-Backed Securities   |
| JCP LENDING CLO LTD 2024-2     E      20370121 FLT | 2037-01-21      | 11.7944% | 0.0000% | $4000000.00        | $4089915.52        | Asset-Backed Securities   |
| KKR CLO 2014-9R                E-R    20300715 FLT | 2030-07-15      | 11.0162% | 0.0000% | $3675889.00        | $3759693.10        | Asset-Backed Securities   |
| SOUND POINT CLO  LTD 2020-27R  E-R    20341025 FLT | 2034-10-25      | 10.6796% | 0.0000% | $5300000.00        | $5303877.44        | Asset-Backed Securities   |
| MOUNTAIN VIEW CLO I 2016-1R    E-R    20330414 FLT | 2033-04-14      | 11.6331% | 0.0000% | $4125000.00        | $4262003.92        | Asset-Backed Securities   |
| KKR CLO 22                     E      20310721 FLT | 2031-07-21      | 10.1461% | 0.0000% | $1000000.00        | $1005022.10        | Asset-Backed Securities   |
| SG MTG SECS TR 2006-OPT2       A-3D   20361025 FLT | 2036-10-25      | 4.2662%  | 0.0000% | $5020000.00        | $4022187.30        | Asset-Backed Securities   |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30    | 2030-12-31      | 8.7500%  | 0.0000% | $600.00            | $599.56            | Corporate Debt Securities |
| HUNTINGTON AUTO TRUST 2024-2   D      20321020 FLT | 2032-10-20      | 7.9177%  | 0.0000% | $1800000.00        | $1014542.44        | Asset-Backed Securities   |
| VERUS SECURITIZAT TR 2024-8    B-2    20691025 FLT | 2069-10-25      | 7.5965%  | 0.0000% | $1570000.00        | $1581428.84        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS 2005-NC2 M7     20350525 FLT | 2035-05-25      | 4.8962%  | 0.0000% | $4500000.00        | $3735898.01        | Asset-Backed Securities   |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $87.00             | $88.12             | Corporate Debt Securities |
| SAXON ASSET SEC TR 2006-3      A-4    20361125 FLT | 2036-11-25      | 4.3262%  | 0.0000% | $4944000.00        | $4433996.06        | Asset-Backed Securities   |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $541.00            | $547.94            | Corporate Debt Securities |
| KKR CLO LTD 2019-24            E      20320420 FLT | 2032-04-20      | 10.5261% | 0.0000% | $3000000.00        | $3007176.30        | Asset-Backed Securities   |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.3562%  | 0.0000% | $2208574.00        | $2025200.58        | Asset-Backed Securities   |
| LCM LTD 2022-37                E      20340417 FLT | 2034-04-17      | 11.5345% | 0.0000% | $8000000.00        | $7422968.79        | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3540%  | 0.0000% | $4500000.00        | $4538857.13        | Asset-Backed Securities   |
| MP CLO VIII LTD 2015-8RR       E-RR   20340428 FLT | 2034-04-28      | 11.3410% | 0.0000% | $1500000.00        | $1478447.67        | Asset-Backed Securities   |
| LONG BEACH MTG LN TR 2005-WL1  I/IIM5 20350625 FLT | 2035-06-25      | 4.9712%  | 0.0000% | $15251001.00       | $12206920.59       | Asset-Backed Securities   |
| FORTRESS CR BSL 2024-21        E      20370424 FLT | 2037-04-24      | 11.6954% | 0.0000% | $875000.00         | $899142.41         | Asset-Backed Securities   |
| CARLYLE US CLO 2024-4 LTD      E      20370720 FLT | 2037-07-20      | 9.8344%  | 0.0000% | $8779900.00        | $8448009.95        | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-2   E      20291015 6.3 | 2029-10-15      | 6.3400%  | 0.0000% | $3730000.00        | $3628774.43        | Asset-Backed Securities   |
| CENTEX HEQ LN TR 2005-B        M-5    20350325 FLT | 2035-03-25      | 4.8662%  | 0.0000% | $3974000.00        | $2439385.98        | Asset-Backed Securities   |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $9518000.00        | $9821352.40        | Asset-Backed Securities   |
| ARES CLO LTD 2016-41R2         E-R    20340417 FLT | 2034-04-17      | 10.9162% | 0.0000% | $5000000.00        | $5075892.16        | Asset-Backed Securities   |
| ATLAS SENIOR LOAN FND 2019-15  E      20321025 FLT | 2032-10-25      | 11.6614% | 0.0000% | $3000000.00        | $3023133.11        | Asset-Backed Securities   |
| ALLO ISSUER LLC 2023-1         C      20530620 12. | 2053-06-20      | 12.1800% | 0.0000% | $5000000.00        | $5281313.33        | Asset-Backed Securities   |
| CATAMARAN CLO 2014-1R LTD      D-R    20300422 FLT | 2030-04-22      | 10.8990% | 0.0000% | $6200000.00        | $5715981.02        | Asset-Backed Securities   |
| GSAMP TRUST 2004-AR1           M-4    20340625 FLT | 2034-06-25      | 5.7212%  | 0.0000% | $15500000.00       | $1189266.66        | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.9111%  | 0.0000% | $2649500.00        | $2697036.11        | Asset-Backed Securities   |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.8 | 2039-09-15      | 8.8500%  | 0.0000% | $2840000.00        | $1069405.73        | Asset-Backed Securities   |
| HUNTINGT BK AT CR LK NT 2024-1 D      20320520 FLT | 2032-05-20      | 9.1677%  | 0.0000% | $2733000.00        | $1238542.41        | Asset-Backed Securities   |
| STEM INC                       1LIEN GLBL PIK30    | 2030-12-30      | 11.0000% | 0.0000% | $446.00            | $390.25            | Corporate Debt Securities |
| SYMPHONY CLO LTD 2021-26R      E-R    20330420 FLT | 2033-04-20      | 11.6461% | 0.0000% | $12500000.00       | $11934651.25       | Asset-Backed Securities   |
| 2019 C52 IV 4.36776 15AUG52 144A FR                | 2052-08-15      | 4.3698%  | 0.0000% | $20300000.00       | $16811048.81       | Asset-Backed Securities   |
| OZLM VI LTD2018-6              D-S    20310417 FLT | 2031-04-17      | 10.1932% | 0.0000% | $14875000.00       | $14178194.27       | Asset-Backed Securities   |
| NORTHWOOD CAPITAL 2019-18      E      20320520 FLT | 2032-05-20      | 10.7306% | 0.0000% | $7480000.00        | $7166295.73        | Asset-Backed Securities   |
| MCF CLO LTD 2023-10R           E-R    20370415 FLT | 2037-04-15      | 10.3545% | 0.0000% | $5488000.00        | $5066616.05        | Asset-Backed Securities   |
| 2018 H4 III 5.04754 15DEC51 144A FR                | 2051-12-15      | 5.0473%  | 0.0000% | $12665600.00       | $11061794.59       | Asset-Backed Securities   |
| 2018 C46 III 4.95317 15AUG51 144A F                | 2051-08-15      | 4.9532%  | 0.0000% | $13088800.00       | $11472812.53       | Asset-Backed Securities   |
| OCP CLO 2024-31 LTD            E      20370420 FLT | 2037-04-20      | 10.7844% | 0.0000% | $1557000.00        | $1597931.79        | Asset-Backed Securities   |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $1819000.00        | $1893911.88        | Asset-Backed Securities   |
| OCTAGON INVT PART LTD 2019-40R E-R    20350122 FLT | 2035-01-22      | 11.1461% | 0.0000% | $7250000.00        | $7013882.72        | Asset-Backed Securities   |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.4518% | 0.0000% | $5000000.00        | $4879583.29        | Asset-Backed Securities   |
| PPM CLO 2019-3R LTD            E-R    20340717 FLT | 2034-07-17      | 10.7532% | 0.0000% | $6500000.00        | $5596191.80        | Asset-Backed Securities   |
| OZLM XXII 2018-22              D      20310117 FLT | 2031-01-17      | 9.4432%  | 0.0000% | $5816836.00        | $5526712.10        | Asset-Backed Securities   |
| Z CAP CR PART BSL CLO 2024-1   E      20360416 FLT | 2036-04-16      | 11.2436% | 0.0000% | $4900000.00        | $5026089.50        | Asset-Backed Securities   |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $7.00              | $7.16              | Corporate Debt Securities |
| IVY HILL MID MKT CR FD 2024-22 E      20360421 FLT | 2036-04-20      | 11.7344% | 0.0000% | $5587800.00        | $5558848.94        | Asset-Backed Securities   |
| MCF CLO LLC 2017-5RR           E-R2   20371020 FLT | 2037-10-20      | 11.3844% | 0.0000% | $4261600.00        | $4139743.30        | Asset-Backed Securities   |
| MILL CITY MTG LN TR 2017-2     B5     20590725 FLT | 2059-07-25      | 4.1256%  | 0.0000% | $788473.00         | $545285.23         | Asset-Backed Securities   |
| SAXON ASSET SEC CO 2004-2      MV-1   20350825 FLT | 2035-08-25      | 1.5946%  | 0.0000% | $2640000.00        | $538295.37         | Asset-Backed Securities   |
| PIKES PEK CLO  LTD 2021-7R     E-R    20370225 FLT | 2037-02-25      | 10.8586% | 0.0000% | $4176000.00        | $4187035.54        | Asset-Backed Securities   |
| SCULPTOR CLO LTD 2024-33       E      20370720 FLT | 2037-07-20      | 10.5344% | 0.0000% | $16200000.00       | $15548644.66       | Asset-Backed Securities   |
| EATON VANCE CLO LTD 2014-1R    E      20300715 FLT | 2030-07-15      | 9.8662%  | 0.0000% | $500000.00         | $480691.30         | Asset-Backed Securities   |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $10723000.00       | $7389898.42        | Corporate Debt Securities |
| ASCENSION HEALTH ALLIANCE      GLBL -2025 BD 35    | 2035-11-15      | 4.9230%  | 0.0000% | $100000.00         | $100818.30         | Corporate Debt Securities |
| POST CLO 202 10.01476 15OCT34 144A                 | 2034-10-15      | 9.6045%  | 0.0000% | $1500000.00        | $1458666.07        | Asset-Backed Securities   |
| SARATOGA INV CORP 2013-1R3     E-R3   20290122 FLT | 2029-01-22      | 11.6461% | 0.0000% | $7000000.00        | $5659374.70        | Asset-Backed Securities   |

### Security 621: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.110000%
- **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):** $2251002420.00
- **C.18.a - Value (excl. sponsor support):** $2251002420.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TRANSDIGM INC                  2LIEN GLBL 31       | 2031-12-01      | 7.1250%  | 0.0000% | $2088000.00        | $2204734.86        | Corporate Debt Securities                         |
| VIKING CRUISES LTD             SR 144A NT 31       | 2031-07-15      | 9.1250%  | 0.0000% | $128000.00         | $142420.85         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-06-15      | 6.5000%  | 0.0000% | $2074000.00        | $2134150.61        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.25%44      | 2044-04-01      | 5.2500%  | 0.0000% | $286000.00         | $219197.55         | Corporate Debt Securities                         |
| UNITED AUTO CR SEC TR 2025-1   E      20311010 7.7 | 2031-10-10      | 7.7100%  | 0.0000% | $8815000.00        | $8820593.12        | Asset-Backed Securities                           |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 32     | 2032-06-15      | 8.6250%  | 0.0000% | $705000.00         | $695484.85         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.2500% | 0.0000% | $3525000.00        | $3676530.94        | Corporate Debt Securities                         |
| SIMPAR EUROPE                  SR GLBL REGS 31     | 2031-01-26      | 5.2000%  | 0.0000% | $942000.00         | $774554.27         | Corporate Debt Securities                         |
| COMPANIA DE MINAS BUENAVENTURA SR REGS NT6.8%32    | 2032-02-04      | 6.8000%  | 0.0000% | $756000.00         | $806574.72         | Corporate Debt Securities                         |
| PROGRESS RES TR 2021-SFR10     E-1    20401219 3.5 | 2040-12-19      | 3.5670%  | 0.0000% | $7500000.00        | $6030490.35        | Asset-Backed Securities                           |
| CLEVELAND-CLIFFS INC NEW       SR REGS NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $100000.00         | $104228.00         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR REGS NT5.5%33    | 2033-09-20      | 5.5000%  | 0.0000% | $200000.00         | $209138.11         | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $25000.00          | $26394.31          | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $3220000.00        | $1607796.80        | Corporate Debt Securities                         |
| REGATTA FUNDING LTD 2021-20R   E-R    20380115 FLT | 2038-01-15      | 8.8045%  | 0.0000% | $3055000.00        | $3051706.51        | Asset-Backed Securities                           |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $690000.00         | $743709.98         | Corporate Debt Securities                         |
| AGROSUPER SA                   SR REGS NT4.6%32    | 2032-01-20      | 4.6000%  | 0.0000% | $505000.00         | $494563.89         | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $70000.00          | $71132.72          | Corporate Debt Securities                         |
| PRESTIGE AUTO REC TR 2025-1    E      20320816 8.4 | 2032-08-16      | 8.4500%  | 0.0000% | $6589000.00        | $6663320.99        | Asset-Backed Securities                           |
| RAND PARENT LLC                1LIEN 144A NT 30    | 2030-02-15      | 8.5000%  | 0.0000% | $45000.00          | $48387.65          | Corporate Debt Securities                         |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $110000.00         | $113438.60         | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 36     | 2036-03-15      | 6.5000%  | 0.0000% | $8470000.00        | $8526231.39        | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 32     | 2032-06-19      | 4.7500%  | 0.0000% | $782000.00         | $579814.99         | Corporate Debt Securities                         |
| PIKES PEAK CLO LLC  2021-8     SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $250000.00         | $125000.00         | Asset-Backed Securities                           |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT36    | 2036-01-15      | 6.7500%  | 0.0000% | $300000.00         | $317326.50         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27    | 2027-04-01      | 6.0000%  | 0.0000% | $1166000.00        | $1201481.38        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 27     | 2027-01-20      | 5.3000%  | 0.0000% | $3600000.00        | $3558152.00        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $128000.00         | $129763.41         | Corporate Debt Securities                         |
| ARIVO ACCEPT AUTO LOAN 2025-1  C      20311215 5.4 | 2031-12-15      | 5.4200%  | 0.0000% | $448000.00         | $449830.03         | Asset-Backed Securities                           |
| BREAKWATER ENERGY HOLDINGS SA  SR SEC 144A NT30    | 2030-11-15      | 9.2500%  | 0.0000% | $250000.00         | $265659.86         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.198%011030     | 2030-01-10      | 5.1980%  | 0.0000% | $400000.00         | $419706.44         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $146000.00         | $145603.20         | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR 144A NT 31       | 2031-07-01      | 7.2500%  | 0.0000% | $156000.00         | $171908.88         | Corporate Debt Securities                         |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $236000.00         | $252278.56         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28    | 2028-06-01      | 3.7000%  | 0.0000% | $14656000.00       | $14396051.41       | Corporate Debt Securities                         |
| CWABS INC 2005-9               M-2    20351125 FLT | 2035-11-25      | 4.8212%  | 0.0000% | $6356000.00        | $2955902.23        | Asset-Backed Securities                           |
| ALTLAS SENIOR LOAN FND 2016-7R F-R    20311128 FLT | 2031-11-28      | 12.1340% | 0.0000% | $3500000.00        | $1586540.11        | Asset-Backed Securities                           |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 33       | 2033-08-01      | 6.8750%  | 0.0000% | $2757000.00        | $2842877.10        | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $300000.00         | $320567.00         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-08-15      | 4.5000%  | 0.0000% | $246000.00         | $235680.30         | Corporate Debt Securities                         |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $436000.00         | $427957.62         | Corporate Debt Securities                         |
| CNTYW DEL TR 2010-1 126685DT0  CTF    20360516 FLT | 2036-05-16      | 23.8163% | 0.0000% | $352740000.00      | $2538628.86        | Asset-Backed Securities                           |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $82000.00          | $86006.20          | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $927000.00         | $997683.75         | Corporate Debt Securities                         |
| CANYON CLO LTD 2022-1          E      20350416 FLT | 2035-04-16      | 10.2936% | 0.0000% | $2300000.00        | $2277575.61        | Asset-Backed Securities                           |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-03-01      | 7.3750%  | 0.0000% | $479000.00         | $499814.15         | Corporate Debt Securities                         |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30     | 2030-09-01      | 9.7500%  | 0.0000% | $1915000.00        | $1983785.20        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $1625000.00        | $1593161.74        | Corporate Debt Securities                         |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 30      | 2030-11-15      | 10.3750% | 0.0000% | $771000.00         | $699890.02         | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 33     | 2033-06-15      | 6.7500%  | 0.0000% | $266000.00         | $282010.54         | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 27     | 2027-12-15      | 4.3750%  | 0.0000% | $90000.00          | $89598.10          | Corporate Debt Securities                         |
| COUGAR JV SUBSIDIARY LLC       SR 144A NT 8%32     | 2032-05-15      | 8.0000%  | 0.0000% | $72000.00          | $77734.24          | Corporate Debt Securities                         |
| CLERMONT PK CLO LTD 2025-1     E      20380426 FLT | 2038-04-26      | 9.3654%  | 0.0000% | $4000000.00        | $4018056.88        | Asset-Backed Securities                           |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32    | 2032-04-15      | 6.7500%  | 0.0000% | $310000.00         | $323410.60         | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 27       | 2027-06-15      | 5.7500%  | 0.0000% | $484000.00         | $493982.77         | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 30     | 2030-09-15      | 6.8750%  | 0.0000% | $643000.00         | $660870.76         | Corporate Debt Securities                         |
| CROWN POINT CLO 10 LTD         E      20340720 FLT | 2034-07-20      | 10.9961% | 0.0000% | $1500000.00        | $1492008.15        | Asset-Backed Securities                           |
| CREDIT ACCEP CORP MICH         SR SEC GLBL 28      | 2028-12-15      | 9.2500%  | 0.0000% | $83000.00          | $87343.48          | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 28     | 2028-04-15      | 6.2500%  | 0.0000% | $984000.00         | $983394.29         | Corporate Debt Securities                         |
| COMMSCOPE LLC                  1LIEN GLBL 29       | 2029-09-01      | 4.7500%  | 0.0000% | $14856000.00       | $15109790.00       | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $646000.00         | $689729.18         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $354000.00         | $270388.74         | Corporate Debt Securities                         |
| CENTURY ALUM CO                2LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $208000.00         | $220695.19         | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $220000.00         | $242301.58         | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT6.5%30    | 2030-10-01      | 6.5000%  | 0.0000% | $295000.00         | $305670.15         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 50       | 2050-06-03      | 6.7500%  | 0.0000% | $448000.00         | $430999.52         | Corporate Debt Securities                         |
| S & S HLDGS LLC                SR SEC 144A NT31    | 2031-10-01      | 8.3750%  | 0.0000% | $50000.00          | $48981.88          | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 30     | 2030-08-01      | 5.1250%  | 0.0000% | $351000.00         | $360573.23         | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $82000.00          | $81856.77          | Corporate Debt Securities                         |
| CLUE OPCO LLC                  1LIEN 144A NT 31    | 2031-10-15      | 9.5000%  | 0.0000% | $1291000.00        | $1391808.45        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $100000.00         | $102627.11         | Corporate Debt Securities                         |
| MOOG INC                       SR GLBL 144A 27     | 2027-12-15      | 4.2500%  | 0.0000% | $87000.00          | $86329.13          | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $2022000.00        | $2087849.52        | Corporate Debt Securities                         |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 11.6300% | 0.0000% | $8000000.00        | $8164800.00        | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $20536000.00       | $17626733.33       | Corporate Debt Securities                         |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320615 7.7 | 2032-06-15      | 7.7300%  | 0.0000% | $4000000.00        | $4161786.22        | Asset-Backed Securities                           |
| GOEASY LTD                     SR 144A NT 29       | 2029-07-01      | 7.6250%  | 0.0000% | $230000.00         | $236229.55         | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2008-2     B      20290125 FLT | 2029-01-25      | 5.7747%  | 0.0000% | $160000.00         | $169907.94         | Asset-Backed Securities                           |
| WHIRLPOOL CORP                 SR GLBL NT4.6%50    | 2050-05-15      | 4.6000%  | 0.0000% | $285000.00         | $211133.07         | Corporate Debt Securities                         |
| GATES CORP                     SR GLBL 144A 29     | 2029-07-01      | 6.8750%  | 0.0000% | $90000.00          | $96469.65          | Corporate Debt Securities                         |
| SAFEWAY INC                    SR DEB   7.45%27    | 2027-09-15      | 7.4500%  | 0.0000% | $1563000.00        | $1643285.23        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $6707000.00        | $6790630.70        | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOLDINGS LLC SR GLBL 144A 26     | 2026-08-15      | 6.0000%  | 0.0000% | $48000.00          | $48968.00          | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28     | 2028-05-15      | 4.8750%  | 0.0000% | $176000.00         | $176848.17         | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $13427000.00       | $14197351.75       | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 32     | 2032-11-15      | 7.0000%  | 0.0000% | $7031000.00        | $6826710.39        | Corporate Debt Securities                         |
| KENDALL RE LTD                 -B VR 144A NT 27    | 2027-04-30      | 11.3714% | 0.0000% | $2500000.00        | $2610750.00        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 28       | 2028-06-15      | 5.6250%  | 0.0000% | $300000.00         | $308556.00         | Corporate Debt Securities                         |
| VITALITY RE XIV LTD            -B VR 144A NT 27    | 2027-01-05      | 8.1000%  | 0.0000% | $2416000.00        | $2470601.60        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $964000.00         | $950730.54         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2025-3 B-1    20700525 FLT | 2070-05-25      | 7.5069%  | 0.0000% | $400000.00         | $410929.08         | Asset-Backed Securities                           |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 40       | 2040-01-20      | 6.8750%  | 0.0000% | $288000.00         | $301405.12         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $218000.00         | $235483.05         | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR GLBL 144A 33     | 2033-02-01      | 6.2500%  | 0.0000% | $3990000.00        | $4198643.75        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $1140000.00        | $1199500.08        | Corporate Debt Securities                         |
| WELLFLEET CLO 2019-1           D      20320720 FLT | 2032-07-20      | 11.0460% | 0.0000% | $8661000.00        | $8465539.42        | Asset-Backed Securities                           |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 43       | 2043-05-20      | 5.6250%  | 0.0000% | $280000.00         | $247567.60         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $84000.00          | $67668.35          | Corporate Debt Securities                         |
| NESCO HOLDINGS II INCORPORATED SR SEC 144A NT29    | 2029-04-15      | 5.5000%  | 0.0000% | $890000.00         | $887419.99         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 35     | 2035-05-13      | 7.5000%  | 0.0000% | $700000.00         | $690404.17         | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $7890000.00        | $8058081.11        | Corporate Debt Securities                         |
| ON SEMICONDUCTOR CORP          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $85000.00          | $84172.67          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $1163000.00        | $1080946.80        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $202000.00         | $198960.35         | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31     | 2031-09-01      | 5.8750%  | 0.0000% | $97000.00          | $64949.58          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         1LIEN GLBL 29       | 2029-04-15      | 4.1250%  | 0.0000% | $19622.00          | $19829.67          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $5319000.00        | $4747735.56        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     SNR NPF GLBL 27     | 2027-09-22      | 5.3750%  | 0.0000% | $275000.00         | $285854.78         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT8.5%27    | 2027-07-15      | 8.5000%  | 0.0000% | $29491000.00       | $31986954.40       | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.0578% | 0.0000% | $2700000.00        | $3105000.00        | Corporate Debt Securities                         |
| MADISON PK FDG XL-R 2013-40R   E      20381016 FLT | 2038-10-16      | 9.7625%  | 0.0000% | $3000000.00        | $3073602.84        | Asset-Backed Securities                           |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $25245880.00       | $22363431.65       | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 9.8800%  | 0.0000% | $607000.00         | $640870.60         | Corporate Debt Securities                         |
| LIGHTNING PWR LLC              SR SEC 144A NT32    | 2032-08-15      | 7.2500%  | 0.0000% | $1411000.00        | $1539399.43        | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S2            A-3    20360125 FLT | 2036-01-25      | 6.1280%  | 0.0000% | $3280096.00        | $98178.76          | Asset-Backed Securities                           |
| FXI HOLDINGS INC               JR GLBL PIK 29      | 2029-11-15      | 14.0000% | 0.0000% | $740003.00         | $449757.38         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 31      | 2031-01-15      | 6.7500%  | 0.0000% | $2348000.00        | $2536139.37        | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2007-4     A-5A   20420125 FLT | 2042-01-25      | 4.7047%  | 0.0000% | $51611000.00       | $22587462.00       | Asset-Backed Securities                           |
| TIME WARNER INC                SR GLBL NT 26       | 2026-07-15      | 2.9500%  | 0.0000% | $13000.00          | $12981.84          | Corporate Debt Securities                         |
| LOBEL AUTOMOBILE REC TR 2025-1 E      20310915 8.1 | 2031-09-15      | 8.1400%  | 0.0000% | $4000000.00        | $4113919.11        | Asset-Backed Securities                           |
| UNITED AUTO CR SEC TR 2024-1   E      20301112 10. | 2030-11-12      | 10.4500% | 0.0000% | $6290000.00        | $6641874.14        | Asset-Backed Securities                           |
| UWM HLDGS LLC                  SR GLBL 144A 31     | 2031-03-15      | 6.2500%  | 0.0000% | $594000.00         | $605125.13         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $2747000.00        | $2919423.09        | Corporate Debt Securities                         |
| YINSON BERGENIA PRODUCTION     SR SEC REGS NT45    | 2045-01-31      | 8.4980%  | 0.0000% | $315000.00         | $341468.92         | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.1334% | 0.0000% | $28734000.00       | $29179377.00       | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $237000.00         | $234740.01         | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-D 144A 30     | 2030-12-07      | 12.4000% | 0.0000% | $2190000.00        | $2273439.00        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30       | 2030-12-01      | 5.7500%  | 0.0000% | $5312000.00        | $5531342.81        | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $300000.00         | $322606.00         | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $1791000.00        | $1848889.10        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 5.3%091327       | 2027-09-13      | 5.3000%  | 0.0000% | $85000.00          | $86762.90          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27       | 2027-05-09      | 4.7500%  | 0.0000% | $7148000.00        | $7213755.64        | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIATES LP    SR REGS NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $172000.00         | $186518.23         | Corporate Debt Securities                         |
| SEASPAN CORP                   SR GLBL REGS 29     | 2029-08-01      | 5.5000%  | 0.0000% | $12000.00          | $11622.65          | Corporate Debt Securities                         |
| AMER STATES WTR CO             7.23%31             | 2031-12-15      | 7.2300%  | 0.0000% | $5000000.00        | $5765216.67        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39    | 2039-08-15      | 4.3000%  | 0.0000% | $5355000.00        | $4701446.05        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $194604.04         | Corporate Debt Securities                         |
| TMS INTL CORP                  SR 144A NT 29       | 2029-04-15      | 6.2500%  | 0.0000% | $68000.00          | $66611.06          | Corporate Debt Securities                         |
| GRIFOLS S A                    SR 144A NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $537000.00         | $535478.05         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $23230000.00       | $24132330.63       | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $7601000.00        | $7767031.18        | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $204000.00         | $202054.69         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 28     | 2028-06-15      | 5.1250%  | 0.0000% | $74000.00          | $74510.44          | Corporate Debt Securities                         |
| 1886 RE LTD                    -A-20251 144A 29    | 2029-07-06      | 8.1300%  | 0.0000% | $550000.00         | $573485.00         | Corporate Debt Securities                         |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $254000.00         | $263282.43         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $73000.00          | $74061.83          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $527000.00         | $535151.81         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 4.3%43        | 2043-02-15      | 4.3000%  | 0.0000% | $1935000.00        | $1419950.30        | Corporate Debt Securities                         |
| MAGNETITE 2021-31 LTD          E      20340717 FLT | 2034-07-17      | 10.1662% | 0.0000% | $3000000.00        | $3053982.79        | Asset-Backed Securities                           |
| NISSAN MTR ACCEP CO LLC        FR 6.95%091526      | 2026-09-15      | 6.9500%  | 0.0000% | $349000.00         | $359984.39         | Corporate Debt Securities                         |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 29     | 2029-06-15      | 4.5000%  | 0.0000% | $82000.00          | $78340.34          | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 26     | 2026-10-15      | 3.8750%  | 0.0000% | $388000.00         | $390778.30         | Corporate Debt Securities                         |
| COMMERCIAL METALS CO           SR GLBL NT 30       | 2030-01-15      | 4.1250%  | 0.0000% | $90000.00          | $89001.97          | Corporate Debt Securities                         |
| CONSOLIDATED ENERGY FIN S A    SR 144A NT 12%31    | 2031-02-15      | 12.0000% | 0.0000% | $200000.00         | $150400.00         | Corporate Debt Securities                         |
| CENTERSQUARE ISSUER LLC 2025-3 B      20550825 5.4 | 2055-08-25      | 5.4000%  | 0.0000% | $5000000.00        | $4839205.00        | Asset-Backed Securities                           |
| CROWN AMERS LLC                SR GLBL 144A 33     | 2033-06-01      | 5.8750%  | 0.0000% | $158000.00         | $162320.64         | Corporate Debt Securities                         |
| AMERICAN CR ACCEP RECV 2025-2  E      20330214 7.6 | 2033-02-14      | 7.6600%  | 0.0000% | $9440000.00        | $9332731.18        | Asset-Backed Securities                           |
| APIDOS CLO 2019-11R3           F-R3   20340417 FLT | 2034-04-17      | 12.3432% | 0.0000% | $5950000.00        | $5971991.69        | Asset-Backed Securities                           |
| ARCOSA INC                     SR GLBL 144A 32     | 2032-08-15      | 6.8750%  | 0.0000% | $100000.00         | $107845.22         | Corporate Debt Securities                         |
| ARES LOAN FUNDING IV LTD       E-R    20381015 FLT | 2038-10-15      | 9.9045%  | 0.0000% | $4000000.00        | $4048650.84        | Asset-Backed Securities                           |
| US FOODS INC                   SR GLBL 144A 29     | 2029-02-15      | 4.7500%  | 0.0000% | $291000.00         | $294638.79         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $393000.00         | $387352.59         | Corporate Debt Securities                         |
| TEGNA INC                      SR GLBL NT 28       | 2028-03-15      | 4.6250%  | 0.0000% | $1725000.00        | $1731913.90        | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2024-CES4    B1     20640925 FLT | 2064-09-25      | 7.0000%  | 0.0000% | $12327000.00       | $12316809.68       | Asset-Backed Securities                           |
| TOWD POINT MTR TR 2024-CES3    B2     20640525 FLT | 2064-05-25      | 9.1285%  | 0.0000% | $7020272.00        | $7202076.45        | Asset-Backed Securities                           |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $8482000.00        | $8752333.59        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $8000000.00        | $8361424.00        | Asset-Backed Securities                           |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32       | 2032-04-15      | 6.1250%  | 0.0000% | $719000.00         | $759580.66         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $80000.00          | $74821.67          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.7500%  | 0.0000% | $201000.00         | $206566.70         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT 33       | 2033-04-15      | 6.7500%  | 0.0000% | $2049000.00        | $2067625.41        | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $3670000.00        | $3764145.69        | Corporate Debt Securities                         |
| FORTREA HLDGS INC              1LIEN 144A NT 30    | 2030-07-01      | 7.5000%  | 0.0000% | $2790000.00        | $2956590.90        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 30     | 2030-03-15      | 5.8750%  | 0.0000% | $109000.00         | $112479.87         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 28       | 2028-05-01      | 5.0000%  | 0.0000% | $50453000.00       | $51033377.68       | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $3802000.00        | $3895465.83        | Corporate Debt Securities                         |
| NTT FINANCE CORP               GLBL 144A NT 31     | 2031-04-03      | 2.0650%  | 0.0000% | $200000.00         | $178544.08         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $1121000.00        | $1110666.25        | Corporate Debt Securities                         |
| LCM LTD 2022-38R2              E-R2   20381104 FLT | 2038-11-04      | 11.3349% | 0.0000% | $6000000.00        | $6070541.26        | Asset-Backed Securities                           |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.7953%  | 0.0000% | $7417000.00        | $7667694.60        | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $354000.00         | $353883.77         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $100000.00         | $106507.62         | Corporate Debt Securities                         |
| MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31      | 2031-06-30      | 7.2500%  | 0.0000% | $500000.00         | $397128.38         | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $691000.00         | $722945.89         | Corporate Debt Securities                         |
| NAVIENT STUDENT LN TR 2014-1   A-4    20390225 FLT | 2039-02-25      | 4.7387%  | 0.0000% | $180000.00         | $173380.53         | Asset-Backed Securities                           |
| NBM US HLDGS INC               SR GLBL 144A 29     | 2029-08-06      | 6.6250%  | 0.0000% | $268000.00         | $278099.32         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 29     | 2029-04-03      | 5.7500%  | 0.0000% | $990000.00         | $1019953.27        | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $892000.00         | $893858.33         | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $1203000.00        | $1215231.34        | Corporate Debt Securities                         |
| KINETIC ADV MASTER TR 2025-1   A      20291015 FLT | 2029-10-15      | 6.1839%  | 0.0000% | $11000000.00       | $11029023.48       | Asset-Backed Securities                           |
| BATH & BODY WORKS INC          SR GLBL NT 36       | 2036-07-01      | 6.7500%  | 0.0000% | $400000.00         | $410416.00         | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29    | 2029-04-01      | 3.8750%  | 0.0000% | $1290000.00        | $1275884.18        | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 27       | 2027-05-01      | 5.6250%  | 0.0000% | $26000.00          | $26256.75          | Corporate Debt Securities                         |
| LSEG FINANCE PLC               FR 3.2%040641       | 2041-04-06      | 3.2000%  | 0.0000% | $372000.00         | $290780.00         | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 31       | 2031-01-15      | 3.6250%  | 0.0000% | $85000.00          | $80609.99          | Corporate Debt Securities                         |
| GOAT HOLDCO LLC                SR SEC 144A NT32    | 2032-02-01      | 6.7500%  | 0.0000% | $67000.00          | $70558.04          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 28       | 2028-11-01      | 6.2500%  | 0.0000% | $52000.00          | $52962.35          | Corporate Debt Securities                         |
| HAWAIIAN AIRL TR 2013-1        A      20270715 3.9 | 2027-07-15      | 3.9000%  | 0.0000% | $525000.00         | $207485.20         | Asset-Backed Securities                           |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28     | 2028-02-15      | 9.2500%  | 0.0000% | $188000.00         | $200290.40         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -B1-20251 144A27    | 2027-06-06      | 13.3672% | 0.0000% | $500000.00         | $522550.00         | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2006-HE3       A-2    20361025 FLT | 2036-10-25      | 5.7500%  | 0.0000% | $11708000.00       | $110452.72         | Asset-Backed Securities                           |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $4892448.00        | $4438860.99        | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $1510000.00        | $1555107.06        | Corporate Debt Securities                         |
| NASSAU COS NEW YORK            SR 144A NT 30       | 2030-07-15      | 7.8750%  | 0.0000% | $304000.00         | $301615.88         | Corporate Debt Securities                         |
| MADISON PARK FUNDING LXI LTD   E      20370121 FLT | 2037-01-21      | 11.5644% | 0.0000% | $2500000.00        | $2548447.20        | Asset-Backed Securities                           |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $245000.00         | $244647.74         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT32    | 2032-02-01      | 9.8750%  | 0.0000% | $788000.00         | $846009.28         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SUB 144A NT 6%56    | 2056-02-25      | 6.0000%  | 0.0000% | $1145000.00        | $1147099.17        | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $87000.00          | $90008.13          | Corporate Debt Securities                         |
| NEWFOLD DIGITAL HLDGS GROUP IN 1LIEN GLBL 29       | 2029-04-30      | 11.7500% | 0.0000% | $2788072.00        | $1944699.58        | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27     | 2027-12-15      | 5.0000%  | 0.0000% | $2918000.00        | $2924980.50        | Corporate Debt Securities                         |
| MAXIM CRANE WKS HLDGS CAP LLC  SR SEC 144A NT28    | 2028-09-01      | 11.5000% | 0.0000% | $50000.00          | $55104.17          | Corporate Debt Securities                         |
| OCEANSIDE RE LTD               -A VR 144A BD 28    | 2028-05-14      | 9.6500%  | 0.0000% | $4000000.00        | $4095200.00        | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $4708000.00        | $4351008.05        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $297000.00         | $301986.63         | Corporate Debt Securities                         |
| ITAU UNIBANCO HLDG SA CY       FR 3.875%041531     | 2031-04-15      | 3.8750%  | 0.0000% | $500000.00         | $501246.46         | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32      | 2032-07-31      | 6.1250%  | 0.0000% | $783000.00         | $828685.66         | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.1500%  | 0.0000% | $2440000.00        | $2507832.00        | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $3023000.00        | $2912519.43        | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 32     | 2032-03-15      | 6.6250%  | 0.0000% | $500000.00         | $531248.47         | Corporate Debt Securities                         |
| VITALITY RE XV LTD             -2024 VR 144A 28    | 2028-01-07      | 7.1000%  | 0.0000% | $2615000.00        | $2674099.00        | Corporate Debt Securities                         |
| RR LTD 2024-35                 D      20400117 FLT | 2040-01-17      | 9.2545%  | 0.0000% | $2250000.00        | $2174630.47        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2008-7     B      20290725 FLT | 2029-07-25      | 6.4247%  | 0.0000% | $990000.00         | $993099.91         | Asset-Backed Securities                           |
| GLOBAL AIRCRAFT LEASING CO LTD SR SEC 144A NT27    | 2027-09-01      | 8.7500%  | 0.0000% | $217000.00         | $231257.68         | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT4.5%46    | 2046-06-01      | 4.5000%  | 0.0000% | $46000.00          | $34501.84          | Corporate Debt Securities                         |
| SMB PRIVATE ED LN TR 2023-B    B      20561016 5.7 | 2056-10-16      | 5.7700%  | 0.0000% | $600000.00         | $569192.84         | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2007-5     A-6    20430125 FLT | 2043-01-25      | 4.6847%  | 0.0000% | $397000000.00      | $136475861.58      | Asset-Backed Securities                           |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-11-15      | 8.3750%  | 0.0000% | $1484000.00        | $1526963.86        | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 33     | 2033-07-01      | 7.1250%  | 0.0000% | $100000.00         | $105492.83         | Corporate Debt Securities                         |
| GLOBAL MEDICAL RESPONSE INC    1LIEN GLBL 32       | 2032-10-01      | 7.3750%  | 0.0000% | $579000.00         | $613905.50         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $118000.00         | $119660.75         | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT3.1%32    | 2032-02-01      | 3.1000%  | 0.0000% | $34000.00          | $31761.33          | Corporate Debt Securities                         |
| MONTOYA RE LTD                 -A-20251 144A 28    | 2028-04-07      | 9.3800%  | 0.0000% | $6500000.00        | $6596200.00        | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR 144A NT 5%28     | 2028-07-05      | 5.0000%  | 0.0000% | $280000.00         | $286731.20         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 15       | 2115-06-05      | 6.8500%  | 0.0000% | $1158000.00        | $1078117.62        | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $692000.00         | $696715.98         | Corporate Debt Securities                         |
| PAGAYA AI DEBT TRUST 2025-5    E      20330315 9.6 | 2033-03-15      | 9.6980%  | 0.0000% | $11000000.00       | $11196964.80       | Asset-Backed Securities                           |
| PHINIA INC                     SR GLBL 144A 32     | 2032-10-15      | 6.6250%  | 0.0000% | $65000.00          | $68174.35          | Corporate Debt Securities                         |
| PRESTIGE BRANDS IN             SR GLBL 144A 28     | 2028-01-15      | 5.1250%  | 0.0000% | $83000.00          | $84864.34          | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 29     | 2029-04-15      | 5.0000%  | 0.0000% | $415000.00         | $422094.66         | Corporate Debt Securities                         |
| SALUDA GRADE MTG TR 23-FIG4    A      20531125 FLT | 2053-11-25      | 6.7180%  | 0.0000% | $2800000.00        | $1890685.18        | Asset-Backed Securities                           |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32     | 2032-12-01      | 9.6250%  | 0.0000% | $1719000.00        | $1964496.36        | Corporate Debt Securities                         |
| WBI OPER LLC                   SR 144A NT6.5%33    | 2033-10-15      | 6.5000%  | 0.0000% | $4734000.00        | $4764189.77        | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       1LIEN GLBL 27       | 2027-06-15      | 4.8750%  | 0.0000% | $99000.00          | $98992.74          | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2015-16R      F-R    20311015 FLT | 2031-10-15      | 12.1462% | 0.0000% | $2400000.00        | $480697.85         | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2019-20       E      20320116 FLT | 2032-01-16      | 10.4452% | 0.0000% | $1250000.00        | $1243901.33        | Asset-Backed Securities                           |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $54000.00          | $60309.50          | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $4981000.00        | $5050303.70        | Corporate Debt Securities                         |
| SYNAPTICS INC                  SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $152000.00         | $147511.10         | Corporate Debt Securities                         |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT5.7%35    | 2035-08-01      | 5.7000%  | 0.0000% | $25000.00          | $26155.92          | Corporate Debt Securities                         |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 33     | 2033-10-15      | 6.7500%  | 0.0000% | $2409000.00        | $2503312.35        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 31     | 2031-01-15      | 5.7500%  | 0.0000% | $51000.00          | $52122.95          | Corporate Debt Securities                         |
| VERTIV GROUP CORP              SR SEC GLBL 28      | 2028-11-15      | 4.1250%  | 0.0000% | $56000.00          | $55609.17          | Corporate Debt Securities                         |
| STAR LEASING CO LLC            144A NT 7.625%30    | 2030-02-15      | 7.6250%  | 0.0000% | $2911000.00        | $2783921.91        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-10-15      | 6.5000%  | 0.0000% | $100000.00         | $105631.22         | Corporate Debt Securities                         |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $499550.00         | $473873.69         | Corporate Debt Securities                         |
| HUB INTL LTD                   SR SEC 144A NT30    | 2030-06-15      | 7.2500%  | 0.0000% | $309000.00         | $325386.96         | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $600000.00         | $614327.00         | Corporate Debt Securities                         |
| VALVOLINE INC                  SR GLBL REGS 31     | 2031-06-15      | 3.6250%  | 0.0000% | $1002000.00        | $937195.93         | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR GLBL 144A 34     | 2034-03-15      | 6.0000%  | 0.0000% | $9661000.00        | $9821179.38        | Corporate Debt Securities                         |
| PALMER SQUARE CLO LTD 2022-4R  E-R    20371020 FLT | 2037-10-20      | 9.3844%  | 0.0000% | $2200000.00        | $2155216.54        | Asset-Backed Securities                           |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.3672% | 0.0000% | $11200000.00       | $11687200.00       | Corporate Debt Securities                         |
| RR LTD 2019-7R                 D-1-B  20370115 FLT | 2037-01-15      | 10.4045% | 0.0000% | $2000000.00        | $2004628.31        | Asset-Backed Securities                           |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30    | 2030-12-31      | 8.7500%  | 0.0000% | $99814.00          | $99741.22          | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL33    | 2033-04-15      | 6.4000%  | 0.0000% | $184000.00         | $200821.48         | Corporate Debt Securities                         |
| ROCKET MTG LLC                 SR 144A NT 28       | 2028-01-15      | 5.2500%  | 0.0000% | $1044000.00        | $1041430.02        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $400000.00         | $413667.78         | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 38     | 2038-07-15      | 7.5000%  | 0.0000% | $50000.00          | $56090.67          | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $750000.00         | $119979.93         | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $509000.00         | $502468.26         | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 33       | 2033-07-24      | 6.6250%  | 0.0000% | $3255000.00        | $3478906.02        | Corporate Debt Securities                         |
| JEFFERIES FINANCE LLC/JFIN CP  SR SEC 144A NT31    | 2031-10-15      | 6.6250%  | 0.0000% | $390000.00         | $389066.38         | Corporate Debt Securities                         |
| MATTAMY GROUP CORP             SR GLBL 144A 30     | 2030-03-01      | 4.6250%  | 0.0000% | $75000.00          | $73970.75          | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $9000.00           | $8957.09           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57    | 2057-02-28      | 6.2500%  | 0.0000% | $290000.00         | $264574.01         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 28     | 2028-10-15      | 5.2500%  | 0.0000% | $401000.00         | $409162.69         | Corporate Debt Securities                         |
| SPECTRUM BRANDS INC            SR GLBL 144A 31     | 2031-03-15      | 3.8750%  | 0.0000% | $15000.00          | $12421.95          | Corporate Debt Securities                         |
| SOUND POINT CLO LTD 2021-32    Y      20341025 FLT | 2034-10-25      | 0.0625%  | 0.0000% | $464839.00         | $127404.51         | Asset-Backed Securities                           |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $5314000.00        | $5335846.44        | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-12-15      | 8.2500%  | 0.0000% | $205000.00         | $218195.34         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 32     | 2032-07-15      | 5.6250%  | 0.0000% | $185000.00         | $186718.19         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2024-CES2    B1     20640225 FLT | 2064-02-25      | 9.7466%  | 0.0000% | $9000000.00        | $9543349.57        | Asset-Backed Securities                           |
| TIKEHAU US CLO LTD 2022-2R     E-R    20380120 FLT | 2038-01-20      | 10.5644% | 0.0000% | $4750000.00        | $4742413.68        | Asset-Backed Securities                           |
| IQVIA INC                      SR 144A NT6.5%30    | 2030-05-15      | 6.5000%  | 0.0000% | $2647000.00        | $2767691.44        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $15721000.00       | $16027009.27       | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 27       | 2027-06-15      | 6.8750%  | 0.0000% | $94000.00          | $96234.90          | Corporate Debt Securities                         |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $124649.97         | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 6.4800%  | 0.0000% | $7395000.00        | $7424580.00        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $81000.00          | $82783.26          | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 5.875%40     | 2040-11-15      | 5.8750%  | 0.0000% | $20000.00          | $18731.34          | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $39149.82          | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT 26       | 2026-01-15      | 3.8750%  | 0.0000% | $50000.00          | $50743.40          | Corporate Debt Securities                         |
| TRANSDIGM INC                  1LIEN GLBL 29       | 2029-03-01      | 6.3750%  | 0.0000% | $130000.00         | $136960.20         | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 40       | 2040-04-15      | 6.8750%  | 0.0000% | $85000.00          | $89063.33          | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP SUB GLBL FF    | 2500-12-31      | 6.8500%  | 0.0000% | $93000.00          | $97431.86          | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL 29      | 2029-04-15      | 6.8750%  | 0.0000% | $8957000.00        | $4003903.40        | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 32     | 2032-04-01      | 6.5000%  | 0.0000% | $100000.00         | $105451.00         | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $9478880.00        | $9055458.43        | Corporate Debt Securities                         |
| RCKT MORTGAGE TR 2025-CES6     B-1    20550625 FLT | 2055-06-25      | 7.7470%  | 0.0000% | $9767872.00        | $9892244.69        | Asset-Backed Securities                           |
| PRIME SEC SVCS BORROWER LLC /  1LIEN GLBL 26       | 2026-04-15      | 5.7500%  | 0.0000% | $121000.00         | $123354.73         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 11.3078% | 0.0000% | $5750000.00        | $5911000.00        | Corporate Debt Securities                         |
| WELLS FARGO & CO               EXT JR SB GLBL86    | 2086-12-01      | 5.9500%  | 0.0000% | $76000.00          | $79868.74          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 9.6300%  | 0.0000% | $1250000.00        | $1313250.00        | Corporate Debt Securities                         |
| GALILEO RE LTD                 -B VR 144A NT 30    | 2030-01-08      | 10.6334% | 0.0000% | $9375000.00        | $9375000.00        | Corporate Debt Securities                         |
| PRAIRIE ACQUIROR LP            SR SEC GLBL 29      | 2029-08-01      | 9.0000%  | 0.0000% | $100000.00         | $107662.00         | Corporate Debt Securities                         |
| POLICY COMM TR 2017-1          CERT   20370827 FLT | 2037-08-27      | 0.8551%  | 0.0000% | $52804000.00       | $4740867.27        | Asset-Backed Securities                           |
| MATTAMY GROUP CORP             SR 144A NT 6%33     | 2033-12-15      | 6.0000%  | 0.0000% | $7228000.00        | $7203448.89        | Corporate Debt Securities                         |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30     | 2030-01-15      | 6.3750%  | 0.0000% | $2953000.00        | $3126358.33        | Corporate Debt Securities                         |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50     | 2050-05-15      | 5.8000%  | 0.0000% | $300000.00         | $295422.00         | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL REGS 33     | 2033-03-01      | 6.8750%  | 0.0000% | $125000.00         | $132453.33         | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $393873.28         | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL REGS 31     | 2031-02-15      | 7.2500%  | 0.0000% | $5000.00           | $5254.42           | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL 144A 26     | 2026-12-01      | 4.6250%  | 0.0000% | $3757000.00        | $3598244.83        | Corporate Debt Securities                         |
| HUB INTL LTD                   SR 144A NT 32       | 2032-01-31      | 7.3750%  | 0.0000% | $1205000.00        | $1300290.40        | Corporate Debt Securities                         |
| CALPINE CORPORATION            1LIEN GLBL 28       | 2028-02-15      | 4.5000%  | 0.0000% | $19765000.00       | $20111480.45       | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31       | 2031-04-01      | 4.3750%  | 0.0000% | $253000.00         | $247420.33         | Corporate Debt Securities                         |
| CWABS INC 2003-2               M-2    20330326 FLT | 2033-03-26      | 6.3212%  | 0.0000% | $29807000.00       | $2296272.79        | Asset-Backed Securities                           |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $5824000.00        | $2072813.37        | Corporate Debt Securities                         |
| DIEBOLD NIXDORF INC            SR SEC GLBL 30      | 2030-03-31      | 7.7500%  | 0.0000% | $90000.00          | $97532.55          | Corporate Debt Securities                         |
| CP ATLAS BUYER INC.            2LIEN PIK 144A31    | 2031-01-15      | 12.7500% | 0.0000% | $471501.00         | $471631.84         | Corporate Debt Securities                         |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $2026000.00        | $2147089.29        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-1      E      20310815 7.8 | 2031-08-15      | 7.8900%  | 0.0000% | $3756000.00        | $3914092.55        | Asset-Backed Securities                           |
| EXETER SELECT AUTOM0BLE 2025-2 E      20330215 6.8 | 2033-02-15      | 6.8700%  | 0.0000% | $350000.00         | $343789.37         | Asset-Backed Securities                           |
| APIDOS CLO XXIII LTD 2018-23R2 ERR    20330415 FLT | 2033-04-15      | 9.1045%  | 0.0000% | $2000000.00        | $2027967.20        | Asset-Backed Securities                           |
| APIDOS CLO 2021-37             E      20341023 FLT | 2034-10-23      | 10.4190% | 0.0000% | $2500000.00        | $2467192.72        | Asset-Backed Securities                           |
| ARIVO ACCEPT AUTO LOAN 2025-1  A2     20290515 4.9 | 2029-05-15      | 4.9200%  | 0.0000% | $1750000.00        | $1753089.92        | Asset-Backed Securities                           |
| APIDOS CLO LTD 2024-49         E      20371026 FLT | 2037-10-26      | 9.2654%  | 0.0000% | $6000000.00        | $6119767.98        | Asset-Backed Securities                           |
| ARES CLO LTD 2022-65R          E-R    20340725 FLT | 2034-07-25      | 10.2580% | 0.0000% | $2000000.00        | $2014862.71        | Asset-Backed Securities                           |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $16556864.00       | $15879583.14       | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $100000.00         | $102854.39         | Corporate Debt Securities                         |
| DOMTAR CORP                    SR NT 6.25%42       | 2042-09-01      | 6.2500%  | 0.0000% | $799000.00         | $410249.21         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $132939000.00      | $52644360.99       | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $601000.00         | $598245.42         | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 11.3800% | 0.0000% | $3000000.00        | $3087000.00        | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $8109120.00        | $7005829.17        | Corporate Debt Securities                         |
| COSTAR GROUP INC               SR GLBL 144A 30     | 2030-07-15      | 2.8000%  | 0.0000% | $65000.00          | $60507.27          | Corporate Debt Securities                         |
| COMMERCIAL METALS CO           SR GLBL NT 32       | 2032-03-15      | 4.3750%  | 0.0000% | $122000.00         | $118752.60         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 6.8300%  | 0.0000% | $1037000.00        | $1120244.02        | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $525793.06         | Corporate Debt Securities                         |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $91000.00          | $90438.68          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  1LIEN GLBL 30       | 2030-02-15      | 7.0000%  | 0.0000% | $80000.00          | $84977.96          | Corporate Debt Securities                         |
| COMPASS MINERALS INTL INC      SR 144A NT 8%30     | 2030-07-01      | 8.0000%  | 0.0000% | $389000.00         | $423921.83         | Corporate Debt Securities                         |
| URBAN ONE INC                  2LIEN GLBL 31       | 2031-04-01      | 7.6250%  | 0.0000% | $610000.00         | $177269.95         | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2023-1     E      20300415 11. | 2030-04-15      | 11.4400% | 0.0000% | $10091000.00       | $9600248.89        | Asset-Backed Securities                           |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $216000.00         | $223713.00         | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $44000.00          | $46262.63          | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 33     | 2033-09-15      | 5.7500%  | 0.0000% | $241000.00         | $246990.19         | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN GLBL NT35    | 2035-02-26      | 5.8750%  | 0.0000% | $26000.00          | $27827.00          | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29     | 2029-06-01      | 6.5000%  | 0.0000% | $6231000.00        | $6490313.45        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 30       | 2030-03-15      | 5.7500%  | 0.0000% | $1099000.00        | $1149906.60        | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US 1LIEN GLBL 28       | 2028-05-15      | 6.7500%  | 0.0000% | $275000.00         | $284346.56         | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT 10%31    | 2031-06-30      | 10.0000% | 0.0000% | $859000.00         | $161301.11         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT1.4%26    | 2026-08-05      | 1.4000%  | 0.0000% | $103000.00         | $101925.48         | Corporate Debt Securities                         |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $15000.00          | $14261.85          | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $3735000.00        | $4040261.55        | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 27       | 2027-04-15      | 5.3750%  | 0.0000% | $2384000.00        | $2401468.10        | Corporate Debt Securities                         |
| BRINKER INTL INC               SR GLBL 144A 30     | 2030-07-15      | 8.2500%  | 0.0000% | $20000.00          | $21944.43          | Corporate Debt Securities                         |
| CARLYLE US CLO 2018-4 LTD      SUB    20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $1510000.00        | $453000.00         | Asset-Backed Securities                           |
| BROOKFIELD PPTY REIT INC / BPR 1LIEN GLBL 26       | 2026-05-15      | 5.7500%  | 0.0000% | $623000.00         | $625446.66         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL 144A 32     | 2032-04-08      | 5.8750%  | 0.0000% | $1250000.00        | $999789.93         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $5980000.00        | $5813609.82        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $1145000.00        | $1236293.39        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $1497000.00        | $1488324.89        | Corporate Debt Securities                         |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29    | 2029-10-15      | 9.5000%  | 0.0000% | $25000.00          | $21372.89          | Corporate Debt Securities                         |
| AMERICAN CR ACC RECV TR 2022-4 E      20300114 10. | 2030-01-14      | 10.0000% | 0.0000% | $15000000.00       | $15381315.00       | Asset-Backed Securities                           |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $80000.00          | $86063.73          | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 30     | 2030-06-08      | 8.9900%  | 0.0000% | $250000.00         | $253875.00         | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR GLBL 144A 29     | 2029-05-01      | 3.6250%  | 0.0000% | $81000.00          | $78302.84          | Corporate Debt Securities                         |
| ESAB CORPORATION               SR GLBL 144A 29     | 2029-04-15      | 6.2500%  | 0.0000% | $461000.00         | $480188.87         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $2258000.00        | $2313614.54        | Corporate Debt Securities                         |
| ELMWOOD CLO 2024-27 LTD        E      20370420 FLT | 2037-04-20      | 10.1344% | 0.0000% | $3000000.00        | $3055826.64        | Asset-Backed Securities                           |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $4140000.00        | $4506869.55        | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $64000.00          | $65765.05          | Corporate Debt Securities                         |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $10000000.00       | $10286538.89       | Asset-Backed Securities                           |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $31000.00          | $34431.29          | Corporate Debt Securities                         |
| VISTA POINT SECURITIZATION 202 A-1    20541025 FLT | 2054-10-25      | 5.2520%  | 0.0000% | $5000000.00        | $3556780.52        | Asset-Backed Securities                           |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 33      | 2033-09-01      | 6.1250%  | 0.0000% | $110000.00         | $114088.52         | Corporate Debt Securities                         |
| UWM HLDGS LLC                  SR GLBL 144A 30     | 2030-02-01      | 6.6250%  | 0.0000% | $5151000.00        | $5358658.27        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         5.875%28            | 2028-01-19      | 5.8750%  | 0.0000% | $5485000.00        | $5596862.77        | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2008-5     B      20730725 FLT | 2073-07-25      | 6.4247%  | 0.0000% | $1085000.00        | $1152089.05        | Asset-Backed Securities                           |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 28       | 2028-03-15      | 5.8750%  | 0.0000% | $34000.00          | $34661.93          | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 30      | 2030-07-15      | 3.8750%  | 0.0000% | $56000.00          | $54641.33          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 30     | 2030-05-13      | 3.7500%  | 0.0000% | $303000.00         | $295303.80         | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            F      20310715 FLT | 2031-07-15      | 12.1662% | 0.0000% | $5000000.00        | $616275.61         | Asset-Backed Securities                           |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $3105000.00        | $3295527.98        | Corporate Debt Securities                         |
| VALARIS LTD                    2LIEN 144A NT 30    | 2030-04-30      | 8.3750%  | 0.0000% | $379000.00         | $399613.18         | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH           GLBL NT 5.65%28     | 2028-09-11      | 5.6500%  | 0.0000% | $240000.00         | $254855.27         | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $838000.00         | $831823.47         | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR GLBL REGS 31     | 2031-05-18      | 8.1250%  | 0.0000% | $2328000.00        | $2337263.50        | Corporate Debt Securities                         |
| RADIATE HOLDCO LLC/RADIATE FI  144A NT 4.75%29     | 2029-09-25      | 6.2500%  | 0.0000% | $304000.00         | $252951.75         | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL REGS 30     | 2030-07-15      | 7.2500%  | 0.0000% | $95000.00          | $98634.81          | Corporate Debt Securities                         |
| GAP INC                        SR GLBL REGS 31     | 2031-10-01      | 3.8750%  | 0.0000% | $120000.00         | $112066.50         | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2008-3     B      20830426 FLT | 2083-04-26      | 5.7747%  | 0.0000% | $190000.00         | $197606.77         | Asset-Backed Securities                           |
| POST HLDGS INC                 SR SEC GLBL 32      | 2032-02-15      | 6.2500%  | 0.0000% | $3240000.00        | $3404142.00        | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $14057000.00       | $12107801.71       | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528      | 2028-09-15      | 7.0500%  | 0.0000% | $64000.00          | $67519.25          | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2007-6     A-5    20430425 FLT | 2043-04-25      | 5.0647%  | 0.0000% | $137200000.00      | $68002336.20       | Asset-Backed Securities                           |
| STARWOOD PPTY TR INC           SR GLBL 144A 29     | 2029-04-01      | 7.2500%  | 0.0000% | $398000.00         | $427481.85         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 30    | 2030-06-15      | 6.1250%  | 0.0000% | $152000.00         | $155760.82         | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 34     | 2034-01-31      | 5.6250%  | 0.0000% | $1730000.00        | $1775723.90        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-07-01      | 6.5000%  | 0.0000% | $120000.00         | $129142.80         | Corporate Debt Securities                         |
| UNITED PARKS & RESORTS INC     SR GLBL 144A 29     | 2029-08-15      | 5.2500%  | 0.0000% | $25000.00          | $24793.08          | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $241000.00         | $238149.34         | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR 144A NT 30       | 2030-07-15      | 5.8750%  | 0.0000% | $280000.00         | $298141.32         | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -C 56    | 2056-06-09      | 6.3750%  | 0.0000% | $206000.00         | $208182.74         | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL REGS 36     | 2036-01-20      | 7.6250%  | 0.0000% | $100000.00         | $97279.17          | Corporate Debt Securities                         |
| IAMGOLD CORP                   SR GLBL REGS 28     | 2028-10-15      | 5.7500%  | 0.0000% | $79000.00          | $79469.98          | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $1828000.00        | $1873459.31        | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 31     | 2031-04-27      | 4.5000%  | 0.0000% | $382000.00         | $358100.17         | Corporate Debt Securities                         |
| STATE GRID OVERSEAS INVT 2016  FR 4%050447         | 2047-05-04      | 4.0000%  | 0.0000% | $300000.00         | $267105.67         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $12096000.00       | $4818028.32        | Corporate Debt Securities                         |
| VALARIS LTD                    2LIEN REGS NT 30    | 2030-04-30      | 8.3750%  | 0.0000% | $37000.00          | $39012.37          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 29       | 2029-08-15      | 4.9500%  | 0.0000% | $290000.00         | $299216.20         | Corporate Debt Securities                         |
| TOWD POINT ASSET TR 2021-SL1   B      20611121 FLT | 2061-11-21      | 4.8984%  | 0.0000% | $2736000.00        | $2718777.21        | Asset-Backed Securities                           |
| SMITHFIELD FOODS INC           SR GLBL 144A 30     | 2030-10-15      | 3.0000%  | 0.0000% | $75000.00          | $69611.50          | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $1119000.00        | $1095829.55        | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $18109.68          | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $845000.00         | $852573.31         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SB REGS NT6.7%57    | 2057-12-09      | 6.7000%  | 0.0000% | $464000.00         | $468319.07         | Corporate Debt Securities                         |
| BANCO DO ESTADO DO RIO GRANDE  LW TIER II 31       | 2031-01-28      | 5.3750%  | 0.0000% | $682000.00         | $692499.01         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL REGS 28     | 2028-08-15      | 5.5000%  | 0.0000% | $500000.00         | $232483.89         | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $188000.00         | $199128.03         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    GLBL REGS NT 28     | 2028-01-27      | 5.9990%  | 0.0000% | $233000.00         | $243642.45         | Corporate Debt Securities                         |
| OHI GROUP SA                   SR SEC REGS 29      | 2029-07-22      | 13.0000% | 0.0000% | $320000.00         | $324880.41         | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32       | 2032-10-15      | 6.3750%  | 0.0000% | $145000.00         | $149946.43         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $16693000.00       | $13582836.75       | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 29     | 2029-02-01      | 4.1250%  | 0.0000% | $2658000.00        | $2628276.92        | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL 144A 28     | 2028-02-01      | 4.6250%  | 0.0000% | $345000.00         | $351617.39         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN LLC    SR NT 6.15%36       | 2036-02-01      | 6.1500%  | 0.0000% | $45000.00          | $48266.32          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 29    | 2029-06-01      | 4.2500%  | 0.0000% | $133000.00         | $131369.64         | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 32     | 2032-11-15      | 5.7500%  | 0.0000% | $326000.00         | $338073.68         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $2739000.00        | $2588230.98        | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $2379000.00        | $2484089.68        | Corporate Debt Securities                         |
| TGS ASA                        SR SEC 144A NT30    | 2030-01-15      | 8.5000%  | 0.0000% | $404000.00         | $437503.05         | Corporate Debt Securities                         |
| GREAT LAKES DREDGE & DOCK CORP SR GLBL 144A 29     | 2029-06-01      | 5.2500%  | 0.0000% | $190000.00         | $186048.95         | Corporate Debt Securities                         |
| HILTON GRAND VACATION BORROW/  SR SEC GLBL 32      | 2032-01-15      | 6.6250%  | 0.0000% | $637000.00         | $672607.42         | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT2.3%27    | 2027-06-22      | 2.3000%  | 0.0000% | $72000.00          | $69994.44          | Corporate Debt Securities                         |
| PRESTIGE AUTO RECEIVABLES 2023 E      20301115 9.9 | 2030-11-15      | 9.9000%  | 0.0000% | $3638000.00        | $3416634.98        | Asset-Backed Securities                           |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $1264000.00        | $1065931.20        | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 28     | 2028-07-15      | 7.2500%  | 0.0000% | $36000.00          | $38328.86          | Corporate Debt Securities                         |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29     | 2029-10-01      | 3.7500%  | 0.0000% | $175000.00         | $169483.12         | Corporate Debt Securities                         |
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $95000.00          | $102961.95         | Corporate Debt Securities                         |
| PIKES PEAK CLO 2025-19         E      20380720 FLT | 2038-07-20      | 9.3320%  | 0.0000% | $2000000.00        | $2082322.91        | Asset-Backed Securities                           |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $126000.00         | $125974.59         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 6.75%37       | 2037-10-05      | 6.7500%  | 0.0000% | $2716000.00        | $2609926.62        | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $6869000.00        | $6889273.09        | Corporate Debt Securities                         |
| QORVO INC                      SR GLBL 144A 31     | 2031-04-01      | 3.3750%  | 0.0000% | $543000.00         | $505504.49         | Corporate Debt Securities                         |
| PRIMO WTR HLDGS INC / TRIT     SR SEC GLBL 29      | 2029-04-30      | 4.3750%  | 0.0000% | $2854000.00        | $2791131.14        | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $10249000.00       | $10309833.51       | Corporate Debt Securities                         |
| VAREX IMAGING CORP             SR SEC GLBL 27      | 2027-10-15      | 7.8750%  | 0.0000% | $50000.00          | $51828.75          | Corporate Debt Securities                         |
| MCAFEE CORP                    SR 144A NT 30       | 2030-02-15      | 7.3750%  | 0.0000% | $3462000.00        | $3129305.65        | Corporate Debt Securities                         |
| M D C HLDGS INC                CR SEN SR GLBL31    | 2031-01-15      | 2.5000%  | 0.0000% | $300000.00         | $270966.17         | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.5250%  | 0.0000% | $3000000.00        | $3119666.67        | Corporate Debt Securities                         |
| PG&E CORP                      1LIEN GLBL NT 30    | 2030-07-01      | 5.2500%  | 0.0000% | $40000.00          | $40719.20          | Corporate Debt Securities                         |
| TOWD POINT MTR TR 2024-CES3    B1     20640525 FLT | 2064-05-25      | 8.3750%  | 0.0000% | $15269152.00       | $15821729.89       | Asset-Backed Securities                           |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 9.6960%  | 0.0000% | $9000000.00        | $9414000.00        | Corporate Debt Securities                         |
| UKG INC                        SR SEC 144A NT31    | 2031-02-01      | 6.8750%  | 0.0000% | $1370000.00        | $1447262.29        | Corporate Debt Securities                         |
| OLIN CORP                      SR GLBL NT 5%30     | 2030-02-01      | 5.0000%  | 0.0000% | $406000.00         | $407418.29         | Corporate Debt Securities                         |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $580000.00         | $572136.65         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $6225000.00        | $6101449.31        | Corporate Debt Securities                         |
| OCTAGON LTD 2024-71            E      20370420 FLT | 2037-04-20      | 10.6344% | 0.0000% | $4500000.00        | $4307912.46        | Asset-Backed Securities                           |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $6193000.00        | $6166168.83        | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2024-CES5    B1     20640925 FLT | 2064-09-25      | 7.0000%  | 0.0000% | $13715000.00       | $13719708.81       | Asset-Backed Securities                           |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $152000.00         | $159664.22         | Corporate Debt Securities                         |
| TUTOR PERINI CORP              SR GLBL 144A 29     | 2029-04-30      | 11.8750% | 0.0000% | $546000.00         | $615572.23         | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN  SR GLBL REGS 31     | 2031-02-15      | 4.3750%  | 0.0000% | $225000.00         | $209381.91         | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR SEC GLBL 29      | 2029-04-15      | 4.7500%  | 0.0000% | $342000.00         | $345860.42         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC REGS NT31    | 2031-01-15      | 7.0000%  | 0.0000% | $17000.00          | $18196.93          | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR REGS NT 29       | 2029-09-09      | 4.2030%  | 0.0000% | $200000.00         | $204125.20         | Corporate Debt Securities                         |
| PROVINCE OF SANTA FE           SR AMZ REGS NT34    | 2034-12-11      | 8.1000%  | 0.0000% | $1466000.00        | $1445256.10        | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 29     | 2029-06-01      | 3.8750%  | 0.0000% | $756000.00         | $733523.49         | Corporate Debt Securities                         |
| MADI PK FDG LTD  2016-24R2     E-R2   20291022 FLT | 2029-10-22      | 10.9344% | 0.0000% | $2240000.00        | $2249002.29        | Asset-Backed Securities                           |
| MGM RESORTS INTERNATIONAL      5.5%27              | 2027-04-15      | 5.5000%  | 0.0000% | $418000.00         | $426293.58         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $985876.78         | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 29     | 2029-02-15      | 5.6250%  | 0.0000% | $291000.00         | $298161.51         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR 144A NT 30       | 2030-03-15      | 5.8750%  | 0.0000% | $4815000.00        | $4930794.06        | Corporate Debt Securities                         |
| URSA RE II LIMITED             GLBL-G 144A 28      | 2028-06-07      | 12.6300% | 0.0000% | $9000000.00        | $9153000.00        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 28    | 2028-08-15      | 8.0000%  | 0.0000% | $796000.00         | $847622.37         | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNITI  SR GLBL 144A 29     | 2029-02-15      | 6.5000%  | 0.0000% | $10163000.00       | $10014066.88       | Corporate Debt Securities                         |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.0990%  | 0.0000% | $17071000.00       | $16540815.68       | Asset-Backed Securities                           |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 30     | 2030-02-15      | 4.3750%  | 0.0000% | $325000.00         | $322652.78         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 28     | 2028-03-15      | 3.5000%  | 0.0000% | $24000.00          | $23492.05          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 27     | 2027-07-15      | 4.7500%  | 0.0000% | $805000.00         | $820450.19         | Corporate Debt Securities                         |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 6.8078%  | 0.0000% | $15410000.00       | $15639609.00       | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT30    | 2030-01-25      | 5.9000%  | 0.0000% | $279000.00         | $299366.07         | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     B-3    20551122 FLT | 2055-11-22      | 8.1146%  | 0.0000% | $209000.00         | $180874.55         | Asset-Backed Securities                           |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $460000.00         | $468203.84         | Corporate Debt Securities                         |
| RCKTL 2025-1                   E      20340725 7.1 | 2034-07-25      | 7.1200%  | 0.0000% | $1000000.00        | $1010869.67        | Asset-Backed Securities                           |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 29     | 2029-03-01      | 3.6250%  | 0.0000% | $585000.00         | $572044.20         | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 16.7417% | 0.0000% | $4750000.00        | $4923375.00        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 11.1392% | 0.0000% | $35000000.00       | $35054932.96       | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $1054000.00        | $992379.76         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $4464000.00        | $4396727.52        | Corporate Debt Securities                         |
| INVESCO U.S CLO LTD  2024-3    E      20370720 FLT | 2037-07-20      | 10.3844% | 0.0000% | $3000000.00        | $3061526.64        | Asset-Backed Securities                           |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $130000.00         | $144806.42         | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               EXTND-A 144A 30     | 2030-07-08      | 8.6450%  | 0.0000% | $5305000.00        | $5387227.50        | Corporate Debt Securities                         |
| MILL CTY SOLAR LN 2019-1       A      20430320 4.3 | 2043-03-20      | 4.3400%  | 0.0000% | $7669480.00        | $2391224.52        | Asset-Backed Securities                           |
| FIRSTKEY HOMES TR 2021-SFR1    F1     20380819 3.2 | 2038-08-19      | 3.2380%  | 0.0000% | $1430000.00        | $1414976.90        | Asset-Backed Securities                           |
| HERC HLDGS INC                 SR GLBL 144A 31     | 2031-03-15      | 5.7500%  | 0.0000% | $192000.00         | $195176.80         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.4000% | 0.0000% | $23500000.00       | $24221450.00       | Corporate Debt Securities                         |
| FORTRESS INTER 3 INC           SR SEC 144A NT31    | 2031-06-01      | 7.5000%  | 0.0000% | $302000.00         | $316571.50         | Corporate Debt Securities                         |
| FLAGSTAR BANK NATIONAL ASSOCIA LW TIER II 30       | 2030-11-01      | 7.7993%  | 0.0000% | $1991000.00        | $1927265.67        | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2023-3     E      20300617 9.7 | 2030-06-17      | 9.7400%  | 0.0000% | $10850000.00       | $9315624.33        | Asset-Backed Securities                           |
| FLUOR CORP                     SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $41000.00          | $41203.52          | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 46       | 2046-12-08      | 5.2910%  | 0.0000% | $340000.00         | $285246.52         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 28     | 2028-06-15      | 8.0000%  | 0.0000% | $2831000.00        | $3008660.98        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M2     20360725 FLT | 2036-07-25      | 4.3412%  | 0.0000% | $18997221.00       | $11644.27          | Asset-Backed Securities                           |
| OSAIC HLDGS INC                SR 144A NT 8%33     | 2033-08-01      | 8.0000%  | 0.0000% | $217000.00         | $232001.93         | Corporate Debt Securities                         |
| AMERN CR ACCEP REC TR 2023-2   E      20300212 9.7 | 2030-02-12      | 9.7900%  | 0.0000% | $21400000.00       | $22197234.40       | Asset-Backed Securities                           |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 5.8750%  | 0.0000% | $15000.00          | $15377.62          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -D 56    | 2056-03-15      | 6.0500%  | 0.0000% | $6813000.00        | $6809820.60        | Corporate Debt Securities                         |
| AMKOR TECHNOLOGY INC           SR GLBL 144A 33     | 2033-10-01      | 5.8750%  | 0.0000% | $21850000.00       | $22663612.06       | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB NT 6.7%33     | 2033-02-14      | 6.7000%  | 0.0000% | $922000.00         | $989285.00         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $55000.00          | $56812.25          | Corporate Debt Securities                         |
| AIR CDA INC                    1LIEN GLBL 26       | 2026-08-15      | 3.8750%  | 0.0000% | $19000.00          | $19182.80          | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $9087968.00        | $8734986.27        | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 30     | 2030-08-01      | 7.0000%  | 0.0000% | $3342000.00        | $3452130.04        | Corporate Debt Securities                         |
| PRIME SEC SVCS BORROWER LLC /  1LIEN GLBL 27       | 2027-08-31      | 3.3750%  | 0.0000% | $89000.00          | $87402.45          | Corporate Debt Securities                         |
| NAVIENT PVT ED RI LN TR 2021-A B      20690515 2.2 | 2069-05-15      | 2.2400%  | 0.0000% | $1315000.00        | $1073969.12        | Asset-Backed Securities                           |
| OCTAGON LTD 2021-52R           E-R    20370723 FLT | 2037-07-23      | 11.1898% | 0.0000% | $3750000.00        | $3780664.19        | Asset-Backed Securities                           |
| POLESTAR RE LTD                -B-20261 144A 29    | 2029-01-08      | 12.5419% | 0.0000% | $15000000.00       | $15007500.00       | Corporate Debt Securities                         |
| NOKIA CORP                     SR GLBL NT 27       | 2027-06-12      | 4.3750%  | 0.0000% | $4626000.00        | $4641161.71        | Corporate Debt Securities                         |
| NEWFOLD DIGITAL HLDGS GROUP IN 1LIEN GLBL 29       | 2029-04-30      | 11.7500% | 0.0000% | $5331536.00        | $5118311.58        | Corporate Debt Securities                         |
| NAVIENT REFINANCE LOAN 2025-A  B      20550216 5.6 | 2055-02-16      | 5.6500%  | 0.0000% | $1100000.00        | $1118890.42        | Asset-Backed Securities                           |
| NISSAN MTR ACCEP CO LLC        FR 5.625%092928     | 2028-09-29      | 5.6250%  | 0.0000% | $1057000.00        | $1074096.98        | Corporate Debt Securities                         |
| PALMER SQUARE CLO TD 2021-3R   E-R    20381015 FLT | 2038-10-15      | 9.3545%  | 0.0000% | $5250000.00        | $5284798.69        | Asset-Backed Securities                           |
| PRPM LLC 2025-RCF3             M-2    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $2000000.00        | $1914834.00        | Asset-Backed Securities                           |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $12196000.00       | $12330989.39       | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76         | 2076-06-15      | 6.7500%  | 0.0000% | $9000.00           | $9060.86           | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $592000.00         | $356721.44         | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 28       | 2028-03-15      | 4.1250%  | 0.0000% | $211000.00         | $211189.02         | Corporate Debt Securities                         |
| DILLARDS INC                   SR NT 7%28          | 2028-12-01      | 7.0000%  | 0.0000% | $20000.00          | $21135.07          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40       | 2040-06-01      | 6.3500%  | 0.0000% | $173000.00         | $147001.85         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $702000.00         | $626184.58         | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      SR GLBL 144A 31     | 2031-01-15      | 5.6000%  | 0.0000% | $155000.00         | $158039.89         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 80    | 2080-07-15      | 5.7500%  | 0.0000% | $300000.00         | $310645.25         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $157000.00         | $98923.96          | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT4.5%32    | 2032-02-15      | 4.5000%  | 0.0000% | $6000.00           | $5870.64           | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $2654000.00        | $2801652.34        | Corporate Debt Securities                         |
| CAPSTONE BORROWER INC          SR SEC 144A NT30    | 2030-06-15      | 8.0000%  | 0.0000% | $310000.00         | $319834.92         | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL 144A 28     | 2028-03-01      | 4.5000%  | 0.0000% | $1605000.00        | $1618803.00        | Corporate Debt Securities                         |
| CPS AUTO RECV TR 2024-B        E      20311117 8.3 | 2031-11-17      | 8.3600%  | 0.0000% | $2850000.00        | $3012511.43        | Asset-Backed Securities                           |
| BRINKS CO                      SR GLBL 144A 29     | 2029-06-15      | 6.5000%  | 0.0000% | $463000.00         | $480792.58         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $46000.00          | $50460.42          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 30       | 2030-04-01      | 6.1250%  | 0.0000% | $6009000.00        | $4905341.99        | Corporate Debt Securities                         |
| CARRINGTON MTG LN 2006-NC4     A-4    20360825 FLT | 2036-08-25      | 4.0862%  | 0.0000% | $8000000.00        | $7067076.23        | Asset-Backed Securities                           |
| BOMBARDIER INC                 SR 144A NT7.5%29    | 2029-02-01      | 7.5000%  | 0.0000% | $254000.00         | $272905.22         | Corporate Debt Securities                         |
| CPS AUTO RECEIVABLES TR 2025-B E      20330315 7.9 | 2033-03-15      | 7.9500%  | 0.0000% | $9000000.00        | $9375861.01        | Asset-Backed Securities                           |
| CWHEQ REVOLVING HEQ 2007-C     A      20370515 FLT | 2037-05-15      | 13.2098% | 0.0000% | $285134336.00      | $2232711.58        | Asset-Backed Securities                           |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT4.5%28    | 2028-03-01      | 4.5000%  | 0.0000% | $284000.00         | $287183.64         | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL 144A 33     | 2033-10-15      | 7.7500%  | 0.0000% | $1950000.00        | $2023835.67        | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 30     | 2030-05-01      | 10.2500% | 0.0000% | $1390000.00        | $1511045.83        | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27       | 2027-11-15      | 3.9500%  | 0.0000% | $8000.00           | $7859.18           | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 29       | 2029-05-01      | 6.7500%  | 0.0000% | $16924000.00       | $17250125.48       | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 5%27     | 2027-08-01      | 5.0000%  | 0.0000% | $38631000.00       | $40133874.67       | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31    | 2031-05-01      | 7.5000%  | 0.0000% | $15000.00          | $17060.40          | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29     | 2029-06-01      | 6.0000%  | 0.0000% | $102000.00         | $100345.56         | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $1329000.00        | $1418185.87        | Corporate Debt Securities                         |
| GENMAB AS & GENMAB FIN LLC     SR 144A NT 33       | 2033-12-15      | 7.2500%  | 0.0000% | $300000.00         | $317465.67         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL NT 27       | 2027-11-15      | 4.6250%  | 0.0000% | $364000.00         | $365808.98         | Corporate Debt Securities                         |
| CONTINENTAL FIN  CR TR 2024-A  A      20321215 5.7 | 2032-12-15      | 5.7800%  | 0.0000% | $1750000.00        | $1781071.06        | Asset-Backed Securities                           |
| GREENACRE PK CLO LLC 2025-1R   E-R    20380720 FLT | 2038-07-20      | 9.8844%  | 0.0000% | $3780000.00        | $3821984.01        | Asset-Backed Securities                           |
| SOLOMON RE LTD                 EXTND-A 144A 30     | 2030-06-07      | 9.1534%  | 0.0000% | $2825000.00        | $2878110.00        | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2024-CES5  B-1    20440725 FLT | 2044-07-25      | 7.6820%  | 0.0000% | $13400000.00       | $13640686.34       | Asset-Backed Securities                           |
| QUIKRETE HLDGS INC             SR SEC 144A NT32    | 2032-03-01      | 6.3750%  | 0.0000% | $1426000.00        | $1514911.10        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33     | 2033-07-01      | 6.2500%  | 0.0000% | $2342000.00        | $2473222.26        | Corporate Debt Securities                         |
| STEELE CREEK CLO 2018-2        E      20310818 FLT | 2031-08-18      | 10.3364% | 0.0000% | $2000000.00        | $1844252.46        | Asset-Backed Securities                           |
| TALOS PRODTN INC               2LIEN GLBL 29       | 2029-02-01      | 9.0000%  | 0.0000% | $215000.00         | $231204.55         | Corporate Debt Securities                         |
| WESCO DISTR INC                SR GLBL 144A 33     | 2033-03-15      | 6.3750%  | 0.0000% | $3563000.00        | $3783623.93        | Corporate Debt Securities                         |
| FLASH COMPUTE LLC              SR SEC GLBL 30      | 2030-12-31      | 7.2500%  | 0.0000% | $21448000.00       | $21318513.66       | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $4590000.00        | $4729023.45        | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT 29       | 2029-02-01      | 2.8500%  | 0.0000% | $5845000.00        | $5658573.72        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 33      | 2033-01-15      | 6.7500%  | 0.0000% | $9031000.00        | $9027952.04        | Corporate Debt Securities                         |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $7000000.00        | $7169878.53        | Asset-Backed Securities                           |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 10.8834% | 0.0000% | $4250000.00        | $4508825.00        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33     | 2033-05-15      | 8.0000%  | 0.0000% | $50000.00          | $52431.11          | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30      | 2030-12-30      | 5.3750%  | 0.0000% | $485000.00         | $450860.85         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-05-28      | 4.9500%  | 0.0000% | $223000.00         | $224781.21         | Corporate Debt Securities                         |
| CWABS INC 2007-10              2-M-1  20361125 FLT | 2036-11-25      | 4.1062%  | 0.0000% | $1842080.00        | $1520393.83        | Asset-Backed Securities                           |
| BELO CORP                      SR GLBL DEB 27      | 2027-06-01      | 7.7500%  | 0.0000% | $214000.00         | $223935.66         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $8141000.00        | $8660395.80        | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $1383000.00        | $1350418.83        | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR 144A NT 29       | 2029-01-15      | 6.1250%  | 0.0000% | $1734000.00        | $919320.08         | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.           SR GLBL 144A 28     | 2028-01-28      | 6.7500%  | 0.0000% | $600000.00         | $572730.00         | Corporate Debt Securities                         |
| CENTERSQUARE ISSUER LLC 2025-3 A-2    20550825 5.0 | 2055-08-25      | 5.0000%  | 0.0000% | $15000000.00       | $14509684.99       | Asset-Backed Securities                           |
| CAPTREE PARK CLO LTD 2024-1    E      20370720 FLT | 2037-07-20      | 9.8844%  | 0.0000% | $5000000.00        | $5131494.40        | Asset-Backed Securities                           |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28    | 2028-02-15      | 3.7500%  | 0.0000% | $10387000.00       | $10392782.10       | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $6922000.00        | $7178077.47        | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      1LIEN GLBL 30       | 2030-07-15      | 6.6250%  | 0.0000% | $3524000.00        | $3718625.63        | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC 3LIEN GLBL PIK27    | 2027-05-15      | 5.6250%  | 0.0000% | $499000.00         | $489264.51         | Corporate Debt Securities                         |
| CIFC FUNDING 2024-2 LTD        E      20370422 FLT | 2037-04-22      | 10.2574% | 0.0000% | $2500000.00        | $2558612.12        | Asset-Backed Securities                           |
| AVANT LOANS FUNDING 2025-REV1  D      20340515 8.3 | 2034-05-15      | 8.3900%  | 0.0000% | $2015000.00        | $2061165.44        | Asset-Backed Securities                           |
| AVANT CR CRD MSTR TR 2024-1    B      20300415 5.5 | 2030-04-15      | 5.5500%  | 0.0000% | $10000000.00       | $10084156.67       | Asset-Backed Securities                           |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $854000.00         | $849051.07         | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR GLBL 144A 28     | 2028-01-15      | 6.6250%  | 0.0000% | $89000.00          | $91739.30          | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2025-HB1      M-1    20550225 FLT | 2055-02-25      | 6.4718%  | 0.0000% | $9095000.00        | $9164255.69        | Asset-Backed Securities                           |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $271000.00         | $276733.01         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34     | 2034-07-01      | 5.7500%  | 0.0000% | $564000.00         | $570806.23         | Corporate Debt Securities                         |
| AVANT CR CRD MSTR TR 2024-1    D      20300415 8.8 | 2030-04-15      | 8.8000%  | 0.0000% | $10000000.00       | $10233461.11       | Asset-Backed Securities                           |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.1300% | 0.0000% | $7540000.00        | $7969780.00        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $557000.00         | $550914.78         | Corporate Debt Securities                         |
| ARES CLO LTD 2018-49R          E-R    20361022 FLT | 2036-10-22      | 10.3574% | 0.0000% | $1500000.00        | $1541458.94        | Asset-Backed Securities                           |
| BANCO DE CREDITO E INVERSIONES FR 8.75%            | 2500-12-31      | 8.7500%  | 0.0000% | $2044000.00        | $2279905.99        | Corporate Debt Securities                         |
| ATLAS LUXCO 4 S A R L / ALLIED SR SEC 144A NT28    | 2028-06-01      | 4.6250%  | 0.0000% | $4780000.00        | $4717839.42        | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $20000.00          | $15616.89          | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR NT 5.35%43       | 2043-11-01      | 5.3500%  | 0.0000% | $244000.00         | $238423.79         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL 144A 29     | 2029-06-27      | 8.5000%  | 0.0000% | $200000.00         | $207085.67         | Corporate Debt Securities                         |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 27     | 2027-12-01      | 5.2500%  | 0.0000% | $5268000.00        | $5302795.14        | Corporate Debt Securities                         |
| CT TR                          SR GLBL REGS 32     | 2032-02-03      | 5.1250%  | 0.0000% | $454000.00         | $449245.30         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $122000.00         | $121452.93         | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P           SR GLBL NT 30       | 2030-10-01      | 6.3750%  | 0.0000% | $431000.00         | $459449.23         | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT 29       | 2029-10-01      | 9.2500%  | 0.0000% | $265000.00         | $282613.22         | Corporate Debt Securities                         |
| LONG PT RE IV LTD              -A VR 144A NT 26    | 2026-06-01      | 7.8800%  | 0.0000% | $8000000.00        | $8060000.00        | Corporate Debt Securities                         |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $8349000.00        | $8065607.11        | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLC            SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $223000.00         | $232420.51         | Corporate Debt Securities                         |
| KBR INC                        SR GLBL 144A 28     | 2028-09-30      | 4.7500%  | 0.0000% | $70000.00          | $69553.05          | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28     | 2028-04-01      | 6.1250%  | 0.0000% | $68000.00          | $64172.45          | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESORTS INC   SR GLBL 144A 28     | 2028-08-15      | 4.3750%  | 0.0000% | $122000.00         | $122569.47         | Corporate Debt Securities                         |
| RUMO LUXEMBOURG S A R L        SR GLBL REGS 32     | 2032-01-18      | 4.2000%  | 0.0000% | $574000.00         | $536288.20         | Corporate Debt Securities                         |
| KOBE US MIDCO 2 INCORPORATED   SR SEC PIK 26       | 2026-11-01      | 9.2500%  | 0.0000% | $171000.00         | $151833.75         | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR 2005-WL1  I/IIM4 20350625 FLT | 2035-06-25      | 4.8962%  | 0.0000% | $640000.00         | $305713.88         | Asset-Backed Securities                           |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2064000.00        | $2050638.47        | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $295000.00         | $301626.52         | Corporate Debt Securities                         |
| PRESTIGE AUTO REC TR 2024-1    E      20310415 7.9 | 2031-04-15      | 7.9400%  | 0.0000% | $5818000.00        | $5458086.24        | Asset-Backed Securities                           |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $499000.00         | $536896.28         | Corporate Debt Securities                         |
| WEX INC                        SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $28000.00          | $29158.89          | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $4351000.00        | $4187917.27        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLBL 28       | 2028-11-15      | 8.5000%  | 0.0000% | $52000.00          | $54926.30          | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $5914000.00        | $5854869.86        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $342000.00         | $376630.92         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR 144A NT 31       | 2031-01-15      | 8.3750%  | 0.0000% | $345000.00         | $375355.88         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT5.2%29    | 2029-08-01      | 5.2000%  | 0.0000% | $7482000.00        | $7834452.08        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $228000.00         | $243905.79         | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 29     | 2029-08-01      | 4.2500%  | 0.0000% | $57000.00          | $56862.53          | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 31     | 2031-01-12      | 3.2000%  | 0.0000% | $1076000.00        | $988438.71         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $3346000.00        | $3483998.33        | Corporate Debt Securities                         |
| LD CELULOSE INTERNATIONAL GMBH SR SEC GLBL 32      | 2032-01-26      | 7.9500%  | 0.0000% | $711000.00         | $764906.83         | Corporate Debt Securities                         |
| PROGRESS RESIDENTIAL 2025-SFR6 E      20421218 4.0 | 2042-12-18      | 4.0000%  | 0.0000% | $11000000.00       | $10240343.66       | Asset-Backed Securities                           |
| CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29     | 2029-04-27      | 5.2500%  | 0.0000% | $124000.00         | $124144.77         | Corporate Debt Securities                         |
| RESEARCHODRI PAG MT TR  2025-1 D      20330627 10. | 2033-06-27      | 10.1800% | 0.0000% | $14443000.00       | $13843654.02       | Asset-Backed Securities                           |
| OCCIDENTAL PETE CORP           SR GLBL DEB 27      | 2027-10-15      | 7.1250%  | 0.0000% | $1074000.00        | $1139827.25        | Corporate Debt Securities                         |
| PG&E CORP                      1LIEN GLBL NT 28    | 2028-07-01      | 5.0000%  | 0.0000% | $126000.00         | $128984.94         | Corporate Debt Securities                         |
| MORGAN STANLEY ABS 2007-NC4    A-2D   20370525 FLT | 2037-05-25      | 4.0962%  | 0.0000% | $46366000.00       | $16149958.61       | Asset-Backed Securities                           |
| THL CR WIND RIVER CLO 2014-2R  E-R    20310115 FLT | 2031-01-15      | 9.9162%  | 0.0000% | $3000000.00        | $2616718.63        | Asset-Backed Securities                           |
| RADNOR RE LTD 2022-1           B-1    20320927 FLT | 2032-09-27      | 14.3742% | 0.0000% | $4537832.00        | $5222643.33        | Asset-Backed Securities                           |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $52000.00          | $52608.57          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 28    | 2028-06-15      | 4.6250%  | 0.0000% | $30000.00          | $30056.57          | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 29       | 2029-02-15      | 7.3750%  | 0.0000% | $99000.00          | $105070.79         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 28     | 2028-09-15      | 7.0000%  | 0.0000% | $147000.00         | $154702.96         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR REGS NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $70000.00          | $70720.24          | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41    | 2041-09-01      | 5.5000%  | 0.0000% | $50000.00          | $44941.17          | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $62000.00          | $65479.80          | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $28000.00          | $27082.50          | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $551000.00         | $519692.49         | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE 2023-CES2  B1     20631025 FLT | 2063-10-25      | 9.7596%  | 0.0000% | $6292880.00        | $6457353.81        | Asset-Backed Securities                           |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 4.8750%  | 0.0000% | $782000.00         | $706488.12         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-11-05      | 6.0540%  | 0.0000% | $845000.00         | $874978.35         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 37       | 2037-11-15      | 6.8750%  | 0.0000% | $453000.00         | $503638.48         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 5.1250%  | 0.0000% | $1948000.00        | $1973001.50        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 30     | 2030-07-15      | 4.3750%  | 0.0000% | $3586000.00        | $3536992.33        | Corporate Debt Securities                         |
| MV24 CAP B V                   SR SEC GLBL 34      | 2034-06-01      | 6.7480%  | 0.0000% | $350000.00         | $241969.44         | Corporate Debt Securities                         |
| GRUPO NUTRESA SA               SR REGS NT 9%35     | 2035-05-12      | 9.0000%  | 0.0000% | $4820000.00        | $5505018.40        | Corporate Debt Securities                         |
| BBVA MEXICO S A INS            FR 7.625%021135     | 2035-02-11      | 7.6250%  | 0.0000% | $3575000.00        | $3859001.48        | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29     | 2029-03-25      | 6.2500%  | 0.0000% | $487000.00         | $449477.99         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.5000%  | 0.0000% | $497000.00         | $514119.16         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $1539000.00        | $1661707.89        | Corporate Debt Securities                         |
| GRUPO AVAL LTD                 SR GLBL REGS 30     | 2030-02-04      | 4.3750%  | 0.0000% | $264000.00         | $251801.37         | Corporate Debt Securities                         |
| TSMC GLOBAL LTD                SR GLBL REGS 31     | 2031-04-23      | 2.2500%  | 0.0000% | $200000.00         | $182685.50         | Corporate Debt Securities                         |
| B3 S A - BRASIL BOLSA BALCAO   SR GLBL REGS 31     | 2031-09-20      | 4.1250%  | 0.0000% | $826000.00         | $784872.08         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $12701000.00       | $12968271.38       | Corporate Debt Securities                         |
| MAGNETITE LIMITED 2023-37R     E-R    20381025 FLT | 2038-10-25      | 8.5968%  | 0.0000% | $2500000.00        | $2531012.96        | Asset-Backed Securities                           |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 30       | 2030-03-17      | 5.1500%  | 0.0000% | $90000.00          | $92745.42          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $499863.00         | $503903.56         | Corporate Debt Securities                         |
| MADISON IAQ LLC                SR SEC 144A NT28    | 2028-06-30      | 4.1250%  | 0.0000% | $1423000.00        | $1398097.50        | Corporate Debt Securities                         |
| MEADOWS LTD                    -A-20251 144A 29    | 2029-12-07      | 15.8078% | 0.0000% | $4750000.00        | $4734325.00        | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL A 144A26    | 2026-09-22      | 3.5000%  | 0.0000% | $250000.00         | $250911.94         | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT4.4%27    | 2027-07-15      | 4.4000%  | 0.0000% | $105000.00         | $106581.18         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $121000.00         | $121349.69         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT29    | 2029-11-15      | 4.5000%  | 0.0000% | $124000.00         | $122812.08         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $8570000.00        | $8807031.92        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 27     | 2027-07-15      | 5.8750%  | 0.0000% | $19000.00          | $19537.33          | Corporate Debt Securities                         |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $300000.00         | $316694.67         | Corporate Debt Securities                         |
| SKYBOX CDO LTD 2005-1          A      20401211 FLT | 2040-12-11      | 2.6884%  | 0.0000% | $1889000.00        | $40853.36          | Asset-Backed Securities                           |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $800000.00         | $847444.44         | Corporate Debt Securities                         |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $20003.89          | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 32     | 2032-07-15      | 6.6250%  | 0.0000% | $1563000.00        | $1683989.66        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL36    | 2036-04-01      | 7.3750%  | 0.0000% | $606000.00         | $580025.32         | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL 144A 29     | 2029-04-01      | 5.2000%  | 0.0000% | $117000.00         | $120109.86         | Corporate Debt Securities                         |
| MAGIC MERGECO INC              1LIEN REGS NT 28    | 2028-05-01      | 5.2500%  | 0.0000% | $200000.00         | $193572.00         | Corporate Debt Securities                         |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28     | 2028-04-01      | 4.8750%  | 0.0000% | $30000.00          | $30283.12          | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $2400000.00        | $383935.77         | Corporate Debt Securities                         |
| BANCO DAVIVIENDA SA            LW TIER II 35       | 2035-07-02      | 8.1250%  | 0.0000% | $200000.00         | $217510.72         | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL REGS 28     | 2028-10-15      | 6.5000%  | 0.0000% | $74000.00          | $75403.94          | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-04-15      | 6.0000%  | 0.0000% | $2121000.00        | $2202927.16        | Corporate Debt Securities                         |
| STONEBRIAR ABF ISSUER LLC      SR 144A NT 30       | 2030-12-15      | 8.1250%  | 0.0000% | $90000.00          | $93191.20          | Corporate Debt Securities                         |
| CARPENTER TECHNOLOGY CORP      SR GLBL REGS 34     | 2034-03-01      | 5.6250%  | 0.0000% | $220000.00         | $224737.98         | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.5000%  | 0.0000% | $18000.00          | $15225.84          | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $44000.00          | $16953.75          | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $52000.00          | $50522.10          | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT 26       | 2026-02-15      | 4.7500%  | 0.0000% | $307000.00         | $312644.02         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 26       | 2026-03-15      | 7.1250%  | 0.0000% | $1582000.00        | $1625124.00        | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $483000.00         | $480636.12         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 7.2000%  | 0.0000% | $1440000.00        | $1534752.00        | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $9959000.00        | $10000838.87       | Corporate Debt Securities                         |
| GENNEIA S.A.                   SR AMZ REGS NT33    | 2033-12-02      | 7.7500%  | 0.0000% | $450000.00         | $444736.38         | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR GLBL 144A 31     | 2031-05-18      | 8.1250%  | 0.0000% | $750000.00         | $752984.38         | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $9891000.00        | $10931892.35       | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $10267000.00       | $10311362.00       | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36       | 2036-01-10      | 6.2500%  | 0.0000% | $12065000.00       | $12045421.19       | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31       | 2031-11-18      | 3.5370%  | 0.0000% | $7203000.00        | $4112887.79        | Corporate Debt Securities                         |
| VERUS SECURITIZ TR 2024-INV2   A-2    20690825 FLT | 2069-08-25      | 5.5350%  | 0.0000% | $170000.00         | $136421.95         | Private Label Collateralized Mortgage Obligations |
| CSN RESOURCES SA               SR GLBL REGS 32     | 2032-04-08      | 5.8750%  | 0.0000% | $9556000.00        | $7643194.06        | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.           SR GLBL REGS 28     | 2028-01-28      | 6.7500%  | 0.0000% | $3250000.00        | $3102287.50        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $400000.00         | $409131.83         | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR GLBL 144A 29     | 2029-06-01      | 6.0000%  | 0.0000% | $868000.00         | $861958.72         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 31     | 2031-03-31      | 5.5000%  | 0.0000% | $100000.00         | $101949.17         | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31      | 2031-05-15      | 7.1250%  | 0.0000% | $452000.00         | $472251.48         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $500000.00         | $538920.28         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32     | 2032-02-01      | 6.6250%  | 0.0000% | $3179000.00        | $3385966.15        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL 144A 26     | 2026-10-15      | 5.0000%  | 0.0000% | $515000.00         | $519709.96         | Corporate Debt Securities                         |
| BELLEMEADE RE LTD 2022-2       B-1    20320927 FLT | 2032-09-27      | 15.8652% | 0.0000% | $5239144.00        | $5996094.21        | Asset-Backed Securities                           |
| BARDIN HILL CLO 2021-2 LTD     E      20341025 FLT | 2034-10-25      | 11.8196% | 0.0000% | $2450000.00        | $2484882.05        | Asset-Backed Securities                           |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $1119000.00        | $1036835.56        | Corporate Debt Securities                         |
| ADVANCED DRAIN SYS INC DEL     SR GLBL 144A 30     | 2030-06-15      | 6.3750%  | 0.0000% | $55000.00          | $57822.92          | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 7.9832%  | 0.0000% | $10845000.00       | $11085196.07       | Corporate Debt Securities                         |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32       | 2032-01-15      | 8.7500%  | 0.0000% | $2646000.00        | $2627885.93        | Corporate Debt Securities                         |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $4238000.00        | $4316928.04        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 29     | 2029-03-15      | 3.5000%  | 0.0000% | $5048000.00        | $4898910.12        | Corporate Debt Securities                         |
| COREVEST AMCR FIN TR 2021-1    E      20540417 4.0 | 2054-04-17      | 4.0530%  | 0.0000% | $2909000.00        | $2586445.72        | Asset-Backed Securities                           |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $235000.00         | $240842.10         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.9%44    | 2044-08-15      | 4.9000%  | 0.0000% | $60000.00          | $44290.27          | Corporate Debt Securities                         |
| BELRON UK FIN PLC              SR SEC 144A NT29    | 2029-10-15      | 5.7500%  | 0.0000% | $200000.00         | $206537.83         | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              SR CL A 144A 29     | 2029-01-08      | 7.1000%  | 0.0000% | $7050000.00        | $7046475.00        | Corporate Debt Securities                         |
| COMISION EJECUTIVA HIDROELECTR SR GLBL 144A 33     | 2033-01-24      | 8.6500%  | 0.0000% | $2250000.00        | $2498587.50        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -G DB 28    | 2028-01-15      | 6.8750%  | 0.0000% | $7000.00           | $7309.41           | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 47    | 2047-05-01      | 5.3750%  | 0.0000% | $3500000.00        | $2924384.17        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28    | 2028-03-15      | 4.2000%  | 0.0000% | $428000.00         | $431448.25         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $1182000.00        | $1048589.96        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $239000.00         | $248578.12         | Corporate Debt Securities                         |
| CHAMPIONS FING INC             SR SEC 144A NT29    | 2029-02-15      | 8.7500%  | 0.0000% | $32000.00          | $32581.62          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $28097000.00       | $26225232.49       | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 4.298%040128     | 2028-04-01      | 4.2980%  | 0.0000% | $210000.00         | $212750.08         | Corporate Debt Securities                         |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2032-06-07      | 10.6600% | 0.0000% | $5000000.00        | $5185500.00        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $6621000.00        | $6683754.21        | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $185000.00         | $197787.66         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.1300% | 0.0000% | $14270000.00       | $14693819.00       | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $1257000.00        | $1428910.46        | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 9.8834%  | 0.0000% | $10000000.00       | $10095000.00       | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 9.0400%  | 0.0000% | $2050000.00        | $2121340.00        | Corporate Debt Securities                         |
| TITAN INTL INC ILL             SR SEC GLBL NT28    | 2028-04-30      | 7.0000%  | 0.0000% | $10000.00          | $10170.97          | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL NT5.5%30    | 2030-08-01      | 5.5000%  | 0.0000% | $543000.00         | $570700.84         | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 4%30     | 2030-02-15      | 4.0000%  | 0.0000% | $167000.00         | $161618.89         | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-01-09      | 11.0629% | 0.0000% | $3000000.00        | $3101100.00        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $79000.00          | $78279.87          | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC          SR 144A NT5.5%29    | 2029-07-15      | 5.5000%  | 0.0000% | $792000.00         | $813153.00         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 6%32     | 2032-12-01      | 6.0000%  | 0.0000% | $2246000.00        | $2362732.11        | Corporate Debt Securities                         |
| INEOS FINANCE PLC              SR SEC REGS NT29    | 2029-04-15      | 7.5000%  | 0.0000% | $800000.00         | $707084.00         | Corporate Debt Securities                         |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $15000.00          | $16112.19          | Corporate Debt Securities                         |
| TRANSCANADA TRUST              JR SB COCO 76       | 2076-08-15      | 5.8750%  | 0.0000% | $541000.00         | $554211.90         | Corporate Debt Securities                         |
| BANCO SANTANDER MEXICO SA      LW TIER II 28       | 2028-10-01      | 7.5250%  | 0.0000% | $200000.00         | $217552.50         | Corporate Debt Securities                         |
| VAMOS EUROPE                   SR REGS NT9.2%31    | 2031-01-26      | 9.2000%  | 0.0000% | $62000.00          | $60604.31          | Corporate Debt Securities                         |
| SABESP LUX S A R L             SR GLBL REGS 30     | 2030-08-20      | 5.6250%  | 0.0000% | $410000.00         | $422754.08         | Corporate Debt Securities                         |
| CENTRAIS ELET BRAS SA          SR GLBL REGS 30     | 2030-02-04      | 4.6250%  | 0.0000% | $729000.00         | $717880.52         | Corporate Debt Securities                         |
| CABLE ONDA S.A.                SR GLBL REGS 30     | 2030-01-30      | 4.5000%  | 0.0000% | $4990000.00        | $4844391.80        | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            FR 6.25%041830      | 2030-04-18      | 6.2500%  | 0.0000% | $279000.00         | $292955.58         | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $15817000.00       | $7489534.03        | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $8933000.00        | $9353476.31        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $115000.00         | $113375.83         | Corporate Debt Securities                         |
| METHANEX CORP                  SR GLBL NT 29       | 2029-12-15      | 5.2500%  | 0.0000% | $111000.00         | $112270.67         | Corporate Debt Securities                         |
| MCF CLO LLC 2017-7RR           E-R2   20370720 FLT | 2037-07-20      | 10.8844% | 0.0000% | $1600000.00        | $1592670.21        | Asset-Backed Securities                           |
| NABORS INDS INC                SR GLBL 144A 31     | 2031-08-15      | 8.8750%  | 0.0000% | $4595000.00        | $4614013.09        | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 8%27     | 2027-11-01      | 8.0000%  | 0.0000% | $94000.00          | $97305.14          | Corporate Debt Securities                         |
| METALSA S A DE C V             SR GLBL 144A 31     | 2031-05-04      | 3.7500%  | 0.0000% | $455000.00         | $396634.12         | Corporate Debt Securities                         |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 30      | 2030-04-15      | 8.2500%  | 0.0000% | $926000.00         | $982168.07         | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $13467936.00       | $3832750.12        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 31       | 2031-03-15      | 11.5000% | 0.0000% | $124000.00         | $143204.02         | Corporate Debt Securities                         |
| TICP CLO XI LTD 2018-11R       E-R    20370427 FLT | 2037-04-27      | 10.5580% | 0.0000% | $500000.00         | $510246.51         | Asset-Backed Securities                           |
| STONEPEAK NILE PARENT LLC      SR SEC 144A NT32    | 2032-03-15      | 7.2500%  | 0.0000% | $35000.00          | $37782.40          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL REGS 32     | 2032-07-15      | 6.3750%  | 0.0000% | $200000.00         | $209571.17         | Corporate Debt Securities                         |
| HERCULES INC                   JR SB GLBL DB 29    | 2029-06-30      | 6.5000%  | 0.0000% | $3270000.00        | $3278175.00        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-05-01      | 7.2500%  | 0.0000% | $5000.00           | $5340.97           | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          REGS NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $600000.00         | $618173.00         | Corporate Debt Securities                         |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $287000.00         | $66464.00          | Corporate Debt Securities                         |
| SYM CLO XXXII LTD 2022-32R     E-R    20351023 FLT | 2035-10-23      | 9.8459%  | 0.0000% | $2000000.00        | $2038108.67        | Asset-Backed Securities                           |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32       | 2032-04-15      | 6.2500%  | 0.0000% | $200000.00         | $190474.89         | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $960000.00         | $980348.80         | Corporate Debt Securities                         |
| HERTZ VEHICLE FINANCING 2025-5 D      20300525 7.7 | 2030-05-25      | 7.7400%  | 0.0000% | $1960000.00        | $1973720.00        | Asset-Backed Securities                           |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $1663000.00        | $1502228.78        | Corporate Debt Securities                         |
| FULLER H B CO                  SR GLBL NT 28       | 2028-10-15      | 4.2500%  | 0.0000% | $9000.00           | $8977.52           | Corporate Debt Securities                         |
| STAR PARENT INC                SR SEC 144A NT30    | 2030-10-01      | 9.0000%  | 0.0000% | $100000.00         | $108824.00         | Corporate Debt Securities                         |
| COLOMBIA TELECOMUNICACIONES    SR REGS NT 30       | 2030-07-17      | 4.9500%  | 0.0000% | $939000.00         | $878540.14         | Corporate Debt Securities                         |
| HNI CORP                       SR SEC GLBL 29      | 2029-01-18      | 5.1250%  | 0.0000% | $9354000.00        | $9389216.51        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31     | 2031-03-15      | 5.6250%  | 0.0000% | $1520000.00        | $1553810.50        | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47     | 2047-06-19      | 5.6250%  | 0.0000% | $320000.00         | $203951.60         | Corporate Debt Securities                         |
| GRAHAM HLDGS CO                SR GLBL 144A 33     | 2033-12-01      | 5.6250%  | 0.0000% | $4033000.00        | $4094790.60        | Corporate Debt Securities                         |
| GREYSTAR REAL ESTATE PRTN      SR SEC 144A NT30    | 2030-09-01      | 7.7500%  | 0.0000% | $582000.00         | $628724.90         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $350000.00         | $362399.92         | Corporate Debt Securities                         |
| NCR ATLEOS CORPORATION         1LIEN 144A NT 29    | 2029-04-01      | 9.5000%  | 0.0000% | $185000.00         | $205150.20         | Corporate Debt Securities                         |
| SALUDA GRADE ALT MTG 2022-SEQ2 A-1    20520225 FLT | 2052-02-25      | 3.5000%  | 0.0000% | $20000000.00       | $2742531.63        | Asset-Backed Securities                           |
| NATIONAL SECS CLEARING CORP    SR 144A NT5.1%27    | 2027-11-21      | 5.1000%  | 0.0000% | $260000.00         | $267637.93         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $266000.00         | $283310.28         | Corporate Debt Securities                         |
| STAR TRUST 2022-SFR3           E2     20390519 FLT | 2039-05-19      | 7.4501%  | 0.0000% | $6922000.00        | $6949657.62        | Asset-Backed Securities                           |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $835000.00         | $913425.29         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $129000.00         | $126569.10         | Corporate Debt Securities                         |
| LCM LTD 2013-13R               E-R    20340720 FLT | 2034-07-20      | 11.1344% | 0.0000% | $1250000.00        | $1168873.60        | Asset-Backed Securities                           |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $338000.00         | $340311.36         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 6.8750%  | 0.0000% | $33000.00          | $35146.84          | Corporate Debt Securities                         |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $268000.00         | $288407.98         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $6547000.00        | $6428755.72        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%31     | 2031-01-15      | 4.0000%  | 0.0000% | $748000.00         | $730073.76         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54       | 2054-09-15      | 6.2500%  | 0.0000% | $384000.00         | $388048.43         | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR NT 5%45          | 2045-05-13      | 5.0000%  | 0.0000% | $669000.00         | $451580.20         | Corporate Debt Securities                         |
| GRUBHUB HLDGS INC              1LIEN GLBL PIK30    | 2030-07-31      | 13.0000% | 0.0000% | $999000.00         | $853371.33         | Corporate Debt Securities                         |
| GOLDENTREE LN MGMT 2024-19     E      20370420 FLT | 2037-04-20      | 9.8844%  | 0.0000% | $2500000.00        | $2546872.20        | Asset-Backed Securities                           |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $2600000.00        | $2611234.17        | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $250000.00         | $247529.93         | Corporate Debt Securities                         |
| APIDOS CLO XLVII LTD           E      20370427 FLT | 2037-04-26      | 10.0580% | 0.0000% | $4000000.00        | $4095120.97        | Asset-Backed Securities                           |
| BALL CORP                      SR GLBL NT 6%29     | 2029-06-15      | 6.0000%  | 0.0000% | $61000.00          | $64542.27          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 33       | 2033-08-09      | 5.7460%  | 0.0000% | $262000.00         | $281580.61         | Corporate Debt Securities                         |
| BAUSCH PLUS LOMB CORP          1LIEN GLBL 28       | 2028-10-01      | 8.3750%  | 0.0000% | $640000.00         | $682680.00         | Corporate Debt Securities                         |
| BANCO DE BOGOTA SA             SR GLBL 144A 27     | 2027-08-03      | 4.3750%  | 0.0000% | $475000.00         | $481025.18         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 6.45%073035      | 2035-07-30      | 6.4500%  | 0.0000% | $420000.00         | $448469.70         | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $55615000.00       | $53222442.70       | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $2525000.00        | $2611411.11        | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT5.5%33    | 2033-09-15      | 5.5000%  | 0.0000% | $269000.00         | $279321.68         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $114000.00         | $115539.00         | Corporate Debt Securities                         |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $3542000.00        | $3718337.49        | Corporate Debt Securities                         |
| BAIN CAPITAL CR CLO LTD 2024-2 E      20370715 FLT | 2037-07-15      | 10.5445% | 0.0000% | $5000000.00        | $5109218.00        | Asset-Backed Securities                           |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $1619000.00        | $1680072.28        | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -HH NT    | 2500-12-31      | 6.6250%  | 0.0000% | $9851000.00        | $10072101.59       | Corporate Debt Securities                         |
| DPL INC                        SR GLBL NT 29       | 2029-04-15      | 4.3500%  | 0.0000% | $850000.00         | $845438.33         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.05%29    | 2029-03-30      | 5.0500%  | 0.0000% | $299000.00         | $306404.73         | Corporate Debt Securities                         |
| CINEMARK USA INC               SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $1801000.00        | $1919121.59        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50     | 2050-03-01      | 4.8000%  | 0.0000% | $408000.00         | $314723.04         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42    | 2042-03-15      | 7.6500%  | 0.0000% | $3855000.00        | $3710533.88        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $5107000.00        | $4598564.10        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $1000000.00        | $885495.00         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34    | 2034-02-01      | 6.6500%  | 0.0000% | $3051000.00        | $3306485.65        | Corporate Debt Securities                         |
| CIENA CORP                     SR GLBL 144A 30     | 2030-01-31      | 4.0000%  | 0.0000% | $51000.00          | $50043.58          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $3880000.00        | $3776252.03        | Corporate Debt Securities                         |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $8319.25           | Asset-Backed Securities                           |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $1855000.00        | $1862373.62        | Corporate Debt Securities                         |
| HOME EQUITY MTG TR 2006-2      2A-1   20360725 FLT | 2036-07-25      | 4.0062%  | 0.0000% | $129760000.00      | $5817006.07        | Asset-Backed Securities                           |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $77964.00          | $8576.04           | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       1LIEN GLBL 29       | 2029-08-01      | 4.1250%  | 0.0000% | $235000.00         | $233222.81         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29    | 2029-06-15      | 8.5000%  | 0.0000% | $4621000.00        | $4850561.01        | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $6039000.00        | $5462611.00        | Corporate Debt Securities                         |
| AB BSL CLO LTD 2023-4R         E-R    20380420 FLT | 2038-04-20      | 9.9844%  | 0.0000% | $5000000.00        | $5052959.40        | Asset-Backed Securities                           |
| WELLS FARGO HEQ 2007-1         A-3    20370325 FLT | 2037-03-25      | 4.4862%  | 0.0000% | $5870976.00        | $5513516.25        | Asset-Backed Securities                           |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $40000.00          | $44580.65          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  2LIEN GLBL NT 27    | 2027-11-15      | 3.8750%  | 0.0000% | $3768000.00        | $3758472.19        | Corporate Debt Securities                         |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $1096000.00        | $1109328.58        | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $38156000.00       | $36547978.97       | Corporate Debt Securities                         |
| 123 LTS RE LTD                 EXT GLBL 144A 31    | 2031-09-14      | 14.6000% | 0.0000% | $7630000.00        | $7868056.00        | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $95000.00          | $100470.97         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $220000.00         | $207556.25         | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 4.1%50      | 2050-04-15      | 4.1000%  | 0.0000% | $309000.00         | $214988.47         | Corporate Debt Securities                         |
| WELLS FARGO HEQ 2005-3         M-7    20351125 FLT | 2035-11-25      | 5.5712%  | 0.0000% | $1000000.00        | $336656.73         | Asset-Backed Securities                           |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $991000.00         | $1120006.73        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP 2005-HE5    M-3    20350925 FLT | 2035-09-25      | 4.5212%  | 0.0000% | $1900000.00        | $1207750.94        | Asset-Backed Securities                           |
| NCL CORP LTD                   1LIEN GLBL 27       | 2027-02-15      | 5.8750%  | 0.0000% | $87000.00          | $89001.11          | Corporate Debt Securities                         |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $211000.00         | $194904.51         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $8551000.00        | $7092781.34        | Corporate Debt Securities                         |
| MUELLER WTR PRODS INC          SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $1078000.00        | $1052459.78        | Corporate Debt Securities                         |
| HERITAGE PETE CO LTD           GLBL REGS NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $1000000.00        | $1062000.00        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR NT 6.25%33       | 2033-07-01      | 6.2500%  | 0.0000% | $16000.00          | $17613.28          | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $1100000.00        | $549247.36         | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL NT 27       | 2027-10-15      | 4.7500%  | 0.0000% | $254000.00         | $255500.58         | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 28     | 2028-04-15      | 6.8750%  | 0.0000% | $83000.00          | $86066.34          | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 48     | 2048-01-15      | 5.5000%  | 0.0000% | $455000.00         | $340493.94         | Corporate Debt Securities                         |

### Security 622: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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):** $400588580.00
- **C.18.a - Value (excl. sponsor support):** $400588580.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $629.00            | $15986.03          | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $12228.00          | $718517.28         | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $258.00            | $16973.82          | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4424.00           | $148438.91         | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $1349.00           | $30676.26          | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $7631.00           | $867263.15         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $2538.00           | $479555.10         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLOOMBER | 2500-12-31      | N/A      | 0.0000% | $255.00            | $17486.60          | Equities   |
| BITWISE 10 CRYPTO INDEX ETF    UNIT BENEFICIAL  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2358.80           | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $534.00            | $10924.25          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $993.00            | $30862.24          | Equities   |
| FIDELITY MERRIMACK STR TR      TOTAL BD ETF     | 2500-12-31      | N/A      | 0.0000% | $14463.00          | $667901.34         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $260367.40         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $209.00            | $16379.33          | Equities   |
| PACER FDS TR                   TRENDPILOT US BD | 2500-12-31      | N/A      | 0.0000% | $11267.00          | $218467.13         | Equities   |
| GUINNESS ATKINSON FDS          SUSTAINABLE ENER | 2500-12-31      | N/A      | 0.0000% | $453.00            | $14100.53          | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $306.00            | $6885.77           | Equities   |
| GRANITESHARES ETF TR           HIPS US HIGH INC | 2500-12-31      | N/A      | 0.0000% | $3840.00           | $44851.20          | Equities   |
| LISTED FDS TR                  GLACIERSHARES    | 2500-12-31      | N/A      | 0.0000% | $211.00            | $5653.32           | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $2867.00           | $413214.98         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $76952.00          | $794144.64         | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP INTL G | 2500-12-31      | N/A      | 0.0000% | $164.00            | $1504.72           | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3566.00           | $59675.94          | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $184.00            | $10911.20          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $467021.00         | $5104539.53        | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $965.24            | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2764.00           | $63941.27          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL CR ETF    | 2500-12-31      | N/A      | 0.0000% | $56426.00          | $3068626.44        | Equities   |
| COLUMBIA ETF TR II             RESEARCH ENHANCD | 2500-12-31      | N/A      | 0.0000% | $1279.00           | $35082.97          | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $472456.00         | $562222.64         | Equities   |
| ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET | 2500-12-31      | N/A      | 0.0000% | $53.00             | $11249.25          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET G | 2500-12-31      | N/A      | 0.0000% | $575.00            | $17449.47          | Equities   |
| ADVISORSHARES TR               ADVISORSHS ETF   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $6189.06           | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $358.00            | $17557.93          | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $44320.00          | $1261763.81        | Equities   |
| NEUBERGER BERMAN ETF TRUST     EMRG MKTS DEBT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2096.80           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TREASURY OPT INC | 2500-12-31      | N/A      | 0.0000% | $2464.00           | $58347.52          | Equities   |
| NORTHERN FDS                   SHORT-TERM TAX   | 2500-12-31      | N/A      | 0.0000% | $15465.00          | $778353.45         | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $9072.00           | $203076.72         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $1329.00           | $29623.41          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET MAT | 2500-12-31      | N/A      | 0.0000% | $279389.00         | $12776458.97       | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42881.00          | $434384.53         | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $2826.00           | $53694.00          | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48318.00          | $485112.72         | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $632.00            | $16334.04          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $10756.00          | $358712.60         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $633.00            | $15720.56          | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $7271.00           | $184960.43         | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1370.00           | $57498.90          | Equities   |
| PIMCO ETF TR                   BROAD US TIPS    | 2500-12-31      | N/A      | 0.0000% | $10418.00          | $554388.66         | Equities   |
| LISTED FDS TR                  STF TAC GW & INC | 2500-12-31      | N/A      | 0.0000% | $605.00            | $15421.45          | Equities   |
| LISTED FDS TR                  WAHED FTSE ETF   | 2049-12-31      | N/A      | 0.0000% | $102.00            | $6372.96           | Equities   |
| NEUBERGER BERMAN ETF TRUST     SHORT DURATION I | 2500-12-31      | N/A      | 0.0000% | $129502.00         | $6629207.38        | Equities   |
| NORTHERN FDS                   2030 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $767.00            | $76650.15          | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $743512.00         | $20164045.44       | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $3402.00           | $170270.10         | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2470180.00        | $4026393.40        | Equities   |
| DBX ETF TR                     XTRACK MUN INFRA | 2500-12-31      | N/A      | 0.0000% | $17989.00          | $442130.04         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $37073.00          | $2232513.82        | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR OPTIMUM YIELD    | 2500-12-31      | N/A      | 0.0000% | $5722.00           | $76789.24          | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $2374.00           | $356432.36         | Equities   |
| WISDOMTREE TR                  TRUE DEVELOPED I | 2500-12-31      | N/A      | 0.0000% | $4295.00           | $283985.40         | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $4779.00           | $157090.51         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $726376.00         | $19880911.12       | Equities   |
| ASTRAZENECA PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $193960.00         | $17943239.60       | Equities   |
| BNY MELLON ETF TRUST           HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $3183.00           | $153090.20         | Equities   |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $716.00            | $21061.35          | Equities   |
| KRANESHARES TRUST              KWEB COVERD CALL | 2500-12-31      | N/A      | 0.0000% | $184.00            | $5615.68           | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $16139.00          | $879857.93         | Equities   |
| POSCO HOLDINGS INC             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2568.00           | $137208.24         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1304696.00        | $2309311.92        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUNI | 2500-12-31      | N/A      | 0.0000% | $1476.00           | $37460.88          | Equities   |
| PACER FDS TR                   TRENDPILOT 100   | 2500-12-31      | N/A      | 0.0000% | $5931.00           | $470506.23         | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK INTL    | 2500-12-31      | N/A      | 0.0000% | $402.00            | $10477.53          | Equities   |
| EA SERIES TRUST                ALTRIUS GBL DIV  | 2500-12-31      | N/A      | 0.0000% | $1302.00           | $50544.03          | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $227204.30         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $24614.00          | $564645.16         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $10521.00          | $673975.26         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $82473.85          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI MULTI ASSET DI   | 2500-12-31      | N/A      | 0.0000% | $381.00            | $6004.56           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INTL DEV STRNGTH | 2500-12-31      | N/A      | 0.0000% | $3697.00           | $148952.13         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $9142.00           | $271517.40         | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $77.00             | $5026.56           | Equities   |
| GLOBAL X FDS                   S&P 500 RISK     | 2500-12-31      | N/A      | 0.0000% | $571.00            | $10242.83          | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $5016.00           | $267813.77         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $775.00            | $22781.98          | Equities   |
| INVESCO EXCH TRADED FD TR II   CALIF AMT MUN    | 2500-12-31      | N/A      | 0.0000% | $31176.00          | $752900.40         | Equities   |
| TIDAL TRUST III                MRP SYNTHEQUITY  | 2500-12-31      | N/A      | 0.0000% | $442.00            | $12331.80          | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $91459.00          | $238707.99         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  BUYBACK ACHIEV   | 2500-12-31      | N/A      | 0.0000% | $51.00             | $6900.30           | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1659.00           | $58952.56          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $214096.00         | $6848931.04        | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $86186.08          | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2640272.00        | $6046222.88        | Equities   |
| GLOBAL X FDS                   VDEO GAM ESPRT   | 2500-12-31      | N/A      | 0.0000% | $406.00            | $12127.99          | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $115442.00         | $6108036.22        | Equities   |
| TIDAL TRUST II                 DEFIANCE LEVERAG | 2500-12-31      | N/A      | 0.0000% | $1930.00           | $23587.88          | Equities   |
| TIDAL TRUST I                  FOLIOBEYOND ENHA | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $39820.00          | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE AAA CLO | 2500-12-31      | N/A      | 0.0000% | $1432.00           | $36523.16          | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $151.00            | $1519.06           | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $5691.00           | $302192.10         | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $81091.00          | $15599475.67       | Equities   |
| PROSHARES TR                   SHRT 20+YR TRE   | 2500-12-31      | N/A      | 0.0000% | $37965.00          | $906983.85         | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1601.54           | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $261.00            | $8379.85           | Equities   |
| INVESCO EXCH TRADED FD TR II   INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $2970.00           | $167656.50         | Equities   |
| THORNBURG ETF TR               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $37767.00          | $1186710.90        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSC 30 MUNI BD | 2500-12-31      | N/A      | 0.0000% | $7980.00           | $175745.14         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 32 MUN | 2500-12-31      | N/A      | 0.0000% | $6542.00           | $164490.74         | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $166315.00         | $4359116.15        | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $13332.00          | $878178.84         | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $20710.00          | $1246120.70        | Equities   |
| TIDAL TRUST II                 YIELDMAX S&P 500 | 2500-12-31      | N/A      | 0.0000% | $8571.00           | $384208.79         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $653.00            | $16419.69          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $5275.00           | $343337.62         | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $6211.00           | $277165.88         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $172748.00         | $1853586.04        | Equities   |
| THORNBURG ETF TR               MULTI SECTOR BD  | 2500-12-31      | N/A      | 0.0000% | $9903.00           | $253269.23         | Equities   |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $20223.00          | $511844.13         | Equities   |
| VANECK ETF TRUST               CLO ETF          | 2500-12-31      | N/A      | 0.0000% | $4094.00           | $216245.08         | Equities   |
| WISDOMTREE TR                  GEOALPHA OPPO    | 2500-12-31      | N/A      | 0.0000% | $362.00            | $12022.56          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $666.00            | $15796.05          | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $54583.00          | $2985690.10        | Equities   |
| ETF SER SOLUTIONS              US DIVERSIFIED   | 2500-12-31      | N/A      | 0.0000% | $373.00            | $11314.66          | Equities   |
| ETF SER SOLUTIONS              US GBL GLD PRE   | 2500-12-31      | N/A      | 0.0000% | $774.00            | $33552.90          | Equities   |
| ETF SER SOLUTIONS              CLEARSHS ULTRA   | 2500-12-31      | N/A      | 0.0000% | $6268.00           | $626893.39         | Equities   |
| ETF SER SOLUTIONS              HOYA CAPT HI DIV | 2500-12-31      | N/A      | 0.0000% | $6986.00           | $65039.66          | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $5338.00           | $197944.78         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $6706.00           | $238968.31         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $33900.00          | $2530974.00        | Equities   |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $14821.00          | $865249.98         | Equities   |
| GLOBAL X FDS                   NASDQ 100 CVRDGW | 2500-12-31      | N/A      | 0.0000% | $16682.00          | $457253.62         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $47854.00          | $1346133.02        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9915.00           | $206826.90         | Equities   |
| GRAYSCALE BITCOIN TRUST ETF    SHS REP COM UT   | 2500-12-31      | N/A      | 0.0000% | $5419.00           | $371797.59         | Equities   |
| GRANITESHARES ETF TR           2X LONG MU DAILY | 2500-12-31      | N/A      | 0.0000% | $88.00             | $8314.24           | Equities   |
| PROSHARES TR                   PSHS ULSHT 7-10Y | 2500-12-31      | N/A      | 0.0000% | $2081.00           | $45617.18          | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $152.00            | $13959.68          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $5172.00           | $244480.44         | Equities   |
| ISHARES INC                    MSCI BELGIUM ETF | 2500-12-31      | N/A      | 0.0000% | $29851.00          | $725976.32         | Equities   |
| TIDAL TRUST I                  THE FREE MARKETS | 2500-12-31      | N/A      | 0.0000% | $2099.00           | $45611.27          | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $132396.00         | $14579447.52       | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $34824.00          | $1999942.32        | Equities   |
| TRAILBLAZER MERGER CORP I      CL A             | 2500-12-31      | N/A      | 0.0000% | $8026.00           | $99121.10          | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $38235.00          | $1034256.75        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $49870.00          | $4918179.40        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $5910.00           | $543010.80         | Equities   |
| SMART SH GLOBAL LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $40501.00          | $47386.17          | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $142639.00         | $10806330.64       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $584.00            | $17390.70          | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $264204.00         | $20164049.28       | Equities   |
| VANGUARD WHITEHALL FDS         HIGH DIV YLD     | 2500-12-31      | N/A      | 0.0000% | $26496.00          | $3829996.80        | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $78228.00          | $2254530.96        | Equities   |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $9190.00           | $780874.30         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1094.00           | $30905.50          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $572.00            | $14465.88          | Equities   |
| GLOBAL X FDS                   BLOCKCHAIN & BIT | 2500-12-31      | N/A      | 0.0000% | $457.00            | $28667.61          | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $5714.00           | $382580.87         | Equities   |
| ISHARES TR                     SELECT DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $504.00            | $71673.84          | Equities   |
| ISHARES TR                     BB RAT CORP BD   | 2500-12-31      | N/A      | 0.0000% | $42793.00          | $2019183.43        | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $12457.00          | $407966.75         | Equities   |
| ISHARES TR                     U.S. INSRNCE ETF | 2500-12-31      | N/A      | 0.0000% | $198.00            | $27157.68          | Equities   |
| ISHARES INC                    MSCI JAPN SMCETF | 2500-12-31      | N/A      | 0.0000% | $123.00            | $11336.69          | Equities   |
| ISHARES INC                    MSCI GBL GOLD MN | 2500-12-31      | N/A      | 0.0000% | $1121.00           | $83884.43          | Equities   |
| INVESCO CURRENCYSHARES JAPANES JAPANESE YEN     | 2500-12-31      | N/A      | 0.0000% | $4440.00           | $260628.00         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2800544.00        | $20163916.80       | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $236212.00         | $996814.64         | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $182.00            | $38935.26          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $16.00             | $451.62            | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $24526.00          | $535034.69         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $1959.00           | $63843.81          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 EX RAT   | 2500-12-31      | N/A      | 0.0000% | $1582.00           | $86045.93          | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $8639.00           | $379430.93         | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $43513.00          | $3694688.83        | Equities   |
| ISHARES TR                     IBONDS DEC 2035  | 2500-12-31      | N/A      | 0.0000% | $10163.00          | $264288.82         | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $259277.00         | $20163972.29       | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $214254.00         | $477786.42         | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $658094.00         | $20164000.16       | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $17111.00          | $362410.98         | Equities   |
| FLEXSHARES TR                  GLB QLT R/E IDX  | 2500-12-31      | N/A      | 0.0000% | $13261.00          | $784918.59         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $11565.00          | $618795.73         | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $10559.00          | $263975.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   NY AMT FRE MUN   | 2500-12-31      | N/A      | 0.0000% | $22963.00          | $512074.90         | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION H | 2500-12-31      | N/A      | 0.0000% | $20417.00          | $478768.44         | Equities   |
| HARBOR ETF TRUST               LONG SHORT EQUIT | 2500-12-31      | N/A      | 0.0000% | $781.00            | $21736.64          | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $18807.00          | $20163736.98       | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $26854.00          | $879135.51         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $9506.00           | $372623.79         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $980.60            | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $242948.00         | $17948998.24       | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $142350.00         | $4885452.00        | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE INTL  | 2500-12-31      | N/A      | 0.0000% | $24165.00          | $632033.16         | Equities   |
| USCF ETF TR                    USCF SUSTAINABLE | 2500-12-31      | N/A      | 0.0000% | $409.00            | $11458.18          | Equities   |
| GRANITESHARES ETF TR           2X LONG NOW DAIL | 2500-12-31      | N/A      | 0.0000% | $612.00            | $8898.48           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SOUTH KOREA | 2500-12-31      | N/A      | 0.0000% | $468.00            | $15144.48          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE LATN AMRC   | 2500-12-31      | N/A      | 0.0000% | $16815.00          | $407595.60         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $1094.00           | $67376.29          | Equities   |
| FIRST TR EXCHANGE TRADED FD II DJ INTL INTRNT   | 2500-12-31      | N/A      | 0.0000% | $7720.00           | $263638.00         | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $11643.00          | $304628.62         | Equities   |
| NOMURA ETF TR                  NATIONAL HIGH YL | 2500-12-31      | N/A      | 0.0000% | $5147.00           | $125102.47         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $837176.00         | $18694140.08       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $404640.00         | $20163211.20       | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $371.00            | $9087.65           | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $1762.00           | $44842.90          | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $348.00            | $9879.72           | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $146.00            | $3678.50           | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29790.00          | $299985.30         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA JAP   | 2500-12-31      | N/A      | 0.0000% | $4344.00           | $202910.85         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $31918.00          | $20163238.96       | Equities   |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $10697.00          | $985193.70         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $839.00            | $30238.99          | Equities   |
| T ROWE PRICE ETF INC           TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $43483.95          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $6650.00           | $898082.50         | Equities   |
| ISHARES TR                     MSCI WORLD SMALL | 2500-12-31      | N/A      | 0.0000% | $3790.00           | $116125.60         | Equities   |
| PIMCO ETF TR                   1-5 US TIP IDX   | 2500-12-31      | N/A      | 0.0000% | $11082.00          | $596765.70         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $827392.00         | $20163543.04       | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $675.00            | $64084.50          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL EX US COR | 2500-12-31      | N/A      | 0.0000% | $47049.00          | $2479759.89        | Equities   |

### Security 623: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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):** $400745024.00
- **C.18.a - Value (excl. sponsor support):** $400745024.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ETF OPPORTUNITIES TRUST        OTG LATIN AMER   | 2500-12-31      | N/A      | 0.0000% | $1487.00           | $14936.92          | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $356.00            | $14060.22          | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL EQ  | 2500-12-31      | N/A      | 0.0000% | $42276.00          | $1197598.76        | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $826784.00         | $20148726.08       | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $156980.00         | $20148383.00       | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $2041.00           | $84352.90          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 31 MUN | 2500-12-31      | N/A      | 0.0000% | $3976.00           | $84032.76          | Equities   |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $1172.00           | $45657.72          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ 100 EX    | 2500-12-31      | N/A      | 0.0000% | $159.00            | $15913.32          | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $18785.00          | $476011.90         | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $3402.00           | $170270.10         | Equities   |
| VANGUARD MALVERN FDS           CORE BD ETF      | 2500-12-31      | N/A      | 0.0000% | $68660.00          | $5360286.20        | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $3780.00           | $84011.63          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $902312.00         | $20148626.96       | Equities   |
| ISHARES TR                     RUS 2000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $28860.00          | $5271279.00        | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $11107.00          | $283894.92         | Equities   |
| PACER FDS TR                   TRENDPILOT INTL  | 2500-12-31      | N/A      | 0.0000% | $5741.00           | $183252.72         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $86186.08          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P500 DOWNSID   | 2500-12-31      | N/A      | 0.0000% | $406.00            | $15285.90          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $19240.00          | $857334.40         | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $11643.00          | $304628.62         | Equities   |
| FIDELITY COVINGTON TRUST       SML MID MLTFCT   | 2500-12-31      | N/A      | 0.0000% | $1963.00           | $87608.69          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $67256.00          | $20148552.48       | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $980.60            | Equities   |
| NORTHERN FDS                   2045 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $75.00             | $7550.20           | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $1317.00           | $371565.21         | Equities   |
| USCF ETF TR                    USCF SUSTAINABLE | 2500-12-31      | N/A      | 0.0000% | $409.00            | $11458.18          | Equities   |
| SPDR INDEX SHS FDS             S&P NORTH AMER   | 2500-12-31      | N/A      | 0.0000% | $8750.00           | $599025.00         | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $10559.00          | $263975.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $11565.00          | $618795.73         | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION H | 2500-12-31      | N/A      | 0.0000% | $8840.00           | $207293.58         | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $10448.00          | $783663.73         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9915.00           | $206826.90         | Equities   |
| COLUMBIA ETF TR I              INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $11516.00          | $429932.59         | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $27923.00          | $566976.52         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $475882.00         | $13562637.00       | Equities   |
| TOUCHSTONE ETF TRUST           STRATEGIC INCOME | 2500-12-31      | N/A      | 0.0000% | $12367.00          | $321109.16         | Equities   |
| CENTRAIS ELET BRAS SA          SPON ADS PFD B1  | 2500-12-31      | N/A      | 0.0000% | $8899.00           | $83828.58          | Equities   |
| FLEXSHARES TR                  GLB QLT R/E IDX  | 2500-12-31      | N/A      | 0.0000% | $11790.00          | $697850.10         | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $112.00            | $18951.52          | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2798432.00        | $20148710.40       | Equities   |
| ISHARES U S ETF TR             INT RATE HGD U S | 2500-12-31      | N/A      | 0.0000% | $658.00            | $17232.89          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2081.00           | $172951.91         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $29328.00          | $20148629.28       | Equities   |
| SPDR INDEX SHS FDS             ASIA PACIF ETF   | 2500-12-31      | N/A      | 0.0000% | $4798.00           | $667281.37         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $14391.00          | $800214.43         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $31894.00          | $20148077.68       | Equities   |
| PROSHARES TR                   UL MSCI JP ETF   | 2500-12-31      | N/A      | 0.0000% | $726.00            | $37912.08          | Equities   |
| KRANESHARES TRUST              QUADRTC INT RT   | 2500-12-31      | N/A      | 0.0000% | $21379.00          | $409407.85         | Equities   |
| PROSHARES TR                   NANOTECH ETF     | 2500-12-31      | N/A      | 0.0000% | $400.00            | $21552.72          | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1661.00           | $28253.61          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1094.00           | $30905.50          | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $4763.00           | $252553.31         | Equities   |
| VANGUARD WORLD FD              CONSUM STP ETF   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $12741.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $584.00            | $17390.70          | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $59638.00          | $20148698.30       | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $64083.00          | $2822657.49        | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $112961.24         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSC 30 MUNI BD | 2500-12-31      | N/A      | 0.0000% | $46777.00          | $1030179.23        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV   | 2500-12-31      | N/A      | 0.0000% | $1788.00           | $44467.56          | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $35667.00          | $934832.07         | Equities   |
| HARTFORD FDS EXCHANGE TRADED T TOTAL RTRN ETF   | 2500-12-31      | N/A      | 0.0000% | $67498.00          | $2309781.56        | Equities   |
| MATTHEWS ASIA FDS              ASIA INNOV ACTIV | 2500-12-31      | N/A      | 0.0000% | $453.00            | $16099.35          | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $449748.00         | $20148710.40       | Equities   |
| UBS AG LONDON BRANCH           ETRACS 2XM ETN   | 2500-12-31      | N/A      | 0.0000% | $3775.00           | $31160.74          | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD DBL LNG  | 2500-12-31      | N/A      | 0.0000% | $6536.00           | $1067263.44        | Equities   |
| DIREXION SHS ETF TR            7 10YR TRES BULL | 2500-12-31      | N/A      | 0.0000% | $2351.00           | $60441.39          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $16.00             | $451.62            | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $35487.00          | $3520487.83        | Equities   |
| EGH ACQUISITION CORP.          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22438.00          | $227521.32         | Equities   |
| VANECK ETF TRUST               EMERGING MRKT HI | 2500-12-31      | N/A      | 0.0000% | $25057.00          | $498634.30         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $25205.00          | $255578.70         | Equities   |
| TIDAL TRUST I                  UNLIMITED HFEQ E | 2500-12-31      | N/A      | 0.0000% | $4082.00           | $85942.02          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLUESTAR | 2500-12-31      | N/A      | 0.0000% | $666.00            | $38976.92          | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $125880.00         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $172748.00         | $1853586.04        | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $1722.00           | $43067.22          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $20439.00          | $1548049.86        | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $20670.00          | $1220356.80        | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $2096.00           | $150094.56         | Equities   |
| PROSHARES TR                   ULTRA 20YR TRE   | 2500-12-31      | N/A      | 0.0000% | $4615.00           | $77739.67          | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $530.00            | $23751.95          | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1538070.00        | $20148717.00       | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $110015.00         | $2391726.10        | Equities   |
| ISHARES TR                     AGENCY BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $484.00            | $53356.16          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $629840.00         | $20148581.60       | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $16139.00          | $879857.93         | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $675000.00         | $20148750.00       | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK INTL    | 2500-12-31      | N/A      | 0.0000% | $158.00            | $4118.03           | Equities   |
| ADVISORS SER TR                SCHARF GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $3894.00           | $161075.31         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $758.00            | $39772.26          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BULL   | 2500-12-31      | N/A      | 0.0000% | $6199.00           | $421160.06         | Equities   |
| TCW ETF TRUST                  CORE PLUS BOND   | 2500-12-31      | N/A      | 0.0000% | $1852.00           | $71033.46          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY US EQT  | 2500-12-31      | N/A      | 0.0000% | $1136.00           | $51196.23          | Equities   |
| PROSHARES TR                   ULSH 20YRTRE NEW | 2500-12-31      | N/A      | 0.0000% | $5133.00           | $333747.66         | Equities   |
| WISDOMTREE TR                  TRUE DEVELOPED I | 2500-12-31      | N/A      | 0.0000% | $21309.00          | $1408951.08        | Equities   |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $24609.00          | $1238078.79        | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $95281.00          | $4986054.73        | Equities   |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $8640.00           | $697680.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST 20 PLUS YEA | 2500-12-31      | N/A      | 0.0000% | $11290.00          | $217928.61         | Equities   |
| ISHARES TR                     MSCI WORLD SMALL | 2500-12-31      | N/A      | 0.0000% | $3790.00           | $116125.60         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $814416.00         | $20148651.84       | Equities   |
| NORTHERN FDS                   2030 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $767.00            | $76650.15          | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29790.00          | $299985.30         | Equities   |
| WISDOMTREE TR                  HEDGED HI YLD BD | 2500-12-31      | N/A      | 0.0000% | $22656.00          | $510224.45         | Equities   |
| PIMCO ETF TR                   BROAD US TIPS    | 2500-12-31      | N/A      | 0.0000% | $10418.00          | $554388.66         | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $109758.00         | $1121726.76        | Equities   |
| TEMA ETF TRUST                 ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $46436.00          | $1356386.27        | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48318.00          | $485112.72         | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $2826.00           | $53694.00          | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $16372.00          | $171742.28         | Equities   |
| GLOBAL X FDS                   GLBX SUPRINC ETF | 2500-12-31      | N/A      | 0.0000% | $4679.00           | $43838.02          | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $1029570.00        | $20148684.90       | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $26249.00          | $742148.48         | Equities   |
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $274999.00         | $2826989.72        | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $41297.00          | $424533.16         | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $3272.00           | $34519.60          | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42881.00          | $434384.53         | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $16716.00          | $714943.32         | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $22525.00          | $2005626.00        | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1569876.00        | $18493139.28       | Equities   |
| NEUBERGER BERMAN ETF TRUST     EMRG MKTS DEBT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2096.80           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $208464.00         | $15401320.32       | Equities   |
| YIREN DIGITAL LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10535.00          | $39295.55          | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $6111.00           | $300508.42         | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $44320.00          | $1261763.81        | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $322.00            | $41435.51          | Equities   |
| BAYVIEW ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $32460.12          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $917.00            | $21378.20          | Equities   |
| GLOBAL X FDS                   LITHIUM BTRY ETF | 2500-12-31      | N/A      | 0.0000% | $11446.00          | $749941.92         | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTERNAT | 2500-12-31      | N/A      | 0.0000% | $1416.00           | $54943.92          | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $9468.00           | $97047.00          | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $3375.00           | $72646.88          | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6890.00           | $70484.70          | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $395.00            | $20198.05          | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3566.00           | $59675.94          | Equities   |
| LISTED FDS TR                  GLACIERSHARES    | 2500-12-31      | N/A      | 0.0000% | $301.00            | $8064.69           | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $5016.00           | $267813.77         | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1507.00           | $36512.35          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $18604.00          | $461379.20         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $82473.85          | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXED INCOM | 2500-12-31      | N/A      | 0.0000% | $209977.00         | $8959718.59        | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $26740.00          | $6033613.60        | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $43400.00          | $139314.00         | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $675.00            | $64084.50          | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $5943584.00        | $20148749.76       | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $76952.00          | $794144.64         | Equities   |
| PROSHARES TR II                PSH ULTRA EURO   | 2500-12-31      | N/A      | 0.0000% | $1251.00           | $16450.27          | Equities   |
| VANGUARD SCOTTSDALE FDS        TOTAL WLD BD ETF | 2500-12-31      | N/A      | 0.0000% | $7486.00           | $515710.54         | Equities   |

### Security 624: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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):** $1449883811.50
- **C.18.a - Value (excl. sponsor support):** $1449883811.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DIRECTV FING LLC / DIRECTV     1LIEN 144A NT 30 | 2030-02-01      | 8.8750%  | 0.0000% | $50000.00          | $52497.46          | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 144A 30  | 2030-06-15      | 6.0000%  | 0.0000% | $256000.00         | $260914.35         | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29 | 2029-08-01      | 9.5000%  | 0.0000% | $10000.00          | $10700.63          | Corporate Debt Securities |
| EVERGLADES RE II LTD           -A-20251 144A 28 | 2028-05-19      | 12.3078% | 0.0000% | $16260000.00       | $17089260.00       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 33 | 2033-04-01      | 4.4000%  | 0.0000% | $342000.00         | $326541.60         | Corporate Debt Securities |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 32   | 2032-01-15      | 5.0000%  | 0.0000% | $419000.00         | $384321.70         | Corporate Debt Securities |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29  | 2029-02-15      | 3.0000%  | 0.0000% | $17000.00          | $16510.63          | Corporate Debt Securities |
| CIVITAS RESOURCES INC          SR 144A NT 31    | 2031-07-01      | 8.7500%  | 0.0000% | $5425000.00        | $5853900.50        | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL 144A 31  | 2031-06-15      | 4.7500%  | 0.0000% | $1530000.00        | $1516683.05        | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32  | 2032-02-01      | 4.2500%  | 0.0000% | $542000.00         | $525408.48         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45 | 2045-01-15      | 4.6000%  | 0.0000% | $90000.00          | $64392.40          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 33    | 2033-01-13      | 8.8750%  | 0.0000% | $20000.00          | $22148.40          | Corporate Debt Securities |
| COMMSCOPE LLC                  SR GLBL 144A 28  | 2028-07-01      | 7.1250%  | 0.0000% | $3700000.00        | $3849461.50        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27  | 2027-07-15      | 5.7500%  | 0.0000% | $1000000.00        | $1026003.89        | Corporate Debt Securities |
| BRIDGE STR RE LTD              -A-20251 144A 28 | 2028-01-07      | 7.6600%  | 0.0000% | $7500000.00        | $7630500.00        | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   SR GLBL 144A 28  | 2028-04-01      | 6.8750%  | 0.0000% | $2538000.00        | $2416651.88        | Corporate Debt Securities |
| CENTURY COMMUNITIES INC        SR GLBL 144A 33  | 2033-09-15      | 6.6250%  | 0.0000% | $428000.00         | $439992.08         | Corporate Debt Securities |
| EMBECTA CORP                   SR SEC 144A NT30 | 2030-02-15      | 5.0000%  | 0.0000% | $400000.00         | $389911.56         | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28  | 2028-01-15      | 4.7500%  | 0.0000% | $81000.00          | $82470.38          | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29  | 2029-06-15      | 5.0000%  | 0.0000% | $6257000.00        | $6072564.50        | Corporate Debt Securities |
| PEDIATRIX MEDICAL GROUP INC    SR GLBL 144A 30  | 2030-02-15      | 5.3750%  | 0.0000% | $17000.00          | $17276.17          | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29 | 2029-12-15      | 11.0000% | 0.0000% | $33750392.00       | $2348314.77        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 10%33    | 2033-02-07      | 10.0000% | 0.0000% | $1317000.00        | $1576412.42        | Corporate Debt Securities |
| PRG WONDER PLAZA PPTYS INC     ZERO NT 27       | 2027-01-22      | 0.0000%  | 0.0000% | $14260000.00       | $13796407.40       | Corporate Debt Securities |
| IRIS ESCROW ISSUER CORP        SR GLBL 144A 28  | 2028-12-15      | 10.0000% | 0.0000% | $56000.00          | $50847.69          | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 29  | 2029-09-15      | 4.8750%  | 0.0000% | $10000.00          | $9992.14           | Corporate Debt Securities |
| INTEGRITY RE LTD               EXT GLBL 144A 31 | 2031-06-06      | 16.9220% | 0.0000% | $1750000.00        | $1855649.54        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34  | 2034-02-01      | 6.2500%  | 0.0000% | $4892000.00        | $5048745.12        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29  | 2029-05-01      | 7.0000%  | 0.0000% | $288000.00         | $303700.80         | Corporate Debt Securities |
| WABASH NATL CORP               SR GLBL 144A 28  | 2028-10-15      | 4.5000%  | 0.0000% | $191000.00         | $180462.53         | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 32   | 2032-03-15      | 6.5000%  | 0.0000% | $4376472.00        | $4250996.12        | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32 | 2032-06-30      | 8.4990%  | 0.0000% | $525000.00         | $541122.75         | Corporate Debt Securities |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 32    | 2032-02-01      | 4.3750%  | 0.0000% | $15000.00          | $14338.34          | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30 | 2030-02-14      | 9.6250%  | 0.0000% | $2227000.00        | $2315058.05        | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR 144A NT 34    | 2034-04-15      | 7.7500%  | 0.0000% | $355000.00         | $363630.44         | Corporate Debt Securities |
| SLM CORP                       SR GLBL NT6.5%30 | 2030-01-31      | 6.5000%  | 0.0000% | $13000.00          | $13805.00          | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29    | 2029-01-15      | 8.2500%  | 0.0000% | $165000.00         | $178277.83         | Corporate Debt Securities |
| GOLDMAN SACHS CAP II           PERP GLBL NT     | 2043-06-01      | 4.8215%  | 0.0000% | $265000.00         | $218945.09         | Corporate Debt Securities |
| MYSTIC RE IV LIMITED           -A VR 144A NT 27 | 2027-01-08      | 15.6334% | 0.0000% | $7900000.00        | $8287100.00        | Corporate Debt Securities |
| NABORS INDS INC                SR 144A NT 30    | 2030-01-31      | 9.1250%  | 0.0000% | $194000.00         | $211128.42         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 36  | 2036-01-15      | 6.0000%  | 0.0000% | $602000.00         | $618340.29         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 31    | 2031-01-01      | 6.1250%  | 0.0000% | $747000.00         | $811566.94         | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       1LIEN GLBL 33    | 2033-02-15      | 7.2500%  | 0.0000% | $1028000.00        | $1047659.36        | Corporate Debt Securities |
| KILIMANJARO II RE LTD          EXTND-B 144A 31  | 2031-01-08      | 10.8800% | 0.0000% | $3300000.00        | $3595306.00        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $360000.00         | $392991.25         | Corporate Debt Securities |
| LGI HOMES INC                  SR GLBL 144A 28  | 2028-12-15      | 8.7500%  | 0.0000% | $300000.00         | $314237.67         | Corporate Debt Securities |
| PAPA JOHNS INTL INC            SR GLBL 144A 29  | 2029-09-15      | 3.8750%  | 0.0000% | $2085000.00        | $1994781.47        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 43   | 2043-03-15      | 4.3750%  | 0.0000% | $287000.00         | $204433.53         | Corporate Debt Securities |
| WILDFIRE INTER HLDGS LLC       SR 144A NT7.5%29 | 2029-10-15      | 7.5000%  | 0.0000% | $210000.00         | $215105.80         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 54    | 2054-10-01      | 6.0500%  | 0.0000% | $11000.00          | $10692.27          | Corporate Debt Securities |
| VICTRA HLDGS LLC / VICTRA FIN  SR SEC GLBL 29   | 2029-09-15      | 8.7500%  | 0.0000% | $100000.00         | $108266.39         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $35000.00          | $35960.32          | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 33  | 2033-04-01      | 6.2500%  | 0.0000% | $135000.00         | $141306.52         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 6.875%28 | 2028-04-14      | 6.8750%  | 0.0000% | $6574000.00        | $6798008.14        | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR GLBL NT 34    | 2034-05-15      | 6.8750%  | 0.0000% | $7094000.00        | $7921406.72        | Corporate Debt Securities |
| PM GENERAL PURCHASER LLC       SR SEC GLBL 28   | 2028-10-01      | 9.5000%  | 0.0000% | $100000.00         | $86666.67          | Corporate Debt Securities |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ 144A 35 | 2035-12-10      | 7.6250%  | 0.0000% | $10000.00          | $10035.16          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31  | 2031-10-15      | 7.7500%  | 0.0000% | $507000.00         | $545552.84         | Corporate Debt Securities |
| WALKER & DUNLOP INC            SR GLBL 144A 33  | 2033-04-01      | 6.6250%  | 0.0000% | $216000.00         | $225182.70         | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81   | 2081-06-04      | 5.1250%  | 0.0000% | $30000.00          | $23577.11          | Corporate Debt Securities |
| PROSPECT CAP CORP              SR GLBL NT 26    | 2026-11-15      | 3.3640%  | 0.0000% | $29000.00          | $28567.56          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-05-15      | 6.1250%  | 0.0000% | $89000.00          | $91335.04          | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-01-31      | 4.2500%  | 0.0000% | $399000.00         | $371736.00         | Corporate Debt Securities |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $21000.00          | $19015.16          | Corporate Debt Securities |
| ONESKY FLIGHT LLC              SR 144A NT 29    | 2029-12-15      | 8.8750%  | 0.0000% | $896000.00         | $962603.66         | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 34  | 2034-03-15      | 6.1250%  | 0.0000% | $15000.00          | $15877.87          | Corporate Debt Securities |
| TRONOX INC                     SR SEC GLBL 30   | 2030-09-30      | 9.1250%  | 0.0000% | $2456000.00        | $2498144.62        | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 27  | 2027-09-30      | 6.7500%  | 0.0000% | $585000.00         | $603500.62         | Corporate Debt Securities |
| GGAM FIN LTD                   SR 144A NT 29    | 2029-04-15      | 6.8750%  | 0.0000% | $924000.00         | $971745.78         | Corporate Debt Securities |
| FOUR LAKES RE LTD              -B-20251 144A 29 | 2029-01-08      | 9.6300%  | 0.0000% | $3750000.00        | $3761165.62        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 46    | 2046-01-31      | 6.1250%  | 0.0000% | $487000.00         | $382831.11         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 6.375%37   | 2037-03-15      | 6.3750%  | 0.0000% | $750000.00         | $723878.12         | Corporate Debt Securities |
| GAP INC                        SR GLBL 144A 31  | 2031-10-01      | 3.8750%  | 0.0000% | $22000.00          | $20545.53          | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP  | 2500-12-31      | 7.6250%  | 0.0000% | $1464000.00        | $1531126.84        | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 30  | 2030-05-15      | 6.8750%  | 0.0000% | $612000.00         | $589328.29         | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR REGS NT 33    | 2033-09-13      | 8.8750%  | 0.0000% | $33485000.00       | $37435843.99       | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL REGS 31  | 2031-06-15      | 5.8750%  | 0.0000% | $20000.00          | $20696.16          | Corporate Debt Securities |
| MAGNERA CORP                   SR SEC GLBL 31   | 2031-11-15      | 7.2500%  | 0.0000% | $691000.00         | $691625.74         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $5000000.00        | $5078087.50        | Corporate Debt Securities |
| PENN ENTERTAINMENT INC         SR GLBL 144A 29  | 2029-07-01      | 4.1250%  | 0.0000% | $791000.00         | $748123.84         | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27  | 2027-10-15      | 5.0000%  | 0.0000% | $3225000.00        | $3147585.67        | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31 | 2031-03-15      | 3.5000%  | 0.0000% | $14999000.00       | $11157239.47       | Corporate Debt Securities |
| LINDBLAD EXPEDITIONS LLC       1LIEN GLBL 30    | 2030-09-15      | 7.0000%  | 0.0000% | $82000.00          | $87634.40          | Corporate Debt Securities |
| LAND O LAKES CAP TR I          JR SB PFD TR 28  | 2028-03-15      | 7.4500%  | 0.0000% | $49000.00          | $50819.67          | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 31    | 2031-08-01      | 8.2500%  | 0.0000% | $75000.00          | $81826.12          | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL REGS 28  | 2028-01-10      | 4.5000%  | 0.0000% | $1060000.00        | $461100.00         | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL REGS 33  | 2033-02-15      | 6.1250%  | 0.0000% | $529000.00         | $558131.37         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 6.875%32 | 2032-04-23      | 6.8750%  | 0.0000% | $1155000.00        | $1144392.61        | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42   | 2042-07-31      | 8.9470%  | 0.0000% | $5622000.00        | $6213638.54        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30    | 2030-10-15      | 4.0000%  | 0.0000% | $60000.00          | $57629.00          | Corporate Debt Securities |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29   | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $55670.89          | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $1150000.00        | $1201093.22        | Corporate Debt Securities |
| TASEKO MINES LTD               SR SEC GLBL 30   | 2030-05-01      | 8.2500%  | 0.0000% | $15000.00          | $16139.10          | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 4.7500%  | 0.0000% | $31000.00          | $30567.60          | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28    | 2028-03-01      | 6.7500%  | 0.0000% | $17567000.00       | $18654792.56       | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 27    | 2027-12-15      | 4.6250%  | 0.0000% | $5000.00           | $5004.28           | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 33    | 2033-05-31      | 6.3750%  | 0.0000% | $10549000.00       | $10883007.71       | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 6.75%39   | 2039-06-15      | 6.7500%  | 0.0000% | $627000.00         | $638530.53         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL REGS 32  | 2032-02-15      | 3.6250%  | 0.0000% | $111000.00         | $104572.48         | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30 | 2030-04-30      | 4.5000%  | 0.0000% | $85000.00          | $83656.15          | Corporate Debt Securities |
| STAPLES INC                    SR SEC REGS NT29 | 2029-09-01      | 10.7500% | 0.0000% | $225000.00         | $231318.75         | Corporate Debt Securities |
| SUTTER RE LIMITED              EXTND-B 144A 30  | 2030-06-07      | 10.3500% | 0.0000% | $17250000.00       | $17539800.00       | Corporate Debt Securities |
| NORTHERN OIL & GAS INC         SR GLBL 144A 28  | 2028-03-01      | 8.1250%  | 0.0000% | $357000.00         | $368742.92         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR NT   6.875%31 | 2031-11-15      | 6.8750%  | 0.0000% | $85000.00          | $93677.20          | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             2LIEN GLBL PIK27 | 2027-10-01      | 8.5000%  | 0.0000% | $383895.00         | $371258.46         | Corporate Debt Securities |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26    | 2026-09-30      | 6.5000%  | 0.0000% | $17810000.00       | $1647781.20        | Corporate Debt Securities |
| MEADOWS LTD                    -C-20251 144A 29 | 2029-12-07      | 11.0578% | 0.0000% | $2250000.00        | $2261475.00        | Corporate Debt Securities |
| HESTIA RE LTD                  -B-20251 144A 28 | 2028-03-13      | 11.9000% | 0.0000% | $7250000.00        | $7541450.00        | Corporate Debt Securities |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28 | 2028-04-30      | 10.5000% | 0.0000% | $972000.00         | $1032348.24        | Corporate Debt Securities |
| HUGHES SATELLITE S             1LIEN GLBL NT 26 | 2026-08-01      | 5.2500%  | 0.0000% | $3629000.00        | $3546385.81        | Corporate Debt Securities |
| HIGHTOWER HOLDING LLC          SR 144A NT 30    | 2030-01-31      | 9.1250%  | 0.0000% | $769000.00         | $844393.40         | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30   | 2030-08-15      | 7.7500%  | 0.0000% | $12730280.00       | $11390644.35       | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 8.5%32     | 2032-03-11      | 8.5000%  | 0.0000% | $7903000.00        | $8632337.14        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38    | 2038-06-04      | 7.7210%  | 0.0000% | $25000.00          | $27837.77          | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29   | 2029-06-01      | 5.0000%  | 0.0000% | $95000.00          | $92659.83          | Corporate Debt Securities |
| HAH GROUP HLDG CO LLC          SR SEC 144A NT31 | 2031-10-01      | 9.7500%  | 0.0000% | $60000.00          | $57429.30          | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 28   | 2028-08-15      | 6.7500%  | 0.0000% | $109000.00         | $113860.31         | Corporate Debt Securities |
| HERBIE RE LTD                  -A-20242 144A 29 | 2029-01-08      | 10.9100% | 0.0000% | $8750000.00        | $9021250.00        | Corporate Debt Securities |
| HILLENBRAND INC                SR GLBL NT 31    | 2031-03-01      | 3.7500%  | 0.0000% | $2805000.00        | $2843905.35        | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29  | 2029-06-01      | 4.8750%  | 0.0000% | $291000.00         | $273991.78         | Corporate Debt Securities |
| HNI CORP 5.125 18JAN29 144A                     | 2029-01-18      | 5.1250%  | 0.0000% | $22000.00          | $22498.52          | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $11000.00          | $10742.81          | Corporate Debt Securities |
| ATKORE INC                     SR GLBL REGS 31  | 2031-06-01      | 4.2500%  | 0.0000% | $865000.00         | $833524.09         | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29   | 2029-04-15      | 12.2500% | 0.0000% | $100000.00         | $110566.11         | Corporate Debt Securities |
| HOLOGIC INC                    SR GLBL 144A 29  | 2029-02-15      | 3.2500%  | 0.0000% | $15079000.00       | $15098569.19       | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30  | 2030-02-01      | 3.7500%  | 0.0000% | $29000.00          | $27813.47          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 31  | 2031-05-01      | 4.0000%  | 0.0000% | $97000.00          | $93616.32          | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 29  | 2029-03-01      | 3.5000%  | 0.0000% | $62000.00          | $60026.33          | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29 | 2029-08-15      | 3.8750%  | 0.0000% | $20000.00          | $19031.98          | Corporate Debt Securities |
| PERRIGO FINANCE UNLIMITED COMP CR SEN SR GLBL30 | 2030-06-15      | 4.9000%  | 0.0000% | $1136000.00        | $1101532.50        | Corporate Debt Securities |
| PHINIA INC                     SR SEC GLBL 29   | 2029-04-15      | 6.7500%  | 0.0000% | $73000.00          | $76666.06          | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33  | 2033-09-15      | 10.0000% | 0.0000% | $80000.00          | $85137.96          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 6%35  | 2035-01-13      | 6.0000%  | 0.0000% | $80000.00          | $80723.47          | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29  | 2029-12-01      | 3.8750%  | 0.0000% | $469000.00         | $446512.17         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $4717000.00        | $4867277.07        | Corporate Debt Securities |
| FXI HOLDINGS INC               SR SEC 144A NT30 | 2030-11-15      | 11.0000% | 0.0000% | $156000.00         | $141136.67         | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 27  | 2027-05-15      | 5.0000%  | 0.0000% | $200000.00         | $201169.78         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52    | 2052-03-15      | 5.1410%  | 0.0000% | $8932000.00        | $6024074.76        | Corporate Debt Securities |
| MATTHEWS INTL CORP             SR SEC GLBL 27   | 2027-10-01      | 8.6250%  | 0.0000% | $7315000.00        | $7699787.29        | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT6.5%32 | 2032-04-15      | 6.5000%  | 0.0000% | $406000.00         | $423848.66         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT2.9%29 | 2029-02-10      | 2.9000%  | 0.0000% | $480000.00         | $457079.20         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $728000.00         | $795251.83         | Corporate Debt Securities |
| LIONGATE RE DAC                EXT VR 144A BD31 | 2031-04-25      | 0.0000%  | 0.0000% | $4870000.00        | $4887532.00        | Corporate Debt Securities |
| LOGISTICS RE LIMITED           EXTND-A 144A 32  | 2032-12-21      | 9.6000%  | 0.0000% | $5000000.00        | $5108000.00        | Corporate Debt Securities |
| MIWD HOLDCO II LLC / MIWD FI   SR 144A NT5.5%30 | 2030-02-01      | 5.5000%  | 0.0000% | $90000.00          | $89274.30          | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 29    | 2029-09-15      | 6.1250%  | 0.0000% | $273000.00         | $285411.87         | Corporate Debt Securities |
| CORELOGIC INC                  SR SEC 144A NT28 | 2028-05-01      | 4.5000%  | 0.0000% | $198000.00         | $195645.78         | Corporate Debt Securities |
| CHOBANI HOLDCO II LLC          SR GLBL PIK 29   | 2029-10-01      | 8.7500%  | 0.0000% | $29164.00          | $31662.04          | Corporate Debt Securities |
| BAYOU RE LTD                   -A-20241 144A 27 | 2027-04-30      | 11.9820% | 0.0000% | $15610000.00       | $16546600.00       | Corporate Debt Securities |
| CENTRAIS ELET BRAS SA          SR GLBL 144A 35  | 2035-01-11      | 6.5000%  | 0.0000% | $450000.00         | $471156.25         | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   1LIEN 144A NT 29 | 2029-04-15      | 6.6250%  | 0.0000% | $60000.00          | $61841.77          | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30  | 2030-06-01      | 9.2500%  | 0.0000% | $1760000.00        | $1648800.27        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT55 | 2055-12-01      | 6.7000%  | 0.0000% | $493000.00         | $485327.55         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34    | 2034-01-15      | 7.6250%  | 0.0000% | $200000.00         | $214004.81         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -A 55 | 2055-03-10      | 7.0000%  | 0.0000% | $2999000.00        | $3213558.46        | Corporate Debt Securities |
| CENTRAL PARENT LLC / CDK GLOBA 1LIEN 144A NT 29 | 2029-06-15      | 8.0000%  | 0.0000% | $60000.00          | $52374.93          | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR 1LIEN GLBL 28    | 2028-07-01      | 3.8750%  | 0.0000% | $200000.00         | $193958.00         | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30  | 2030-03-15      | 6.6250%  | 0.0000% | $70000.00          | $71392.09          | Corporate Debt Securities |
| CONSTELLIUM SE                 SR GLBL 144A 29  | 2029-04-15      | 3.7500%  | 0.0000% | $690000.00         | $669777.82         | Corporate Debt Securities |
| CITIGROUP INC                  PERP -Z NT7.375% | 2500-12-31      | 7.3750%  | 0.0000% | $18000.00          | $19087.08          | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32  | 2032-09-01      | 6.6250%  | 0.0000% | $50000.00          | $52660.67          | Corporate Debt Securities |
| BKV UPSTREAM MIDSTREAM         SR GLBL 144A 30  | 2030-10-15      | 7.5000%  | 0.0000% | $355000.00         | $367386.54         | Corporate Debt Securities |
| ARDAGH GROUP S A / ARDAG       2LIEN PIK 144A30 | 2030-12-01      | 12.0000% | 0.0000% | $499000.00         | $463279.92         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 31    | 2031-09-15      | 3.1250%  | 0.0000% | $43000.00          | $39955.66          | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GLBL 28   | 2028-01-15      | 5.0000%  | 0.0000% | $4201000.00        | $3036972.92        | Corporate Debt Securities |
| AMWINS GROUP INC               SR SEC 144A NT29 | 2029-02-15      | 6.3750%  | 0.0000% | $73000.00          | $76783.10          | Corporate Debt Securities |
| AMSTED INDS INC                SR 144A NT 33    | 2033-03-15      | 6.3750%  | 0.0000% | $21000.00          | $22021.46          | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29  | 2029-03-01      | 5.3750%  | 0.0000% | $153000.00         | $151884.12         | Corporate Debt Securities |
| ARMOR HOLDCO INC               SR 144A NT8.5%29 | 2029-11-15      | 8.5000%  | 0.0000% | $45000.00          | $45809.60          | Corporate Debt Securities |
| AXON ENTERPRISE INC            SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $58000.00          | $61396.64          | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30  | 2030-04-15      | 7.7500%  | 0.0000% | $5000.00           | $5361.43           | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44 | 2044-07-15      | 4.5000%  | 0.0000% | $17000.00          | $13817.26          | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33 | 2033-01-15      | 6.0000%  | 0.0000% | $25000.00          | $26037.42          | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 28    | 2028-07-15      | 2.4500%  | 0.0000% | $1586000.00        | $1502460.97        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61 | 2061-12-01      | 4.4000%  | 0.0000% | $130000.00         | $85902.27          | Corporate Debt Securities |
| CEMEX SA EURO MTN BE 144A      PERP SUB 144A NT | 2500-12-31      | 7.2000%  | 0.0000% | $25000.00          | $26645.00          | Corporate Debt Securities |
| NCL CORP LTD                   SR 144A NT 33    | 2033-09-15      | 6.2500%  | 0.0000% | $360000.00         | $366055.90         | Corporate Debt Securities |
| MONTOYA RE LTD                 GLBL-B 144A 30   | 2030-04-09      | 16.0419% | 0.0000% | $4000000.00        | $3923300.00        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 28    | 2028-02-15      | 5.9500%  | 0.0000% | $34000.00          | $34212.08          | Corporate Debt Securities |
| FULLER H B CO                  SR GLBL NT 4%27  | 2027-02-15      | 4.0000%  | 0.0000% | $583000.00         | $591063.54         | Corporate Debt Securities |
| MASTERBRAND INC                SR GLBL 144A 32  | 2032-07-15      | 7.0000%  | 0.0000% | $869000.00         | $928298.63         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44  | 2044-01-15      | 5.0000%  | 0.0000% | $1921000.00        | $1478719.63        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 3.6250%  | 0.0000% | $504000.00         | $478509.92         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT30 | 2030-12-15      | 6.1250%  | 0.0000% | $1800000.00        | $1851305.50        | Corporate Debt Securities |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30  | 2030-01-27      | 5.0000%  | 0.0000% | $75000.00          | $70548.00          | Corporate Debt Securities |
| VT TOPCO INC                   SR SEC 144A NT30 | 2030-08-15      | 8.5000%  | 0.0000% | $340000.00         | $366095.38         | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30  | 2030-09-17      | 4.8100%  | 0.0000% | $1790000.00        | $1711207.68        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL DEB 28   | 2028-05-15      | 7.1500%  | 0.0000% | $3900000.00        | $4175480.83        | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 144A 33  | 2033-04-01      | 6.6250%  | 0.0000% | $10000.00          | $10086.23          | Corporate Debt Securities |
| LEVI STRAUSS & CO NEW          SR GLBL 144A 31  | 2031-03-01      | 3.5000%  | 0.0000% | $53000.00          | $50002.14          | Corporate Debt Securities |
| KILIMANJARO III RE LTD         EXT GLBL 144A 29 | 2029-04-08      | 8.1900%  | 0.0000% | $6350000.00        | $6402705.00        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL NT 35    | 2035-11-01      | 6.8750%  | 0.0000% | $90000.00          | $91977.15          | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 30    | 2030-07-15      | 7.2500%  | 0.0000% | $234000.00         | $249256.93         | Corporate Debt Securities |
| TOMONI RE PTE LTD              EXTND-B 144A 32  | 2032-04-07      | 7.6600%  | 0.0000% | $14585000.00       | $14940874.00       | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 33  | 2033-01-15      | 6.2500%  | 0.0000% | $2010000.00        | $2083383.98        | Corporate Debt Securities |
| TRIVIUM PACKAGING FIN B V      SR SEC 144A NT30 | 2030-07-15      | 8.2500%  | 0.0000% | $312000.00         | $348411.44         | Corporate Debt Securities |
| ITAU UNIBANCO HLDG S A         FR 6%022730      | 2030-02-27      | 6.0000%  | 0.0000% | $671000.00         | $709918.00         | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 28  | 2028-09-15      | 6.8750%  | 0.0000% | $23000.00          | $24222.98          | Corporate Debt Securities |
| RESIDENTIAL REINS 2024 LTD     EXTND-13 144A 31 | 2031-06-06      | 13.2834% | 0.0000% | $9000000.00        | $6750000.00        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     JR SB 144A NT 54 | 2054-10-15      | 7.9500%  | 0.0000% | $545000.00         | $571897.57         | Corporate Debt Securities |
| WRIGLEY RE LIMITED             EXTND-A 144A 30  | 2030-08-07      | 9.8300%  | 0.0000% | $1745000.00        | $1788450.50        | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INTL INC     SR SEC GLBL 28   | 2028-08-15      | 4.6250%  | 0.0000% | $91000.00          | $92178.65          | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27    | 2027-02-15      | 3.8750%  | 0.0000% | $1034000.00        | $1042095.07        | Corporate Debt Securities |
| QVC INC                        1LIEN GLBL NT 27 | 2027-02-15      | 4.7500%  | 0.0000% | $32000.00          | $13989.26          | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29  | 2029-01-15      | 5.7500%  | 0.0000% | $5945000.00        | $5931706.32        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT | 2500-12-31      | 6.1250%  | 0.0000% | $2620000.00        | $2697360.96        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 33  | 2033-08-01      | 6.3750%  | 0.0000% | $63000.00          | $67691.79          | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 33  | 2033-01-15      | 6.2500%  | 0.0000% | $23000.00          | $23899.29          | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29  | 2029-08-15      | 5.6250%  | 0.0000% | $103000.00         | $102640.53         | Corporate Debt Securities |
| MURPHY OIL CORP                SR GLBL NT 28    | 2028-07-15      | 6.3750%  | 0.0000% | $101000.00         | $104332.58         | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL NT4.6%27 | 2027-04-07      | 4.6000%  | 0.0000% | $5728000.00        | $5828602.77        | Corporate Debt Securities |
| HERENS HOLDCO S A R L          SR SEC GLBL 28   | 2028-05-15      | 4.7500%  | 0.0000% | $1185000.00        | $1037914.84        | Corporate Debt Securities |
| HERBIE RE LTD                  -C-20242 144A 27 | 2027-01-08      | 26.6600% | 0.0000% | $2500000.00        | $2512500.00        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       8.375%27         | 2027-05-01      | 8.3750%  | 0.0000% | $1715918.00        | $1628334.69        | Corporate Debt Securities |
| HUNT COS INC                   SR SEC 144A NT29 | 2029-04-15      | 5.2500%  | 0.0000% | $170000.00         | $168020.07         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34   | 2034-10-15      | 5.7000%  | 0.0000% | $482000.00         | $442665.59         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29  | 2029-04-01      | 5.8750%  | 0.0000% | $71000.00          | $73699.24          | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 26    | 2026-05-15      | 6.2500%  | 0.0000% | $476000.00         | $479196.87         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29 | 2029-02-01      | 9.5000%  | 0.0000% | $280000.00         | $301166.13         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 50    | 2050-05-19      | 4.9500%  | 0.0000% | $314000.00         | $222197.39         | Corporate Debt Securities |
| VOYA FINANCIAL INC             PERP SUB GLBL -A | 2500-12-31      | 7.7580%  | 0.0000% | $5000.00           | $5388.27           | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 40    | 2040-06-22      | 3.8500%  | 0.0000% | $25000.00          | $19328.56          | Corporate Debt Securities |
| VOLTAGRID LLC                  2LIEN 144A NT 30 | 2030-11-01      | 7.3750%  | 0.0000% | $7000.00           | $7024.41           | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 32  | 2032-03-15      | 6.6250%  | 0.0000% | $46000.00          | $47982.46          | Corporate Debt Securities |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30   | 2030-04-08      | 8.3834%  | 0.0000% | $12480000.00       | $13237536.00       | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29    | 2029-02-01      | 3.1250%  | 0.0000% | $7625000.00        | $7391986.35        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.49%27  | 2027-01-23      | 6.4900%  | 0.0000% | $100000.00         | $104192.36         | Corporate Debt Securities |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 30  | 2030-04-08      | 9.6200%  | 0.0000% | $4535000.00        | $4730912.00        | Corporate Debt Securities |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28 | 2028-12-06      | 10.6000% | 0.0000% | $4950000.00        | $5123250.00        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51 | 2051-06-10      | 5.5000%  | 0.0000% | $448000.00         | $369701.05         | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30  | 2030-04-15      | 5.2500%  | 0.0000% | $783000.00         | $735631.11         | Corporate Debt Securities |
| BANCO MACRO S A                FR 8%062329      | 2029-06-23      | 8.0000%  | 0.0000% | $71000.00          | $71607.44          | Corporate Debt Securities |
| DOMTAR CORP                    SR SEC 144A NT28 | 2028-10-01      | 6.7500%  | 0.0000% | $25117000.00       | $21557042.00       | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 44  | 2044-09-17      | 5.8750%  | 0.0000% | $733000.00         | $583137.44         | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 144A 31  | 2031-04-01      | 3.7500%  | 0.0000% | $44000.00          | $41497.06          | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME SR GLBL 144A 30  | 2030-02-01      | 7.0000%  | 0.0000% | $21000.00          | $22136.66          | Corporate Debt Securities |
| TRANSDIGM INC                  2LIEN GLBL 32    | 2032-03-01      | 6.6250%  | 0.0000% | $6517000.00        | $6925442.11        | Corporate Debt Securities |
| VERAISON RE LTD                EXTND-A 144A 33  | 2033-03-08      | 7.1334%  | 0.0000% | $13000000.00       | $13262600.00       | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32   | 2032-02-16      | 6.7000%  | 0.0000% | $200000.00         | $204531.78         | Corporate Debt Securities |
| PURPLE RE LTD                  VAR 144A NT 27   | 2027-06-07      | 12.7860% | 0.0000% | $9370000.00        | $9864736.00        | Corporate Debt Securities |
| KAROON USA FIN INC             SR SEC GLBL 29   | 2029-05-14      | 10.5000% | 0.0000% | $3364000.00        | $3526004.63        | Corporate Debt Securities |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32 | 2032-04-01      | 6.7500%  | 0.0000% | $70000.00          | $72801.05          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31    | 2031-07-15      | 5.2500%  | 0.0000% | $612000.00         | $597206.94         | Corporate Debt Securities |
| INTEGRITY RE LTD               EXT GLBL 144A 31 | 2031-06-06      | 14.1540% | 0.0000% | $714000.00         | $747741.14         | Corporate Debt Securities |
| KIMMERIDGE TEXAS GAS LLC       SR 144A NT8.5%30 | 2030-02-15      | 8.5000%  | 0.0000% | $210000.00         | $225355.43         | Corporate Debt Securities |
| MONA LISA RE LTD               -B-20251 144A 28 | 2028-01-07      | 14.1300% | 0.0000% | $13250000.00       | $13557400.00       | Corporate Debt Securities |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30   | 2030-02-01      | 8.2500%  | 0.0000% | $52036000.00       | $4520627.50        | Corporate Debt Securities |
| MILLROSE PPTYS INC             SR GLBL 144A 32  | 2032-09-15      | 6.2500%  | 0.0000% | $70000.00          | $72020.71          | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 28  | 2028-12-15      | 6.6250%  | 0.0000% | $35000.00          | $36149.21          | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR 144A NT 29    | 2029-10-01      | 5.2500%  | 0.0000% | $88000.00          | $89695.32          | Corporate Debt Securities |
| MERNA RE ENTERPRISE LTD        -A-20254 144A 28 | 2028-07-07      | 11.4100% | 0.0000% | $13250000.00       | $13654125.00       | Corporate Debt Securities |
| MOTION BONDCO DESIGNATED ACTIV SR GLBL 144A 27  | 2027-11-15      | 6.6250%  | 0.0000% | $31100000.00       | $30404953.88       | Corporate Debt Securities |
| V F CORP                       SR GLBL NT2.8%27 | 2027-04-23      | 2.8000%  | 0.0000% | $27000.00          | $26615.76          | Corporate Debt Securities |
| VELOCITY VEH GROUP LLC         SR 144A NT 8%29  | 2029-06-01      | 8.0000%  | 0.0000% | $414000.00         | $395600.46         | Corporate Debt Securities |
| SKYWORKS SOLUTIONS INC         SR GLBL NT1.8%26 | 2026-06-01      | 1.8000%  | 0.0000% | $80000.00          | $79251.20          | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT5.5%27 | 2027-12-15      | 5.5000%  | 0.0000% | $36809000.00       | $36325125.25       | Corporate Debt Securities |
| SOLIS RE LTD                   -A VR 144A BD 28 | 2028-07-07      | 7.1600%  | 0.0000% | $5450000.00        | $5591700.00        | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 28  | 2028-01-15      | 4.7500%  | 0.0000% | $49000.00          | $49957.11          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31 | 2031-06-01      | 8.3750%  | 0.0000% | $469000.00         | $468732.28         | Corporate Debt Securities |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31  | 2031-06-01      | 3.0000%  | 0.0000% | $11000.00          | $10020.45          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30    | 2030-01-15      | 5.0930%  | 0.0000% | $22000.00          | $22398.48          | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32    | 2032-09-15      | 7.5000%  | 0.0000% | $2000000.00        | $2087916.67        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 32  | 2032-02-01      | 7.1250%  | 0.0000% | $10000.00          | $10800.38          | Corporate Debt Securities |
| SAKURA RE LTD                  VAR 144A NT 29   | 2029-04-05      | 6.3800%  | 0.0000% | $1500000.00        | $1499850.00        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29  | 2029-07-15      | 3.1250%  | 0.0000% | $5895000.00        | $5274509.49        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-01      | 5.0000%  | 0.0000% | $68000.00          | $63237.28          | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32 | 2032-09-30      | 7.8750%  | 0.0000% | $915000.00         | $885514.12         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29   | 2029-11-15      | 10.0000% | 0.0000% | $6100000.00        | $6166537.44        | Corporate Debt Securities |
| 3264 RE LTD                    -A-20251 144A 28 | 2028-02-07      | 24.8500% | 0.0000% | $13250000.00       | $14210625.00       | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR GLBL DB7.3%38 | 2038-07-01      | 7.3000%  | 0.0000% | $20000.00          | $22219.20          | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $503000.00         | $529626.03         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46 | 2046-10-01      | 4.1000%  | 0.0000% | $780000.00         | $598490.97         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28 | 2028-02-15      | 7.7500%  | 0.0000% | $15000.00          | $15775.54          | Corporate Debt Securities |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29    | 2029-09-15      | 9.7500%  | 0.0000% | $1332000.00        | $1444431.90        | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 31   | 2031-10-01      | 7.3750%  | 0.0000% | $121000.00         | $128494.44         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP SB O NT5.3% | 2099-12-31      | 5.3000%  | 0.0000% | $46000.00          | $46371.60          | Corporate Debt Securities |
| GOLDEN BEAR RE LTD             SR FL 144A BD 29 | 2029-01-08      | 13.3078% | 0.0000% | $41000000.00       | $41934185.00       | Corporate Debt Securities |
| RACKSPACE FIN LLC              SR SEC GLBL 28   | 2028-05-15      | 3.5000%  | 0.0000% | $2530928.00        | $957253.21         | Corporate Debt Securities |
| VAIL RESORTS INC               SR GLBL 144A 30  | 2030-07-15      | 5.6250%  | 0.0000% | $30000.00          | $31326.86          | Corporate Debt Securities |
| PRIME HEALTHCARE SVCS INC      SR SEC 144A NT29 | 2029-09-01      | 9.3750%  | 0.0000% | $20000.00          | $21644.80          | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 32   | 2032-11-15      | 6.7500%  | 0.0000% | $5000000.00        | $5190175.00        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31  | 2031-09-15      | 4.5000%  | 0.0000% | $187000.00         | $179527.48         | Corporate Debt Securities |
| RB GLOBAL HOLDINGS INC         SR SEC GLBL 28   | 2028-03-15      | 6.7500%  | 0.0000% | $684000.00         | $712067.94         | Corporate Debt Securities |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33 | 2033-12-06      | 13.8834% | 0.0000% | $10500000.00       | $10552500.00       | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         PERP A REGS NT9% | 2500-12-31      | 9.0000%  | 0.0000% | $44000.00          | $35673.00          | Corporate Debt Securities |
| GREENGROVE RE LTD              -A VR 144A BD 28 | 2028-04-07      | 11.3672% | 0.0000% | $7835000.00        | $8142132.00        | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL REGS 31  | 2031-06-15      | 4.7500%  | 0.0000% | $93000.00          | $92190.54          | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL REGS 31  | 2031-02-15      | 4.5000%  | 0.0000% | $11000.00          | $10674.51          | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL REGS 34  | 2034-03-15      | 6.1250%  | 0.0000% | $105000.00         | $111145.10         | Corporate Debt Securities |
| M/I HOMES INC                  SR GLBL NT 28    | 2028-02-01      | 4.9500%  | 0.0000% | $100000.00         | $102001.50         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $1598000.00        | $1632808.44        | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 32  | 2032-02-15      | 5.0000%  | 0.0000% | $6441000.00        | $6302189.29        | Corporate Debt Securities |
| ARMOR RE LTD                   EXTND-A 144A 31  | 2031-05-07      | 13.8300% | 0.0000% | $27000000.00       | $29035800.00       | Corporate Debt Securities |
| CENTRAIS ELET BRAS SA          SR GLBL 144A 30  | 2030-02-04      | 4.6250%  | 0.0000% | $200000.00         | $196949.39         | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 29    | 2029-07-15      | 5.2500%  | 0.0000% | $465000.00         | $445064.67         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT2.5%31 | 2031-03-01      | 2.5000%  | 0.0000% | $21000.00          | $18334.75          | Corporate Debt Securities |
| ASURION LLC / ASURION CO       SR SEC 144A NT32 | 2032-12-31      | 8.0000%  | 0.0000% | $900000.00         | $939084.00         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28    | 2028-07-01      | 6.8750%  | 0.0000% | $871000.00         | $901707.10         | Corporate Debt Securities |
| AMERICAN BLDRS & CONTRACTORS   SR 144A NT 29    | 2029-11-15      | 3.8750%  | 0.0000% | $245000.00         | $237500.89         | Corporate Debt Securities |
| CERDIA FINANZ GMBH             SR SEC 144A NT31 | 2031-10-03      | 9.3750%  | 0.0000% | $999000.00         | $1049480.72        | Corporate Debt Securities |
| CP ATLAS BUYER INC.            SR GLBL 144A 28  | 2028-12-01      | 7.0000%  | 0.0000% | $40000.00          | $37733.33          | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035    | 2035-03-10      | 5.8000%  | 0.0000% | $155000.00         | $160304.44         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 33  | 2033-05-01      | 7.3750%  | 0.0000% | $275000.00         | $289971.46         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 29  | 2029-11-15      | 4.6250%  | 0.0000% | $813000.00         | $740480.17         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 2.3%32  | 2032-02-01      | 2.3000%  | 0.0000% | $100000.00         | $87201.33          | Corporate Debt Securities |
| BROADSTREET PARTNERS INC       SR 144A NT 29    | 2029-04-15      | 5.8750%  | 0.0000% | $95000.00          | $96085.16          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34  | 2034-01-15      | 4.2500%  | 0.0000% | $10566000.00       | $9199575.53        | Corporate Debt Securities |
| CHAMPION IRON CDA INC          SR 144A NT 32    | 2032-07-15      | 7.8750%  | 0.0000% | $100000.00         | $109958.62         | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 35  | 2035-05-15      | 6.7500%  | 0.0000% | $4484000.00        | $4727100.06        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29  | 2029-06-15      | 8.2500%  | 0.0000% | $43000.00          | $45151.15          | Corporate Debt Securities |
| CHOBANI LLC / CHOBANI FIN CORP SR GLBL 144A 29  | 2029-07-01      | 7.6250%  | 0.0000% | $38000.00          | $41116.19          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33  | 2033-06-01      | 4.5000%  | 0.0000% | $326000.00         | $286540.96         | Corporate Debt Securities |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29  | 2029-11-01      | 6.3750%  | 0.0000% | $31437000.00       | $27878803.16       | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 7%31  | 2031-02-15      | 7.0000%  | 0.0000% | $1525000.00        | $1569426.64        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 30  | 2030-01-15      | 5.8750%  | 0.0000% | $973000.00         | $972688.91         | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39  | 2039-09-15      | 7.6000%  | 0.0000% | $50000.00          | $48868.89          | Corporate Debt Securities |
| COMPASS MINERALS INTL INC      SR GLBL 144A 27  | 2027-12-01      | 6.7500%  | 0.0000% | $45000.00          | $45223.43          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30   | 2030-01-15      | 6.8750%  | 0.0000% | $839000.00         | $886606.03         | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31  | 2031-06-15      | 5.8750%  | 0.0000% | $75000.00          | $77610.59          | Corporate Debt Securities |
| CVR PARTNERS LP/CVR NITROGEN   SR SEC GLBL 28   | 2028-06-15      | 6.1250%  | 0.0000% | $90000.00          | $90543.80          | Corporate Debt Securities |
| CARE NEW ENG HEALTH SYS        -2016C NT 5.5%26 | 2026-09-01      | 5.5000%  | 0.0000% | $7000000.00        | $7119443.33        | Corporate Debt Securities |
| CACI INTL INC                  SR GLBL 144A 33  | 2033-06-15      | 6.3750%  | 0.0000% | $399000.00         | $413872.06         | Corporate Debt Securities |
| NATURE COAST RE LTD            -A-20251 144A 29 | 2029-01-15      | 15.1834% | 0.0000% | $1500000.00        | $1582500.00        | Corporate Debt Securities |
| COHERENT CORP                  GLBL 144A NT5%29 | 2029-12-15      | 5.0000%  | 0.0000% | $79000.00          | $78886.42          | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29 | 2029-05-15      | 9.7500%  | 0.0000% | $64000.00          | $65007.89          | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 28    | 2028-11-15      | 5.2500%  | 0.0000% | $999000.00         | $1020007.30        | Corporate Debt Securities |
| ENERSYS                        GLBL 144A NT 32  | 2032-01-15      | 6.6250%  | 0.0000% | $61000.00          | $65401.68          | Corporate Debt Securities |
| ELANCO ANIMAL HEALTH INC       CR SEN SR GLBL28 | 2028-08-28      | 6.6500%  | 0.0000% | $171000.00         | $182872.67         | Corporate Debt Securities |
| ENERFLEX INC                   SR GLBL 144A 31  | 2031-01-15      | 6.8750%  | 0.0000% | $1800000.00        | $1846295.00        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 31    | 2031-08-01      | 2.6250%  | 0.0000% | $220000.00         | $192486.25         | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $85000.00          | $54336.25          | Corporate Debt Securities |
| HERC HLDGS INC                 SR GLBL 144A 29  | 2029-06-15      | 6.6250%  | 0.0000% | $599000.00         | $622944.69         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33    | 2033-11-01      | 8.3750%  | 0.0000% | $274000.00         | $283000.44         | Corporate Debt Securities |
| HYPATIA LIMITED                -A VR 144A NT 28 | 2028-07-05      | 12.1172% | 0.0000% | $5000000.00        | $5209500.00        | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31  | 2031-06-15      | 2.9500%  | 0.0000% | $101000.00         | $85188.56          | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 40  | 2040-02-01      | 5.0000%  | 0.0000% | $589000.00         | $395120.83         | Corporate Debt Securities |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 29  | 2029-04-01      | 5.8750%  | 0.0000% | $26000.00          | $25232.42          | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 32  | 2032-03-01      | 6.8750%  | 0.0000% | $157000.00         | $166976.83         | Corporate Debt Securities |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 30    | 2030-04-01      | 4.6250%  | 0.0000% | $69000.00          | $66679.01          | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR GLBL 144A 28  | 2028-06-01      | 9.3750%  | 0.0000% | $232000.00         | $241925.54         | Corporate Debt Securities |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29   | 2029-06-15      | 4.6250%  | 0.0000% | $113000.00         | $109497.63         | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC GLBL 27   | 2027-10-15      | 4.2500%  | 0.0000% | $95000.00          | $95271.91          | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GLBL NT28 | 2028-03-15      | 8.3000%  | 0.0000% | $1392000.00        | $1502077.81        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31  | 2031-02-01      | 4.2500%  | 0.0000% | $583000.00         | $546071.81         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29  | 2029-06-01      | 5.3750%  | 0.0000% | $398000.00         | $395766.89         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 45 | 2045-10-23      | 6.4840%  | 0.0000% | $2423000.00        | $2325007.96        | Corporate Debt Securities |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829   | 2029-04-08      | 6.2500%  | 0.0000% | $250000.00         | $262896.53         | Corporate Debt Securities |
| CINCINNATI BELL TEL CO MTN BE  SR GLBL DB6.3%28 | 2028-12-01      | 6.3000%  | 0.0000% | $83000.00          | $82813.25          | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 30  | 2030-02-15      | 4.8750%  | 0.0000% | $423000.00         | $403787.87         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.75%48 | 2048-04-01      | 5.7500%  | 0.0000% | $2573000.00        | $2239397.68        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 42 | 2042-03-01      | 3.5000%  | 0.0000% | $1327000.00        | $940148.54         | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28  | 2028-08-15      | 8.2500%  | 0.0000% | $331000.00         | $351318.99         | Corporate Debt Securities |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 32 | 2032-05-15      | 8.6250%  | 0.0000% | $1000000.00        | $1068470.83        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27  | 2027-09-15      | 4.5000%  | 0.0000% | $39000.00          | $39413.60          | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 30    | 2030-03-15      | 6.2500%  | 0.0000% | $136000.00         | $144761.50         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 30    | 2030-05-15      | 5.2500%  | 0.0000% | $320000.00         | $302492.27         | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 29    | 2029-11-15      | 6.9500%  | 0.0000% | $28000.00          | $30101.98          | Corporate Debt Securities |
| EVERGLADES RE II LTD           -C-20251 144A 28 | 2028-05-19      | 14.8672% | 0.0000% | $5250000.00        | $5562375.00        | Corporate Debt Securities |
| MATIV HOLDINGS INC             SR GLBL 144A 29  | 2029-10-01      | 8.0000%  | 0.0000% | $250000.00         | $257670.00         | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33  | 2033-02-15      | 9.7500%  | 0.0000% | $20000.00          | $22986.67          | Corporate Debt Securities |
| TELEFLEX INCORPORATED          SR GLBL 144A 28  | 2028-06-01      | 4.2500%  | 0.0000% | $200000.00         | $198106.33         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 31 | 2031-05-15      | 6.7500%  | 0.0000% | $277000.00         | $290596.54         | Corporate Debt Securities |
| STONEX GROUP INC               SR SEC GLBL 31   | 2031-03-01      | 7.8750%  | 0.0000% | $21000.00          | $22860.81          | Corporate Debt Securities |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32 | 2032-04-07      | 8.9900%  | 0.0000% | $5777000.00        | $5996526.00        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            FR 10%020733     | 2033-02-07      | 10.0000% | 0.0000% | $110000.00         | $131666.94         | Corporate Debt Securities |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32   | 2032-10-15      | 7.2500%  | 0.0000% | $1687000.00        | $1631544.09        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32 | 2032-05-14      | 4.7000%  | 0.0000% | $37000.00          | $33779.38          | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL REGS 31  | 2031-01-12      | 8.5000%  | 0.0000% | $1487000.00        | $632549.97         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           FR 7%121547      | 2047-12-15      | 7.0000%  | 0.0000% | $346000.00         | $305810.95         | Corporate Debt Securities |
| SANDERS RE III LTD ACTING      EXTND-B 144A 30  | 2030-04-08      | 19.4700% | 0.0000% | $11168000.00       | $11433593.65       | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30    | 2030-04-15      | 7.0000%  | 0.0000% | $7089144.00        | $7174552.43        | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP   SR 144A NT 31    | 2031-05-15      | 7.2500%  | 0.0000% | $140000.00         | $135351.14         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33 | 2033-03-01      | 5.5000%  | 0.0000% | $58000.00          | $55013.19          | Corporate Debt Securities |
| ZIGGO B V                      1LIEN GLBL 30    | 2030-01-15      | 4.8750%  | 0.0000% | $300000.00         | $286597.88         | Corporate Debt Securities |
| TRAVEL PLUS LEISURE CO         1LIEN GLBL 26    | 2026-07-31      | 6.6250%  | 0.0000% | $194000.00         | $200530.85         | Corporate Debt Securities |
| VOYAGER PARENT LLC             SR SEC GLBL 32   | 2032-07-01      | 9.2500%  | 0.0000% | $768000.00         | $859406.93         | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 3.4%31   | 2031-06-01      | 3.4000%  | 0.0000% | $2244000.00        | $2043954.88        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33 | 2033-11-01      | 3.8750%  | 0.0000% | $75000.00          | $64547.87          | Corporate Debt Securities |
| WMG ACQUISITION CORP           SR SEC GLBL 31   | 2031-02-15      | 3.0000%  | 0.0000% | $583000.00         | $549526.08         | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29 | 2029-12-15      | 11.0000% | 0.0000% | $8077000.00        | $10500.10          | Corporate Debt Securities |
| REDE D OR FIN S A R L          SR GLBL 144A 35  | 2035-09-09      | 6.4500%  | 0.0000% | $300000.00         | $314516.25         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL REGS 30  | 2030-09-15      | 7.8750%  | 0.0000% | $200000.00         | $197433.50         | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 34  | 2034-03-01      | 6.3750%  | 0.0000% | $10000.00          | $10549.30          | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32  | 2032-08-01      | 7.0000%  | 0.0000% | $4453000.00        | $4510295.27        | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR GLBL NT 28    | 2028-10-01      | 6.1250%  | 0.0000% | $498000.00         | $507791.92         | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT7.2%36 | 2036-07-18      | 7.2000%  | 0.0000% | $222000.00         | $247561.08         | Corporate Debt Securities |
| TORREY PINES RE LTD            -A VR 144A BD 28 | 2028-06-07      | 7.3800%  | 0.0000% | $2650000.00        | $2727115.00        | Corporate Debt Securities |
| TOPANGA RE LIMITED             SR CL B 144A 30  | 2030-01-07      | 9.4100%  | 0.0000% | $3250000.00        | $3264293.68        | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 144A 30  | 2030-07-15      | 9.1250%  | 0.0000% | $3202000.00        | $3575974.92        | Corporate Debt Securities |
| TRANSALTA CORP                 SR NT 6.5%40     | 2040-03-15      | 6.5000%  | 0.0000% | $75000.00          | $76640.87          | Corporate Debt Securities |
| TENET HEALTHCARE CORP          1LIEN GLBL 32    | 2032-11-15      | 5.5000%  | 0.0000% | $4705000.00        | $4800744.14        | Corporate Debt Securities |
| OLIN CORP                      SR GLBL REGS 33  | 2033-04-01      | 6.6250%  | 0.0000% | $287000.00         | $289474.66         | Corporate Debt Securities |
| SCC PWR PLC                    2LIEN GLBL PIK28 | 2028-12-31      | 8.0000%  | 0.0000% | $10373.00          | $6434.72           | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31 | 2031-01-15      | 7.0000%  | 0.0000% | $397000.00         | $424951.89         | Corporate Debt Securities |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29   | 2029-06-15      | 4.6250%  | 0.0000% | $8000.00           | $7752.04           | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL REGS 33  | 2033-05-15      | 6.0000%  | 0.0000% | $434000.00         | $448589.63         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL REGS 29  | 2029-11-15      | 4.6250%  | 0.0000% | $10000.00          | $9108.00           | Corporate Debt Securities |
| OSCAR ACQUISITIONCO LLC & OSC  SR REGS NT9.5%30 | 2030-04-15      | 9.5000%  | 0.0000% | $25000.00          | $11599.39          | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GLBL 28   | 2028-01-15      | 5.0000%  | 0.0000% | $4404000.00        | $3183725.00        | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $140000.00         | $141051.63         | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 29    | 2029-10-01      | 4.8750%  | 0.0000% | $63000.00          | $63678.98          | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL NT3.5%26 | 2026-09-22      | 3.5000%  | 0.0000% | $3275000.00        | $3287264.88        | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     4.5%29           | 2029-05-01      | 4.5000%  | 0.0000% | $169000.00         | $163646.08         | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL REGS 29  | 2029-08-01      | 6.5000%  | 0.0000% | $8000.00           | $8465.31           | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-15      | 5.7500%  | 0.0000% | $45000.00          | $42430.05          | Corporate Debt Securities |
| HYPATIA LIMITED                EXTND 144A 30    | 2030-04-08      | 14.1334% | 0.0000% | $12487000.00       | $13093680.89       | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29   | 2029-05-01      | 9.1250%  | 0.0000% | $4131184.00        | $4131559.25        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 31   | 2031-01-15      | 7.0000%  | 0.0000% | $904969.00         | $768669.61         | Corporate Debt Securities |
| INSULET CORP                   SR GLBL 144A 33  | 2033-04-01      | 6.5000%  | 0.0000% | $1019000.00        | $1078835.68        | Corporate Debt Securities |
| INTEGRITY RE III LTD           -A2-20251 144A28 | 2028-06-06      | 11.5578% | 0.0000% | $1000000.00        | $1043000.00        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            SR GLBL BD5.5%44 | 2044-06-27      | 5.5000%  | 0.0000% | $436000.00         | $328180.83         | Corporate Debt Securities |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL 144A 33  | 2033-06-10      | 8.5000%  | 0.0000% | $2278000.00        | $2351630.02        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 30  | 2030-04-15      | 4.6250%  | 0.0000% | $798000.00         | $785650.06         | Corporate Debt Securities |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30    | 2030-07-15      | 9.2500%  | 0.0000% | $5246000.00        | $5835396.84        | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT 28    | 2028-10-01      | 9.2500%  | 0.0000% | $100000.00         | $107297.81         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31  | 2031-01-28      | 5.9500%  | 0.0000% | $5493000.00        | $5456209.11        | Corporate Debt Securities |
| PERENTI FIN PTY LTD            SR 144A NT7.5%29 | 2029-04-26      | 7.5000%  | 0.0000% | $1576000.00        | $1660636.45        | Corporate Debt Securities |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32  | 2032-06-19      | 4.7500%  | 0.0000% | $1200000.00        | $889741.67         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35    | 2035-05-01      | 7.7500%  | 0.0000% | $255000.00         | $281786.90         | Corporate Debt Securities |
| QORVO INC                      SR GLBL NT 29    | 2029-10-15      | 4.3750%  | 0.0000% | $95000.00          | $94463.83          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29    | 2029-02-01      | 5.7500%  | 0.0000% | $88000.00          | $91698.52          | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL REGS 50  | 2050-01-31      | 5.8750%  | 0.0000% | $3686000.00        | $1369272.21        | Corporate Debt Securities |
| PTC INC                        SR GLBL 144A 28  | 2028-02-15      | 4.0000%  | 0.0000% | $83000.00          | $83009.22          | Corporate Debt Securities |
| PURPLE RE LTD                  -A-20251 144A 28 | 2028-06-07      | 10.8672% | 0.0000% | $20390000.00       | $21509411.00       | Corporate Debt Securities |
| PATTERN ENERGY OPERATIONS / P  SR SEC GLBL 28   | 2028-08-15      | 4.5000%  | 0.0000% | $199000.00         | $199632.82         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL REGS 29  | 2029-06-15      | 5.2500%  | 0.0000% | $66000.00          | $66427.24          | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  1LIEN REGS NT 32 | 2032-02-15      | 6.5000%  | 0.0000% | $30000.00          | $31456.37          | Corporate Debt Securities |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31 | 2031-06-06      | 9.6400%  | 0.0000% | $12035000.00       | $11985656.50       | Corporate Debt Securities |
| POLESTAR RE LTD                SR CL A 144A 28  | 2028-01-07      | 14.1300% | 0.0000% | $28300000.00       | $29417850.00       | Corporate Debt Securities |
| MAGNERA CORP                   SR SEC GLBL 31   | 2031-11-15      | 7.2500%  | 0.0000% | $197000.00         | $197178.39         | Corporate Debt Securities |
| PENN ENTERTAINMENT INC         SR GLBL 144A 27  | 2027-01-15      | 5.6250%  | 0.0000% | $4438000.00        | $4547607.50        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 4%30  | 2030-09-15      | 4.0000%  | 0.0000% | $963000.00         | $913335.95         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 28    | 2028-01-15      | 4.3750%  | 0.0000% | $381000.00         | $380371.46         | Corporate Debt Securities |
| TRANSOCEAN INC                 1LIEN GLBL 30    | 2030-02-15      | 8.7500%  | 0.0000% | $79000.00          | $63823.06          | Corporate Debt Securities |
| URSA RE II LIMITED             -FG-20252 144A28 | 2028-06-07      | 11.3672% | 0.0000% | $9250000.00        | $9268500.00        | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 30    | 2030-08-15      | 3.3750%  | 0.0000% | $318000.00         | $301384.50         | Corporate Debt Securities |
| MBIA INC                       SR GLBL NT5.7%34 | 2034-12-01      | 5.7000%  | 0.0000% | $20000.00          | $18595.00          | Corporate Debt Securities |
| UNITED NAT FOODS INC           SR GLBL 144A 28  | 2028-10-15      | 6.7500%  | 0.0000% | $49000.00          | $49731.57          | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $441000.00         | $424402.48         | Corporate Debt Securities |
| GATEWAY RE LTD                 EXTND-AA 144A 31 | 2031-07-08      | 9.5300%  | 0.0000% | $2800000.00        | $2886800.00        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT6.6%46 | 2046-03-15      | 6.6000%  | 0.0000% | $15000.00          | $15826.25          | Corporate Debt Securities |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32 | 2032-08-15      | 5.7500%  | 0.0000% | $962000.00         | $1004522.54        | Corporate Debt Securities |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31  | 2031-03-01      | 3.8750%  | 0.0000% | $7000.00           | $6737.48           | Corporate Debt Securities |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30  | 2030-08-01      | 8.8750%  | 0.0000% | $499000.00         | $453964.63         | Corporate Debt Securities |
| OUTFRONT MEDIA CAP / OUTFRONT  SR SEC GLBL 31   | 2031-02-15      | 7.3750%  | 0.0000% | $2872000.00        | $3067478.69        | Corporate Debt Securities |
| MCGRAW-HILL ED INC             SR SEC 144A NT31 | 2031-09-01      | 7.3750%  | 0.0000% | $341000.00         | $367783.28         | Corporate Debt Securities |
| MCGRAW-HILL ED INC             SR SEC 144A NT28 | 2028-08-01      | 5.7500%  | 0.0000% | $84000.00          | $86420.74          | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 32  | 2032-06-01      | 6.2500%  | 0.0000% | $10000.00          | $10490.48          | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT5.2%28 | 2028-03-27      | 5.2000%  | 0.0000% | $50000.00          | $51470.67          | Corporate Debt Securities |
| INTEGRITY RE III LTD           -A1-20251 144A27 | 2027-06-06      | 11.6172% | 0.0000% | $500000.00         | $518550.00         | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 33  | 2033-09-15      | 6.1250%  | 0.0000% | $993000.00         | $1026799.93        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30 | 2030-10-15      | 11.0000% | 0.0000% | $127000.00         | $142372.36         | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29 | 2029-03-26      | 6.4000%  | 0.0000% | $1618000.00        | $1724239.68        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34    | 2034-02-15      | 7.2500%  | 0.0000% | $3580000.00        | $3860387.59        | Corporate Debt Securities |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30 | 2029-04-15      | 6.0000%  | 0.0000% | $5100000.00        | $4904216.67        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32    | 2032-03-15      | 6.1250%  | 0.0000% | $66000.00          | $68048.29          | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30   | 2030-11-15      | 7.7500%  | 0.0000% | $499986.00         | $529013.94         | Corporate Debt Securities |
| HIGHTOWER HOLDING LLC          SR GLBL 144A 29  | 2029-04-15      | 6.7500%  | 0.0000% | $53000.00          | $53518.87          | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 27    | 2027-05-15      | 5.2500%  | 0.0000% | $107000.00         | $106252.96         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34 | 2034-12-15      | 4.5000%  | 0.0000% | $37000.00          | $33815.41          | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 27    | 2027-11-01      | 3.9500%  | 0.0000% | $2000000.00        | $1915266.67        | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWE SR GLBL 144A 31  | 2031-07-01      | 4.8750%  | 0.0000% | $432000.00         | $413741.52         | Corporate Debt Securities |
| MEDLINE BOR LLP/ CO-IS INC     1LIEN 144A NT 29 | 2029-04-01      | 6.2500%  | 0.0000% | $620000.00         | $650996.90         | Corporate Debt Securities |
| FOUR LAKES RE LTD              -A-20241 144A 28 | 2028-01-07      | 9.1300%  | 0.0000% | $6050000.00        | $6210930.00        | Corporate Debt Securities |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32  | 2032-01-31      | 4.3750%  | 0.0000% | $841000.00         | $816223.44         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31 | 2031-06-01      | 8.6250%  | 0.0000% | $2268000.00        | $2404143.32        | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 33  | 2033-10-01      | 6.2500%  | 0.0000% | $447000.00         | $459766.44         | Corporate Debt Securities |
| LABL INC                       SR SEC GLBL 31   | 2031-10-01      | 8.6250%  | 0.0000% | $335000.00         | $186826.99         | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL NT7.5%29 | 2029-06-15      | 7.5000%  | 0.0000% | $268000.00         | $274864.37         | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30  | 2030-12-01      | 7.8750%  | 0.0000% | $116000.00         | $124011.25         | Corporate Debt Securities |
| FLOODSMART RE LTD              EXTND-A 144A 30  | 2030-03-11      | 20.7500% | 0.0000% | $10347000.00       | $10579807.50       | Corporate Debt Securities |
| FORD MTR CO                    SR NT 4.75%43    | 2043-01-15      | 4.7500%  | 0.0000% | $1439000.00        | $1175364.81        | Corporate Debt Securities |
| FISH POND RE LTD               SR CL A 144A 27  | 2027-01-08      | 7.6500%  | 0.0000% | $1400000.00        | $1424780.00        | Corporate Debt Securities |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 30   | 2030-06-15      | 6.8750%  | 0.0000% | $178000.00         | $185970.05         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $440000.00         | $460351.22         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28  | 2028-02-15      | 6.5000%  | 0.0000% | $273000.00         | $284917.97         | Corporate Debt Securities |
| ALLY FINL INC                  JR SB GLBL NT 40 | 2040-01-17      | 6.6460%  | 0.0000% | $50000.00          | $51833.31          | Corporate Debt Securities |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29   | 2029-06-01      | 9.0000%  | 0.0000% | $40000.00          | $35694.00          | Corporate Debt Securities |
| ALAMO RE LTD                   EXT GLBL 144A 31 | 2031-06-07      | 10.1400% | 0.0000% | $9000000.00        | $9460800.00        | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 29    | 2029-09-15      | 6.6250%  | 0.0000% | $2016000.00        | $2048935.28        | Corporate Debt Securities |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33  | 2033-02-15      | 7.5000%  | 0.0000% | $8253000.00        | $8751605.00        | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 30   | 2030-10-15      | 6.8750%  | 0.0000% | $494937.00         | $489718.65         | Corporate Debt Securities |
| ACORN RE LIMITED               EXT 1LIEN GLBL28 | 2028-05-05      | 6.7332%  | 0.0000% | $13948000.00       | $14176747.20       | Corporate Debt Securities |
| PLANET FINANCIAL GROUP         SR 144A NT 29    | 2029-12-15      | 10.5000% | 0.0000% | $5475000.00        | $5758203.50        | Corporate Debt Securities |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29 | 2029-10-01      | 7.5000%  | 0.0000% | $11707000.00       | $12506939.31       | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GLBL 29   | 2029-08-15      | 5.7500%  | 0.0000% | $941000.00         | $679997.18         | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 32    | 2032-10-01      | 7.3750%  | 0.0000% | $173000.00         | $182552.63         | Corporate Debt Securities |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30   | 2030-05-21      | 7.0000%  | 0.0000% | $355000.00         | $377271.52         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528   | 2028-09-15      | 7.0500%  | 0.0000% | $287000.00         | $302781.65         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            FR 8.75%060229   | 2029-06-02      | 8.7500%  | 0.0000% | $935965.00         | $1010622.77        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-12-15      | 7.8750%  | 0.0000% | $575000.00         | $613783.75         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928   | 2028-03-09      | 2.7500%  | 0.0000% | $55000.00          | $52726.06          | Corporate Debt Securities |
| HUGHES SATELLITE S             SR GLBL NT 26    | 2026-08-01      | 6.6250%  | 0.0000% | $1096000.00        | $1031132.33        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32    | 2032-07-15      | 7.3750%  | 0.0000% | $21000.00          | $22892.88          | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $585000.00         | $539977.75         | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 46    | 2046-06-15      | 5.2500%  | 0.0000% | $7000.00           | $5790.73           | Corporate Debt Securities |
| NOVELIS CORP                   SR 144A NT 26    | 2026-11-15      | 3.2500%  | 0.0000% | $550000.00         | $545409.03         | Corporate Debt Securities |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32  | 2032-01-12      | 13.8834% | 0.0000% | $5500000.00        | $5686450.00        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $47000.00          | $38264.95          | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL NT 54 | 2054-05-15      | 8.0000%  | 0.0000% | $1662000.00        | $1790925.03        | Corporate Debt Securities |
| ENTEGRIS INC                   SR SEC GLBL 29   | 2029-04-15      | 4.7500%  | 0.0000% | $453000.00         | $458113.36         | Corporate Debt Securities |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29   | 2029-04-15      | 5.2500%  | 0.0000% | $92000.00          | $86357.03          | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 84 | 2084-01-15      | 8.2500%  | 0.0000% | $73000.00          | $80868.85          | Corporate Debt Securities |
| ENERGIZER HLDGS INC            SR GLBL 144A 29  | 2029-03-31      | 4.3750%  | 0.0000% | $265000.00         | $256673.04         | Corporate Debt Securities |
| DELUXE CORP MEDIUM TERM NTS    SR SEC GLBL 29   | 2029-09-15      | 8.1250%  | 0.0000% | $105000.00         | $113235.53         | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR GLBL 144A 29  | 2029-07-01      | 6.8750%  | 0.0000% | $188000.00         | $202225.02         | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30    | 2030-04-15      | 5.8750%  | 0.0000% | $290000.00         | $301997.18         | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32 | 2032-07-01      | 6.7500%  | 0.0000% | $322000.00         | $343278.57         | Corporate Debt Securities |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32 | 2032-03-13      | 10.5000% | 0.0000% | $250000.00         | $262875.00         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27  | 2027-05-01      | 5.1250%  | 0.0000% | $1004000.00        | $1011551.75        | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 32    | 2032-08-01      | 5.7500%  | 0.0000% | $493000.00         | $519076.96         | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 29  | 2029-01-15      | 8.5000%  | 0.0000% | $824000.00         | $871603.40         | Corporate Debt Securities |
| CALPINE CORPORATION            SR SEC 144A NT31 | 2031-03-01      | 3.7500%  | 0.0000% | $625000.00         | $610875.00         | Corporate Debt Securities |
| XPO INC                        SR DEB 6.7%34    | 2034-05-01      | 6.7000%  | 0.0000% | $420000.00         | $450940.00         | Corporate Debt Securities |
| BONANZA RE LTD                 -B-20241 144A 27 | 2027-12-19      | 7.3800%  | 0.0000% | $2905000.00        | $2935212.00        | Corporate Debt Securities |
| BLUEBONNET RE LTD              -A-20251 144A 28 | 2028-06-07      | 9.3500%  | 0.0000% | $10370000.00       | $10909240.00       | Corporate Debt Securities |
| WOLFSPEED INC                  2LIEN GLBL PIK31 | 2031-06-15      | 7.0000%  | 0.0000% | $766416.00         | $615517.21         | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT31 | 2031-03-01      | 7.3750%  | 0.0000% | $219000.00         | $229565.29         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34  | 2034-03-15      | 5.8750%  | 0.0000% | $60000.00          | $61002.54          | Corporate Debt Securities |
| SELECT MEDICAL CORP            SR GLBL 144A 32  | 2032-12-01      | 6.2500%  | 0.0000% | $25000.00          | $24603.46          | Corporate Debt Securities |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31   | 2031-01-31      | 5.8750%  | 0.0000% | $1045000.00        | $1100060.76        | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 31  | 2031-02-15      | 4.5000%  | 0.0000% | $36000.00          | $34934.76          | Corporate Debt Securities |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 31  | 2031-06-01      | 4.5000%  | 0.0000% | $34000.00          | $32883.10          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 30    | 2030-01-15      | 6.0000%  | 0.0000% | $5552000.00        | $5798712.37        | Corporate Debt Securities |
| NUSTAR LOGISTICS L P           SR NT 5.625%27   | 2027-04-28      | 5.6250%  | 0.0000% | $71000.00          | $72636.82          | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30  | 2030-10-01      | 8.0000%  | 0.0000% | $1877000.00        | $2000944.57        | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 32  | 2032-04-15      | 6.5000%  | 0.0000% | $2295000.00        | $2354537.40        | Corporate Debt Securities |
| SANDERS RE III LTD ACTING IN R EXTND-B 144A 29  | 2029-04-09      | 14.4400% | 0.0000% | $16640000.00       | $16714880.00       | Corporate Debt Securities |
| TRAVEL PLUS LEISURE CO         1LIEN GLBL 30    | 2030-03-01      | 4.6250%  | 0.0000% | $86000.00          | $85251.51          | Corporate Debt Securities |
| MONA LISA RE LTD               EXT GLBL 144A 35 | 2035-01-08      | 4.1300%  | 0.0000% | $9500000.00        | $9024971.50        | Corporate Debt Securities |
| GCI LLC                        SR GLBL 144A 28  | 2028-10-15      | 4.7500%  | 0.0000% | $131000.00         | $129222.04         | Corporate Debt Securities |
| MILLICOM INTL CELLULAR S A     SR GLBL 144A 31  | 2031-04-27      | 4.5000%  | 0.0000% | $1177000.00        | $1103361.00        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62 | 2062-06-30      | 3.9500%  | 0.0000% | $85000.00          | $51394.40          | Corporate Debt Securities |
| CARVANA CO                     SR GLBL 144A 28  | 2028-10-01      | 5.8750%  | 0.0000% | $1899000.00        | $1850931.56        | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 144A 27  | 2027-04-15      | 5.2500%  | 0.0000% | $5067000.00        | $5123209.92        | Corporate Debt Securities |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29    | 2029-06-15      | 7.2500%  | 0.0000% | $910000.00         | $773338.22         | Corporate Debt Securities |
| CARVANA CO                     SR GLBL 144A 27  | 2027-04-15      | 5.5000%  | 0.0000% | $12452000.00       | $12347541.56       | Corporate Debt Securities |
| CINEMARK USA INC               SR GLBL 144A 28  | 2028-07-15      | 5.2500%  | 0.0000% | $128000.00         | $131106.35         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52 | 2052-06-01      | 3.9000%  | 0.0000% | $1120000.00        | $728974.40         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL33 | 2033-11-15      | 7.2000%  | 0.0000% | $347000.00         | $370148.37         | Corporate Debt Securities |
| CHAMP ACQUISITION CORP         SR SEC GLBL 31   | 2031-12-01      | 8.3750%  | 0.0000% | $376000.00         | $408429.69         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.834%55 | 2055-10-23      | 6.8340%  | 0.0000% | $704000.00         | $685427.54         | Corporate Debt Securities |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26  | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $659531.25         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 41 | 2041-06-01      | 3.5000%  | 0.0000% | $202000.00         | $144970.69         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 33  | 2033-01-15      | 8.0000%  | 0.0000% | $62000.00          | $62322.95          | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL NT 30    | 2030-10-15      | 4.1250%  | 0.0000% | $79000.00          | $76340.73          | Corporate Debt Securities |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230    | 2030-01-22      | 6.5000%  | 0.0000% | $850000.00         | $918380.61         | Corporate Debt Securities |
| B & G FOODS INC                SR SEC GLBL 28   | 2028-09-15      | 8.0000%  | 0.0000% | $50000.00          | $50437.78          | Corporate Debt Securities |
| ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29  | 2029-09-01      | 4.0000%  | 0.0000% | $3919000.00        | $3709294.31        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31  | 2031-02-15      | 8.0000%  | 0.0000% | $1558000.00        | $1617098.40        | Corporate Debt Securities |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26   | 2026-07-15      | 8.7500%  | 0.0000% | $98000.00          | $90076.43          | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48 | 2048-03-27      | 7.0000%  | 0.0000% | $52000.00          | $54306.08          | Corporate Debt Securities |
| BAYOU RE LTD                   -B-20241 144A 27 | 2027-04-30      | 22.1500% | 0.0000% | $500000.00         | $555250.00         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 30    | 2030-08-15      | 2.8750%  | 0.0000% | $447000.00         | $418285.22         | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL REGS 29  | 2029-12-01      | 3.8750%  | 0.0000% | $49000.00          | $46650.52          | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28  | 2028-02-01      | 6.1250%  | 0.0000% | $177000.00         | $184448.31         | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT7.5%27 | 2027-04-01      | 7.5000%  | 0.0000% | $64000.00          | $67326.72          | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 144A 30  | 2030-10-01      | 5.2500%  | 0.0000% | $2959000.00        | $2818817.38        | Corporate Debt Securities |
| NEW HOME CO INC                SR 144A NT8.5%30 | 2030-11-01      | 8.5000%  | 0.0000% | $2235000.00        | $2338651.85        | Corporate Debt Securities |
| CHORD ENERGY CORPORATION       SR GLBL 144A 33  | 2033-03-15      | 6.7500%  | 0.0000% | $669000.00         | $705062.44         | Corporate Debt Securities |
| NCL CORP LTD                   SR 144A NT 32    | 2032-02-01      | 6.7500%  | 0.0000% | $2033000.00        | $2136596.60        | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 30  | 2030-03-01      | 6.2500%  | 0.0000% | $50000.00          | $51813.49          | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 144A 29  | 2029-04-15      | 5.1250%  | 0.0000% | $88000.00          | $88391.55          | Corporate Debt Securities |
| LAMAR MEDIA CORP               SR GLBL NT 29    | 2029-01-15      | 4.8750%  | 0.0000% | $65000.00          | $65811.47          | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29  | 2029-02-15      | 7.2500%  | 0.0000% | $284000.00         | $303337.24         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28    | 2028-10-15      | 4.7500%  | 0.0000% | $96000.00          | $96724.59          | Corporate Debt Securities |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27    | 2027-10-15      | 6.7500%  | 0.0000% | $25056000.00       | $17139870.00       | Corporate Debt Securities |
| LONG WALK REINS LTD            EXTND-A 144A 31  | 2031-01-30      | 13.8700% | 0.0000% | $3000000.00        | $3015000.00        | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29    | 2029-08-01      | 4.6250%  | 0.0000% | $846000.00         | $724658.92         | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $903000.00         | $860492.78         | Corporate Debt Securities |
| PARK OHIO INDS INC-OHIO        SR SEC GLBL 30   | 2030-08-01      | 8.5000%  | 0.0000% | $449000.00         | $476944.26         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 43    | 2043-03-01      | 5.1500%  | 0.0000% | $499000.00         | $416718.23         | Corporate Debt Securities |
| MAGIC MERGECO INC              1LIEN 144A NT 28 | 2028-05-01      | 5.2500%  | 0.0000% | $110000.00         | $106464.60         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 30    | 2030-06-15      | 6.1250%  | 0.0000% | $90000.00          | $90040.70          | Corporate Debt Securities |
| RLJ LODGING TR                 SR SEC GLBL 26   | 2026-07-01      | 3.7500%  | 0.0000% | $7307000.00        | $7393953.30        | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 31  | 2031-07-15      | 9.8750%  | 0.0000% | $55000.00          | $61612.91          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34 | 2034-06-01      | 6.5500%  | 0.0000% | $196000.00         | $207855.71         | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 31  | 2031-03-15      | 4.0000%  | 0.0000% | $30000.00          | $28815.83          | Corporate Debt Securities |
| CLEAN HARBORS INC              SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $230000.00         | $238645.06         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33    | 2033-04-01      | 7.8750%  | 0.0000% | $6000.00           | $6345.77           | Corporate Debt Securities |
| TITANIA RE LIMITED             EXT GLBL 144A 32 | 2032-07-09      | 19.8834% | 0.0000% | $1000000.00        | $1042500.00        | Corporate Debt Securities |
| ZEBRA TECHNOLOGIES CORPORATION SR GLBL 144A 32  | 2032-06-01      | 6.5000%  | 0.0000% | $305000.00         | $317369.78         | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 32   | 2032-07-15      | 6.8750%  | 0.0000% | $4876152.00        | $4752963.47        | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 28  | 2028-05-01      | 5.5000%  | 0.0000% | $5000.00           | $5051.63           | Corporate Debt Securities |
| 3264 RE LTD                    -B VR 144A NT 29 | 2029-01-08      | 0.0000%  | 0.0000% | $4500000.00        | $4347612.00        | Corporate Debt Securities |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29  | 2029-08-15      | 4.0000%  | 0.0000% | $47000.00          | $44173.00          | Corporate Debt Securities |
| TEGNA INC                      SR GLBL NT 5%29  | 2029-09-15      | 5.0000%  | 0.0000% | $17151000.00       | $17285330.44       | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $5936000.00        | $6141695.59        | Corporate Debt Securities |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL NT 29    | 2029-04-01      | 4.7500%  | 0.0000% | $94000.00          | $93607.55          | Corporate Debt Securities |
| STAPLES INC                    2LIEN GLBL 30    | 2030-01-15      | 12.7500% | 0.0000% | $7674440.00        | $6843924.89        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 31  | 2031-01-15      | 4.1250%  | 0.0000% | $352000.00         | $342114.52         | Corporate Debt Securities |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30   | 2030-04-08      | 7.8834%  | 0.0000% | $6505000.00        | $6811385.50        | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT6.5%32 | 2032-08-15      | 6.5000%  | 0.0000% | $49000.00          | $51715.36          | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31  | 2031-06-01      | 5.0000%  | 0.0000% | $100000.00         | $96467.67          | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29   | 2029-10-31      | 8.6250%  | 0.0000% | $3472000.00        | $3713732.21        | Corporate Debt Securities |
| QNITY ELECTRONICS INC          SR 144A NT 33    | 2033-08-15      | 6.2500%  | 0.0000% | $50000.00          | $52936.06          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $28000.00          | $29477.68          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27 | 2027-01-15      | 3.5000%  | 0.0000% | $117000.00         | $117735.80         | Corporate Debt Securities |
| ORGANON & CO                   SR SEC GLBL 28   | 2028-04-30      | 4.1250%  | 0.0000% | $265000.00         | $259531.73         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $200000.00         | $180297.00         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30  | 2030-02-15      | 4.1250%  | 0.0000% | $100000.00         | $97066.33          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29    | 2029-05-15      | 6.6250%  | 0.0000% | $115000.00         | $120020.36         | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR GLBL 144A 29  | 2029-01-15      | 7.2500%  | 0.0000% | $100000.00         | $105737.06         | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27  | 2027-07-15      | 5.6250%  | 0.0000% | $5439000.00        | $5577191.39        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28  | 2028-11-01      | 4.7500%  | 0.0000% | $60000.00          | $60049.60          | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 28  | 2028-02-15      | 3.8750%  | 0.0000% | $167000.00         | $166295.07         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 34    | 2034-10-01      | 5.5500%  | 0.0000% | $147000.00         | $152016.38         | Corporate Debt Securities |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27  | 2027-08-15      | 5.0000%  | 0.0000% | $2268000.00        | $2310522.48        | Corporate Debt Securities |
| OPAL BIDCO SAS                 SR SEC 144A NT32 | 2032-03-31      | 6.5000%  | 0.0000% | $501000.00         | $520894.71         | Corporate Debt Securities |
| MURPHY OIL CORP                SR GLBL NT 6%32  | 2032-10-01      | 6.0000%  | 0.0000% | $11000.00          | $11128.26          | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29  | 2029-06-01      | 4.0910%  | 0.0000% | $873000.00         | $859159.05         | Corporate Debt Securities |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29   | 2029-12-23      | 9.8750%  | 0.0000% | $200000.00         | $174938.89         | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 4%31  | 2031-05-15      | 4.0000%  | 0.0000% | $37000.00          | $35558.15          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30  | 2030-03-01      | 5.5000%  | 0.0000% | $50000.00          | $45442.17          | Corporate Debt Securities |
| ONEMAIN FIN CORP               6.625%28         | 2028-01-15      | 6.6250%  | 0.0000% | $95000.00          | $100450.02         | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  FR 8.45%062938   | 2038-06-29      | 8.4500%  | 0.0000% | $1469000.00        | $1625808.00        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30  | 2030-08-15      | 5.6250%  | 0.0000% | $220000.00         | $229035.67         | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31    | 2031-10-01      | 3.6250%  | 0.0000% | $96000.00          | $88830.00          | Corporate Debt Securities |
| MATTERHORN RE LTD              GLBL-A 144A 28   | 2028-02-04      | 10.6300% | 0.0000% | $9375000.00        | $9549375.00        | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31 | 2031-05-01      | 5.1250%  | 0.0000% | $135000.00         | $120410.78         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34 | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $59908.47          | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 31  | 2031-09-01      | 7.5000%  | 0.0000% | $32000.00          | $34216.00          | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.5%31 | 2031-03-26      | 6.5000%  | 0.0000% | $2244000.00        | $2442352.15        | Corporate Debt Securities |
| MASCHPARK RE LTD               EXTND AUTOCLL 28 | 2028-07-10      | 7.1000%  | 0.0000% | $5865000.00        | $6009865.50        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 28  | 2028-06-15      | 4.3750%  | 0.0000% | $400000.00         | $393365.78         | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30    | 2030-01-15      | 5.6250%  | 0.0000% | $250000.00         | $240739.38         | Corporate Debt Securities |
| FLAGSTAR BANK NATIONAL ASSOCIA SB GLBL NT5.9%28 | 2028-11-06      | 6.9282%  | 0.0000% | $3000000.00        | $2918054.34        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 33  | 2033-10-01      | 8.3750%  | 0.0000% | $181000.00         | $187985.39         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL REGS 28  | 2028-11-15      | 5.7500%  | 0.0000% | $15000.00          | $14706.11          | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR 144A NT 32    | 2032-07-17      | 7.7500%  | 0.0000% | $3162000.00        | $3465331.54        | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 28  | 2028-07-15      | 4.0000%  | 0.0000% | $263000.00         | $261991.25         | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $1086000.00        | $1143805.37        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33  | 2033-10-01      | 6.2500%  | 0.0000% | $513000.00         | $528020.78         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30 | 2030-01-15      | 6.2500%  | 0.0000% | $2388000.00        | $2480581.43        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR REGS NT 8%33  | 2033-03-01      | 8.0000%  | 0.0000% | $1000000.00        | $1094384.44        | Corporate Debt Securities |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30  | 2030-07-15      | 5.0000%  | 0.0000% | $1509000.00        | $1365534.34        | Corporate Debt Securities |
| WINSTON RE LTD                 EXTND-A 144A 32  | 2032-02-20      | 10.1500% | 0.0000% | $13050000.00       | $13457160.00       | Corporate Debt Securities |
| VERSANT MEDIA GROUP INC        SR SEC 144A NT31 | 2031-01-30      | 7.2500%  | 0.0000% | $250000.00         | $260616.53         | Corporate Debt Securities |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34   | 2034-01-16      | 7.6250%  | 0.0000% | $2622000.00        | $2882065.98        | Corporate Debt Securities |
| WINDSTREAM SVCS LLC            1LIEN GLBL 33    | 2033-10-15      | 7.5000%  | 0.0000% | $42780000.00       | $44539897.90       | Corporate Debt Securities |
| OT MERGER CORPORATION          144A NT 7.875%29 | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $354466.12         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR REGS NT 34    | 2034-02-15      | 7.2500%  | 0.0000% | $200000.00         | $215664.11         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 32    | 2032-04-01      | 5.3750%  | 0.0000% | $50000.00          | $51280.88          | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL REGS 33  | 2033-10-15      | 5.8750%  | 0.0000% | $76000.00          | $78311.55          | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $660000.00         | $631544.10         | Corporate Debt Securities |
| ALAMO RE LTD                   EXTND-A 144A 30  | 2030-06-07      | 12.6800% | 0.0000% | $12533000.00       | $12908990.00       | Corporate Debt Securities |
| AECOM                          SR GLBL 144A 33  | 2033-08-01      | 6.0000%  | 0.0000% | $59000.00          | $62030.24          | Corporate Debt Securities |
| OSAIC HLDGS INC                SR SEC 144A NT32 | 2032-08-01      | 6.7500%  | 0.0000% | $6000.00           | $6445.65           | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 29  | 2029-08-01      | 4.6250%  | 0.0000% | $86000.00          | $85082.45          | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 29  | 2029-06-01      | 5.8750%  | 0.0000% | $1109000.00        | $1131241.92        | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 27    | 2027-10-15      | 5.8750%  | 0.0000% | $659000.00         | $668827.52         | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28    | 2028-06-01      | 4.8750%  | 0.0000% | $95000.00          | $85410.94          | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL NT 27    | 2027-12-01      | 4.7500%  | 0.0000% | $57000.00          | $57152.66          | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26    | 2026-04-20      | 5.5000%  | 0.0000% | $1481000.00        | $249830.99         | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 31    | 2031-10-01      | 5.1250%  | 0.0000% | $93000.00          | $94220.39          | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT 29    | 2029-02-01      | 8.2500%  | 0.0000% | $87000.00          | $93276.62          | Corporate Debt Securities |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 31   | 2031-01-30      | 6.2500%  | 0.0000% | $73000.00          | $75011.76          | Corporate Debt Securities |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27   | 2027-01-15      | 3.7500%  | 0.0000% | $3650000.00        | $3680593.08        | Corporate Debt Securities |
| AVIENT CORPORATION             SR GLBL 144A 31  | 2031-11-01      | 6.2500%  | 0.0000% | $76000.00          | $78830.75          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29  | 2029-02-15      | 5.0000%  | 0.0000% | $3140000.00        | $2477111.11        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.9500%  | 0.0000% | $93000.00          | $96687.50          | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31 | 2031-02-15      | 10.0000% | 0.0000% | $2500000.00        | $2657644.44        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31    | 2031-03-01      | 4.3750%  | 0.0000% | $98000.00          | $87072.35          | Corporate Debt Securities |
| DYCOM INDS INC                 SR GLBL 144A 29  | 2029-04-15      | 4.5000%  | 0.0000% | $269000.00         | $267940.14         | Corporate Debt Securities |
| CITGO PETE CORP                SR SEC 144A NT29 | 2029-01-15      | 8.3750%  | 0.0000% | $245000.00         | $264288.37         | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 28  | 2028-06-01      | 5.5000%  | 0.0000% | $403000.00         | $405326.65         | Corporate Debt Securities |
| CITIGROUP CAP III              TIER I GLBL 36   | 2036-12-01      | 7.6250%  | 0.0000% | $280000.00         | $319164.77         | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28  | 2028-12-15      | 11.2500% | 0.0000% | $50000.00          | $53129.00          | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT31 | 2031-07-15      | 6.7500%  | 0.0000% | $100000.00         | $108579.50         | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29   | 2029-08-15      | 9.5000%  | 0.0000% | $3139000.00        | $2434291.01        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 30    | 2030-04-29      | 6.8750%  | 0.0000% | $69000.00          | $70824.31          | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT 30    | 2030-02-01      | 4.7500%  | 0.0000% | $83000.00          | $84408.65          | Corporate Debt Securities |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GLBL 28   | 2028-05-15      | 6.7500%  | 0.0000% | $5000.00           | $5069.43           | Corporate Debt Securities |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 28 | 2028-05-15      | 9.0000%  | 0.0000% | $4657000.00        | $4894739.85        | Corporate Debt Securities |
| DILLARDS INC                   SR GLBL DEB 26   | 2026-07-15      | 7.7500%  | 0.0000% | $1000000.00        | $1048966.11        | Corporate Debt Securities |
| DIAMOND FGN ASSET CO / DIAMOND 2LIEN GLBL 30    | 2030-10-01      | 8.5000%  | 0.0000% | $508000.00         | $549094.10         | Corporate Debt Securities |
| QVC INC                        1LIEN GLBL NT 34 | 2034-08-15      | 5.4500%  | 0.0000% | $1970000.00        | $833957.91         | Corporate Debt Securities |
| SUPERIOR PLUS LP / SUPERIOR GE SR GLBL 144A 29  | 2029-03-15      | 4.5000%  | 0.0000% | $267000.00         | $263735.92         | Corporate Debt Securities |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL26 | 2026-02-15      | 6.0500%  | 0.0000% | $2805000.00        | $2873205.13        | Corporate Debt Securities |
| ROCKET SOFTWARE INC            SR 144A NT6.5%29 | 2029-02-15      | 6.5000%  | 0.0000% | $84000.00          | $84464.99          | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 29  | 2029-05-15      | 8.2500%  | 0.0000% | $900000.00         | $914114.25         | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 4%31  | 2031-06-15      | 4.0000%  | 0.0000% | $81000.00          | $76757.04          | Corporate Debt Securities |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29 | 2029-02-15      | 9.0000%  | 0.0000% | $75000.00          | $81291.75          | Corporate Debt Securities |
| HERBIE RE LTD                  EXTND-A 144A 31  | 2031-01-08      | 17.1300% | 0.0000% | $2770000.00        | $2948942.00        | Corporate Debt Securities |
| JACOBS ENTMT INC               SR 144A NT 29    | 2029-02-15      | 6.7500%  | 0.0000% | $100000.00         | $100328.00         | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 31  | 2031-05-15      | 8.5000%  | 0.0000% | $31000.00          | $30968.22          | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -A 55 | 2055-10-15      | 6.6250%  | 0.0000% | $68000.00          | $70338.26          | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29  | 2029-08-15      | 4.3750%  | 0.0000% | $499000.00         | $498963.96         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL NT 29 | 2029-01-15      | 4.6250%  | 0.0000% | $500000.00         | $506888.19         | Corporate Debt Securities |
| CIBANCO S A INSTITUCION DE BAN SR GLBL REGS 31  | 2031-07-22      | 4.3750%  | 0.0000% | $300000.00         | $269334.42         | Corporate Debt Securities |
| WRIGLEY RE LIMITED             EXTND-B 144A 30  | 2030-08-07      | 10.3000% | 0.0000% | $3240000.00        | $3320676.00        | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 30  | 2030-07-01      | 4.1250%  | 0.0000% | $50000.00          | $48587.25          | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28    | 2028-02-15      | 4.7500%  | 0.0000% | $35085000.00       | $34493622.83       | Corporate Debt Securities |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 4%33  | 2033-10-15      | 4.0000%  | 0.0000% | $300000.00         | $281197.33         | Corporate Debt Securities |
| SERVICE PPTYS TR               1LIEN 144A NT 31 | 2031-11-15      | 8.6250%  | 0.0000% | $910000.00         | $965164.96         | Corporate Debt Securities |
| NABORS INDUSTRIES LTD          SR GLBL 144A 28  | 2028-01-15      | 7.5000%  | 0.0000% | $5997000.00        | $6203626.63        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32  | 2032-05-15      | 3.8750%  | 0.0000% | $200000.00         | $182408.28         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 33  | 2033-02-01      | 6.0000%  | 0.0000% | $5000.00           | $5220.25           | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT8.5%30 | 2030-05-01      | 8.5000%  | 0.0000% | $623000.00         | $655851.14         | Corporate Debt Securities |
| NATURE COAST RE LTD            EXTND-A 144A 30  | 2030-12-07      | 13.6334% | 0.0000% | $5370000.00        | $5537544.00        | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 29    | 2029-06-01      | 5.1250%  | 0.0000% | $81000.00          | $81895.12          | Corporate Debt Securities |
| NAVIENT CORPORATION            SR GLBL NT 5%27  | 2027-03-15      | 5.0000%  | 0.0000% | $746000.00         | $758415.10         | Corporate Debt Securities |
| NOKIA CORP                     SR NT 6.625%39   | 2039-05-15      | 6.6250%  | 0.0000% | $16000.00          | $17301.78          | Corporate Debt Securities |
| NATURE COAST RE LTD            EXTND-A 144A 32  | 2032-06-07      | 18.9234% | 0.0000% | $1000000.00        | $1151269.49        | Corporate Debt Securities |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 29  | 2029-11-15      | 4.6250%  | 0.0000% | $273000.00         | $269652.94         | Corporate Debt Securities |
| MANITOWOC CO INC               SR SEC GLBL 31   | 2031-10-01      | 9.2500%  | 0.0000% | $150000.00         | $165348.75         | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 39    | 2039-01-08      | 8.1250%  | 0.0000% | $842000.00         | $943292.13         | Corporate Debt Securities |
| MONA LISA RE LTD               EXT GLBL 144A 34 | 2034-01-08      | 4.1300%  | 0.0000% | $9500000.00        | $9448339.00        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30  | 2030-11-15      | 3.8750%  | 0.0000% | $72000.00          | $67010.50          | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32   | 2032-10-15      | 10.0000% | 0.0000% | $232554.00         | $238335.55         | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%29  | 2029-08-15      | 6.0000%  | 0.0000% | $203000.00         | $216837.83         | Corporate Debt Securities |
| PMHC II INC                    SR 144A NT 9%30  | 2030-02-15      | 9.0000%  | 0.0000% | $40000.00          | $14560.00          | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31  | 2031-12-01      | 4.1250%  | 0.0000% | $178000.00         | $166639.60         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28    | 2028-01-15      | 3.8750%  | 0.0000% | $35000.00          | $34900.59          | Corporate Debt Securities |
| OWENS & MINOR INC              SR GLBL 144A 30  | 2030-04-01      | 6.6250%  | 0.0000% | $1026000.00        | $669631.72         | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC 144A NT31 | 2031-11-15      | 8.8750%  | 0.0000% | $2150000.00        | $2324559.10        | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT 31    | 2031-01-15      | 3.3750%  | 0.0000% | $170000.00         | $158506.73         | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29  | 2029-09-01      | 6.7500%  | 0.0000% | $38000.00          | $40064.54          | Corporate Debt Securities |
| AEGEA FIN S A R L S A          SR REGS NT 9%31  | 2031-01-20      | 9.0000%  | 0.0000% | $1085000.00        | $1190223.30        | Corporate Debt Securities |
| STAPLES INC                    2LIEN GLBL 30    | 2030-01-15      | 12.7500% | 0.0000% | $329000.00         | $293396.17         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32    | 2032-05-15      | 6.8750%  | 0.0000% | $373000.00         | $393785.32         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP CO      SR GLBL 144A 27  | 2027-10-15      | 5.5000%  | 0.0000% | $892000.00         | $903507.79         | Corporate Debt Securities |
| PARKLAND CORP                  SR 144A NT 30    | 2030-05-01      | 4.6250%  | 0.0000% | $15000.00          | $14607.45          | Corporate Debt Securities |
| GAP INC                        SR GLBL 144A 29  | 2029-10-01      | 3.6250%  | 0.0000% | $339000.00         | $324556.06         | Corporate Debt Securities |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31 | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $477120.50         | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 30  | 2030-01-01      | 5.6250%  | 0.0000% | $5000.00           | $5158.07           | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 35    | 2035-10-31      | 5.8690%  | 0.0000% | $182000.00         | $182064.00         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32    | 2032-07-15      | 7.2500%  | 0.0000% | $280000.00         | $306196.96         | Corporate Debt Securities |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 28   | 2028-08-01      | 9.2000%  | 0.0000% | $803000.00         | $343951.67         | Corporate Debt Securities |
| AQUILA RE I LTD 2023-1         EXT-B-1 144A 31  | 2031-06-07      | 11.9800% | 0.0000% | $4750000.00        | $5044975.00        | Corporate Debt Securities |
| BAYOU RE LTD                   EXTND-A 144A 30  | 2030-05-26      | 16.0500% | 0.0000% | $8420000.00        | $8824160.00        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          2LIEN GLBL 30    | 2030-10-15      | 14.0000% | 0.0000% | $75000.00          | $77966.67          | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29  | 2029-07-15      | 7.0000%  | 0.0000% | $269000.00         | $288711.72         | Corporate Debt Securities |
| CROWN AMERS LLC                SR GLBL NT 30    | 2030-04-01      | 5.2500%  | 0.0000% | $14000.00          | $14491.47          | Corporate Debt Securities |
| DISH DBS CORPORATION           1LIEN GLBL 26    | 2026-12-01      | 5.2500%  | 0.0000% | $6251000.00        | $6118635.08        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33 | 2033-08-15      | 6.6250%  | 0.0000% | $65000.00          | $65971.87          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29  | 2029-05-30      | 7.2500%  | 0.0000% | $14782000.00       | $11951862.92       | Corporate Debt Securities |
| AVIENT CORPORATION             SR GLBL 144A 30  | 2030-08-01      | 7.1250%  | 0.0000% | $84000.00          | $88786.95          | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU      FR 5.65%011537   | 2037-01-15      | 5.6500%  | 0.0000% | $1900000.00        | $1934467.58        | Corporate Debt Securities |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GLBL 31   | 2031-09-01      | 8.8750%  | 0.0000% | $13000.00          | $14267.15          | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL32 | 2032-07-15      | 6.8790%  | 0.0000% | $5000.00           | $5362.65           | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28    | 2028-03-20      | 3.9500%  | 0.0000% | $1819000.00        | $1721832.56        | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29 | 2029-08-01      | 10.8750% | 0.0000% | $1950000.00        | $2072952.38        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $55000.00          | $44291.04          | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $350000.00         | $315473.38         | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US SR 144A NT 32    | 2032-09-15      | 6.7500%  | 0.0000% | $1098000.00        | $1161524.79        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32 | 2032-06-30      | 8.2500%  | 0.0000% | $10000.00          | $10472.70          | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30   | 2030-11-30      | 6.7500%  | 0.0000% | $12438768.00       | $12813112.72       | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29  | 2029-04-01      | 4.1250%  | 0.0000% | $90000.00          | $86860.12          | Corporate Debt Securities |
| ENTEGRIS INC                   SR GLBL 144A 30  | 2030-06-15      | 5.9500%  | 0.0000% | $57000.00          | $58282.75          | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL NT 27    | 2027-10-01      | 1.7500%  | 0.0000% | $200000.00         | $190069.00         | Corporate Debt Securities |
| ALBERTSONS INC                 SR DEB 7.45%29   | 2029-08-01      | 7.4500%  | 0.0000% | $5821000.00        | $6383027.25        | Corporate Debt Securities |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29    | 2029-08-15      | 11.5000% | 0.0000% | $821000.00         | $892086.29         | Corporate Debt Securities |
| APLD COMPUTECO LLC             1LIEN GLBL 30    | 2030-12-15      | 9.2500%  | 0.0000% | $6489000.00        | $6451654.00        | Corporate Debt Securities |
| AMN HEALTHCARE INC             SR GLBL 144A 31  | 2031-01-15      | 6.5000%  | 0.0000% | $200000.00         | $203047.44         | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR SEC GLBL 29   | 2029-02-15      | 4.2500%  | 0.0000% | $450000.00         | $446011.00         | Corporate Debt Securities |
| AMN HEALTHCARE INC             SR GLBL 144A 29  | 2029-04-15      | 4.0000%  | 0.0000% | $136000.00         | $130949.56         | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 30  | 2030-03-01      | 5.1250%  | 0.0000% | $12000.00          | $11910.64          | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A NT 29    | 2029-01-15      | 8.3750%  | 0.0000% | $4257000.00        | $4345909.22        | Corporate Debt Securities |
| APH SOM/ APH2/APH3             SR 144A NT 29    | 2029-11-01      | 7.8750%  | 0.0000% | $3132000.00        | $3223156.86        | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $210000.00         | $221177.83         | Corporate Debt Securities |
| ADT SECURITY CORPORATION       1LIEN GLBL 33    | 2033-10-15      | 5.8750%  | 0.0000% | $493000.00         | $505651.75         | Corporate Debt Securities |
| ANGI GROUP LLC                 SR GLBL 144A 28  | 2028-08-15      | 3.8750%  | 0.0000% | $358000.00         | $334930.08         | Corporate Debt Securities |
| ACORN RE LIMITED               -A VR 144A NT 28 | 2028-11-07      | 5.9834%  | 0.0000% | $7500000.00        | $7489500.00        | Corporate Debt Securities |
| ATS CORPORATION                GLBL 144A NT 28  | 2028-12-15      | 4.1250%  | 0.0000% | $214000.00         | $208997.39         | Corporate Debt Securities |
| ASP UNIFRAX HLDGS 0.01 30SEP29 144A             | 2029-09-30      | 7.1000%  | 0.0000% | $1641000.00        | $1526930.81        | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32    | 2032-01-15      | 3.7500%  | 0.0000% | $95000.00          | $90758.41          | Corporate Debt Securities |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27    | 2027-05-01      | 7.8750%  | 0.0000% | $50000.00          | $51020.31          | Corporate Debt Securities |
| VITALITY RE XVI 2025           EXTND-C 144A 30  | 2030-01-08      | 7.3800%  | 0.0000% | $6135000.00        | $6150337.50        | Corporate Debt Securities |
| UPC BROADBAND FINCO B V        SR SEC GLBL 31   | 2031-07-15      | 4.8750%  | 0.0000% | $402000.00         | $394970.53         | Corporate Debt Securities |
| TTM TECHNOLOGIES INC           SR GLBL 144A 29  | 2029-03-01      | 4.0000%  | 0.0000% | $200000.00         | $197796.67         | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29  | 2029-02-01      | 3.8750%  | 0.0000% | $50000.00          | $48005.79          | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $7156000.00        | $7572216.81        | Corporate Debt Securities |
| MERNA REINSURANCE II LTD       EXTND-A 144A 30  | 2030-07-07      | 12.0134% | 0.0000% | $2038000.00        | $2105254.00        | Corporate Debt Securities |
| RRD INTER HLDGS INC            SR PIK 144A NT30 | 2030-12-01      | 11.0000% | 0.0000% | $12000.00          | $12560.00          | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 33    | 2033-03-15      | 6.7500%  | 0.0000% | $103000.00         | $110956.24         | Corporate Debt Securities |
| RIVERFRONT RE LTD              -A-20251 144A 29 | 2029-01-08      | 9.1334%  | 0.0000% | $5225000.00        | $5611127.50        | Corporate Debt Securities |
| RESIDENTIAL REINS 2025 LTD     VAR 144A NT 29   | 2029-06-06      | 16.5578% | 0.0000% | $4500000.00        | $4652550.00        | Corporate Debt Securities |

### Security 625: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.110000%
- **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):** $305017211.15
- **C.18.a - Value (excl. sponsor support):** $305017211.15
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BUCKEYE PARTNERS L P           SR 144A NT 30       | 2030-02-01      | 6.7500%  | 0.0000% | $55000.00          | $59146.72          | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $170000.00         | $172910.40         | Corporate Debt Securities |
| ARES CLO LTD 2021-59           E      20340425 FLT | 2034-04-25      | 10.3696% | 0.0000% | $5425000.00        | $5457891.07        | Asset-Backed Securities   |
| BUCKEYE PARTNERS L P           SR NT 5.85%43       | 2043-11-15      | 5.8500%  | 0.0000% | $2084000.00        | $1945716.18        | Corporate Debt Securities |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.1334% | 0.0000% | $16450000.00       | $17346525.00       | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $6133000.00        | $6058744.70        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $140000.00         | $149412.74         | Corporate Debt Securities |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $713000.00         | $680087.92         | Corporate Debt Securities |
| GENMAB AS & GENMAB FIN LLC     SR SEC 144A NT32    | 2032-12-15      | 6.2500%  | 0.0000% | $300000.00         | $309405.33         | Corporate Debt Securities |
| J.P.MORGAN MTG TR 2025-CES7    A-1A   20560425 FLT | 2056-04-25      | 5.0550%  | 0.0000% | $19368000.00       | $19368009.68       | Asset-Backed Securities   |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $63000.00          | $62754.19          | Corporate Debt Securities |
| CONSTELLATION OIL SVCS HLDG SA SR SEC 144A 29      | 2029-11-07      | 9.3750%  | 0.0000% | $350000.00         | $368830.73         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $600000.00         | $600048.67         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL REGS 27     | 2027-09-15      | 4.8750%  | 0.0000% | $16000.00          | $16213.99          | Corporate Debt Securities |
| SOLSTICE ADVANCED MATLS INC    SR 144A NT 33       | 2033-09-30      | 5.6250%  | 0.0000% | $33000.00          | $33768.65          | Corporate Debt Securities |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 6.6000%  | 0.0000% | $9000000.00        | $9092700.00        | Corporate Debt Securities |
| TIKEHAU US CLO LTD 2023-3      SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $1000000.00        | $495951.00         | Asset-Backed Securities   |
| NAVIENT CORPORATION            SR GLBL NT 26       | 2026-06-15      | 6.7500%  | 0.0000% | $119000.00         | $120804.04         | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $548000.00         | $531460.90         | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $325000.00         | $258222.66         | Corporate Debt Securities |
| TOMONI RE PTE LTD              EXTND-A 144A 32     | 2032-04-07      | 6.9100%  | 0.0000% | $11305000.00       | $11449704.00       | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $475000.00         | $401422.16         | Corporate Debt Securities |
| CONNECT FINCO SARL / CONNECT U SR SEC GLBL 29      | 2029-09-15      | 9.0000%  | 0.0000% | $565000.00         | $613454.40         | Corporate Debt Securities |
| AVANTOR FDG INC                SR GLBL 144A 28     | 2028-07-15      | 4.6250%  | 0.0000% | $135000.00         | $137475.41         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 34      | 2034-01-31      | 6.2500%  | 0.0000% | $343000.00         | $363774.37         | Corporate Debt Securities |
| FMC CORP                       SUB GLBL NT 55      | 2055-11-01      | 8.4500%  | 0.0000% | $100000.00         | $80663.33          | Corporate Debt Securities |
| FMC CORP                       GLBL NT 6.375%53    | 2053-05-18      | 6.3750%  | 0.0000% | $300000.00         | $224158.37         | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 30     | 2030-06-15      | 5.8750%  | 0.0000% | $9000.00           | $9104.05           | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51    | 2051-12-15      | 4.1250%  | 0.0000% | $77000.00          | $76067.79          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $100000.00         | $96922.00          | Corporate Debt Securities |
| INTEGRITY RE III LTD           CL B-2 144A 28      | 2028-06-06      | 13.3672% | 0.0000% | $1000000.00        | $1049000.00        | Corporate Debt Securities |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 17.9600% | 0.0000% | $27800000.00       | $29648700.00       | Corporate Debt Securities |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 29     | 2029-04-09      | 6.9700%  | 0.0000% | $17265000.00       | $17334060.00       | Corporate Debt Securities |
| SWF HLDGS I CORP               144A NT 6.5%29      | 2029-10-06      | 6.5000%  | 0.0000% | $85000.00          | $37931.25          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR NT 4.875%30      | 2030-01-15      | 4.8750%  | 0.0000% | $27000.00          | $27691.72          | Corporate Debt Securities |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.3934% | 0.0000% | $11780000.00       | $12020785.82       | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR GLBL 144A 32     | 2032-01-15      | 7.0000%  | 0.0000% | $10000.00          | $10749.88          | Corporate Debt Securities |
| BEACON ROOFING SUPPLY          1LIEN GLBL 32       | 2032-04-30      | 6.7500%  | 0.0000% | $37000.00          | $39043.51          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-11-15      | 5.3750%  | 0.0000% | $46000.00          | $46292.47          | Corporate Debt Securities |
| SILGAN HLDGS INC               SR GLBL NT 28       | 2028-02-01      | 4.1250%  | 0.0000% | $78000.00          | $77589.13          | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 33     | 2033-11-15      | 5.3750%  | 0.0000% | $5865000.00        | $5891328.96        | Corporate Debt Securities |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $49000.00          | $48378.35          | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $102000.00         | $99645.19          | Corporate Debt Securities |
| IRON MOUNTAIN INFORMATION MANA SR GLBL 144A 32     | 2032-07-15      | 5.0000%  | 0.0000% | $74000.00          | $70775.74          | Corporate Debt Securities |
| METHANEX CORP                  GLBL NT 5.125%27    | 2027-10-15      | 5.1250%  | 0.0000% | $250000.00         | $254044.86         | Corporate Debt Securities |
| CAPSTONE COPPER CORP           SR 144A NT 33       | 2033-03-31      | 6.7500%  | 0.0000% | $100000.00         | $105451.50         | Corporate Debt Securities |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $421000.00         | $97495.97          | Corporate Debt Securities |
| DCLI BIDCO LLC                 SR SEC GLBL 29      | 2029-11-15      | 7.7500%  | 0.0000% | $55000.00          | $57144.05          | Corporate Debt Securities |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 10.8020% | 0.0000% | $12928000.00       | $13147776.00       | Corporate Debt Securities |
| CBAM 2017-1R2  LTD             E-R2   20380120 FLT | 2038-01-20      | 10.8144% | 0.0000% | $3000000.00        | $3095066.64        | Asset-Backed Securities   |
| CARNIVAL CORP                  SR GLBL DEB 28      | 2028-01-15      | 6.6500%  | 0.0000% | $26000.00          | $27694.14          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $87000.00          | $78505.44          | Corporate Debt Securities |
| CABLE ONDA S.A.                SR GLBL 144A 30     | 2030-01-30      | 4.5000%  | 0.0000% | $1228000.00        | $1192166.96        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 34       | 2034-02-15      | 7.3750%  | 0.0000% | $1990000.00        | $2034333.33        | Corporate Debt Securities |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28    | 2028-06-30      | 13.5000% | 0.0000% | $460000.00         | $490971.80         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $196000.00         | $211536.27         | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 4%50     | 2050-06-22      | 4.0000%  | 0.0000% | $9311000.00        | $6248239.66        | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $10806000.00       | $7808766.79        | Corporate Debt Securities |
| SANDERS RE II LTD ACTING       -A VR 144A BD 28    | 2028-06-07      | 10.6300% | 0.0000% | $2250000.00        | $2362725.00        | Corporate Debt Securities |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.1900%  | 0.0000% | $5300000.00        | $5575600.00        | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT2.7%30    | 2030-06-22      | 2.7000%  | 0.0000% | $96000.00          | $87944.16          | Corporate Debt Securities |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 30    | 2030-01-15      | 4.3750%  | 0.0000% | $36000.00          | $36018.85          | Corporate Debt Securities |
| 3264 RE LTD                    SR FL 144A BD 29    | 2029-01-08      | 10.1334% | 0.0000% | $8500000.00        | $8209334.00        | Corporate Debt Securities |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $591000.00         | $615830.21         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $2274000.00        | $2296686.94        | Corporate Debt Securities |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL REGS 28     | 2028-02-15      | 4.7500%  | 0.0000% | $342000.00         | $346085.00         | Corporate Debt Securities |
| RUMO LUXEMBOURG S A R L        SR GLBL REGS 28     | 2028-01-10      | 5.2500%  | 0.0000% | $720000.00         | $736518.00         | Corporate Debt Securities |
| VITALITY RE XVI 2025           EXTND-B 144A 30     | 2030-01-08      | 5.8800%  | 0.0000% | $1750000.00        | $1750875.00        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30       | 2030-09-10      | 5.1250%  | 0.0000% | $5881000.00        | $5873117.83        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 33     | 2033-10-15      | 5.8750%  | 0.0000% | $25000.00          | $25760.38          | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB GLBL 82       | 2082-03-07      | 5.6000%  | 0.0000% | $55000.00          | $55258.93          | Corporate Debt Securities |
| VMC FINANCE 2019-FL3           D      20360917 FLT | 2036-09-17      | 7.0146%  | 0.0000% | $5091500.00        | $3365263.53        | Asset-Backed Securities   |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $4854000.00        | $4906851.97        | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL NT4.7%28    | 2028-04-07      | 4.7000%  | 0.0000% | $1056000.00        | $1080073.28        | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32     | 2032-06-15      | 7.0000%  | 0.0000% | $126000.00         | $132849.50         | Corporate Debt Securities |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 31     | 2031-01-15      | 9.2500%  | 0.0000% | $400000.00         | $416457.78         | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL PERP GLBL D NT7%    | 2500-12-31      | 7.0000%  | 0.0000% | $3246000.00        | $3345753.19        | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $97613.00          | $76626.21          | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 33     | 2033-12-01      | 5.8750%  | 0.0000% | $3248000.00        | $3321819.82        | Corporate Debt Securities |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 7.6334%  | 0.0000% | $5470000.00        | $5566272.00        | Corporate Debt Securities |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $100000.00         | $102415.50         | Corporate Debt Securities |
| CWABS INC 2006-17              2-A-3  20341225 FLT | 2034-12-25      | 4.3262%  | 0.0000% | $6000000.00        | $4545664.31        | Asset-Backed Securities   |
| PROSPECT CAP CORP              SR GLBL NT 28       | 2028-10-15      | 3.4370%  | 0.0000% | $99000.00          | $88283.83          | Corporate Debt Securities |
| SOUTH JERSEY INDS INC          JR SB A NT3.7%31    | 2031-04-15      | 5.0200%  | 0.0000% | $45000.00          | $39721.55          | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 31       | 2031-03-15      | 3.6250%  | 0.0000% | $743000.00         | $710905.08         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-01-31      | 4.6250%  | 0.0000% | $110000.00         | $109105.98         | Corporate Debt Securities |
| MAYFLOWER RE LTD               EXTND-A 144A 32     | 2032-07-07      | 7.1172%  | 0.0000% | $8810000.00        | $9119231.00        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28     | 2028-08-01      | 4.0000%  | 0.0000% | $50000.00          | $50045.78          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.3%49    | 2049-05-15      | 5.3000%  | 0.0000% | $75000.00          | $50382.92          | Corporate Debt Securities |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 29     | 2029-04-03      | 5.7500%  | 0.0000% | $485000.00         | $499674.08         | Corporate Debt Securities |
| MONTOYA RE LTD                 GLBL-A 144A 30      | 2030-04-09      | 8.8078%  | 0.0000% | $5000000.00        | $4905375.00        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $415000.00         | $447159.27         | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 28      | 2028-01-15      | 3.7500%  | 0.0000% | $138000.00         | $138294.17         | Corporate Debt Securities |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 8.7700%  | 0.0000% | $19810000.00       | $20513255.00       | Corporate Debt Securities |
| FOUR LAKES RE LTD              EXTND-B 144A 31     | 2031-01-07      | 12.5500% | 0.0000% | $250000.00         | $255675.00         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-05-17      | 5.8500%  | 0.0000% | $746000.00         | $762859.60         | Corporate Debt Securities |
| ENERGUATE TRUST                1LIEN REGS NT 35    | 2035-09-15      | 6.3500%  | 0.0000% | $525000.00         | $533393.15         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $570000.00         | $639157.39         | Corporate Debt Securities |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $35000.00          | $36041.95          | Corporate Debt Securities |
| TEREX CORP NEW                 SR SEC GLBL 32      | 2032-10-15      | 6.2500%  | 0.0000% | $235000.00         | $244201.29         | Corporate Debt Securities |
| OCTAGON INVSTMNT LTD 2014-21R2 E-RR   20310214 FLT | 2031-02-14      | 13.6147% | 0.0000% | $1750000.00        | $1497185.81        | Asset-Backed Securities   |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $445000.00         | $408787.38         | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $450000.00         | $444698.00         | Corporate Debt Securities |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $135330.98         | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31     | 2031-03-18      | 4.3750%  | 0.0000% | $427000.00         | $402210.87         | Corporate Debt Securities |
| TERMOCANDELARIA PWR S A        SR REGS NT 31       | 2031-09-17      | 7.7500%  | 0.0000% | $400000.00         | $421509.44         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         GLBL NT 5.95%28     | 2028-03-09      | 5.9500%  | 0.0000% | $346000.00         | $359719.28         | Corporate Debt Securities |
| ADIENT GLOBAL HLDGS LTD        SR SEC 144A NT28    | 2028-04-15      | 7.0000%  | 0.0000% | $1303000.00        | $1355827.96        | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR 144A NT 6%35     | 2035-12-15      | 6.0000%  | 0.0000% | $655000.00         | $675366.13         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 29       | 2029-10-01      | 4.5500%  | 0.0000% | $60000.00          | $57905.10          | Corporate Debt Securities |
| URSA RE LTD                    EXTND-E 144A 30     | 2030-12-07      | 12.9100% | 0.0000% | $1500000.00        | $1558500.00        | Corporate Debt Securities |
| GLS AUTO REC ISSUER TR 2023-2  E      20300115 9.3 | 2030-01-15      | 9.3700%  | 0.0000% | $5410000.00        | $5793685.02        | Asset-Backed Securities   |
| TRANSALTA CORP                 SR GLBL NT 34       | 2034-02-01      | 5.8750%  | 0.0000% | $489000.00         | $491591.09         | Corporate Debt Securities |
| BRF SA                         SR GLBL REGS 30     | 2030-01-24      | 4.8750%  | 0.0000% | $4785000.00        | $4736982.53        | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $528869.00         | $532504.97         | Corporate Debt Securities |
| MERCER INTL INC                SR GLBL NT 29       | 2029-02-01      | 5.1250%  | 0.0000% | $316000.00         | $208858.36         | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $140000.00         | $133160.53         | Corporate Debt Securities |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 6.3800%  | 0.0000% | $9325000.00        | $9369760.00        | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 8.5000%  | 0.0000% | $201000.00         | $43429.96          | Corporate Debt Securities |
| UPC BROADBAND FINCO B V        SR SEC GLBL 31      | 2031-07-15      | 4.8750%  | 0.0000% | $400000.00         | $393005.50         | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 26     | 2026-07-15      | 3.6250%  | 0.0000% | $5748000.00        | $5797693.06        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $5495000.00        | $4963768.59        | Corporate Debt Securities |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.2700%  | 0.0000% | $18745000.00       | $19050543.50       | Corporate Debt Securities |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.3500% | 0.0000% | $3587000.00        | $3659816.10        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $213000.00         | $199899.79         | Corporate Debt Securities |
| BANCO BBVA PERU                LW TIER II 34       | 2034-06-07      | 6.2000%  | 0.0000% | $1200000.00        | $1246633.33        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $23000.00          | $15287.81          | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR GLBL 144A 33     | 2033-11-15      | 5.7500%  | 0.0000% | $752000.00         | $773229.17         | Corporate Debt Securities |
| AMC ENTMT HLDGS INC            1LIEN GLBL 29       | 2029-02-15      | 7.5000%  | 0.0000% | $56000.00          | $50592.83          | Corporate Debt Securities |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 9.3832%  | 0.0000% | $4550000.00        | $4716178.01        | Corporate Debt Securities |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 7.6200%  | 0.0000% | $11045000.00       | $11299035.00       | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $495000.00         | $479303.55         | Corporate Debt Securities |

### Security 626: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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):** $500470360.00
- **C.18.a - Value (excl. sponsor support):** $500470360.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $760242.00         | $4181331.00        | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $76952.00          | $794144.64         | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $109758.00         | $1121726.76        | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $252.00            | $10116.16          | Equities   |
| ADVISOR MANAGED PORTFOLIOS     MILLER VALUE PAR | 2500-12-31      | N/A      | 0.0000% | $371.00            | $13668.60          | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1544.18           | Equities   |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $78010.00          | $3682072.00        | Equities   |
| AB ACTIVE ETFS INC             EMERGING MKTS OP | 2500-12-31      | N/A      | 0.0000% | $1181.00           | $48239.13          | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $44320.00          | $1261763.81        | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $281410.00         | $561412.95         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $472456.00         | $562222.64         | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $48374.00          | $9607560.14        | Equities   |
| COHEN & STEERS ETF TRUST       NATURAL RES ACTI | 2500-12-31      | N/A      | 0.0000% | $664.00            | $20585.33          | Equities   |
| BARCLAYS PLC                   ADR              | 2500-12-31      | N/A      | 0.0000% | $6538.00           | $167307.42         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1017136.00        | $25163944.64       | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD SHORT    | 2500-12-31      | N/A      | 0.0000% | $2605.00           | $13975.83          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI E | 2500-12-31      | N/A      | 0.0000% | $22756.00          | $814164.17         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG ONE YR | 2500-12-31      | N/A      | 0.0000% | $26481.00          | $1311603.93        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $951.00            | $47183.87          | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $70.00             | $11303.50          | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $283.00            | $9888.02           | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1941.00           | $47027.52          | Equities   |
| GRANITESHARES ETF TR           2X LONG PDD DAIL | 2500-12-31      | N/A      | 0.0000% | $2919.00           | $83385.03          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $82473.85          | Equities   |
| GUINNESS ATKINSON FDS          DIVIDEND BUILDER | 2500-12-31      | N/A      | 0.0000% | $919.00            | $28564.08          | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1193534.00        | $3497054.62        | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $8935.00           | $200009.98         | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $73044.00          | $966372.12         | Equities   |
| NUSHARES ETF TR                NUVEEN CORE PLUS | 2500-12-31      | N/A      | 0.0000% | $2748.00           | $69510.66          | Equities   |
| T ROWE PRICE ETF INC           GLOBAL EQUITY ET | 2500-12-31      | N/A      | 0.0000% | $989.00            | $25963.72          | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1601.54           | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $5930.00           | $62087.10          | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $117138.00         | $2798426.82        | Equities   |
| UBS AG LONDON BRANCH           ETRACS UBS BLOOM | 2500-12-31      | N/A      | 0.0000% | $825.00            | $23320.36          | Equities   |
| GLOBAL X FDS                   HEALTHTECH ETF   | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $41972.80          | Equities   |
| HARTFORD FDS EXCHANGE TRADED T MUN OPORTUNITE   | 2500-12-31      | N/A      | 0.0000% | $52158.00          | $2039377.80        | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $6602.00           | $333070.90         | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $4380.00           | $45464.40          | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2764.00           | $63941.27          | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $457520.00         | $8953666.40        | Equities   |
| COLUMBIA ETF TR I              MULTI SEC MUNI   | 2500-12-31      | N/A      | 0.0000% | $5050.00           | $103878.50         | Equities   |
| ENEL CHILE S.A.                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $6163.00           | $24775.26          | Equities   |
| EA SERIES TRUST                INTELLIGENT ALPH | 2500-12-31      | N/A      | 0.0000% | $1129.00           | $34063.28          | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $1130.00           | $38556.05          | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $10592.00          | $42368.00          | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $527210.00         | $25163733.30       | Equities   |
| BELITE BIO INC                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $122555.00         | $19709295.10       | Equities   |
| ADVISORS SER TR                SCHARF GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $3894.00           | $161075.31         | Equities   |
| COHEN CIRCLE ACQUISIT CORP II  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $100048.00         | $1026492.48        | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $63555.00          | $639363.30         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $340604.00         | $25163823.52       | Equities   |
| NEUBERGER BERMAN ETF TRUST     EMRG MKTS DEBT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2096.80           | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $558522.00         | $10639844.10       | Equities   |
| NEUBERGER BERMAN ETF TRUST     OPT STRATEGY ETF | 2500-12-31      | N/A      | 0.0000% | $634.00            | $17352.58          | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $41297.00          | $424533.16         | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $3424.00           | $174572.64         | Equities   |
| RBB FD INC                     SGI DIVERSI TAC  | 2500-12-31      | N/A      | 0.0000% | $2077.00           | $60718.39          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP MUNIC | 2500-12-31      | N/A      | 0.0000% | $1738.00           | $17866.64          | Equities   |
| RBB FD INC                     SGI ENHANCED NAS | 2500-12-31      | N/A      | 0.0000% | $583.00            | $16116.10          | Equities   |
| GORES HLDGS X INC              SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $109116.00         | $1122803.64        | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48318.00          | $485112.72         | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $670.00            | $20359.62          | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $16372.00          | $171742.28         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $28.00             | $707.42            | Equities   |
| PROSHARES TR                   SHRT HGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $2347.00           | $35780.01          | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $152192.00         | $13767288.32       | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42881.00          | $434384.53         | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $10291.00          | $109393.33         | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $18978.00          | $1021585.74        | Equities   |
| ESH ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4049.00           | $58224.62          | Equities   |
| A PARADISE ACQUISITION CORP    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $95260.00          | $956410.40         | Equities   |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $164803.00         | $4731494.13        | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $10559.00          | $263975.00         | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $37479.00          | $3998634.51        | Equities   |
| T ROWE PRICE ETF INC           INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $18420.00          | $637884.60         | Equities   |
| BONDBLOXX ETF TRUST            BONDBLOXX PRIVAT | 2500-12-31      | N/A      | 0.0000% | $37211.00          | $1864271.10        | Equities   |
| BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   | 2500-12-31      | N/A      | 0.0000% | $34381.00          | $212130.77         | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL DIV | 2500-12-31      | N/A      | 0.0000% | $1314.00           | $37988.92          | Equities   |
| ASTRAZENECA PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $272014.00         | $25164015.14       | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $1901.00           | $45928.16          | Equities   |
| NORTHERN LTS FD TR II          BEACON SELECTIVE | 2500-12-31      | N/A      | 0.0000% | $2824.00           | $83251.52          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $16279.00          | $1037678.81        | Equities   |
| DIMENSIONAL ETF TRUST          SHORT DURATION F | 2500-12-31      | N/A      | 0.0000% | $93455.00          | $4487709.10        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SMITH OPPORT FXD | 2500-12-31      | N/A      | 0.0000% | $6637.00           | $294815.54         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $5782.00           | $212067.57         | Equities   |
| FIRST TR EXCHANGE TRADED FD II S NETWRK FUT VEH | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $278813.54         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $2366.00           | $551348.98         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDAQ TRANSN    | 2500-12-31      | N/A      | 0.0000% | $1074.00           | $41924.56          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $52549.56          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $1549.00           | $183153.76         | Equities   |
| QUOIN PHARMACEUTICALS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3072.00           | $41472.00          | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $102895.25         | Equities   |
| PROSHARES TR                   PSHS ULT SEMICDT | 2500-12-31      | N/A      | 0.0000% | $8426.00           | $450369.70         | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC CAL MUNI | 2500-12-31      | N/A      | 0.0000% | $173.00            | $8827.32           | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $4171.00           | $85568.07          | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $122109.00         | $750970.35         | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $66712.00          | $3529731.92        | Equities   |
| TIDAL TRUST II                 CARBON COLLECTIV | 2500-12-31      | N/A      | 0.0000% | $781.00            | $15776.20          | Equities   |
| VIRTUS ETF TR II               SEIX SR LN ETF   | 2500-12-31      | N/A      | 0.0000% | $32965.00          | $769238.28         | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $30938.00          | $60329.10          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2029 MUNI | 2049-12-31      | N/A      | 0.0000% | $37554.00          | $869363.83         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $37792.00          | $1038902.08        | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $300848.00         | $10258916.80       | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $184301.00         | $3254755.66        | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $12522.00          | $9063.42           | Equities   |
| TORTOISE CAPITAL SERIES TRUST  AI INFRASTRUCTUR | 2500-12-31      | N/A      | 0.0000% | $27066.00          | $812521.32         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $653.00            | $16419.69          | Equities   |
| EA SERIES TRUST                SEQUOIA GLOBAL V | 2500-12-31      | N/A      | 0.0000% | $646.00            | $20523.87          | Equities   |
| AMERICAN CENTY ETF TR          CORE MUNI FXD IN | 2500-12-31      | N/A      | 0.0000% | $8383.00           | $387378.43         | Equities   |
| TIDAL TRUST I                  ATAC CREDIT ROT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $20588.20          | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $111227.00         | $1334724.00        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $2269.00           | $57774.41          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $311356.00         | $25163791.92       | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $49.00             | $5641.86           | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $344958.00         | $14229517.50       | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $79934.00          | $820122.84         | Equities   |
| WISDOMTREE TR                  GEOALPHA OPPO    | 2500-12-31      | N/A      | 0.0000% | $362.00            | $12022.56          | Equities   |
| EGH ACQUISITION CORP.          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22438.00          | $227521.32         | Equities   |
| WISDOMTREE TR                  EMERG CUR STR FD | 2500-12-31      | N/A      | 0.0000% | $2623.00           | $49543.22          | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $172748.00         | $1853586.04        | Equities   |
| ALCHEMY INVTS ACQUISITN CORP 1 CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $5881.00           | $70866.05          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $3242.00           | $81170.93          | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUITY PR | 2500-12-31      | N/A      | 0.0000% | $935.00            | $37727.25          | Equities   |
| ETF OPPORTUNITIES TRUST        REX CRYPTO EQUIT | 2500-12-31      | N/A      | 0.0000% | $27030.00          | $917698.23         | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $2372.00           | $30551.36          | Equities   |
| CALAMOS ETF TR                 ANTETOKOUNMPO GL | 2500-12-31      | N/A      | 0.0000% | $1191.00           | $40185.53          | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $7492.00           | $90534.08          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 TOP 50   | 2500-12-31      | N/A      | 0.0000% | $9947.00           | $593239.08         | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $148748.00         | $2446904.60        | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $1460.00           | $85231.73          | Equities   |
| TRAILBLAZER MERGER CORP I      CL A             | 2500-12-31      | N/A      | 0.0000% | $8026.00           | $99121.10          | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $15293.00          | $974317.03         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $384536.00         | $25164035.84       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $233968.00         | $7922156.48        | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $965620.00         | $25164057.20       | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $310741.00         | $10686382.99       | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $44354.00          | $2737528.88        | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1094.00           | $30905.50          | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $480.00            | $16963.20          | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $19099.00          | $544703.48         | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $8264.00           | $379234.96         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $153.00            | $13133.52          | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $756.00            | $12859.56          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $31907.00          | $2915342.59        | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $633.00            | $15720.56          | Equities   |
| MITSUBISHI UFJ FINL GROUP INC  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $59899.00          | $954191.07         | Equities   |
| NEOS ETF TRUST                 FIS CHRISTIAN    | 2500-12-31      | N/A      | 0.0000% | $835.00            | $26284.13          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $15823.00          | $1352550.04        | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $78425.00          | $7862106.25        | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $126202.00         | $8769776.98        | Equities   |
| ISHARES TR                     MSCI GBL SUS DEV | 2500-12-31      | N/A      | 0.0000% | $221.00            | $18722.41          | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $23836.00          | $1266883.40        | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $208628.00         | $8950141.20        | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1126912.00        | $25163944.96       | Equities   |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $11001.00          | $3489407.19        | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $432.00            | $10689.84          | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $4097.00           | $6391.32           | Equities   |
| NANOBIOTIX                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4638.00           | $100505.46         | Equities   |
| THRIVENT ETF TRUST             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $23274.00          | $1196516.34        | Equities   |
| AMERICAN CENTY ETF TR          US SML CP VALU   | 2500-12-31      | N/A      | 0.0000% | $1001.00           | $103012.91         | Equities   |
| AMPLIFY COMMODITY TRUST        BREAKWAVE DRY BU | 2500-12-31      | N/A      | 0.0000% | $1066.00           | $9252.88           | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $1455.00           | $93250.95          | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $3476.00           | $70580.18          | Equities   |
| CALAMOS ETF TR                 RUSSELL 2000 STR | 2500-12-31      | N/A      | 0.0000% | $876.00            | $23652.18          | Equities   |
| DBX ETF TR                     XTRACK MSCI JAPN | 2500-12-31      | N/A      | 0.0000% | $5735.00           | $544366.20         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P 500 ECONOMIC | 2500-12-31      | N/A      | 0.0000% | $2078.00           | $49878.65          | Equities   |
| NEUBERGER BERMAN ETF TRUST     JAPAN EQUITY ETF | 2500-12-31      | N/A      | 0.0000% | $805.00            | $24893.82          | Equities   |
| NIU TECHNOLOGIES               ADS              | 2500-12-31      | N/A      | 0.0000% | $281438.00         | $889344.08         | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $52606.00          | $2248906.50        | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $2368.00           | $80996.02          | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $73424.00          | $3972972.64        | Equities   |
| ISHARES TR                     U.S. ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $646.00            | $30885.26          | Equities   |
| FLEXSHARES TR                  HIG YLD VL ETF   | 2500-12-31      | N/A      | 0.0000% | $32673.00          | $1332241.57        | Equities   |
| PROSHARES TR                   ULTRASHORT UTILI | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $14115.51          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $138501.00         | $6384896.10        | Equities   |
| H WORLD GROUP LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2105.00           | $98892.90          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $7808.00           | $165958.26         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $9506.00           | $372623.79         | Equities   |
| NORTHERN FDS                   2045 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $75.00             | $7550.20           | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $83996.00          | $25163521.68       | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX NAT RE ETF | 2500-12-31      | N/A      | 0.0000% | $4088.00           | $64508.64          | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $1345.00           | $59502.80          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $4598.00           | $322595.68         | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $1918344.00        | $6311351.76        | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $6735.00           | $176215.21         | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $234035.00         | $12691718.05       | Equities   |
| FRANKLIN TEMPLETON ETF TR      INCOME EQT FOCUS | 2500-12-31      | N/A      | 0.0000% | $87.00             | $5333.97           | Equities   |
| VANECK ETF TRUST               GAMING ETF       | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $50344.78          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $504992.00         | $25163751.36       | Equities   |
| KE HLDGS INC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $927.00            | $14683.68          | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $92211.00          | $549577.56         | Equities   |
| NEUBERGER BERMAN ETF TRUST     SHORT DURATION I | 2500-12-31      | N/A      | 0.0000% | $30091.00          | $1540358.29        | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29790.00          | $299985.30         | Equities   |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $4729.00           | $135864.17         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EUROPE ALPHADEX  | 2500-12-31      | N/A      | 0.0000% | $18609.00          | $1004333.31        | Equities   |
| WISDOMTREE TR                  US TOTAL DIVIDND | 2500-12-31      | N/A      | 0.0000% | $688.00            | $58865.28          | Equities   |
| ISHARES TR                     ENVIR AWR RL EST | 2500-12-31      | N/A      | 0.0000% | $880.00            | $23636.10          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $26903.00          | $1611893.25        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM   | 2500-12-31      | N/A      | 0.0000% | $307.00            | $12122.51          | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $61087.00          | $4352448.75        | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $2041.00           | $84352.90          | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1032576.00        | $25163877.12       | Equities   |
| SCHWAB STRATEGIC TR            LONG TERM US     | 2500-12-31      | N/A      | 0.0000% | $9791.00           | $312430.81         | Equities   |
| BLACKROCK ETF TRUST            ISHARES ENHANCED | 2500-12-31      | N/A      | 0.0000% | $7494.00           | $741531.30         | Equities   |
| DBX ETF TR                     XTRACK MSCI EURO | 2500-12-31      | N/A      | 0.0000% | $382.00            | $21134.65          | Equities   |

### Security 627: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.360000%
- **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):** $300603270.00
- **C.18.a - Value (excl. sponsor support):** $300603270.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $201965.00         | $14999940.55       | Equities   |
| NUCANA PLC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $458.00            | $1616.74           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $301.00            | $27153.21          | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $970.00            | $2395.90           | Equities   |
| AB ACTIVE ETFS INC             ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $70966.00          | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $58853.40          | Equities   |
| ACURX PHARMACEUTICALS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $622.00            | $1629.64           | Equities   |
| TALPHERA INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1364.00           | $1473.12           | Equities   |
| ALPS ETF TR                    MED BREAKTHGH    | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1320.54           | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3114.82           | Equities   |
| ETFIS SER TR I                 VIRTUS LIFESC BT | 2500-12-31      | N/A      | 0.0000% | $700.00            | $55626.90          | Equities   |
| COGNITION THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $21902.00          | $30005.74          | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $295.00            | $12145.15          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P 500 B  | 2500-12-31      | N/A      | 0.0000% | $2222.00           | $77014.52          | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $70510.00          | $1980625.90        | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2805.60           | Equities   |
| DIREXION SHS ETF TR            DLY CNMSR BULL   | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2934.93           | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BULL  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $76140.00          | Equities   |
| ETF OPPORTUNITIES TRUST        SMI 3FOURTEEN RE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2763.95           | Equities   |
| COHEN & STEERS ETF TRUST       REAL ESTATE ACTI | 2500-12-31      | N/A      | 0.0000% | $22100.00          | $565760.00         | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $72551.00          | $596369.22         | Equities   |
| BANK MONTREAL QUE              CAL LKD 45       | 2500-12-31      | N/A      | 0.0000% | $2904.00           | $75184.56          | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $1860.00           | $96236.40          | Equities   |
| DIREXION SHS ETF TR            DLY S&P OIL GAS  | 2500-12-31      | N/A      | 0.0000% | $1319.00           | $11686.34          | Equities   |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $4904.00           | $119755.68         | Equities   |
| CROSSMARK ETF TRUST            LARGE CAP GROW   | 2500-12-31      | N/A      | 0.0000% | $600.00            | $16338.00          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $76.00             | $5956.12           | Equities   |
| FIDELITY COVINGTON TRUST       CONSMR STAPLES   | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2473.00           | Equities   |
| FIRST TR EXCHANGE TRADED FD II HLTH CARE ALPH   | 2500-12-31      | N/A      | 0.0000% | $5.00              | $575.50            | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $40500.00          | $60750.00          | Equities   |
| PACER FDS TR                   BLUESTAR ENG THE | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5256.36           | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $3546.00           | $112779.82         | Equities   |
| MANHATTAN BRDG CAP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1733.00           | $8093.11           | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $93100.00          | $158270.00         | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7635.00           | Equities   |
| GRANITESHARES ETF TR           HIPS US HIGH INC | 2500-12-31      | N/A      | 0.0000% | $22167.00          | $258910.56         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $45942.00          | $5434479.18        | Equities   |
| ODYSIGHT AI INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $4830.00           | Equities   |
| LIXTE BIOTECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1560.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2045.37           | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $40008.00          | $861172.20         | Equities   |
| TIDAL TRUST II                 YIELDMAX PLTR OP | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $629520.00         | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3792.00           | $4398.72           | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $11918.00          | $50532.32          | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $5725.00           | $247148.25         | Equities   |
| SOLANA CO                      COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $108149.00         | $284431.87         | Equities   |
| KRANESHARES TRUST              KWEB COVERD CALL | 2500-12-31      | N/A      | 0.0000% | $22200.00          | $677544.00         | Equities   |
| KRANESHARES TRUST              MSCI EMG EX CH   | 2500-12-31      | N/A      | 0.0000% | $1697.00           | $63074.10          | Equities   |
| ISHARES TR                     ESG MSCI LEADR   | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $127353.24         | Equities   |
| ISHARES TR                     0-5YR INVT GR CP | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $50730.00          | Equities   |
| ISHARES TR                     ESG MSCI LEADR   | 2500-12-31      | N/A      | 0.0000% | $88.00             | $10755.36          | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $59.00             | $6294.71           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  EQUITY PREMIUM   | 2500-12-31      | N/A      | 0.0000% | $25903.00          | $1501855.94        | Equities   |
| KRANESHARES TRUST              MSCI ALL CHINA   | 2500-12-31      | N/A      | 0.0000% | $31115.00          | $534244.55         | Equities   |
| CHILDRENS PL INC NEW           COM              | 2500-12-31      | N/A      | 0.0000% | $1746.00           | $7053.84           | Equities   |
| ETF OPPORTUNITIES TRUST        TUTTLE CAP DAILY | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $13424.25          | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1586.00           | $10737.22          | Equities   |
| DAWSON GEOPHYSICAL CO NEW      COM              | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $2282.00           | Equities   |
| DBX ETF TR                     XTRACKERS LOW    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4721.50           | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $33700.00          | $109862.00         | Equities   |
| THE ALGER ETF TRUST            35 ETF           | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $119884.00         | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $120398.00         | $565870.60         | Equities   |
| ADVISORSHARES TR               RANGER EQUITY BE | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $43065.00          | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $255656.00         | $797646.72         | Equities   |
| ADVISORSHARES TR               ADVISORSHS ETF   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6954.00           | Equities   |
| ADVISORSHARES TR               HOTEL ETF        | 2500-12-31      | N/A      | 0.0000% | $95.00             | $3194.63           | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $1802.00           | $56277.72          | Equities   |
| EA SERIES TRUST                STRIVE ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $39400.00          | $797456.00         | Equities   |
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $35699.00          | $25596.18          | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMCRATIC LG ETF | 2500-12-31      | N/A      | 0.0000% | $3888.00           | $167287.03         | Equities   |
| BARFRESH FOOD GROUP INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $4544.00           | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $73.00             | $2457.18           | Equities   |
| BRANCHOUT FOOD INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $7392.00           | Equities   |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $7425.00           | $157187.25         | Equities   |
| BIOCERES CROP SOLUTIONS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $5389.00           | $7005.70           | Equities   |
| TON STRATEGY CO                COM              | 2500-12-31      | N/A      | 0.0000% | $24300.00          | $49086.00          | Equities   |
| FANGDD NETWORK GROUP LTD       SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $5935.00           | $9258.60           | Equities   |
| WISDOMTREE TR                  US LARGECAP FUND | 2500-12-31      | N/A      | 0.0000% | $513.00            | $36612.81          | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $661000.00         | $879130.00         | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1984466.00        | $2301980.56        | Equities   |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1087.00           | $4738.67           | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $22600.00          | $8373.30           | Equities   |
| ZENATECH INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $38806.00          | $137373.24         | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $416.00            | $12370.97          | Equities   |
| LUFAX HOLDING LTD              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $74441.00          | $191313.37         | Equities   |
| NOUVEAU MONDE GRAPHITE INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13838.00          | $34456.62          | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $26100.00          | $108054.00         | Equities   |
| ETHZILLA CORPORATION           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $13164.00          | $65688.36          | Equities   |
| ETHZILLA CORPORATION           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $48896.00          | $243991.04         | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT US LARCP | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1528.20           | Equities   |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $5124.00           | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $103100.00         | $467043.00         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1143.00           | $85656.42          | Equities   |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $68176.00          | $1208760.48        | Equities   |
| RIDGETECH INC                  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2812.00           | $8436.00           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $70200.00          | $1552122.00        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SKYBRIDGE CRYPTO | 2500-12-31      | N/A      | 0.0000% | $98.00             | $1501.36           | Equities   |
| TIDAL TRUST II                 COREVALUES ALPHA | 2500-12-31      | N/A      | 0.0000% | $1136.00           | $30828.77          | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE INTL  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $13077.45          | Equities   |
| GLOBAL X FDS                   SUPERDVDND REIT  | 2500-12-31      | N/A      | 0.0000% | $16100.00          | $351060.50         | Equities   |
| WIPRO LTD                      SPON ADR 1 SH    | 2500-12-31      | N/A      | 0.0000% | $427767.00         | $1223413.62        | Equities   |
| WISDOMTREE TR                  GLB HIGH DIV FD  | 2500-12-31      | N/A      | 0.0000% | $436.00            | $27020.32          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $142200.00         | $856044.00         | Equities   |
| FLEXSHARES TR                  IBOXX 3R TARGT   | 2500-12-31      | N/A      | 0.0000% | $49600.00          | $1193425.60        | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $107835.00         | $4220661.90        | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $389.00            | $10436.05          | Equities   |
| LISTED FDS TR                  STF TAC GW & INC | 2500-12-31      | N/A      | 0.0000% | $500.00            | $12745.00          | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $8686.00           | $35612.60          | Equities   |
| LIVEONE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11051.00          | $46303.69          | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $533400.00         | $1082802.00        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $93.00             | $11193.48          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS UPSID | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9408.70           | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $42644.50          | Equities   |
| ALAUNOS THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1348.00           | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $87600.00          | $218124.00         | Equities   |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $45.00             | $2359.35           | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3730.98           | Equities   |
| CROSS TIMBERS RTY TR           TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $5518.00           | $43923.28          | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $70.00             | $7955.50           | Equities   |
| CULP INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $8448.00           | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $137700.00         | $404838.00         | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $22400.00          | $35616.00          | Equities   |
| DIGI PWR X INC                 COM SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $67169.00          | $173967.71         | Equities   |
| AWARE INC MASS                 COM              | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $5130.00           | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $15448.00          | $48352.24          | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $5703.00           | $20017.53          | Equities   |
| FIDELITY MERRIMACK STR TR      TOTAL BD ETF     | 2500-12-31      | N/A      | 0.0000% | $239.00            | $11037.02          | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $702.00            | $13373.10          | Equities   |
| ISHARES INC                    MSCI AGRICULTURE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3878.04           | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $29.00             | $6146.26           | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $1791.00           | $673774.20         | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $1570.00           | $125673.63         | Equities   |
| ISHARES TR                     LITHIUM MINRS    | 2500-12-31      | N/A      | 0.0000% | $515.00            | $8085.50           | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19369.00          | $38350.62          | Equities   |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1970.46           | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $39.00             | $2778.75           | Equities   |
| IQIYI INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $559669.00         | $1091354.55        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EMERG MKT ALPH   | 2500-12-31      | N/A      | 0.0000% | $87.00             | $2393.37           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $10730.00          | $322221.90         | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $19400.00          | $1267208.00        | Equities   |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $2657.00           | $214552.75         | Equities   |
| FIRST TR EXCH TRADED FD III    EME MRK BD ETF   | 2500-12-31      | N/A      | 0.0000% | $800.00            | $23848.00          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $5013.00           | $135902.43         | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $10198.00          | $44259.32          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $800.00            | $48760.00          | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $4097.60           | Equities   |
| ISHARES TR                     IBONDS 28 TRM TS | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4475.00           | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $19.00             | $2467.34           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $372.00            | $44955.87          | Equities   |
| DIMENSIONAL ETF TRUST          US LARGE CAP VAL | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $55184.00          | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $363051.00         | $711579.96         | Equities   |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $2224.00           | $4247.84           | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE 500 ETF  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $18275.55          | Equities   |
| EA SERIES TRUST                MARKETDESK FOCUS | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1103.31           | Equities   |
| ABOVE FOOD INGREDIENTS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $15100.00          | $24160.00          | Equities   |
| DBX ETF TR                     DALY HOM B&S BUL | 2500-12-31      | N/A      | 0.0000% | $652.00            | $33356.32          | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $500.00            | $15790.20          | Equities   |
| FIDELITY COVINGTON TRUST       QLTY FCTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $76180.00          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE COMMU | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4838.22           | Equities   |
| CYPHERPUNK TECHNOLOGIES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $123505.00         | $161791.55         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $100.00            | $9093.00           | Equities   |
| GLOBAL X FDS                   AUTONMOUS EV ETF | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2694.60           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 100 EQL WIGH | 2500-12-31      | N/A      | 0.0000% | $1095.00           | $130272.15         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $84.00             | $9932.16           | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $10864.00          | $1015023.52        | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $29.00             | $3529.01           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR LGCP   | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $312129.00         | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $279.00            | $5088.96           | Equities   |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $223860.00         | Equities   |
| PROSHARES TR                   ULTRASHORT TECHN | 2500-12-31      | N/A      | 0.0000% | $500.00            | $5387.50           | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $451000.00         | $491590.00         | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $155.00            | $9992.85           | Equities   |
| GREENLANE HLDGS INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $800.00            | $1472.00           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $52549.56          | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $22251.00          | $33599.01          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3339.00           | $83568.49          | Equities   |
| VANECK ETF TRUST               REAL ASSETS ETF  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $21138.00          | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $32118.00          | $115624.80         | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $525118.00         | $1890424.80        | Equities   |
| VANGUARD WORLD FD              COMM SRVC ETF    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $58413.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $90853.00          | $2375805.95        | Equities   |
| SENTI BIOSCIENCES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5852.00           | $6144.60           | Equities   |
| 17 ED & TECHNOLOGY GROUP INC   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $971.00            | $3417.92           | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7839.76           | Equities   |
| STRATA SKIN SCIENCES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1922.00           | $2440.94           | Equities   |
| NUKKLEUS INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $281.00            | $1132.43           | Equities   |
| TIDAL TRUST II                 YIELDMAX DORSEY  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6230.78           | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $22600.00          | $42036.00          | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $15658.00          | $34917.34          | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2975.50           | Equities   |
| PIMCO ETF TR                   ACTIVE BD ETF    | 2500-12-31      | N/A      | 0.0000% | $6051.00           | $567039.21         | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $141309.00         | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $649.00            | $18578.34          | Equities   |
| INVESCO EXCH TRADED FD TR II   TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $6213.00           | $169428.51         | Equities   |
| INVESCO EXCH TRADED FD TR II   EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $104.00            | $2262.00           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $84.00             | $6043.80           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $1173.00           | $32847.28          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 32 MUN | 2500-12-31      | N/A      | 0.0000% | $3865.00           | $97180.79          | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $790.00            | $40653.40          | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3814.00           | $7437.30           | Equities   |
| WILLAMETTE VY VINEYARD INC     COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $2790.00           | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $82140.00          | $177422.40         | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6375.00           | $6330.38           | Equities   |
| EA SERIES TRUST                ASTORIA US EQUAL | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10692.09          | Equities   |
| EA SERIES TRUST                BRIDGEWAY BLUE   | 2500-12-31      | N/A      | 0.0000% | $14600.00          | $224256.00         | Equities   |
| EA SERIES TRUST                US QUAN VALUE    | 2500-12-31      | N/A      | 0.0000% | $102.00            | $5011.77           | Equities   |
| EA SERIES TRUST                STRIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3612.00           | Equities   |
| EA SERIES TRUST                CONCOURSE CAPITL | 2500-12-31      | N/A      | 0.0000% | $195.00            | $5240.33           | Equities   |
| SURF AIR MOBILITY INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9600.00           | $19296.00          | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $363636.00         | $14999985.00       | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $6195.00           | $338866.50         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $100785.00         | $2566238.06        | Equities   |
| TIDAL TRUST I                  ACADEMY VETERAN  | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $110055.00         | Equities   |
| TECHPRECISION CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $339.00            | $1650.93           | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE SANDS | 2500-12-31      | N/A      | 0.0000% | $500.00            | $14309.70          | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $19200.00          | $112704.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX MAGNIFI | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $240814.00         | Equities   |
| TIDAL TRUST II                 DEFIANCE LEVERAG | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $9600.30           | Equities   |
| CASI PHARMACEUTICALS INC       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $15822.00          | $12024.72          | Equities   |
| VANGUARD MALVERN FDS           GOVERNMENT SECUR | 2500-12-31      | N/A      | 0.0000% | $500.00            | $38105.00          | Equities   |
| USIO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $6480.00           | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $29955.00          | $2362251.30        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6956.00           | $12659.92          | Equities   |
| PUTNAM ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $113.00            | $3447.63           | Equities   |
| ROUNDHILL ETF TRUST            GLP 1 & WEIGHT L | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $103440.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $357630.00         | $9695349.30        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $361.00            | $29176.02          | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $74307.66          | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX   | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $1212300.00        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $4663.00           | $127393.16         | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1148.70           | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2653.00           | $10505.88          | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $149.00            | $5289.50           | Equities   |
| CALAMOS ETF TR                 AUTOCALLABLE INC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1079.60           | Equities   |
| CLOUDASTRUCTURE INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2446.00           | $2078.37           | Equities   |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $12628.00          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BULL   | 2500-12-31      | N/A      | 0.0000% | $36.00             | $2445.84           | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 2 | 2500-12-31      | N/A      | 0.0000% | $76.00             | $3033.16           | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $90.00             | $3973.50           | Equities   |
| DBX ETF TR                     XTRACKRS S&P 500 | 2500-12-31      | N/A      | 0.0000% | $38.00             | $2389.82           | Equities   |
| DIREXION SHS ETF TR            DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $4485.00           | $32605.95          | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $900.00            | $32517.00          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $89449.00          | $2915142.91        | Equities   |
| BULLFROG AI HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $7130.00           | $6598.81           | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $332.00            | $12742.16          | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1211.70           | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $3577.00           | $3512.26           | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $12101.00          | $349960.92         | Equities   |
| AMESITE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $2457.00           | Equities   |
| AMBEV SA                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $931633.00         | $2310449.84        | Equities   |
| EA SERIES TRUST                ARGENT LARGE CAP | 2500-12-31      | N/A      | 0.0000% | $262.00            | $8447.14           | Equities   |
| ANIXA BIOSCIENCES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $13104.00          | Equities   |
| AMPLIFY ETF TR                 CEF HIGH INCOME  | 2500-12-31      | N/A      | 0.0000% | $6522.00           | $75537.80          | Equities   |
| AMERICAN BEACON SELECT FUNDS   GLG NATURAL RESO | 2500-12-31      | N/A      | 0.0000% | $45.00             | $2001.60           | Equities   |
| ISHARES INC                    MSCI NETHERL ETF | 2500-12-31      | N/A      | 0.0000% | $24390.00          | $1395766.53        | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $1184.00           | $41226.88          | Equities   |
| ETF OPPORTUNITIES TRUST        WEALTHTRUST DBS  | 2500-12-31      | N/A      | 0.0000% | $586.00            | $20574.46          | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $436000.00         | $8846440.00        | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $15456.00          | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $43972.00          | $2049534.92        | Equities   |
| FIEE INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $21597.00          | Equities   |
| GRANITESHARES ETF TR           2X SHORT TSLA DA | 2500-12-31      | N/A      | 0.0000% | $80000.00          | $605600.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRIGHT MO | 2500-12-31      | N/A      | 0.0000% | $123.00            | $14478.53          | Equities   |
| P3 HEALTH PARTNERS INC         COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1062.00           | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $687.01            | Equities   |
| REVIVA PHARMACEUTCLS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $35600.00          | $9896.80           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  CANDRIAM US LRG  | 2500-12-31      | N/A      | 0.0000% | $3942.00           | $217419.83         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $17617.50          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $87.00             | $6589.38           | Equities   |
| TIDAL TRUST II                 YIELDMAX ULTRA O | 2500-12-31      | N/A      | 0.0000% | $85850.00          | $3284621.00        | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $1006.00           | $16548.70          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2268.96           | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $13800.00          | $792534.00         | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $3671.00           | $92178.81          | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $14001.00          | $4269184.92        | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $92.00             | $4068.24           | Equities   |
| TIDAL TRUST II                 DEF DLY TGT AVGO | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $177193.00         | Equities   |
| GAIN THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $23265.00          | $70958.25          | Equities   |
| WEDBUSH SER TR                 DAN IVES WEDBUSH | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1564.57           | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $17500.00          | $49700.00          | Equities   |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $9076.00           | $464418.92         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $23552.00          | $1016268.80        | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $4719.00           | $241943.13         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRNC INVT GRAD   | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $46046.00          | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT S | 2500-12-31      | N/A      | 0.0000% | $4231.00           | $205668.91         | Equities   |
| GIFTIFY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3932.00           | $4049.96           | Equities   |
| SMART SH GLOBAL LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $885.00            | $1035.45           | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $30507.00          | $14999986.83       | Equities   |
| VANECK ETF TRUST               DIGI TRANSFRM    | 2500-12-31      | N/A      | 0.0000% | $438.00            | $7349.64           | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $80.00             | $20837.60          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLT TSLA REVOLU | 2500-12-31      | N/A      | 0.0000% | $10400.00          | $182624.00         | Equities   |
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $2804.00           | $82381.52          | Equities   |
| ISHARES TR                     RUSSELL 3000 ETF | 2500-12-31      | N/A      | 0.0000% | $12918.00          | $5034532.14        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  US QUALTY FCTR   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6373.00           | Equities   |
| MARWYNN HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $2347.52           | Equities   |
| ISHARES TR                     TOP 20 U S STOCK | 2500-12-31      | N/A      | 0.0000% | $560.00            | $17606.40          | Equities   |
| MORGAN STANLEY PATHWAY FDS     LARGE CAP EQTY   | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2572.78           | Equities   |
| KURV ETF TR                    TECHNOLOGY TITAN | 2500-12-31      | N/A      | 0.0000% | $659.00            | $18636.52          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $4817.00           | $246651.59         | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $152014.00         | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $31481.00          | $2430018.39        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $250670.00         | $5692715.70        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $92.00             | $13936.33          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $10600.00          | $311905.00         | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $21502.00          | $75902.06          | Equities   |
| PIMCO ETF TR                   COMMODITY STRAT  | 2500-12-31      | N/A      | 0.0000% | $13100.00          | $366669.00         | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $46.00             | $2502.86           | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $10304.00          | $560640.64         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1055.88           | Equities   |
| HARBOR ETF TRUST               INTERNATNAL COMP | 2500-12-31      | N/A      | 0.0000% | $300.00            | $9057.00           | Equities   |
| HARBOR ETF TRUST               HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $4884.00           | $153372.74         | Equities   |
| INNOVATOR ETFS TRUST           INTL DEVELOPED   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $14310.00          | Equities   |
| TIDAL TRUST III                VISTASHARES ARTI | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $114520.50         | Equities   |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $208100.00         | $534817.00         | Equities   |
| STRATEGY SHS                   EVENTIDE HIGH DI | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $61588.48          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $23744.00          | $14999559.68       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2399.50           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $1026368.00        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $70.00             | $6431.60           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1526.00           | $136790.64         | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $50635.00          | $2307943.30        | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $21832.00          | $14998802.32       | Equities   |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $55.00             | $17445.45          | Equities   |
| VANECK ETF TRUST               TECHNOLOGY TRUSE | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5338.66           | Equities   |
| SOLUNA HOLDINGS INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $68095.00          | $82394.95          | Equities   |
| MANAGED PORTFOLIO SERIES       TREMBLANT GLOBAL | 2500-12-31      | N/A      | 0.0000% | $867.00            | $30022.48          | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE 100 ETF  | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $492199.20         | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $388.00            | $17207.80          | Equities   |
| ISHARES TR                     ESG MSCI USA ETF | 2500-12-31      | N/A      | 0.0000% | $236.00            | $13726.26          | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $71.00             | $7518.90           | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $176875.00         | $128022.12         | Equities   |
| ISHARES TR                     U.S. INSRNCE ETF | 2500-12-31      | N/A      | 0.0000% | $16.00             | $2194.56           | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $53.00             | $8951.17           | Equities   |
| ISHARES TR                     RUS 2000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $41.00             | $7488.65           | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $5973.00           | $355647.35         | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $12672.00          | $173939.67         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2274.69           | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA US LG | 2500-12-31      | N/A      | 0.0000% | $900.00            | $120078.00         | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $914724.00         | $1609914.24        | Equities   |
| LISTED FDS TR                  ROUNDHILL SPORTS | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $31822.50          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERNATINL ETF  | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $177132.00         | Equities   |
| MOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1339.00           | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $56900.00          | $58607.00          | Equities   |
| UNIFIED SER TR                 ONEASCENT ENHANC | 2500-12-31      | N/A      | 0.0000% | $10441.00          | $310202.11         | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1160.00           | Equities   |
| ARTS WAY MFG INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1915.00           | $4500.25           | Equities   |
| CLASSOVER HLDGS INC            COM CL B         | 2500-12-31      | N/A      | 0.0000% | $31280.00          | $6015.14           | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $3878.00           | $7911.12           | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $1720996.00        | $3510831.84        | Equities   |
| CROWN CRAFTS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $5649.00           | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $17.00             | $2928.08           | Equities   |
| ENVIROTECH VEHICLES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4795.00           | $1820.18           | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $4084.00           | $218518.10         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $134191.20         | Equities   |
| ISHARES TR                     GBL COMM SVC ETF | 2500-12-31      | N/A      | 0.0000% | $558.00            | $67948.33          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ 100   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4270.00           | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $29921.00          | $2886478.87        | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $984.00            | $44417.76          | Equities   |
| INVESCO EXCH TRADED FD TR II   VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $7609.00           | $185431.33         | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $49868.00          | $2131857.00        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $161.00            | $12918.64          | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $24539.00          | $591880.68         | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $37604.00          | $14999859.56       | Equities   |
| GLOBAL X FDS                   GENOMICS AND BIO | 2500-12-31      | N/A      | 0.0000% | $11537.00          | $526202.57         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $29121.00          | $1045152.69        | Equities   |
| INTRUSION INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1227.00           | $1423.32           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $10974.00          | $585901.86         | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $1877.58           | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $4185.00           | $518395.95         | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $42255.00          | $12122536.95       | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $15361.00          | $706452.39         | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $35.00             | $10041.15          | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLCP 600 GRTH   | 2500-12-31      | N/A      | 0.0000% | $59.00             | $7265.80           | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $6526.00           | $482924.00         | Equities   |
| VIRTUS ETF TR II               VIRTUS US QLTY   | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1653.60           | Equities   |
| PACER FDS TR                   NASDAQ INTL PATE | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $108300.00         | Equities   |
| T ROWE PRICE ETF INC           SMALL MID CAP    | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $289920.00         | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2372.00           | $2656.64           | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $29900.00          | $33488.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT T | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2301.30           | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $148912.00         | $488431.36         | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $2980.70           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $71680.00          | $2478694.40        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $29972.00          | $1017879.09        | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS INVT GR   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $13975.59          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $4328.00           | $266548.97         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT UTIL | 2500-12-31      | N/A      | 0.0000% | $62.00             | $2722.10           | Equities   |
| IN8BIO INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $12116.00          | Equities   |
| LATTICE STRATEGIES TR          HARTFORD DISCIPL | 2500-12-31      | N/A      | 0.0000% | $82.00             | $5385.12           | Equities   |
| FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $52400.00          | $869316.00         | Equities   |
| ISHARES TR                     CORE S&P TTL STK | 2500-12-31      | N/A      | 0.0000% | $81.00             | $12133.80          | Equities   |
| IQSTEL INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1891.00           | $5559.54           | Equities   |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16626.00          | $57858.48          | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $60476.00          | $14999862.28       | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $5049.00           | $1078264.44        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT TECH | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $84634.66          | Equities   |
| ISHARES TR                     ESG MSCI KLD 400 | 2500-12-31      | N/A      | 0.0000% | $9300.00           | $1207047.00        | Equities   |
| FIDELITY COVINGTON TRUST       FIDELITY US MLTF | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $157563.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $247331.28         | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $177963.00         | $250927.83         | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $472.00            | $11011.76          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1514.00           | $112616.01         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $6619.00           | $303679.72         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT | 2500-12-31      | N/A      | 0.0000% | $202.00            | $10108.08          | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $7137.00           | $262605.91         | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $32491.00          | $1289567.79        | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $315.00            | $239680.35         | Equities   |
| VIRTRA INC                     COM PAR          | 2500-12-31      | N/A      | 0.0000% | $1236.00           | $5302.44           | Equities   |
| VIRTRA INC                     COM PAR          | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $17160.00          | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2925.00           | $3597.75           | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $2415.00           | $92736.00          | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $10583.00          | $13017.09          | Equities   |
| VANECK ETF TRUST               PREFERRED SECURT | 2500-12-31      | N/A      | 0.0000% | $341.00            | $6042.52           | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2896.00           | $57138.08          | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $54365.00          | $2733472.20        | Equities   |
| JANUS DETROIT STR TR           HENDERSON SECURI | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $192844.00         | Equities   |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1193.60           | Equities   |
| ISHARES TR                     LIFEPATH TGT2035 | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $47838.00          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $145.00            | $3237.85           | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $400.00            | $9798.00           | Equities   |
| ISHARES TR                     IBONDS DEC 2035  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $40888.00          | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $973.00            | $83580.70          | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $126352.00         | $2394370.40        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $55004.00          | $7009159.72        | Equities   |
| GLOBAL X FDS                   MSCI GREECE ETF  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6650.00           | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $3397.00           | $172142.97         | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $18785.00          | $476011.90         | Equities   |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $66.00             | $2571.17           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $30.00             | $3090.75           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    FT VEST BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $10722.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI DORSY WR MOMNT   | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $60082.08          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $212.00            | $7481.08           | Equities   |
| INVESCO EXCH TRADED FD TR II   NATL AMT MUNI    | 2500-12-31      | N/A      | 0.0000% | $26709.00          | $620182.98         | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $58297.00          | $5492160.37        | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $149820.00         | $14999978.40       | Equities   |
| CYBER HORNET TR                CYBER HORNET S&P | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2964.50           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $31.00             | $4333.18           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  FOOD & BEVERAGE  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9000.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $1862.00           | $88567.33          | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $141435.00         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $24215.00          | $14999497.45       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1977.12           | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $310486.00         | $6520206.00        | Equities   |
| ISHARES TR                     GLOBAL FINLS ETF | 2500-12-31      | N/A      | 0.0000% | $23819.00          | $2894889.80        | Equities   |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $18122.00          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET TEC | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $668886.00         | Equities   |
| PIMCO ETF TR                   SR LN ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10129.18          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $672305.00         | $813489.05         | Equities   |
| PROCAP FINL INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $50932.00          | $168075.60         | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $2507.00           | $186663.20         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $11100.00          | $867465.00         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4270.94           | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $1836.00           | $42283.63          | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL BR1X | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $32448.00          | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $56623.00          | $74742.36          | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $86.00             | $1737.20           | Equities   |
| BOLT PROJS HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11883.00          | $9918.74           | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $7058.00           | $365251.50         | Equities   |
| BONDBLOXX ETF TRUST            CCC RT USD HI YL | 2500-12-31      | N/A      | 0.0000% | $11900.00          | $452378.50         | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $62.00             | $4633.26           | Equities   |
| DIREXION SHS ETF TR            DAILY AMD BULL   | 2500-12-31      | N/A      | 0.0000% | $115.00            | $6360.65           | Equities   |

### Security 628: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.020000%
- **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):** $2496228659.00
- **C.18.a - Value (excl. sponsor support):** $2496228659.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| CRICUT INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $20935.00          | $104465.65         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $4011.00           | $279927.69         | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $30962.00          | $166265.94         | Equities   |
| CONDUENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $22254.00          | $42060.06          | Equities   |
| BLACKSKY TECHNOLOGY INC        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1390.32           | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $127728.00         | $5049087.84        | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $906.00            | $1195.92           | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $45123.00          | $911484.60         | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $2382984.00        | $5671501.92        | Equities   |
| ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $842506.00         | $54434312.66       | Equities   |
| BAIDU INC                      SPON ADR REP A   | 2500-12-31      | N/A      | 0.0000% | $974.00            | $128938.12         | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $64018.00          | $173488.78         | Equities   |
| BRP INC                        COM SUN VTG      | 2500-12-31      | N/A      | 0.0000% | $70694.00          | $5054621.00        | Equities   |
| BK TECHNOLOGIES CORPORATION    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59.00             | $4417.92           | Equities   |
| BIGLARI HLDGS INC              COM STK CL A     | 2500-12-31      | N/A      | 0.0000% | $21.00             | $37187.01          | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12573.00          | $34072.83          | Equities   |
| DXP ENTERPRISES INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2577.38           | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $605.00            | $45211.65          | Equities   |
| PROCAP FINL INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $39058.00          | $128891.40         | Equities   |
| SALLY BEAUTY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $32.00             | $461.76            | Equities   |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $219.00            | $967.98            | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $5651.00           | $185183.27         | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $750831.00         | $22449846.90       | Equities   |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $25750.00          | $680830.00         | Equities   |
| SPDR INDEX SHS FDS             S&P GBLINF ETF   | 2500-12-31      | N/A      | 0.0000% | $3278.00           | $229951.70         | Equities   |
| PROCAP FINL INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3169.00           | $10457.70          | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $151.00            | $27356.67          | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $2070.00           | $375021.90         | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $3581.00           | $137080.68         | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $25.00             | $660.25            | Equities   |
| INVESCO EXCHANGE TRADED FD TR  HIG YLD EQ DIV   | 2500-12-31      | N/A      | 0.0000% | $36727.00          | $753638.04         | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $4601.00           | $381192.85         | Equities   |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $1.00              | $67.34             | Equities   |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $5165.00           | $347805.93         | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $161732.00         | $9797724.56        | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $39615.00          | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19068.00          | $128136.96         | Equities   |
| IQIYI INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $746408.00         | $1455495.60        | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $342.00            | $35667.18          | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $1842.00           | $192102.18         | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $20.00             | $703.20            | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $143045.00         | $5029462.20        | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $60.88             | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $22215.00          | $209265.30         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $206.05            | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $70.00             | $6073.59           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $8419.00           | $228239.09         | Equities   |
| FIVE POINT HOLDINGS LLC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $35.00             | $193.55            | Equities   |
| 1ST SOURCE CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1391.00           | $87452.17          | Equities   |
| WILEY JOHN & SONS INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $7132.00           | $220949.36         | Equities   |
| WOORI FINL GROUP INC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $168.00            | $9886.80           | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $17914.00          | $181647.96         | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29790.00          | $299985.30         | Equities   |
| GENIUS SPORTS LIMITED          SHARES CL A      | 2500-12-31      | N/A      | 0.0000% | $49.00             | $557.13            | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $56457.00          | $305150.09         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $4.00              | $367.72            | Equities   |
| ROCKY BRANDS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $3807.00           | $113258.25         | Equities   |
| MERIDIAN CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $11498.00          | $203054.68         | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $21669.00          | $860042.61         | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $475440.00         | $2006356.80        | Equities   |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $447352.00         | $8352061.84        | Equities   |
| LIVEONE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62121.00          | $260286.99         | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $73023.00          | $389212.59         | Equities   |
| KYVERNA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $92474.00          | $864631.90         | Equities   |
| JELD-WEN HLDG INC              COM              | 2500-12-31      | N/A      | 0.0000% | $47791.00          | $114698.40         | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $15596.00          | $92952.16          | Equities   |
| PEOPLES BANCORP N C INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4929.00           | $178429.80         | Equities   |
| VIANT TECHNOLOGY INC           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $12885.00          | $152944.95         | Equities   |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $9287.00           | $36590.78          | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1515312.00        | $5394510.72        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $69.00             | $8469.75           | Equities   |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $5450.00           | $255932.00         | Equities   |
| FORGE GLOBAL HOLDINGS INC      COM SHS          | 2500-12-31      | N/A      | 0.0000% | $20.00             | $890.80            | Equities   |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $1.00              | $74.72             | Equities   |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $28.00             | $2092.16           | Equities   |
| FORTE BIOSCIENCES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1082.00           | $28424.14          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $91335.00          | $547096.65         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $3106.00           | $5497.62           | Equities   |
| NEKTAR THERAPEUTICS            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $84439.00          | $3537994.10        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $2331.00           | $411806.58         | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $101161.00         | $8265865.31        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WATER RES ETF    | 2500-12-31      | N/A      | 0.0000% | $1582.00           | $112682.54         | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $18193.00          | $47483.73          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $2910.00           | $184755.90         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $5082.00           | $655389.97         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $30283.00          | $2124655.28        | Equities   |
| MBIA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $14229.00          | $101452.77         | Equities   |
| LIGHTPATH TECHNOLOGIES INC     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $13116.00          | $138504.96         | Equities   |
| INNOVATIVE SOLUTIONS & SUPPORT COM              | 2500-12-31      | N/A      | 0.0000% | $37481.00          | $737626.08         | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $2711025.00        | $8919272.25        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $11473.00          | $201465.88         | Equities   |
| HOOKER FURNISHINGS CORPORATION COM              | 2500-12-31      | N/A      | 0.0000% | $11746.00          | $129206.00         | Equities   |
| LEMONADE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1148.80           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3431.12           | Equities   |
| FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $479.00            | $7946.61           | Equities   |
| FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $9769.00           | $162067.71         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $78990.00          | $23663824.20       | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $337409.00         | $101080988.22      | Equities   |
| NOKIA CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $106933.00         | $696133.83         | Equities   |
| T ROWE PRICE ETF INC           US EQUITY RESEAR | 2500-12-31      | N/A      | 0.0000% | $170.00            | $7323.69           | Equities   |
| TELECOM ARGENTINA SA           SPON ADR REP B   | 2500-12-31      | N/A      | 0.0000% | $170322.00         | $1958703.00        | Equities   |
| NETGEAR INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $9378.00           | $230417.46         | Equities   |
| SUNSTONE HOTEL INVS INC NEW    COM              | 2500-12-31      | N/A      | 0.0000% | $18128.00          | $165146.08         | Equities   |
| SUNSTONE HOTEL INVS INC NEW    COM              | 2500-12-31      | N/A      | 0.0000% | $58462.00          | $532588.82         | Equities   |
| TENARIS S A                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $40231.00          | $1562572.04        | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $75735.00          | $534689.10         | Equities   |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $69404.00          | $496238.60         | Equities   |
| PEBBLEBROOK HOTEL TR           COM              | 2500-12-31      | N/A      | 0.0000% | $68309.00          | $784187.32         | Equities   |
| PEBBLEBROOK HOTEL TR           COM              | 2500-12-31      | N/A      | 0.0000% | $1063872.00        | $12213250.56       | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $17568.00          | $2176148.16        | Equities   |
| PIEDMONT REALTY TRUST INC      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $5475.00           | $45825.75          | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $290.00            | $81817.70          | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $140107.00         | $10367918.00       | Equities   |
| ORCHID IS CAP INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1178423.00        | $8578919.44        | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $1247.00           | $42522.70          | Equities   |
| MECHANICS BANCORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $10864.00          | $158071.20         | Equities   |
| HUTCHMED CHINA LTD             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $313.00            | $4131.60           | Equities   |
| HUTCHMED CHINA LTD             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1795.00           | $23694.00          | Equities   |
| HILTON GRAND VACATIONS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1945.32           | Equities   |
| IES HLDGS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $24.00             | $9465.60           | Equities   |
| HDFC BANK LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $355351.00         | $12948990.44       | Equities   |
| AMERICAN HEALTHCARE REIT INC   COM SHS          | 2500-12-31      | N/A      | 0.0000% | $117416.00         | $5605439.84        | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11964.00          | $134475.36         | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $668.00            | $46586.32          | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $503.00            | $35079.22          | Equities   |
| VERIS RESIDENTIAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $6984.00           | $105388.56         | Equities   |
| VERIS RESIDENTIAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $7060.00           | $106535.40         | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $61.00             | $800.32            | Equities   |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $493.00            | $2736.15           | Equities   |
| SPDR INDEX SHS FDS             S&P NORTH AMER   | 2500-12-31      | N/A      | 0.0000% | $1970.00           | $134866.20         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $181800.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $1219.00           | $91737.06          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $2851.00           | $163846.97         | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $868.00            | $83735.96          | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $65.50             | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2227.00           | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $15550.00          | $2019323.00        | Equities   |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $268.00            | $26207.72          | Equities   |
| LIFEMD INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $37408.00          | $130553.92         | Equities   |
| MFA FINL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $13115.00          | $126428.60         | Equities   |
| NATIONAL RESH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12034.00          | $224434.10         | Equities   |
| NEONODE INC                    COM PAR          | 2500-12-31      | N/A      | 0.0000% | $3844.00           | $6842.32           | Equities   |
| LYELL IMMUNOPHARMA INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $39512.00          | $1248184.08        | Equities   |
| MERCANTILE BK CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $3171.00           | $152208.00         | Equities   |
| NORTHERN TECHNOLOGIES INTL COR COM              | 2500-12-31      | N/A      | 0.0000% | $73.00             | $551.15            | Equities   |
| FREIGHTCAR AMER INC            COM              | 2500-12-31      | N/A      | 0.0000% | $83281.00          | $942740.92         | Equities   |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $41365.00          | $131954.35         | Equities   |
| GATX CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $5674.35           | Equities   |
| FRANKLIN FINL SVCS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $2721.00           | $137410.50         | Equities   |
| CONTINEUM THERAPEUTICS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $200494.00         | $2285631.60        | Equities   |
| CAMDEN NATL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $2343.00           | $102623.40         | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $8.00              | $104.72            | Equities   |
| CONMED CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $41.14             | Equities   |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $13490.00          | $110078.40         | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $97787.00          | $1741586.47        | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $172.00            | $732.72            | Equities   |
| APOGEE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $35.00             | $2651.60           | Equities   |
| ARK RESTAURANTS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $8574.00           | $55902.48          | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $19.05             | Equities   |
| ASPEN AEROGELS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $107201.00         | $316242.95         | Equities   |
| ALIGNMENT HEALTHCARE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1757.00           | $33804.68          | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $19054.00          | $605345.58         | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $2036.00           | $38785.80          | Equities   |
| AMTECH SYS INC                 COM PAR $0.01N   | 2500-12-31      | N/A      | 0.0000% | $76179.00          | $962902.56         | Equities   |
| ANAVEX LIFE SCIENCES CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17282.00          | $65671.60          | Equities   |
| SPOK HLDGS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $13270.00          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $199.00            | $204.97            | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $93076.00          | $95868.28          | Equities   |
| MATIV HOLDINGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $15091.00          | $189090.23         | Equities   |
| TELEFONICA S A                 SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $19718.00          | $80252.26          | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $193.00            | $6869.95           | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $285.00            | $10144.75          | Equities   |
| DIREXION SHS ETF TR            DAILY CSCO BEAR  | 2500-12-31      | N/A      | 0.0000% | $1311.00           | $28327.56          | Equities   |
| NEW ORIENTAL ED & TECHNOLOGY G SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $62.00             | $3447.20           | Equities   |
| LINDBLAD EXPEDITIONS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $10025.00          | $144560.50         | Equities   |
| LIFEMD INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $27727.00          | $96767.23          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $80.00             | $6020.48           | Equities   |
| ISABELLA BK CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $1292.00           | $64961.76          | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $205987.00         | $8805944.25        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $303087.00         | $9416913.09        | Equities   |
| INNOSPEC INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2777.00           | $216994.78         | Equities   |
| FLEXSHARES TR                  QUALT DIVD IDX   | 2500-12-31      | N/A      | 0.0000% | $52.00             | $4236.44           | Equities   |
| FORUM ENERGY TECHNOLOGIES INC  COM              | 2500-12-31      | N/A      | 0.0000% | $483.00            | $18059.37          | Equities   |
| FIRSTSERVICE CORP NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $224778.96         | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $17245.00          | $702561.30         | Equities   |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $8340.00           | $176891.40         | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $21146.00          | $788322.88         | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $375489.00         | $30305717.19       | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $33.00             | $2672.34           | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $3525048.00        | $78714321.84       | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $11.00             | $46.42             | Equities   |
| KOLIBRI GLOBAL ENERGY INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $87588.00          | $353855.52         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $303235.00         | $11726097.45       | Equities   |
| KURA ONCOLOGY INC              COM              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $531.44            | Equities   |
| KONINKLIJKE PHILIPS N V        NY REGIS SHS NEW | 2500-12-31      | N/A      | 0.0000% | $62513.00          | $1712231.07        | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $3701.00           | $396377.10         | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $1595.00           | $70738.25          | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $440.00            | $22123.20          | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $187805.00         | $1643293.75        | Equities   |
| ONE LIBERTY PPTYS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $27838.80          | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $31356.00          | $13044096.00       | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $1020.00           | $14575.80          | Equities   |
| NATIONAL HEALTHCARE CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $421.00            | $58270.61          | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $8557.20           | Equities   |
| VENTURE GLOBAL INC             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $88.00             | $616.88            | Equities   |
| URANIUM ENERGY CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $23.54             | Equities   |
| MINERALS TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $3453.00           | $212566.68         | Equities   |
| NOAH HLDGS LTD                 SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $19136.00          | $194421.76         | Equities   |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $26105.00          | $167985.67         | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $885.00            | $36054.90          | Equities   |
| HAIN CELESTIAL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $221820.00         | $237347.40         | Equities   |
| HURCO CO                       COM              | 2500-12-31      | N/A      | 0.0000% | $6129.00           | $95489.82          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $83670.00          | $7193109.90        | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $42259.00          | $2735425.07        | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6086.00           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US L | 2500-12-31      | N/A      | 0.0000% | $23456.00          | $642928.96         | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $44619.00          | $2715512.34        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $62278.00          | $1659085.92        | Equities   |
| RANGER ENERGY SVCS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2078.00           | $29112.78          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1.00              | $93.44             | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $21467.00          | $1302188.22        | Equities   |
| RENASANT CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $602.99            | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $30.25             | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $43870.00          | $53082.70          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1205.00           | $112595.20         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3069.00           | $464897.95         | Equities   |
| SUMMIT HOTEL PPTYS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $72596.00          | $354268.48         | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $1723312.00        | $31054082.24       | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $2266.00           | $30024.50          | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $370.00            | $6071.70           | Equities   |
| SYNCHRONOSS TECHNOLOGIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1850.00           | $15891.50          | Equities   |
| VICOR CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $227.40            | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $2263.00           | $106768.34         | Equities   |
| INNOVAGE HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $21533.00          | $113263.58         | Equities   |
| HOME BANCORP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $3552.00           | $207117.12         | Equities   |
| HCI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $1723.77           | Equities   |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1006269.00        | $2586111.33        | Equities   |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $10209.00          | $1373110.50        | Equities   |
| HIMALAYA SHIPPING LTD          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $37947.00          | $342661.41         | Equities   |
| NATIONAL ENERGY SERVICES REUNI SHS              | 2500-12-31      | N/A      | 0.0000% | $8926.00           | $139513.38         | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $3362.00           | $974980.00         | Equities   |
| PROSHARES TR                   PSHS ULT S&P 500 | 2500-12-31      | N/A      | 0.0000% | $2.00              | $117.60            | Equities   |
| RAYONIER ADVANCED MATLS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $4281.00           | $25386.33          | Equities   |
| LIBERTY LATIN AMERICA LTD      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89022.00          | $658762.80         | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $18986.00          | $35313.96          | Equities   |
| CAPITAL CLEAN ENERGY CARRIERS  COM              | 2500-12-31      | N/A      | 0.0000% | $5248.00           | $108108.80         | Equities   |
| OWENS & MINOR INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $27020.00          | $74034.80          | Equities   |
| QUAKER HOUGHTON                COM              | 2500-12-31      | N/A      | 0.0000% | $1805.00           | $250858.90         | Equities   |
| PARK-OHIO HLDGS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $4440.00           | $91819.20          | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $374404.00         | $2796797.88        | Equities   |
| PROFRAC HLDG CORP              CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $4383.00           | $17619.66          | Equities   |
| RIVERVIEW BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $46194.00          | $231893.88         | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $3662.00           | $62803.30          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $271.00            | $76056.15          | Equities   |
| SPDR INDEX SHS FDS             PORTFOLIO EMG MK | 2500-12-31      | N/A      | 0.0000% | $16586.00          | $776722.38         | Equities   |
| PALVELLA THERAPEUTICS INC NEW  COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $1697.96           | Equities   |
| MOBILEYE GLOBAL INC            COMMON CLASS A   | 2500-12-31      | N/A      | 0.0000% | $1361973.00        | $14450533.53       | Equities   |
| JAKKS PAC INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $348.00            | $5829.00           | Equities   |
| HOLLEY INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $38302.00          | $162400.48         | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $252.00            | $21566.16          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  US QUALTY FCTR   | 2500-12-31      | N/A      | 0.0000% | $15893.00          | $1012860.89        | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2850583.00        | $37342637.30       | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $51.00             | $13283.97          | Equities   |
| VANGUARD WORLD FD              COMM SRVC ETF    | 2500-12-31      | N/A      | 0.0000% | $2627.00           | $511503.17         | Equities   |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $1707923.00        | $13782938.61       | Equities   |
| SOUTHERN MO BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2068.00           | $122529.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $197086.00         | $12897307.84       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $74188.00          | $7346095.76        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $1764.00           | $44294.04          | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $2428.00           | $39940.60          | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $73566.00          | $7021874.70        | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3891.36           | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $376.20            | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $180810.00         | $124744435.20      | Equities   |
| KARAT PACKAGING INC            COM              | 2500-12-31      | N/A      | 0.0000% | $10524.00          | $240578.64         | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $79061.00          | $5750897.14        | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $37.00             | $4074.81           | Equities   |
| KKR REAL ESTATE FIN TR INC     COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $143.99            | Equities   |
| UNISYS CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $30499.00          | $84787.22          | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $72229.00          | $398704.08         | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $826.00            | $13587.70          | Equities   |
| ISHARES INC                    MSCI JAPN SMCETF | 2500-12-31      | N/A      | 0.0000% | $11139.00          | $1026661.58        | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $45805.00          | $5044046.60        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $27.00             | $677.97            | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $3257049.00        | $124744976.70      | Equities   |
| CANADIAN SOLAR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $874033.00         | $20793245.07       | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $856494.00         | $26242976.16       | Equities   |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $8571.00           | $307270.35         | Equities   |
| EQUINOR ASA                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $17.00             | $401.20            | Equities   |
| ENCORE ENERGY CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9042.00           | $21519.96          | Equities   |
| EVERSPIN TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $88272.00          | $826225.92         | Equities   |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $58745.00          | $353057.45         | Equities   |
| EVI INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1197.00           | $31481.10          | Equities   |
| EVI INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $6184.00           | $162639.20         | Equities   |
| EPSILON ENERGY LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $10374.00          | $48757.80          | Equities   |
| EPSILON ENERGY LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $16550.00          | $77785.00          | Equities   |
| EVENTBRITE INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3430.00           | $15229.20          | Equities   |
| EUPRAXIA PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $126875.00         | $962981.25         | Equities   |
| AMPRIUS TECHNOLOGIES INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2761.00           | $21618.63          | Equities   |
| ATLANTA BRAVES HLDGS INC       COM SER A        | 2500-12-31      | N/A      | 0.0000% | $958.00            | $40820.38          | Equities   |
| ATEA PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4206.00           | $14931.30          | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $6217.00           | $587133.48         | Equities   |
| TRUBRIDGE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $5221.00           | $114183.27         | Equities   |
| CHEMUNG FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $1587.00           | $88554.60          | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $1018418.00        | $6609532.82        | Equities   |
| INOGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $34118.00          | $229272.96         | Equities   |
| HAVERTY FURNITURE COS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $189.04            | Equities   |
| GOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $209722.00         | $991985.06         | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $17607.00          | $30988.32          | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $24714.00          | $43496.64          | Equities   |
| IPERIONX LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $101.00            | $3676.40           | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $14150.00          | $912250.50         | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $313.70            | Equities   |
| FIDELITY COVINGTON TRUST       MSCI COMMNTN SVC | 2500-12-31      | N/A      | 0.0000% | $1.00              | $73.61             | Equities   |
| FIRST WESTN FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $499.00            | $12749.45          | Equities   |
| EL POLLO LOCO HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $17025.00          | $178762.50         | Equities   |
| ENERGY SVCS ACQUISITION CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $12846.00          | $102768.00         | Equities   |
| ELECTROVAYA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $216526.00         | $1675911.24        | Equities   |
| EUROPEAN WAX CTR INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $4853.00           | $17325.21          | Equities   |
| FS BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2799.00           | $115766.64         | Equities   |
| CARDIFF ONCOLOGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $37996.00          | $109048.52         | Equities   |
| CATHAY GEN BANCORP             COM              | 2500-12-31      | N/A      | 0.0000% | $72.00             | $3513.60           | Equities   |
| CBIZ INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1025.80           | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1003983.00        | $2158563.45        | Equities   |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $6187.00           | $125348.62         | Equities   |
| COHERUS ONCOLOGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $193432.00         | $272739.12         | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $113203.00         | $4313034.30        | Equities   |
| COHERUS ONCOLOGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $253.00            | $356.73            | Equities   |
| CANTALOUPE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2426.00           | $25691.34          | Equities   |
| BACKBLAZE INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $26121.00          | $124074.75         | Equities   |
| AMARIN CORP PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $408.00            | $5512.08           | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $70221.00          | $115162.44         | Equities   |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14418.00          | $131492.16         | Equities   |
| ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   | 2500-12-31      | N/A      | 0.0000% | $408754.00         | $18594219.46       | Equities   |
| AMERICAN VANGUARD CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $10055.00          | $38812.30          | Equities   |
| ASSOCIATED BANC CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $7442.00           | $192971.06         | Equities   |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $14043.00          | $89594.34          | Equities   |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $4788.00           | $35910.00          | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $104410.00         | Equities   |
| UNIVERSAL HEALTH RLTY INCOME T SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1067.04           | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $709.00            | $62859.94          | Equities   |
| TREDEGAR CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $5480.00           | $40332.80          | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2012.00           | $20562.64          | Equities   |
| EGH ACQUISITION CORP.          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22438.00          | $227521.32         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $25205.00          | $255578.70         | Equities   |
| D. BORAL ARC ACQ I CORP.       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $117540.00         | $1180101.60        | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $75156.00          | $777113.04         | Equities   |
| BLUE WTR ACQUISITION CORP. III ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $8.00              | $82.48             | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $29188.00          | $115584.48         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $25525.00          | $264694.25         | Equities   |
| OYSTER ENTERPRISES II ACQUISIT ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29024.00          | $293432.64         | Equities   |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $735175.00         | $88713567.25       | Equities   |
| COGNYTE SOFTWARE LTD           ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $274587.00         | $2553659.10        | Equities   |
| NEWAMSTERDAM PHARMA COMPANY NV ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $56055.00          | $1947350.70        | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $119930.00         | $1276055.20        | Equities   |
| DLOCAL LTD                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $621780.00         | $8897671.80        | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $89943.00          | $210466.62         | Equities   |
| KAROOOOO LTD                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2858.00           | $131325.10         | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $2137.00           | $111819.59         | Equities   |
| THE REAL BROKERAGE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1259.00           | $4293.19           | Equities   |
| MATIV HOLDINGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $876.00            | $10976.28          | Equities   |
| STEM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1735.00           | $26493.45          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3206.82           | Equities   |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1374269.00        | $4699999.98        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $67247.00          | $6997050.35        | Equities   |
| SILVERCREST ASSET MGMT GROUP I CL A             | 2500-12-31      | N/A      | 0.0000% | $9961.00           | $152502.91         | Equities   |
| STEM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2995.00           | $45733.65          | Equities   |
| SURROZEN INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18154.00          | $391218.70         | Equities   |
| SUTRO BIOPHARMA INC            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $17400.00          | $203058.00         | Equities   |
| SYMBOTIC INC                   CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $24641.00          | $1485113.07        | Equities   |
| SANARA MEDTECH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2591.00           | $61847.17          | Equities   |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $1594.00           | $632738.30         | Equities   |
| WEAVE COMMUNICATIONS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $203.56            | Equities   |
| XENIA HOTELS & RESORTS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $83731.00          | $1210750.26        | Equities   |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $9059.00           | $41127.86          | Equities   |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $235847.00         | $1070745.38        | Equities   |
| ALCHEMY INVTS ACQUISITN CORP 1 CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $7679.00           | $92531.95          | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $55130.00          | $1447162.50        | Equities   |
| XENIA HOTELS & RESORTS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $120843.00         | $1747389.78        | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $328507.00         | $23954730.44       | Equities   |
| OCULIS HOLDING AG              ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $9577.00           | $190869.61         | Equities   |
| GOLAR LNG LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $725.00            | $27035.25          | Equities   |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $50672.00          | $405376.00         | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $65714.00          | $3057015.28        | Equities   |
| TAT TECHNOLOGIES LTD           ORD NEW          | 2500-12-31      | N/A      | 0.0000% | $6964.00           | $310176.56         | Equities   |
| REGENCELL BIOSCIENCE HLDGS LTD ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $5474.00           | $125354.60         | Equities   |
| STAR HLDGS                     SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $40037.00          | $326701.92         | Equities   |
| TIM S A                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1560.80           | Equities   |
| TELESAT CORP                   CL A & CL B SHS  | 2500-12-31      | N/A      | 0.0000% | $19800.00          | $580932.00         | Equities   |
| TELEFONICA S A                 SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $11183.00          | $45514.81          | Equities   |
| SOUNDTHINKING INC              COM              | 2500-12-31      | N/A      | 0.0000% | $22864.00          | $184741.12         | Equities   |
| ALKAMI TECHNOLOGY INC          COM              | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1253.34           | Equities   |
| ALLOGENE THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $464000.00         | $607840.00         | Equities   |
| RADWARE LTD                    ORD              | 2500-12-31      | N/A      | 0.0000% | $74737.00          | $1803403.81        | Equities   |
| PERION NETWORK LTD             SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $38446.00          | $369081.60         | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $749225.00         | $16273167.00       | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $35125.00          | $456976.25         | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $16512.00          | $366896.64         | Equities   |
| 3-D SYS CORP DEL               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16821.00          | $29773.17          | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $486364.00         | $15242647.76       | Equities   |
| ICU MED INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $86.00             | $12438.18          | Equities   |
| HYSTER-YALE INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $399.00            | $11874.24          | Equities   |
| IHEARTMEDIA INC                COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2603.00           | $11062.75          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $3494.00           | $165161.38         | Equities   |
| TASKUS INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $68589.00          | $805234.86         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRIGHT MO | 2500-12-31      | N/A      | 0.0000% | $148.00            | $17421.32          | Equities   |
| THREDUP INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $77.00             | $485.87            | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $1555.00           | $25937.40          | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW PPTY CASUT   | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $135804.88         | Equities   |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $21.00             | $105.84            | Equities   |
| IHEARTMEDIA INC                COM CL A         | 2500-12-31      | N/A      | 0.0000% | $88658.00          | $376796.50         | Equities   |
| TIDAL TRUST II                 YIELDMAX SMCI    | 2500-12-31      | N/A      | 0.0000% | $7.00              | $57.47             | Equities   |
| ISHARES TR                     CORE S&P MCP ETF | 2500-12-31      | N/A      | 0.0000% | $578.00            | $38552.60          | Equities   |
| HYCROFT MINING HOLDING CORP    CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $108790.00         | $2554389.20        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $2.00              | $94.54             | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL MAT   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $34.30             | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $1969.00           | $157953.18         | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $105.00            | $1627.27           | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $6321.00           | $97961.59          | Equities   |
| VERITONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $259321.00         | $1195469.81        | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $371533.00         | $20099935.30       | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT   | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3806.46           | Equities   |
| WEDBUSH SER TR                 DAN IVES WEDBUSH | 2500-12-31      | N/A      | 0.0000% | $5.00              | $159.65            | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF  | 2500-12-31      | N/A      | 0.0000% | $11384.00          | $955686.80         | Equities   |
| P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $13.00             | $273.52            | Equities   |
| RE MAX HLDGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $504.00            | $3850.56           | Equities   |
| TWIN DISC INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $6707.00           | $112476.39         | Equities   |
| OWENS & MINOR INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $9858.00           | $27010.92          | Equities   |
| OMEGA FLEX INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $6204.00           | $182583.72         | Equities   |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $27540.00          | $1991692.80        | Equities   |
| ONDAS HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $300205.00         | $2698842.95        | Equities   |
| TWO HBRS INVT CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $62698.00          | $662090.88         | Equities   |
| UNDER ARMOUR INC               CL C             | 2500-12-31      | N/A      | 0.0000% | $44.00             | $216.92            | Equities   |
| DORIAN LPG LTD                 SHS USD          | 2500-12-31      | N/A      | 0.0000% | $5540.00           | $132572.20         | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $162844.00         | $348486.16         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3754227.00        | $54811714.20       | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $893772.00         | $1590914.16        | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1391607.00        | $13248098.64       | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1111.11           | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $10561.00          | $4212677.29        | Equities   |
| SPDR INDEX SHS FDS             S&P EM MKT DIV   | 2500-12-31      | N/A      | 0.0000% | $964.00            | $37904.48          | Equities   |
| MALIBU BOATS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $8571.00           | $244873.47         | Equities   |
| MAXCYTE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $50825.00          | $79287.00          | Equities   |
| MASTERCRAFT BOAT HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3202.00           | $61542.44          | Equities   |
| MAXCYTE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $45477.00          | $70944.12          | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $15.71             | Equities   |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $957.00            | $40347.12          | Equities   |
| FIRST TR EXCHANGE TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $170.50            | Equities   |
| FIRST TR EXCHANGE TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $2746.00           | $468193.00         | Equities   |
| FIRST SVGS FINL GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $4296.00           | $137386.08         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $16399.00          | $2154956.51        | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $7847.00           | $476940.66         | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $116.00            | $7478.52           | Equities   |
| GRANITE RIDGE RESOURCES INC    COM              | 2500-12-31      | N/A      | 0.0000% | $11407.00          | $54753.60          | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $35.00             | $2127.30           | Equities   |
| GLOBAL INDUSTRIAL COMPANY      COM              | 2500-12-31      | N/A      | 0.0000% | $644.00            | $19171.88          | Equities   |
| FUBOTV INC                     CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $43.00             | $107.93            | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $46782.00          | $121633.20         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE CHINA       | 2500-12-31      | N/A      | 0.0000% | $10967.00          | $263317.67         | Equities   |
| ORASURE TECHNOLOGIES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $829.00            | $2047.63           | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $667826.00         | $1529321.54        | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $99.00             | $545.49            | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $3908.00           | $122125.00         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR LGCP   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $39.51             | Equities   |
| ISHARES TR                     U.S. FIN SVC ETF | 2500-12-31      | N/A      | 0.0000% | $2443.00           | $227076.85         | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $82.00             | $2274.68           | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $95192.00          | $2640626.08        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $3506.00           | $414549.44         | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $1358.00           | $140308.83         | Equities   |
| FULGENT GENETICS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $7148.00           | $189350.52         | Equities   |
| FULTON FINL CORP PA            COM              | 2500-12-31      | N/A      | 0.0000% | $37732.00          | $743320.40         | Equities   |
| HERITAGE FINL CORP WASH        COM              | 2500-12-31      | N/A      | 0.0000% | $4899.00           | $117233.07         | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $513.00            | $79119.99          | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $4805.00           | $741075.15         | Equities   |
| FIRST INTERNET BANCORP         COM              | 2500-12-31      | N/A      | 0.0000% | $884.00            | $17918.68          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NY ARCA BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $800.00            | $167680.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR TA HIYL | 2500-12-31      | N/A      | 0.0000% | $199.00            | $8338.10           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $5313.00           | $340350.78         | Equities   |
| D-WAVE QUANTUM INC             COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $446.25            | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $319.00            | $20435.14          | Equities   |
| AEGON LTD                      AMER REG 1 CERT  | 2500-12-31      | N/A      | 0.0000% | $6094.00           | $47350.38          | Equities   |
| ALDEYRA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $36.05             | Equities   |
| AGIOS PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1585.14           | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $46172.00          | $159293.40         | Equities   |
| ALEXANDERS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $1751.20           | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $10867.00          | $31622.97          | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $133475.00         | $388412.25         | Equities   |
| ALPINE INCOME PPTY TR INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1137.00           | $19101.60          | Equities   |
| NEW ERA ENERGY & DIGITAL INC   COM              | 2500-12-31      | N/A      | 0.0000% | $18842.00          | $44655.54          | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $30.00             | $53.10             | Equities   |
| OPPENHEIMER HLDGS INC          CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $28900.00          | $2104787.00        | Equities   |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $52777.00          | $2703237.94        | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $17741.00          | $28917.83          | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $4179061.00        | $124744970.85      | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $12033.00          | $39588.57          | Equities   |
| HYLIION HOLDINGS CORP          COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1457533.00        | $2769312.70        | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $58067.00          | $333885.25         | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $101771.00         | $199471.16         | Equities   |
| CAMP4 THERAPEUTICS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $222416.00         | $1310030.24        | Equities   |
| BROADSTONE NET LEASE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $98429.00          | $1726444.66        | Equities   |
| BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   | 2500-12-31      | N/A      | 0.0000% | $139.00            | $857.63            | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $21635.00          | $483542.25         | Equities   |
| DESCARTES SYS GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $417507.00         | $36765666.42       | Equities   |
| DIAMONDROCK HOSPITALITY CO     COM              | 2500-12-31      | N/A      | 0.0000% | $104411.00         | $960581.20         | Equities   |
| CONCRETE PUMPING HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11896.00          | $83034.08          | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $37974.00          | $1389088.92        | Equities   |
| GALAXY DIGITAL INC.            CL A             | 2500-12-31      | N/A      | 0.0000% | $134596.00         | $3066096.88        | Equities   |
| GENWORTH FINL INC              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $15874.00          | $144453.40         | Equities   |
| GENERATION BIO CO              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14699.00          | $82167.41          | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $19.00             | $523.83            | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $29373.00          | $1058896.65        | Equities   |
| T ROWE PRICE ETF INC           INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $8038.00           | $278355.94         | Equities   |
| SERVICETITAN INC               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $134157.00         | $14378947.26       | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET TEC | 2500-12-31      | N/A      | 0.0000% | $38095.00          | $5539393.95        | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $8146.00           | $266944.42         | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6306.00           | $27368.04          | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $83347.00          | $2487074.48        | Equities   |
| SPDR INDEX SHS FDS             PORTFOLIO DEVLPD | 2500-12-31      | N/A      | 0.0000% | $4361.00           | $194500.60         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EMERG MKT ALPH   | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1843.17           | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $2191.00           | $133388.08         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $7982.00           | $822345.55         | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $3429.00           | $241127.28         | Equities   |
| ISHARES TR                     GLB CNSM STP ETF | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $227325.00         | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $226.00            | $15892.32          | Equities   |
| GENENTA SCIENCE S P A          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $232.00            | $329.44            | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $320886.00         | $747664.38         | Equities   |
| X FINL                         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $579.00            | $3346.62           | Equities   |
| X FINL                         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $14379.00          | $83110.62          | Equities   |
| WISDOMTREE TR                  WISDOMTREE US VA | 2500-12-31      | N/A      | 0.0000% | $6.00              | $564.00            | Equities   |
| WISDOMTREE TR                  WISDOMTREE US VA | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $101896.00         | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $7572.00           | $248967.36         | Equities   |
| SOCIEDAD QUIMICA Y MINERA DE   SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $78730.00          | $5430795.40        | Equities   |
| HAGERTY INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $2185.00           | $29300.85          | Equities   |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $10839.00          | $311187.69         | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $547609.00         | $26268803.73       | Equities   |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $3537.10           | Equities   |
| FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS   | 2500-12-31      | N/A      | 0.0000% | $5182.00           | $521516.48         | Equities   |
| OP BANCORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $2943.00           | $41893.60          | Equities   |
| G III APPAREL GROUP LTD        COM              | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $121893.00         | Equities   |
| ARROW FINL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1445.00           | $45575.30          | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $923.00            | $32074.25          | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $93358.00          | $19543563.72       | Equities   |
| BANK MARIN BANCORP             COM              | 2500-12-31      | N/A      | 0.0000% | $9286.00           | $244918.25         | Equities   |
| AXCELIS TECHNOLOGIES INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $49.00             | $3995.95           | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $277649.00         | $9648302.75        | Equities   |
| CONMED CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $70.00             | $2879.80           | Equities   |
| COMMUNITY HEALTH SYS INC NEW   COM              | 2500-12-31      | N/A      | 0.0000% | $4373.00           | $13906.14          | Equities   |
| CORBUS PHARMACEUTICALS HLDGS I COM NEW          | 2500-12-31      | N/A      | 0.0000% | $298479.00         | $2390816.79        | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $34341.00          | $54602.19          | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $7604541.00        | $88288721.01       | Equities   |
| COVENANT LOGISTICS GROUP INC   CL A             | 2500-12-31      | N/A      | 0.0000% | $875.00            | $19285.00          | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4434.00           | $13035.96          | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2442223.00        | $6398624.26        | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $32752.00          | $96290.88          | Equities   |
| CEVA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $43.54             | Equities   |
| COMPANIA CERVECERIAS UNIDAS S  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $43976.00          | $562892.80         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2771.86           | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $465049.00         | $15328015.04       | Equities   |
| DIVERSIFIED ENERGY CO          COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $197.00            | $2848.62           | Equities   |
| CERUS CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $75635.00          | $158077.15         | Equities   |
| DIGI PWR X INC                 COM SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $82912.00          | $214742.08         | Equities   |
| DOUGLAS EMMETT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $160101.00         | $1796333.22        | Equities   |
| NATWEST GROUP PLC              SPONS ADR        | 2500-12-31      | N/A      | 0.0000% | $20.00             | $351.80            | Equities   |
| NICE LTD                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $7657.00           | $865394.14         | Equities   |
| AURA MINERALS INC              SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $204488.00         | $10396169.92       | Equities   |
| TORM PLC                       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48387.00          | $945481.98         | Equities   |
| SEAPORT ENTMT GROUP INC        COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $326.00            | $6484.14           | Equities   |
| SUPERX AI TECHNOLOGY LTD       USD ORD SHS NEW  | 2500-12-31      | N/A      | 0.0000% | $331109.00         | $4801080.50        | Equities   |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $1748.00           | $50220.04          | Equities   |
| KINIKSA PHARMACEUTICALS INTL P ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $133476.00         | $5471181.24        | Equities   |
| SIGMA LITHIUM CORPORATION      COM              | 2500-12-31      | N/A      | 0.0000% | $10736.00          | $144828.64         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $30479.00          | $309666.64         | Equities   |
| CMB.TECH NV                    SHS              | 2500-12-31      | N/A      | 0.0000% | $1205867.00        | $11491912.51       | Equities   |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1125241.00        | $7370328.55        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $1.00              | $120.36            | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $97934.00          | $5271787.22        | Equities   |
| OXFORD INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1478.40           | Equities   |
| BANK OF NT BUTTERFIELD&SON LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $505.00            | $25280.30          | Equities   |
| RAMACO RES INC                 COM CL B         | 2500-12-31      | N/A      | 0.0000% | $31055.00          | $366759.55         | Equities   |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $52734.00          | $7642211.28        | Equities   |
| PROKIDNEY CORP                 SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $83578.00          | $183871.60         | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $436.00            | $39261.80          | Equities   |
| FIGX CAP ACQUISITION CORP.     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $21896.00          | $220273.76         | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $167235.00         | $81523717.80       | Equities   |
| ZIPRECRUITER INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $6168.00           | $23685.12          | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $109758.00         | $1121726.76        | Equities   |
| LAKE SHORE BANCORP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1032.50           | Equities   |
| ASPEN INSURANCE HOLDINGS LTD   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $166.00            | $6148.64           | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $26097.00          | $277933.05         | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $173620.00         | $1786549.80        | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $35748.00          | $376247.70         | Equities   |
| WISDOMTREE TR                  JAPN HEDGE EQT   | 2500-12-31      | N/A      | 0.0000% | $5270.00           | $760250.20         | Equities   |
| ZAI LAB LTD                    ADR              | 2500-12-31      | N/A      | 0.0000% | $232953.00         | $4106961.39        | Equities   |
| GAMBLING COM GROUP LIMITED     ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $29973.00          | $162753.39         | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $23593.00          | $106876.29         | Equities   |
| RACKSPACE TECHNOLOGY INC       COM              | 2500-12-31      | N/A      | 0.0000% | $11134.00          | $10994.83          | Equities   |
| SOLARIS ENERGY INFRAS INC      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1844.00           | Equities   |
| REX AMERICAN RES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $916.44            | Equities   |
| POSCO HOLDINGS INC             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $68819.00          | $3676999.17        | Equities   |
| MOTORSPORT GAMES INC           CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $43197.00          | $135206.61         | Equities   |
| MOTORSPORT GAMES INC           CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $979.00            | $3064.27           | Equities   |
| FOX FACTORY HLDG CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $5926.00           | $103467.96         | Equities   |
| ORMAT TECHNOLOGIES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $6477.44           | Equities   |
| NATIONAL HEALTH INVS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1697.00           | $131653.26         | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $52610.00          | $1631741.24        | Equities   |
| KOPPERS HOLDINGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $31808.05          | Equities   |
| MICROVAST HOLDINGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1672857.00        | $4700728.17        | Equities   |
| KOPPERS HOLDINGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $4545.00           | $124305.75         | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $464857.00         | $911119.72         | Equities   |
| MICROVAST HOLDINGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $51211.00          | $143902.91         | Equities   |
| GRANITESHARES ETF TR           2X LONG META DAI | 2500-12-31      | N/A      | 0.0000% | $4.00              | $132.60            | Equities   |
| SUN CTRY AIRLS HLDGS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4639.00           | $66755.21          | Equities   |
| GRIFFON CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $81.00             | $6011.01           | Equities   |
| KAMADA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $22790.00          | $162036.90         | Equities   |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $35420.00          | $569199.40         | Equities   |
| STRATTEC SEC CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $1136.00           | $87642.40          | Equities   |
| NOMURA HLDGS INC               SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $696869.00         | $5881574.36        | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1029293.00        | $2089464.79        | Equities   |
| SONY GROUP CORP                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $181154.00         | $4659280.88        | Equities   |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $11431.00          | $484674.40         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $49895.00          | $783850.45         | Equities   |
| COHEN CIRCLE ACQUISIT CORP II  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $100048.00         | $1026492.48        | Equities   |
| SPORTRADAR GROUP AG            CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1111.82           | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $63555.00          | $639363.30         | Equities   |
| ETORO GROUP LTD                SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $238473.00         | $8475330.42        | Equities   |
| TXNM ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $835854.00         | $49265234.76       | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $103.00            | $136.99            | Equities   |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $4.54              | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $10967.00          | $112082.74         | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $179610.00         | $238881.30         | Equities   |
| WORLD ACCEP CORPORATION        COM              | 2500-12-31      | N/A      | 0.0000% | $1642.00           | $238894.58         | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $152979.00         | $1571094.33        | Equities   |
| WEIBO CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $71.00             | $720.65            | Equities   |
| NEXA RES S A                   COM              | 2500-12-31      | N/A      | 0.0000% | $1870.00           | $16979.60          | Equities   |
| NEXA RES S A                   COM              | 2500-12-31      | N/A      | 0.0000% | $238791.00         | $2168222.28        | Equities   |
| AMERICAN COASTAL INS CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $16165.00          | $203032.40         | Equities   |
| VANGUARD WORLD FD              INDUSTRIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $1265.00           | $381119.20         | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $5093.00           | $232953.82         | Equities   |
| T ROWE PRICE ETF INC           US EQUITY RESEAR | 2500-12-31      | N/A      | 0.0000% | $130.00            | $5600.46           | Equities   |
| BHP GROUP LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $74282.00          | $4525259.44        | Equities   |
| BANCO MACRO SA                 SPON ADR B       | 2500-12-31      | N/A      | 0.0000% | $18986.00          | $1704752.94        | Equities   |
| BANK MONTREAL QUE              NT LKD 43        | 2500-12-31      | N/A      | 0.0000% | $14.00             | $792.26            | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $5488.00           | $22830.08          | Equities   |
| BASSETT FURNITURE INDS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11560.00          | $195364.00         | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $2011.00           | $82571.66          | Equities   |
| BILIBILI INC                   SPONS ADS REP Z  | 2500-12-31      | N/A      | 0.0000% | $6.00              | $147.30            | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $881569.00         | $42077288.37       | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1060851.00        | $46932048.24       | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $276928.00         | $15660278.40       | Equities   |
| COMMERCE.COM INC               COM SER 1        | 2500-12-31      | N/A      | 0.0000% | $54674.00          | $226350.36         | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $67523.00          | $176235.03         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3389.00           | $468834.26         | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59.00             | $184.08            | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $228719.00         | $713603.28         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1087462.00        | $2642532.66        | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $4942.00           | $23227.40          | Equities   |
| ALTA EQUIPMENT GROUP INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $19507.00          | $91292.76          | Equities   |
| ABERCROMBIE & FITCH CO         CL A             | 2500-12-31      | N/A      | 0.0000% | $1170.00           | $149233.50         | Equities   |
| ACCURAY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2002.00           | $1608.41           | Equities   |
| ADVANCE AUTO PARTS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $53.00             | $2100.92           | Equities   |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $41969.00          | $122129.79         | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $15845.00          | $460772.60         | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $3034.92           | Equities   |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $36262.00          | $120752.46         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL REAL EST  | 2500-12-31      | N/A      | 0.0000% | $16727.00          | $445105.47         | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $131881.00         | $3704537.29        | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $120076.00         | $177712.48         | Equities   |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $27129.00          | $90339.57          | Equities   |
| ETF SER SOLUTIONS              DEFIANCE QUANTUM | 2500-12-31      | N/A      | 0.0000% | $28782.00          | $3186455.22        | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $26869.00          | $1106196.73        | Equities   |
| CITY OFFICE REIT INC           COM              | 2500-12-31      | N/A      | 0.0000% | $414.00            | $2885.58           | Equities   |
| BLACK DIAMOND THERAPEUTICS INC COM              | 2500-12-31      | N/A      | 0.0000% | $111025.00         | $276452.25         | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1.00              | $70.42             | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1892.00           | $133234.64         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $478251.00         | $477772.75         | Equities   |
| DOUBLEDOWN INTERACTIVE CO LTD  ADS              | 2500-12-31      | N/A      | 0.0000% | $39.00             | $338.13            | Equities   |
| DEFINITIVE HEALTHCARE CORP     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $75179.00          | $209749.41         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4504.00           | $4499.50           | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $69318.00          | $2054585.52        | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $423.00            | $31610.79          | Equities   |
| EQUITY BANCSHARES INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $11.00             | $493.68            | Equities   |
| DMC GLOBAL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $14075.00          | $95710.00          | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $11207.00          | $45164.21          | Equities   |
| HARRIS OAKMARK ETF TRUST       OAKMARK U S LRG  | 2500-12-31      | N/A      | 0.0000% | $4538.00           | $129514.52         | Equities   |
| TWFG INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4015.00           | $114949.45         | Equities   |
| UNITED MICROELECTRONICS CORP   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $125537.00         | $999274.52         | Equities   |
| TERRESTRIAL ENERGY INC         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $140334.00         | $858844.08         | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10396.00          | $39192.92          | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $67341.00          | $253875.57         | Equities   |
| RACKSPACE TECHNOLOGY INC       COM              | 2500-12-31      | N/A      | 0.0000% | $63427.00          | $62634.16          | Equities   |
| TITAN INTL INC ILL             COM              | 2500-12-31      | N/A      | 0.0000% | $26884.00          | $211308.24         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $7790.00           | $80704.40          | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $69921.00          | $700608.42         | Equities   |
| INTER & CO INC                 CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $896771.00         | $7622553.50        | Equities   |
| FUELCELL ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $620561.00         | $4927254.34        | Equities   |
| ALLOT LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $245376.00         | $2389962.24        | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $9468.00           | $97047.00          | Equities   |
| GLOBAL E ONLINE LTD            SHS              | 2500-12-31      | N/A      | 0.0000% | $316116.00         | $12496065.48       | Equities   |
| GLOBAL X FDS                   LITHIUM BTRY ETF | 2500-12-31      | N/A      | 0.0000% | $4895.00           | $320720.40         | Equities   |
| RADCOM LTD                     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $20669.00          | $276137.84         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $11234.00          | $116608.92         | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $2313088.00        | $11727356.16       | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $10100.00          | $107969.00         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $141754.00         | $1574886.94        | Equities   |
| GORES HLDGS X INC              SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $109117.00         | $1122813.93        | Equities   |
| MEIRAGTX HLDGS PLC             COM              | 2500-12-31      | N/A      | 0.0000% | $4883.00           | $38429.21          | Equities   |
| LXP INDUSTRIAL TRUST           COM              | 2500-12-31      | N/A      | 0.0000% | $174028.00         | $8771011.20        | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $651102.00         | $12403493.10       | Equities   |
| LXP INDUSTRIAL TRUST           COM              | 2500-12-31      | N/A      | 0.0000% | $13424.00          | $676569.60         | Equities   |
| USANA HEALTH SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1924.00           | $38268.36          | Equities   |
| INMODE LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $29365.00          | $435776.60         | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $2760.00           | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $53254.00          | $547451.12         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A             | 2500-12-31      | N/A      | 0.0000% | $13256.00          | $134150.72         | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $4646972.00        | $23560148.04       | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $134272.00         | $22191133.44       | Equities   |
| MOONLAKE IMMUNOTHERAPEUTICS    CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $82158.00          | $1085307.18        | Equities   |
| ONESPAWORLD HOLDINGS LIMITED   COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $85.40             | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $17.00             | $772.99            | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $2274495.00        | $17308906.95       | Equities   |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $47574.00          | $190296.00         | Equities   |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $37927.00          | $151708.00         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $292179.00         | $16122437.22       | Equities   |
| NEUROPACE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4992.00           | $77226.24          | Equities   |
| MYERS INDS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2330.00           | $44200.10          | Equities   |
| SAVERS VALUE VLG INC           COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $156.91            | Equities   |
| BANCO LATINOAMERICANO DE COMER SHS E            | 2500-12-31      | N/A      | 0.0000% | $17664.00          | $784104.96         | Equities   |
| NAVIENT CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $77.46             | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1594080.00        | $4670654.40        | Equities   |
| GRANITE CONSTR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $80735.00          | $9427425.95        | Equities   |
| STAR BULK CARRIERS CORP.       SHS PAR          | 2500-12-31      | N/A      | 0.0000% | $150332.00         | $2895394.32        | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $12.00             | $3888.24           | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $461119.00         | $1337245.10        | Equities   |
| EUROSEAS LTD                   SHS              | 2500-12-31      | N/A      | 0.0000% | $2708.00           | $149048.32         | Equities   |
| MAGNERA CORP                   COM SHS          | 2500-12-31      | N/A      | 0.0000% | $6409.00           | $97224.53          | Equities   |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $262845.00         | $1382564.70        | Equities   |
| FIRST FINANCIAL CORPORATION    COM              | 2500-12-31      | N/A      | 0.0000% | $968.00            | $58922.16          | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $261094.00         | $11177434.14       | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $109318.00         | $3369180.76        | Equities   |
| UPEXI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $446.00            | $780.50            | Equities   |
| UPEXI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $73393.00          | $128437.75         | Equities   |
| HBT FINL INC.                  COM              | 2500-12-31      | N/A      | 0.0000% | $1398.00           | $36348.00          | Equities   |
| ZEVRA THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $22295.00          | $196418.95         | Equities   |
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $53366.00          | $1222615.06        | Equities   |
| FIRST COMWLTH FINL CORP PA     COM              | 2500-12-31      | N/A      | 0.0000% | $10227.00          | $173552.19         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $2174.00           | $170376.38         | Equities   |
| CENTRAL BANCOMPANY             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $88533.00          | $2112397.38        | Equities   |
| CHATHAM LODGING TR             COM              | 2500-12-31      | N/A      | 0.0000% | $5163.00           | $35779.59          | Equities   |
| EAGLE FINL SVCS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2571.00           | $102094.41         | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $6515.00           | $26255.45          | Equities   |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $36381.00          | $853134.45         | Equities   |
| BEACON FINANCIAL CORP.         COM              | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $32953.56          | Equities   |
| AZZ INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $32.00             | $3484.48           | Equities   |
| ADDUS HOMECARE CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $7060.95           | Equities   |
| ABM INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2603.00           | $111148.10         | Equities   |
| AXT INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $859125.00         | $13574175.00       | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $7087.00           | $28348.00          | Equities   |
| ATRENEW INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $785612.00         | $4218736.44        | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $25761.00          | $121076.70         | Equities   |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $2305.00           | $8620.70           | Equities   |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $13306.00          | $49764.44          | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $2227.00           | $235104.39         | Equities   |
| AAR CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $1075.00           | $89784.00          | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $276400.00         | $124744848.00      | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $76953.00          | $794154.96         | Equities   |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1205.49           | Equities   |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $32416.00          | $3897051.52        | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $87448.00          | $93756498.72       | Equities   |
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $7235287.00        | $39794078.50       | Equities   |
| NCR VOYIX CORPORATION          COM              | 2500-12-31      | N/A      | 0.0000% | $14934.00          | $154118.88         | Equities   |
| SAP SE                         SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $510016.00         | $124744813.44      | Equities   |
| GILAT SATELLITE NETWORKS LTD   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $304989.00         | $3986206.23        | Equities   |
| ORION S.A.                     COM              | 2500-12-31      | N/A      | 0.0000% | $6744.00           | $35608.32          | Equities   |
| ARDAGH METAL PACKAGING S A     SHS              | 2500-12-31      | N/A      | 0.0000% | $9681.00           | $39692.10          | Equities   |
| AUDIOCODES LTD                 ORD              | 2500-12-31      | N/A      | 0.0000% | $61663.00          | $539551.25         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19460.00          | $201800.20         | Equities   |
| LUXFER HLDGS PLC               SHS              | 2500-12-31      | N/A      | 0.0000% | $813.00            | $11195.01          | Equities   |
| SPDR INDEX SHS FDS             S&P INTL ETF     | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $101449.78         | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $52600.00          | $7581764.00        | Equities   |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $7271.00           | $155672.11         | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $37.00             | $971.25            | Equities   |
| PAYMENTUS HOLDINGS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1316.70           | Equities   |
| REGIONAL MGMT CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $13.00             | $515.06            | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12370.00          | $125679.20         | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $21725.00          | $218119.00         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $44276.00          | $2382491.56        | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $583.00            | $38355.57          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $37.00             | $5320.23           | Equities   |

### Security 629: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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):** $800907208.00
- **C.18.a - Value (excl. sponsor support):** $800907208.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $38369.00          | $85562.87          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $186.00            | $33456.45          | Equities   |
| PIMCO ETF TR                   BROAD US TIPS    | 2500-12-31      | N/A      | 0.0000% | $9546.00           | $507985.62         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $76952.00          | $794144.64         | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $400488.00         | $4217138.64        | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $3554.00           | $85798.89          | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4424.00           | $148438.91         | Equities   |
| AB ACTIVE ETFS INC             SHORT DURATION I | 2500-12-31      | N/A      | 0.0000% | $17277.00          | $621626.46         | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT WILSHIR | 2500-12-31      | N/A      | 0.0000% | $4552.00           | $134966.80         | Equities   |
| ADVISORS INNER CIRCLE FD III   BROWN ADVISORY   | 2500-12-31      | N/A      | 0.0000% | $396.00            | $11099.64          | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $44320.00          | $1261763.81        | Equities   |
| ADVISOR MANAGED PORTFOLIOS     MILLER VALUE PAR | 2500-12-31      | N/A      | 0.0000% | $371.00            | $13668.60          | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $402076.00         | $478470.44         | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $542896.00         | $1840417.44        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES HIGH YIE | 2500-12-31      | N/A      | 0.0000% | $10515.00          | $541618.19         | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $784080.00         | $37424138.40       | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA BEAR  | 2500-12-31      | N/A      | 0.0000% | $24537.00          | $935350.44         | Equities   |
| DIREXION SHS ETF TR            DAILY S&P 500 HI | 2500-12-31      | N/A      | 0.0000% | $3884.00           | $18953.92          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $18604.00          | $461379.20         | Equities   |
| FIRST TR EXCHANGE TRADED FD II S NETWRK FUT VEH | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $278813.54         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $1028.00           | $27879.36          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $82473.85          | Equities   |
| JANUS DETROIT STR TR           HENDERSON GLOBAL | 2500-12-31      | N/A      | 0.0000% | $10694.00          | $292825.25         | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $534.00            | $10924.25          | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $252.00            | $10116.16          | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $1040114.00        | $7915267.54        | Equities   |
| NEUBERGER BERMAN ETF TRUST     EMRG MKTS DEBT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2096.80           | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $2867.00           | $413214.98         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $86219.00          | $10198845.51       | Equities   |
| HARBOR ETF TRUST               ACTIVE SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $1975.00           | $39755.96          | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3566.00           | $59675.94          | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6890.00           | $70484.70          | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48318.00          | $485112.72         | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $243009.00         | $40162097.43       | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS U S PFD S | 2500-12-31      | N/A      | 0.0000% | $882.00            | $44849.70          | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $35748.00          | $376247.70         | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $965.24            | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2764.00           | $63941.27          | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $3068.00           | $84363.86          | Equities   |
| BNY MELLON ETF TRUST           HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $39104.00          | $1880753.80        | Equities   |
| ADVISORSHARES TR               DORSEY WRIGT ADR | 2500-12-31      | N/A      | 0.0000% | $216.00            | $18691.56          | Equities   |
| ADVISORS INNER CIRCLE FD II    CULLEN ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $8088.00           | $206498.77         | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $5337.00           | $210784.81         | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $16132.00          | $885808.12         | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL EQ  | 2500-12-31      | N/A      | 0.0000% | $6552.00           | $185605.71         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $543612.00         | $40162054.56       | Equities   |
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $274999.00         | $2826989.72        | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $9072.00           | $203076.72         | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $34786.00          | $1034462.59        | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $785.00            | $23439.24          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTFCTR EMRNG   | 2500-12-31      | N/A      | 0.0000% | $30955.00          | $1013466.70        | Equities   |
| NORTHERN FDS                   2035 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $275.00            | $27494.66          | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $26249.00          | $742148.48         | Equities   |
| THEMES ETF TR                  CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $389.00            | $12786.08          | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $2041.00           | $84352.90          | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $19992.00          | $2367852.48        | Equities   |
| GLOBAL X FDS                   RUSSELL 2000 COV | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $22260.40          | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $2826.00           | $53694.00          | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $9052.00           | $141211.20         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $10756.00          | $358712.60         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $917.00            | $21378.20          | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $675.00            | $64084.50          | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $348.00            | $9879.72           | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $535.00            | $13615.75          | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $2358.00           | $37492.20          | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42881.00          | $434384.53         | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $356382.00         | $9665079.84        | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1370.00           | $57498.90          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $6423.00           | $208394.23         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $5117.00           | $54598.39          | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $19251.00          | $456633.72         | Equities   |
| NEUBERGER BERMAN ETF TRUST     SHORT DURATION I | 2500-12-31      | N/A      | 0.0000% | $40350.00          | $2065516.50        | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $13537.00          | $586116.90         | Equities   |
| INVESCO EXCH TRADED FD TR II   VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $25052.00          | $610517.24         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $24893.00          | $1714380.91        | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG NUCLEA | 2500-12-31      | N/A      | 0.0000% | $275.00            | $9004.71           | Equities   |
| WISDOMTREE TR                  EURO QTLY DIV GR | 2500-12-31      | N/A      | 0.0000% | $12147.00          | $457163.28         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1648000.00        | $40161760.00       | Equities   |
| ETF SER SOLUTIONS              US GLOBAL TECHNO | 2500-12-31      | N/A      | 0.0000% | $8435.00           | $197294.65         | Equities   |
| ETF SER SOLUTIONS              THE FRONTIER ECO | 2500-12-31      | N/A      | 0.0000% | $212.00            | $6214.72           | Equities   |
| ASTRAZENECA PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $434139.00         | $40162198.89       | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $8446.00           | $292062.68         | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $227204.30         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $653.00            | $16419.69          | Equities   |
| BANCO BBVA ARGENTINA S A       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $446451.00         | $8089692.12        | Equities   |
| FIRST TR EXCHANGE TRADED FD II DJ INTL INTRNT   | 2500-12-31      | N/A      | 0.0000% | $36504.00          | $1246611.60        | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $3424.00           | $174572.64         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $629.00            | $16099.25          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $281414.00         | $561420.93         | Equities   |
| ADVISORS SER TR                SCHARF GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $3894.00           | $161075.31         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA SML CP GRW ALP   | 2500-12-31      | N/A      | 0.0000% | $59.00             | $5710.78           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $5782.00           | $212067.57         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $8532.00           | $253400.40         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1770.00           | $133398.17         | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $16139.00          | $879857.93         | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $426718.00         | $15609344.44       | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $3646.00           | $311769.46         | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $11643.00          | $304628.62         | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $3580.00           | $376079.00         | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $90333.00          | $8715327.84        | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1659.00           | $58952.56          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $1255456.00        | $40162037.44       | Equities   |
| GOLDMAN SACHS ETF TR           ULTRA SHORT MUNI | 2500-12-31      | N/A      | 0.0000% | $5887.00           | $296557.62         | Equities   |
| NOMURA ETF TR                  NATIONAL HIGH YL | 2500-12-31      | N/A      | 0.0000% | $5147.00           | $125102.47         | Equities   |
| JANUS DETROIT STR TR           HENDERSON EMERGI | 2500-12-31      | N/A      | 0.0000% | $11610.00          | $624037.50         | Equities   |
| ISHARES TR                     BLOCKCHAIN & TEC | 2500-12-31      | N/A      | 0.0000% | $38636.00          | $1599530.40        | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1429512.00        | $3273582.48        | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $32867.00          | $947226.94         | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $3096.00           | $85760.75          | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $102895.25         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $52549.56          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $572.00            | $14465.88          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $125138.00         | $17767093.24       | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $25696.00          | $1692081.60        | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $565318.00         | $1995572.54        | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $1211.00           | $38122.28          | Equities   |
| PRECIDIAN ETFS TR              TOYOTA MTR CORP  | 2500-12-31      | N/A      | 0.0000% | $752.00            | $43441.54          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $7808.00           | $165958.26         | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1219600.00        | $4829616.00        | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $221426.00         | $1022988.12        | Equities   |
| TIDAL TRUST II                 YIELDMAX S&P 500 | 2500-12-31      | N/A      | 0.0000% | $5801.00           | $260039.11         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $721.00            | $13655.74          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $5275.00           | $343337.62         | Equities   |
| THORNBURG ETF TR               MULTI SECTOR BD  | 2500-12-31      | N/A      | 0.0000% | $14601.00          | $373420.58         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $172748.00         | $1853586.04        | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $6211.00           | $277165.88         | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $71941.30          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6204.00           | $155376.70         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $496932.00         | $40162044.24       | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $151.00            | $1519.06           | Equities   |
| WISDOMTREE TR                  GEOALPHA OPPO    | 2500-12-31      | N/A      | 0.0000% | $362.00            | $12022.56          | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $25205.00          | $255578.70         | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP INTL  | 2500-12-31      | N/A      | 0.0000% | $1438.00           | $19434.57          | Equities   |
| CRITEO S A                     SPONS ADS        | 2500-12-31      | N/A      | 0.0000% | $270829.00         | $5576369.11        | Equities   |
| DBX ETF TR                     XTRACKRS S&P 500 | 2500-12-31      | N/A      | 0.0000% | $1105.00           | $69493.45          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTU  | 2500-12-31      | N/A      | 0.0000% | $1740.00           | $45353.10          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $6706.00           | $238968.31         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $24614.00          | $564645.16         | Equities   |
| ETF SER SOLUTIONS              ACQUIRERS FD     | 2500-12-31      | N/A      | 0.0000% | $564.00            | $20678.04          | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $884.00            | $152260.16         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $4384.00           | $576091.80         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $161068.32         | Equities   |
| FIRST TR EXCHANGE TRADED FD II CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $93791.04          | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $5346.00           | $393037.92         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $16.00             | $451.62            | Equities   |
| HARMONY GOLD MINING CO LTD     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $855202.00         | $17146800.10       | Equities   |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $2064.00           | $92529.12          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9915.00           | $206826.90         | Equities   |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $42629.00          | $2488681.02        | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $274491.00         | $17564679.09       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $3011.00           | $76782.31          | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $261.00            | $8379.85           | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $21851.00          | $1470353.79        | Equities   |
| TIDAL TRUST II                 YIELDMAX AI & T  | 2500-12-31      | N/A      | 0.0000% | $470.00            | $20205.30          | Equities   |
| ISHARES INC                    MSCI BELGIUM ETF | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $196992.00         | Equities   |
| THORNBURG ETF TR               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $38825.00          | $1219955.27        | Equities   |
| TRAILBLAZER MERGER CORP I      CL A             | 2500-12-31      | N/A      | 0.0000% | $8026.00           | $99121.10          | Equities   |
| PROSHARES TR                   BIG DATA REFINER | 2500-12-31      | N/A      | 0.0000% | $490.00            | $22412.60          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $6536.00           | $647194.72         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $633.00            | $15720.56          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $14391.00          | $800214.43         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $584.00            | $17390.70          | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $319262.00         | $1484568.30        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $360.00            | $15147.86          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1094.00           | $30905.50          | Equities   |
| PGIM ETF TR                    PGIM ULTRA SH BD | 2500-12-31      | N/A      | 0.0000% | $37280.00          | $1848342.40        | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1661.00           | $28253.61          | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $9086.00           | $280113.20         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $63576.00          | $40162230.72       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7145.00           | $686170.07         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $58458.00          | $40161230.58       | Equities   |
| MANAGED PORTFOLIO SERIES       TREMBLANT GLOBAL | 2500-12-31      | N/A      | 0.0000% | $940.00            | $32550.32          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1798576.00        | $40162202.08       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $37342.00          | $25762992.64       | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $534957.00         | $2032836.60        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $407242.00         | $40162206.04       | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $112961.24         | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $9298.00           | $984658.20         | Equities   |
| IONEER LTD                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $121748.00         | $596565.20         | Equities   |
| ISHARES TR                     ENERGY STRG & MA | 2500-12-31      | N/A      | 0.0000% | $6242.00           | $180100.43         | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $404528.00         | $24340449.76       | Equities   |
| ISHARES U S ETF TR             INT RATE HGD U S | 2500-12-31      | N/A      | 0.0000% | $658.00            | $17232.89          | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $5578080.00        | $40162176.00       | Equities   |
| ISHARES TR                     BREAKTHROUGH ENV | 2500-12-31      | N/A      | 0.0000% | $650.00            | $16339.57          | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $12083.00          | $300343.51         | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $6980.00           | $446887.52         | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $12523.00          | $365631.53         | Equities   |
| TIDAL TRUST II                 YIELDMAX RBLX OP | 2500-12-31      | N/A      | 0.0000% | $735.00            | $21606.06          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3093480.00        | $6650982.00        | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $432.00            | $10689.84          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $11565.00          | $618795.73         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $381.00            | $41302.61          | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $271.00            | $27821.97          | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $184483.00         | $14347242.91       | Equities   |
| ISHARES TR                     GBL COMM SVC ETF | 2500-12-31      | N/A      | 0.0000% | $20640.00          | $2513357.57        | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $10559.00          | $263975.00         | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $8639.00           | $379430.93         | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI CLIMATE 500 | 2500-12-31      | N/A      | 0.0000% | $5394.00           | $168081.36         | Equities   |
| USCF ETF TR                    USCF SUSTAINABLE | 2500-12-31      | N/A      | 0.0000% | $409.00            | $11458.18          | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $8697.00           | $334312.68         | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1601.54           | Equities   |
| T ROWE PRICE ETF INC           INTERMEDIATE MUN | 2500-12-31      | N/A      | 0.0000% | $7039.00           | $359692.90         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $525.00            | $24144.75          | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $63555.00          | $639363.30         | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $6111.00           | $300508.42         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $980.60            | Equities   |
| NORTHERN FDS                   2045 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $75.00             | $7550.20           | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $9506.00           | $372623.79         | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $26854.00          | $879135.51         | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $93194.00          | $13089097.30       | Equities   |
| HARBOR ETF TRUST               SCIENTIFIC HIGH  | 2500-12-31      | N/A      | 0.0000% | $28524.00          | $1302120.60        | Equities   |
| FRANKLIN TEMPLETON ETF TR      US TREASURY BOND | 2500-12-31      | N/A      | 0.0000% | $36134.00          | $743095.71         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $86186.08          | Equities   |
| PRECIDIAN ETFS TR              ASML HLDG NV ADR | 2500-12-31      | N/A      | 0.0000% | $208.00            | $15078.46          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $28.00             | $707.42            | Equities   |
| ISHARES TR                     MSCI CHINA MLTSE | 2500-12-31      | N/A      | 0.0000% | $31470.00          | $743006.70         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $805984.00         | $40162182.72       | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $3402.00           | $170270.10         | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29790.00          | $299985.30         | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $18785.00          | $476011.90         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $3524.00           | $180256.48         | Equities   |
| T ROWE PRICE ETF INC           INTL EQT RESEARC | 2500-12-31      | N/A      | 0.0000% | $1314.00           | $37342.57          | Equities   |
| WISDOMTREE TR                  JAPAN OPPORTUNIT | 2500-12-31      | N/A      | 0.0000% | $19085.00          | $886101.28         | Equities   |
| FIDELITY COVINGTON TRUST       DIVID ETF RISI   | 2500-12-31      | N/A      | 0.0000% | $11583.00          | $709342.92         | Equities   |
| ISHARES TR                     US DIGITAL INFRA | 2500-12-31      | N/A      | 0.0000% | $73.00             | $6250.26           | Equities   |
| ISHARES TR                     GLOBAL FINLS ETF | 2500-12-31      | N/A      | 0.0000% | $7243.00           | $880292.49         | Equities   |
| INVESCO EXCH TRADED FD TR II   SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $774.00            | $81769.23          | Equities   |
| ISHARES TR                     ISHS 5-10YR INVT | 2500-12-31      | N/A      | 0.0000% | $24355.00          | $1316144.20        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6345.00           | $112084.42         | Equities   |
| INVESCO EXCH TRADED FD TR II   DORSEY WRGT DVLP | 2500-12-31      | N/A      | 0.0000% | $16677.00          | $821582.40         | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $103294.00         | $10367618.78       | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $312910.00         | $40161998.50       | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATIONAL    | 2500-12-31      | N/A      | 0.0000% | $12691.00          | $547034.13         | Equities   |

### Security 630: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.140000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D2MM1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1D2MM1
- **C.18 - Value (incl. sponsor support):** $575317066.50
- **C.18.a - Value (excl. sponsor support):** $575317066.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST FRANKLIN MTG 2007-FF1    A-2D   20380125 FLT | 2038-01-25      | 4.2862%  | 0.0000% | $25000000.00       | $4758229.77        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-FF15   A5     20361125 FLT | 2036-11-25      | 4.2288%  | 0.0000% | $11586000.00       | $89786.54          | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-4    20350325 FLT | 2035-03-25      | 5.2712%  | 0.0000% | $15000000.00       | $2129737.16        | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-6    20350325 FLT | 2035-03-25      | 5.5712%  | 0.0000% | $1499955.00        | $3220.16           | Asset-Backed Securities |
| HOME EQUITY ASSET TR 2007-2    2-A-3  20370725 FLT | 2037-07-25      | 4.3262%  | 0.0000% | $9193000.00        | $3881788.12        | Asset-Backed Securities |
| LEXINGTON CAPITAL FUNDING V LTD                    | 2051-04-10      | 2.4378%  | 0.0000% | $245999000.00      | $3620795.05        | Asset-Backed Securities |
| PORT JACKSON CDO 2007-1        A-2    20521119 FLT | 2052-11-19      | 2.5226%  | 0.0000% | $81700000.00       | $1039762.12        | Asset-Backed Securities |
| ORION CLO 2023-1R LTD          E-R    20381025 FLT | 2038-10-25      | 9.9992%  | 0.0000% | $1250000.00        | $1258994.73        | Asset-Backed Securities |
| LEXN 2007                                          | 2051-04-10      | 7.3378%  | 0.0000% | $13000000.00       | $444193.34         | 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 |
| LEXINGTON CAP FDG II 2006-2    D      20461005 FLT | 2046-10-05      | 3.1243%  | 0.0000% | $2292000.00        | $20309.64          | Asset-Backed Securities |
| MADISON PARK FDG XII 2014-12   SUB    20260720 FLT | 2026-07-20      | 0.0000%  | 0.0000% | $15106047.00       | $1510.60           | Asset-Backed Securities |
| TOWD POINT MORTGAGE TR 2020-3  B4     20630225 FLT | 2063-02-25      | 4.9740%  | 0.0000% | $1109270.00        | $884884.60         | Asset-Backed Securities |
| KREF LTD  2022-FL3             A-S    20390222 FLT | 2039-02-22      | 5.6310%  | 0.0000% | $6000000.00        | $6011802.08        | Asset-Backed Securities |
| MOSAIC SOLAR LOAN TR 2020-2    A      20460820 1.4 | 2046-08-20      | 1.4400%  | 0.0000% | $1000000.00        | $305326.55         | Asset-Backed Securities |
| SUMMER STR LTD 2005-1          C      20451206 FLT | 2045-12-06      | 6.5994%  | 0.0000% | $3000000.00        | $27579.50          | Asset-Backed Securities |
| SOUND POINT CLO LTD 2019-24R   E-R    20341025 FLT | 2034-10-25      | 10.8396% | 0.0000% | $2500000.00        | $2437251.21        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT | 2037-02-25      | 4.1912%  | 0.0000% | $4278640.00        | $2348322.99        | Asset-Backed Securities |
| TERWIN MTG TR 2004-10SL        B-3    20340925 FLT | 2034-09-25      | 8.0000%  | 0.0000% | $5490000.00        | $46545.64          | Asset-Backed Securities |
| THUNDERBOLT II AIR LEASE 2018  B      20380915 5.0 | 2038-09-15      | 7.6800%  | 0.0000% | $5000000.00        | $529688.62         | Asset-Backed Securities |
| WIND RIVER CLO LTD 2016-1K     F-R2   20341016 FLT | 2034-10-16      | 12.0662% | 0.0000% | $3000000.00        | $1979064.46        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2022-14        SUB    20381020 FLT | 2038-10-20      | 0.0000%  | 0.0000% | $1855328.00        | $965922.72         | Asset-Backed Securities |
| CSFB COML MTG PTC 2004-CF1     M-2    20430525 FLT | 2043-05-25      | 6.6962%  | 0.0000% | $8273000.00        | $520262.44         | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.7462%  | 0.0000% | $575000.00         | $192121.97         | Asset-Backed Securities |
| C-BASS CBO XV 2006-15          B      20410219 FLT | 2041-02-19      | 7.4700%  | 0.0000% | $446000.00         | $23271.17          | 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 |
| C-BASS CBO XV 2006-15          A      20410219 FLT | 2041-02-19      | 7.2700%  | 0.0000% | $3391000.00        | $58429.62          | Asset-Backed Securities |
| BMO SBA COOF 2.6723 25OCT46 144A FR                | 2046-10-25      | 2.6175%  | 0.0000% | $591134720.00      | $19480006.65       | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B      20631025 FLT | 2063-10-25      | 0.0000%  | 0.0000% | $45958528.00       | $14649218.30       | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     XS     20550225 FLT | 2055-02-25      | 2.1514%  | 0.0000% | $292042880.00      | $15065152.26       | Asset-Backed Securities |
| SUNRUN DMT ISS LLC 2021-2      A      20570130 2.2 | 2057-01-30      | 2.2700%  | 0.0000% | $11648000.00       | $8440447.38        | Asset-Backed Securities |
| KDAC AVIA FIN CAY LTD 2017-1   C      20421215 7.3 | 2042-12-15      | 7.3850%  | 0.0000% | $2000000.00        | $1835920.51        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2007-CH1     MV10 1 20361125 FLT | 2036-11-25      | 4.4820%  | 0.0000% | $5412000.00        | $5856209.00        | Asset-Backed Securities |
| CARBONE CLO LTD 2017           SUB NT 20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $7850000.00        | $1870388.10        | Asset-Backed Securities |
| CATHEDRAL LAKE LTD 2021-6      SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $276000.00         | Asset-Backed Securities |
| TERWIN MTG TRUST 2006-5        I-A-2C 20370725 FLT | 2037-07-25      | 4.4462%  | 0.0000% | $1000000.00        | $845281.76         | Asset-Backed Securities |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $1441466.60        | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     D-1    20360505 FLT | 2036-05-05      | 6.7622%  | 0.0000% | $7500000.00        | $201525.48         | Asset-Backed Securities |
| ATTENUS CDO I 2006-1           B      20360510 FLT | 2036-05-10      | 4.9066%  | 0.0000% | $3000000.00        | $1985852.88        | Asset-Backed Securities |
| ANGEL OAK MORTGAGE TR 2025-HB2 M-1    20551227 FLT | 2055-12-27      | 6.0242%  | 0.0000% | $6195000.00        | $6225721.20        | Asset-Backed Securities |
| AYRESOME CDO I LTD 2005-1      A-2    20451208 FLT | 2045-12-08      | 7.4800%  | 0.0000% | $18000000.00       | $4853144.99        | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE6          M7     20350725 FLT | 2035-07-25      | 5.8712%  | 0.0000% | $4210840.00        | $3339909.63        | Asset-Backed Securities |
| ANCHORAGE CAP CLO LTD 2015-7R3 F-R3   20370428 FLT | 2037-04-28      | 11.7394% | 0.0000% | $535000.00         | $506402.66         | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.2512%  | 0.0000% | $6903136.00        | $5680124.28        | Asset-Backed Securities |
| CWABS INC 2006-7               M-1    20450425 FLT | 2045-04-25      | 4.2662%  | 0.0000% | $15225120.00       | $5738799.06        | Asset-Backed Securities |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 4.7462%  | 0.0000% | $2500000.00        | $2361887.99        | Asset-Backed Securities |
| MARINER FIN ISSUANCE 2025-B    E      20381122 7.5 | 2038-11-22      | 7.5100%  | 0.0000% | $10489000.00       | $10597159.66       | Asset-Backed Securities |
| MARINER CLO LTD 2017-4         SUB    20291026 FLT | 2029-10-26      | 0.0000%  | 0.0000% | $1300000.00        | $143000.00         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC4 A2     20371125 FLT | 2037-11-25      | 3.3730%  | 0.0000% | $1515000.00        | $1415766.99        | Asset-Backed Securities |
| STATIC RESI CDO 2005-C         D      20380512 FLT | 2038-05-12      | 3.2176%  | 0.0000% | $2981888.00        | $285.70            | Asset-Backed Securities |
| STATIC RESI CDO 2006-A         B      20381012 FLT | 2038-10-12      | 1.1326%  | 0.0000% | $12000000.00       | $152261.79         | Asset-Backed Securities |
| SAXON ASSET SEC TR 2007-4      M-1    20371228 FLT | 2037-12-28      | 6.8462%  | 0.0000% | $6935000.00        | $4712088.82        | Asset-Backed Securities |
| PREFER TERM SEC  XXI 2006-21   C-1    20380322 FLT | 2038-03-22      | 5.1348%  | 0.0000% | $1105000.00        | $706809.97         | Asset-Backed Securities |
| RESIDENTIAL ASSET 2005-AHL3    M-2    20351126 FLT | 2035-11-26      | 4.5062%  | 0.0000% | $9737984.00        | $5895877.44        | Asset-Backed Securities |
| RADNOR RE 2024-1 LTD           M-2    20340925 FLT | 2034-09-25      | 7.8652%  | 0.0000% | $965000.00         | $991669.18         | Asset-Backed Securities |
| RCKT MTG TR 2025-CES7          B-1R   20550725 FLT | 2055-07-25      | 6.9700%  | 0.0000% | $793000.00         | $778671.55         | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      F      20381019 3.1 | 2038-10-19      | 3.1810%  | 0.0000% | $2583000.00        | $2547586.64        | Asset-Backed Securities |
| RESIDENTIAL ASSET SEC 2005-RS8 M-4    20350925 FLT | 2035-09-25      | 4.7462%  | 0.0000% | $3000000.00        | $2626982.71        | Asset-Backed Securities |
| NAVIENT EDUCATION LN TR 2025-A B      20550715 5.3 | 2055-07-15      | 5.3200%  | 0.0000% | $3735000.00        | $3786641.77        | Asset-Backed Securities |
| ONDECK ASSET SEC IV LLC 2024-2 D      20311017 9.4 | 2031-10-17      | 9.4900%  | 0.0000% | $1200000.00        | $1214382.67        | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-3    M-4    20341225 FLT | 2034-12-25      | 5.4212%  | 0.0000% | $2600000.00        | $1508692.82        | Asset-Backed Securities |
| VENTURE XXIX CLO 2017-29       E      20300907 FLT | 2030-09-07      | 10.3634% | 0.0000% | $2881000.00        | $1487515.61        | Asset-Backed Securities |
| TRAPEZA CDO XIII 2007-13       F      20421109 FLT | 2042-11-09      | 6.6266%  | 0.0000% | $3000000.00        | $57958.85          | Asset-Backed Securities |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.0990%  | 0.0000% | $4000000.00        | $3875769.59        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2019-1     B3     20691025 FLT | 2069-10-25      | 3.5263%  | 0.0000% | $11836000.00       | $8980305.88        | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-3    20460406 FLT | 2046-04-06      | 7.8400%  | 0.0000% | $10000000.00       | $1634728.89        | Asset-Backed Securities |
| RCKT MTG TR 2025-CES5          B-1A   20550525 FLT | 2055-05-25      | 6.8780%  | 0.0000% | $3744000.00        | $3471899.81        | Asset-Backed Securities |
| RASC TRUST 2005-KS11           M-5    20351225 FLT | 2035-12-25      | 4.7912%  | 0.0000% | $2500000.00        | $1035004.32        | Asset-Backed Securities |
| REGATTA FUNDING LTD 27         SUB NT 20370427 FLT | 2037-04-27      | 0.0000%  | 0.0000% | $2000000.00        | $1355492.00        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES11    XS     20551125 FLT | 2055-11-25      | 0.0000%  | 0.0000% | $124372160.00      | $11539929.36       | Asset-Backed Securities |
| ORION CLO LTD 2023-1           SUB    20361027 FLT | 2036-10-27      | 0.0000%  | 0.0000% | $8800670.00        | $4629671.66        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES11    B-1    20551125 FLT | 2055-11-25      | 6.6710%  | 0.0000% | $3049500.00        | $2993002.42        | Asset-Backed Securities |
| GSAMP TRUST 2007-HSBC1         M-8    20370225 FLT | 2037-02-25      | 7.2212%  | 0.0000% | $5810664.00        | $4394680.85        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES12    B-2    20551125 FLT | 2055-11-25      | 7.4420%  | 0.0000% | $2743000.00        | $2531782.60        | Asset-Backed Securities |
| RCKT MTG TR 2025-CES1          B-1    20450125 FLT | 2045-01-25      | 7.6530%  | 0.0000% | $5688000.00        | $5874034.57        | Asset-Backed Securities |
| PROGRESS RES TR 2024-SFR2      F      20410418 3.6 | 2041-04-18      | 3.6500%  | 0.0000% | $1710000.00        | $1589658.18        | Asset-Backed Securities |
| TRIANGLE RE  2023-1 LTD        M-1B   20331125 FLT | 2033-11-25      | 9.1242%  | 0.0000% | $1850000.00        | $1928656.26        | Asset-Backed Securities |
| CSMC SERIES 2014-9R            5-A-2  20361029 FLT | 2036-10-29      | 6.0000%  | 0.0000% | $3992148.00        | $1266322.18        | Asset-Backed Securities |
| C-BASS CBO XVIII 2007-18       D      20470313 FLT | 2047-03-13      | 9.1707%  | 0.0000% | $5800000.00        | $469189.32         | Asset-Backed Securities |
| CARRINGTON MTG LN 2007-HE1     A-4    20370525 FLT | 2037-05-25      | 4.1362%  | 0.0000% | $9224000.00        | $8946408.08        | Asset-Backed Securities |
| CWABS INC 2004-AB1             M-2    20340825 FLT | 2034-08-25      | 5.4212%  | 0.0000% | $4780000.00        | $2255705.48        | Asset-Backed Securities |
| ANSONIA CDO 2006-1             B 144A 20460728 5.8 | 2046-07-28      | 5.8120%  | 0.0000% | $14000000.00       | $132766.66         | Asset-Backed Securities |
| ATLAS SENIOR LOAN FND 2019-15  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $2313920.00        | $300809.60         | Asset-Backed Securities |
| C-BASS CBO XVIII 2007-18       C      20470313 FLT | 2047-03-13      | 6.4207%  | 0.0000% | $250000.00         | $25400.61          | Asset-Backed Securities |
| COOF SECURITIZATION TR 2015-1  PTC    20401025 FLT | 2040-10-25      | 2.2308%  | 0.0000% | $365958144.00      | $1142357.16        | Asset-Backed Securities |
| DRYDEN SENIOR LN FUND 2015-41R F-R    20310415 FLT | 2031-04-15      | 11.3661% | 0.0000% | $716750.00         | $308532.28         | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    B-1    20630525 FLT | 2063-05-25      | 4.9873%  | 0.0000% | $699000.00         | $538108.41         | Asset-Backed Securities |
| CWABS INC 2004-S1              M-3    20350225 FLT | 2035-02-25      | 5.7800%  | 0.0000% | $2000000.00        | $6401.36           | Asset-Backed Securities |
| CENTRE SQUARE CDO LT           A-2A   20511119 FLT | 2051-11-19      | 1.6734%  | 0.0000% | $51875000.00       | $98602.29          | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-2    20550225 FLT | 2055-02-25      | 8.1080%  | 0.0000% | $4673000.00        | $4760720.00        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES11    B-3    20551125 FLT | 2055-11-25      | 9.0278%  | 0.0000% | $1058000.00        | $996539.90         | Asset-Backed Securities |
| RENAISSANCE HEQ 2006-4         N      20370125 7.1 | 2037-01-25      | 7.1420%  | 0.0000% | $4997120.00        | $1488.55           | Asset-Backed Securities |
| TAILWIND 2019-1 LTD            C      20441215 7.0 | 2044-12-15      | 7.0000%  | 0.0000% | $14600000.00       | $13911841.11       | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     C-2    20360505 FLT | 2036-05-05      | 5.6122%  | 0.0000% | $5000000.00        | $92852.16          | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    M9     20340925 FLT | 2034-09-25      | 7.5962%  | 0.0000% | $3000000.00        | $468309.80         | Asset-Backed Securities |
| TAILWIND 2019-1 LTD            B      20441215 5.1 | 2044-12-15      | 5.1930%  | 0.0000% | $1453000.00        | $829545.38         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-AR1 M3     20350925 FLT | 2035-09-25      | 4.5962%  | 0.0000% | $4385000.00        | $2601396.60        | 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 |
| VOYA CLO LTD 2020-1            SUB    20310716 FLT | 2031-07-16      | 0.0000%  | 0.0000% | $6000000.00        | $2077206.00        | Asset-Backed Securities |
| YORK CLO-8 LTD 2020-8          SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $10000000.00       | $6602610.00        | Asset-Backed Securities |
| MP CLO III LTD 2013-3R         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2981887.00        | $298.19            | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $19249600.00       | $18196538.44       | Asset-Backed Securities |
| HORIZON AIR FIN 2018-A-B-C     B      20381215 5.2 | 2038-12-15      | 5.2700%  | 0.0000% | $6000000.00        | $4815254.21        | Asset-Backed Securities |
| HORIZON AIRCRAFT FINANCE II LT C      20390715 6.9 | 2039-07-15      | 6.9000%  | 0.0000% | $9275000.00        | $8400614.19        | Asset-Backed Securities |
| GOODLEAP HM IMP SOL TR 2024-1  A      20461022 5.3 | 2046-10-22      | 5.3500%  | 0.0000% | $125000.00         | $82587.57          | Asset-Backed Securities |
| TRAINER WORTHAM CBO V 2004-V   A2 144 20400104 FLT | 2040-01-04      | 4.7958%  | 0.0000% | $24000000.00       | $4059473.39        | Asset-Backed Securities |
| MORTGAGE EQU CONV TR 2010-1    A      20600725 FLT | 2060-07-25      | 4.0000%  | 0.0000% | $40000000.00       | $1508912.32        | Asset-Backed Securities |
| TRAPEZA CDO I 2002             D 144A 20321130 FLT | 2032-11-30      | 7.3633%  | 0.0000% | $5500000.00        | $2453094.29        | Asset-Backed Securities |
| TRAPEZA CDO XII 2007-12        C-1    20420406 FLT | 2042-04-06      | 5.3458%  | 0.0000% | $2015000.00        | $1607524.47        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3 | 2038-10-19      | 2.3820%  | 0.0000% | $2225000.00        | $2185880.05        | Asset-Backed Securities |
| MADISON PARK FDG XXXVI 2019-36 SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $10000000.00       | $5100000.00        | Asset-Backed Securities |
| HILLCREST CDO I LTD 2004-1     B-1    20391210 FLT | 2039-12-10      | 5.1907%  | 0.0000% | $6500000.00        | $407346.41         | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     B-1    20360505 FLT | 2036-05-05      | 4.9622%  | 0.0000% | $16450000.00       | $2828529.91        | Asset-Backed Securities |
| GSAMP TRUST 2007-NC1           A-1    20370225 FLT | 2037-02-25      | 4.1062%  | 0.0000% | $16500000.00       | $1700128.13        | Asset-Backed Securities |
| GSAMP TRUST 2004-OPT           M-2    20341125 FLT | 2034-11-25      | 3.4007%  | 0.0000% | $10590000.00       | $1042854.47        | Asset-Backed Securities |
| RCKT MRTG TR 2024-CES6         B-3    20440925 FLT | 2044-09-25      | 9.3416%  | 0.0000% | $1520000.00        | $1349856.73        | Asset-Backed Securities |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $1150000.00        | Asset-Backed Securities |
| MARBLE POINT CLO X LTD         SUB    20301015 FLT | 2030-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $493556.00         | Asset-Backed Securities |
| MARLETTE FUNDING TRUST 2023-4  B      20331215 8.1 | 2033-12-15      | 8.1500%  | 0.0000% | $5500000.00        | $5702604.72        | Asset-Backed Securities |
| FOUNDATION FIN TR 2021-2       B      20420115 2.7 | 2042-01-15      | 2.7900%  | 0.0000% | $2551000.00        | $1823117.46        | Asset-Backed Securities |
| FIGRE TRUST 2024-HE1           A      20540325 FLT | 2054-03-25      | 6.1650%  | 0.0000% | $350000.00         | $230721.62         | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-2      M8     20360725 FLT | 2036-07-25      | 5.4962%  | 0.0000% | $2297856.00        | $1777.07           | Asset-Backed Securities |
| DRYDEN 64 CLO LTD 2018-64      F      20310418 FLT | 2031-04-18      | 11.2960% | 0.0000% | $4901000.00        | $4675975.98        | Asset-Backed Securities |
| E TRADE ABS CDO III 2004       B      20400110 FLT | 2040-01-10      | 3.0814%  | 0.0000% | $37900000.00       | $463782.30         | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-3    20550225 FLT | 2055-02-25      | 8.8695%  | 0.0000% | $6132930.00        | $6148619.62        | Asset-Backed Securities |
| BLUEMOUNTAIN FUJI CLO II 2017  SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1870000.00        | $139818.03         | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-OPT1    M-4    20360225 FLT | 2036-02-25      | 4.5512%  | 0.0000% | $14033760.00       | $8054573.62        | Asset-Backed Securities |
| ATTENUS CDO I 2006-1           D      20360510 FLT | 2036-05-10      | 6.8766%  | 0.0000% | $5000000.00        | $108962.18         | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES3     B-3    20551225 FLT | 2055-12-25      | 8.6593%  | 0.0000% | $2548912.00        | $2538803.27        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     AIOS   20550225 FLT | 2055-02-25      | 0.0500%  | 0.0000% | $292040704.00      | $233883.65         | 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 |
| PEOPLES CHOICE HM LN 2005-4    M7     20351225 FLT | 2035-12-25      | 5.6462%  | 0.0000% | $2998272.00        | $2381.22           | Asset-Backed Securities |
| AEGIS ABS 2004-3               B2     20340925 FLT | 2034-09-25      | 6.9962%  | 0.0000% | $1000000.00        | $168507.80         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-4    20360425 FLT | 2036-04-25      | 1.5022%  | 0.0000% | $562000.00         | $340.96            | Asset-Backed Securities |
| ACE SECS HEQ 2004-RM1          M-4    20340725 FLT | 2034-07-25      | 6.7712%  | 0.0000% | $1500000.00        | $121997.81         | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            B      20450112 FLT | 2045-01-12      | 4.7531%  | 0.0000% | $13780000.00       | $1094945.02        | Asset-Backed Securities |
| SOUTH COAST FDG V 2004-5       B      20390806 FLT | 2039-08-06      | 5.1982%  | 0.0000% | $15000000.00       | $2749104.16        | Asset-Backed Securities |
| SAXON ASSET SEC CO 2004-1      M-4    20350325 FLT | 2035-03-25      | 1.4319%  | 0.0000% | $4000000.00        | $88327.57          | Asset-Backed Securities |
| PRIMA CAP CRE SECU 4.0 15APR38 144A                | 2028-04-15      | 4.0000%  | 0.0000% | $100000.00         | $82848.03          | Asset-Backed Securities |
| SOUTH COAST FDG VII 2005-7     B      20410107 FLT | 2041-01-07      | 0.7943%  | 0.0000% | $18050000.00       | $177205.68         | Asset-Backed Securities |
| SALOMON BROS MTG SEC 7 97-LB6  A-5    20271225 7.2 | 2027-12-25      | 7.2400%  | 0.0000% | $16950999.00       | $61204.59          | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      G      20380519 4.2 | 2038-05-19      | 4.2540%  | 0.0000% | $3800000.00        | $3788907.80        | Asset-Backed Securities |
| HALCYON LN ADV FDG 2017-1 LTD  SUB    20290625 FLT | 2029-06-25      | 0.0000%  | 0.0000% | $28665000.00       | $3561253.60        | Asset-Backed Securities |
| MAGNETITE VIII LTD 2014-8      SUB    20260415 FLT | 2026-04-15      | 0.0000%  | 0.0000% | $30185000.00       | $13191267.59       | Asset-Backed Securities |
| FREMONT HM LN TR 2004-2        M-7    20340725 FLT | 2034-07-25      | 6.5462%  | 0.0000% | $2000000.00        | $146271.00         | Asset-Backed Securities |
| GS MORTGAGE-BKD SEC TR 25-HE1  A-1    20551025 FLT | 2055-10-25      | 5.4242%  | 0.0000% | $5000000.00        | $4452066.29        | Asset-Backed Securities |
| MID OCEAN CBO 2001-1           A1L 14 20361105 FLT | 2036-11-05      | 2.3905%  | 0.0000% | $33499968.00       | $292869.45         | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES11    B-2    20551125 FLT | 2055-11-25      | 7.9110%  | 0.0000% | $1307000.00        | $1240842.93        | Asset-Backed Securities |
| PIONEER AIR FIN 2019           B      20440615 4.9 | 2044-06-15      | 4.9480%  | 0.0000% | $2500000.00        | $2353829.71        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2025-3       E      20321215 12. | 2032-12-15      | 12.6260% | 0.0000% | $6000000.00        | $6209438.36        | Asset-Backed Securities |
| WELLFLEET CLO  LTD 2020-1RR    D-RR   20330415 FLT | 2033-04-15      | 10.9045% | 0.0000% | $1650000.00        | $1675074.39        | Asset-Backed Securities |
| RAD CLO LTD 2025-28            SUB    20380420 FLT | 2038-04-20      | 0.0000%  | 0.0000% | $2000000.00        | $1370054.00        | Asset-Backed Securities |
| POPULAR ABS 2006-C             M-1    20360725 FLT | 2036-07-25      | 4.3412%  | 0.0000% | $175000.00         | $73182.73          | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.1462%  | 0.0000% | $9896320.00        | $6134507.90        | Asset-Backed Securities |
| PORT JACKSON CDO 2007-1        B      20521119 FLT | 2052-11-19      | 2.7026%  | 0.0000% | $43500000.00       | $3283295.28        | Asset-Backed Securities |
| MP CLO VII LTD 2015-7RR        E-RR   20281018 FLT | 2028-10-18      | 9.8961%  | 0.0000% | $3500000.00        | $3440880.24        | Asset-Backed Securities |
| ASSET BACKED FDG 2004-FF1      M-2    20340125 FLT | 2034-01-25      | 6.0212%  | 0.0000% | $2250000.00        | $85525.85          | Asset-Backed Securities |
| BAIN CAP CR CLO 2023-3 LTD     SUB    20360724 FLT | 2036-07-24      | 0.0000%  | 0.0000% | $600000.00         | $378538.80         | Asset-Backed Securities |
| BALLYROCK CLO 2019-2           SUB    20301120 FLT | 2030-11-20      | 0.0000%  | 0.0000% | $16345504.00       | $7881916.45        | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-8    20340425 FLT | 2034-04-25      | 5.7212%  | 0.0000% | $1200000.00        | $304338.56         | Asset-Backed Securities |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4500000.00        | $1355494.50        | Asset-Backed Securities |
| CRYSTAL RIVER CDO 2005-1       A      20460302 FLT | 2046-03-02      | 4.4090%  | 0.0000% | $38762000.00       | $477711.18         | Asset-Backed Securities |
| CEDAR FUNDING XI CLO 2019-11   SUB    20320601 FLT | 2032-06-01      | 0.0000%  | 0.0000% | $5000000.00        | $250000.00         | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-WFHE3 M-1    20370625 FLT | 2037-06-25      | 4.2362%  | 0.0000% | $799992.00         | $178379.13         | Asset-Backed Securities |
| CENT CLO 17 LTD 2013-17        SUB NT 20310430 FLT | 2031-04-30      | 0.0000%  | 0.0000% | $15000000.00       | $1167660.00        | Asset-Backed Securities |
| FBR SEC TRUST 2005-4           M-11   20351025 FLT | 2035-10-25      | 6.8462%  | 0.0000% | $3002367.00        | $2884.86           | Asset-Backed Securities |
| COMMODORE CDO III 2005         A2     20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $33750000.00       | $2703985.77        | Asset-Backed Securities |
| STAR 2021-SFR1                 H      20380419 FLT | 2038-04-19      | 8.3155%  | 0.0000% | $1210000.00        | $1214487.65        | Asset-Backed Securities |
| SPIRIT AIRLINES 2017-1         AA     20310815 3.3 | 2031-08-15      | 3.3750%  | 0.0000% | $2581000.00        | $1479295.99        | 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 |
| JP MORGAN MTG ACQ 2006-CH1     M-8    20360725 FLT | 2036-07-25      | 5.2412%  | 0.0000% | $1298000.00        | $1158294.89        | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-2    20390108 FLT | 2039-01-08      | 8.0500%  | 0.0000% | $18000000.00       | $338117.99         | Asset-Backed Securities |
| NEUBERGER BERMAN XXII 2016-22  SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $2500000.00        | $672225.00         | Asset-Backed Securities |
| GSAMP TRUST 2006-FM1           A-2D   20360425 FLT | 2036-04-25      | 4.3862%  | 0.0000% | $1000000.00        | $358258.85         | Asset-Backed Securities |
| ALLEGRO CLO LTD 2021-14        SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $3500000.00        | $1417580.50        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-1  A-4    20331025 FLT | 2033-10-25      | 4.1512%  | 0.0000% | $123498000.00      | $19511905.95       | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.3562%  | 0.0000% | $14992944.00       | $4628974.51        | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-1J   20460406 FLT | 2046-04-06      | 7.6700%  | 0.0000% | $10372000.00       | $1619357.31        | Asset-Backed Securities |
| MORTGAGE LENDER NETWORK 2000-1 A-5    20310425 FLT | 2031-04-25      | 7.6700%  | 0.0000% | $18900000.00       | $1574.28           | Asset-Backed Securities |
| OPTION ONE MTG LN TR 2005-4    M-4    20351125 FLT | 2035-11-25      | 4.7462%  | 0.0000% | $5021064.00        | $3081871.59        | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-RS5     A-4    20360925 FLT | 2036-09-25      | 4.4062%  | 0.0000% | $700000.00         | $125237.22         | Asset-Backed Securities |
| SOLOSO CDO 2007-1              A-3F   20371007 FLT | 2037-10-07      | 5.0671%  | 0.0000% | $1100000.00        | $447660.38         | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $5051696.00        | $2627225.84        | Asset-Backed Securities |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $23022000.00       | $10420702.30       | Asset-Backed Securities |
| CRESTLINE DENALI XV 2017-15    E-2    20300422 FLT | 2030-04-22      | 11.4961% | 0.0000% | $2125000.00        | $1961268.96        | Asset-Backed Securities |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $2000000.00        | $1080212.00        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-109        SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $14000000.00       | $5460000.00        | Asset-Backed Securities |
| DRYDEN CLO LTD 2018-61         SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $2000000.00        | $389744.00         | Asset-Backed Securities |
| DRYDEN 37 SR LN FD 2015-37R    FR     20310115 FLT | 2031-01-15      | 11.6462% | 0.0000% | $1152500.00        | $513599.89         | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $600000.00         | $198000.00         | Asset-Backed Securities |
| DUKE FDG V LTD                                     | 2033-08-07      | 7.5500%  | 0.0000% | $64700000.00       | $1842252.80        | Asset-Backed Securities |
| ECP CLO LTD 2015-7R            E-R    20300422 FLT | 2030-04-22      | 12.4961% | 0.0000% | $1635000.00        | $1633648.63        | Asset-Backed Securities |
| ELLINGTON CLO LTD 2017-1R      E-R    20291015 FLT | 2029-10-15      | 11.1662% | 0.0000% | $3000000.00        | $1385079.46        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2013-8     2A2    20361125 FLT | 2036-11-25      | 5.1184%  | 0.0000% | $175000.00         | $33504.15          | Asset-Backed Securities |
| SECURITIZED ASSET REC 2004-DO1 M-2    20340725 FLT | 2034-07-25      | 5.7962%  | 0.0000% | $4000000.00        | $691432.23         | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-HE1  M2     20350725 FLT | 2035-07-25      | 4.5662%  | 0.0000% | $360000.00         | $153193.43         | Asset-Backed Securities |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $3750000.00        | $1169310.00        | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $1991266.64        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.4561% | 0.0000% | $1207500.00        | $586003.89         | 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 |
| ADIRONDACK LTD 2005-1          A-2    20400709 FLT | 2040-07-09      | 5.3602%  | 0.0000% | $15000000.00       | $2144999.20        | Asset-Backed Securities |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $121498.29         | Asset-Backed Securities |
| ACA ABS LTD 2003-1             A-T    20380610 FLT | 2038-06-10      | 5.9503%  | 0.0000% | $282300000.00      | $983975.65         | Asset-Backed Securities |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $369346.50         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-5    20360425 FLT | 2036-04-25      | 1.5022%  | 0.0000% | $9000000.00        | $5497.77           | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $9010000.00        | $8498796.63        | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2005-TC1 M-6    20350525 FLT | 2035-05-25      | 4.8424%  | 0.0000% | $471388.00         | $183586.04         | Asset-Backed Securities |
| BELLEMEADE RE LTD 2022-2       M-2    20320927 FLT | 2032-09-27      | 13.1152% | 0.0000% | $999999.00         | $1118126.69        | Asset-Backed Securities |
| PEOPLES FIN MTG SEC TR 2006-1  2A2    20360925 FLT | 2036-09-25      | 3.9862%  | 0.0000% | $4000000.00        | $290168.49         | Asset-Backed Securities |
| PK ALIFT LN FDG LP 2024-2      A-1    20391015 5.0 | 2039-10-15      | 5.0520%  | 0.0000% | $250000.00         | $175845.08         | Asset-Backed Securities |
| LONG BEACH MTG LN TR 2005-WL2  M-5    20450825 FLT | 2045-08-25      | 4.8062%  | 0.0000% | $17000000.00       | $6716593.97        | Asset-Backed Securities |
| OZLM XVIII LTD 2018-18         F      20310415 FLT | 2031-04-15      | 11.4162% | 0.0000% | $1000000.00        | $1013741.88        | Asset-Backed Securities |
| PPM CLO 5 LTD                  SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $4500000.00        | $2401654.50        | Asset-Backed Securities |
| LCM 41 LTD                     -E FL 144A NT 36    | 2036-04-15      | 11.4545% | 0.0000% | $6000000.00        | $6154367.93        | Asset-Backed Securities |
| LEXN 2007-5A C                                     | 2051-04-10      | 4.8378%  | 0.0000% | $30000000.00       | $500499.18         | Asset-Backed Securities |
| STAR TRUST 2022-SFR3           E2     20390519 FLT | 2039-05-19      | 7.4501%  | 0.0000% | $2000000.00        | $2007991.22        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-NC5    B-1    20340525 FLT | 2034-05-25      | 6.8462%  | 0.0000% | $5000000.00        | $800685.45         | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-2    20460406 FLT | 2046-04-06      | 7.7800%  | 0.0000% | $28500000.00       | $5156606.35        | Asset-Backed Securities |
| NELNET STUDENT LOAN TR 2025-B  B      20550517 4.9 | 2055-05-17      | 4.9800%  | 0.0000% | $1000000.00        | $1005253.33        | Asset-Backed Securities |
| THL CR LK SHORE MM CLO 2019-2  SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $21850000.00       | $6266754.80        | Asset-Backed Securities |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.2512%  | 0.0000% | $6000000.00        | $4618011.26        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $3000000.00        | $3189685.25        | Asset-Backed Securities |
| GENERATE CLO 2024-5R LTD       F-R    20370722 FLT | 2037-07-22      | 12.1573% | 0.0000% | $5625000.00        | $5414216.02        | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2014-2R  E-R    20310115 FLT | 2031-01-15      | 9.9162%  | 0.0000% | $2205000.00        | $1923288.19        | Asset-Backed Securities |
| RCKT MTG TR 2025-CES1          B-2B   20450125 FLT | 2045-01-25      | 6.6430%  | 0.0000% | $3000000.00        | $2581022.50        | Asset-Backed Securities |
| RENAISSANCE HEQ 2003-2         M-1    20330825 FLT | 2033-08-25      | 3.3835%  | 0.0000% | $7615000.00        | $302653.50         | Asset-Backed Securities |
| SBA IO 2018- 2.84027 25JUL44 144A F                | 2044-07-25      | 2.7251%  | 0.0000% | $35395456.00       | $295173.44         | Asset-Backed Securities |
| US CAP FDG VI LTD 2007-6       C-1    20430710 FLT | 2043-07-10      | 6.1890%  | 0.0000% | $3000000.00        | $4829024.37        | Asset-Backed Securities |
| TRINITAS CLO LTD 2018-8        SUB    21170720 FLT | 2117-07-20      | 0.0000%  | 0.0000% | $4500000.00        | $1440657.00        | Asset-Backed Securities |
| TRINITAS CLO IV 2016-4R        F-R    20311020 FLT | 2031-10-20      | 12.3961% | 0.0000% | $2250000.00        | $2060131.73        | Asset-Backed Securities |
| HARVEST SBA LOAN TRUST 2025-1  C      20520125 FLT | 2052-01-25      | 9.1952%  | 0.0000% | $1750000.00        | $1702630.35        | Asset-Backed Securities |
| TABERNA PREF FDG II 2005-2     B 144A 20351105 FLT | 2035-11-05      | 5.0622%  | 0.0000% | $26500000.00       | $3521175.15        | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS2     M-4    20360325 FLT | 2036-03-25      | 4.5962%  | 0.0000% | $11000000.00       | $8745504.31        | Asset-Backed Securities |
| EAGLE RE LTD 2023-1            M-2    20330926 FLT | 2033-09-26      | 9.0652%  | 0.0000% | $14600000.00       | $15465872.05       | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 7.6400%  | 0.0000% | $139299999.00      | $3723215.00        | Asset-Backed Securities |
| FMC GMSR ISSUER TRUST 2021-GT1 B      20260725 4.3 | 2026-07-25      | 4.3600%  | 0.0000% | $7000000.00        | $6766323.67        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-NC1   M-1    20360825 FLT | 2036-08-25      | 4.2812%  | 0.0000% | $15570000.00       | $9315768.28        | 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 |
| OCTAGON 2021-52 LTD            VAR DI 20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $9000000.00        | $4955562.00        | Asset-Backed Securities |
| TRAPEZA CDO I 2002             C1 144 20321130 FLT | 2032-11-30      | 6.5133%  | 0.0000% | $10907000.00       | $6787144.71        | Asset-Backed Securities |
| VENTURE 32 CLO 2018-32         E      20310718 FLT | 2031-07-18      | 9.8961%  | 0.0000% | $5462000.00        | $2371338.77        | Asset-Backed Securities |
| MERRILL MTG INVESTORS NIM 2005 N1     20360525 4.5 | 2036-05-25      | 4.5000%  | 0.0000% | $19374079.00       | $9310.74           | Asset-Backed Securities |
| MASTER ASSET TR 2004-HE1       M-9    20340925 FLT | 2034-09-25      | 9.0962%  | 0.0000% | $3182000.00        | $415634.43         | Asset-Backed Securities |
| RR 2 LTD 2017-2                SUB NT 21171015 FLT | 2117-10-15      | 0.0000%  | 0.0000% | $7142000.00        | $1856920.00        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-2      SUB NT 20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $5833328.00        | $699999.36         | Asset-Backed Securities |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $14320000.00       | $5007360.32        | Asset-Backed Securities |
| MERCER FIELD II CLO LTD 2017-2 SUB    20290416 FLT | 2029-04-16      | 0.0000%  | 0.0000% | $3637248.00        | $363.72            | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE7          M-1    20351125 FLT | 2035-11-25      | 4.5062%  | 0.0000% | $1500000.00        | $66044.55          | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2007-1    M-7    20370225 FLT | 2037-02-25      | 4.6962%  | 0.0000% | $2000000.00        | $1324.50           | Asset-Backed Securities |
| FIGRE TRUST 2025-HE2           A      20550325 FLT | 2055-03-25      | 5.7750%  | 0.0000% | $297000.00         | $250452.64         | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2005-FF12   M-3    20361125 FLT | 2036-11-25      | 4.5962%  | 0.0000% | $13879980.00       | $5537771.88        | Asset-Backed Securities |
| FIELDSTONE MTG INV 2005-3      M4     20360225 FLT | 2036-02-25      | 4.7462%  | 0.0000% | $8998911.00        | $6022.04           | Asset-Backed Securities |

### Security 631: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D2U42, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1D2U42
- **C.18 - Value (incl. sponsor support):** $722081168.34
- **C.18.a - Value (excl. sponsor support):** $722081168.34
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST TR EXCHANGE-TRADED FD IV LNG DUR OPRTUN   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $6585.00           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $49496.00          | $2080316.88        | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $681.00            | $20988.42          | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $18109.00          | $835549.26         | Equities   |
| FIDELITY COVINGTON TRUST       LOW VOLITY ETF   | 2500-12-31      | N/A      | 0.0000% | $12281.00          | $825774.44         | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $120795.00         | $5171233.95        | Equities   |
| GLOBAL X FDS                   DISRUPTIVE MATLS | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2800.00           | Equities   |
| GLOBAL X FDS                   X EMERGING MKT   | 2500-12-31      | N/A      | 0.0000% | $31900.00          | $763686.00         | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $80.00             | $2884.00           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  USD EMRNG MKT    | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $146376.00         | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $8160.00           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $75.00             | $6819.75           | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $18100.00          | $1910817.00        | Equities   |
| GRACE THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $419.00            | $1412.03           | Equities   |
| RESEARCH SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1155.00           | $3395.70           | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $5851.00           | $20537.01          | Equities   |
| MARKER THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $914.00            | $1343.58           | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT ULT SHR  | 2500-12-31      | N/A      | 0.0000% | $97.00             | $4918.06           | Equities   |
| LIFEWARD LTD                   SHS              | 2500-12-31      | N/A      | 0.0000% | $10664.00          | $6023.03           | Equities   |
| EUDA HEALTH HOLDINGS LTD       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4063.00           | $9507.42           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $109387.00         | $5886114.47        | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $55133.00          | $4094727.91        | Equities   |
| VANECK ETF TRUST               NATURAL RESOURC  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $18159.00          | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $982.00            | $69152.44          | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $38366.00          | $2701733.72        | Equities   |
| CHERRY HILL MTG INVT CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $1539.00           | $4139.91           | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $380.00            | $4666.67           | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $202.00            | $11419.06          | Equities   |
| DIREXION SHS ETF TR            DLY TSLA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $40341.00          | $202915.23         | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $9300.00           | $1472004.00        | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $231.00            | $3880.80           | Equities   |
| DIREXION SHS ETF TR            DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $21.00             | $4399.33           | Equities   |
| DIREXION SHS ETF TR            DAILY CSI 2X SH  | 2500-12-31      | N/A      | 0.0000% | $187.00            | $7855.87           | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $59.00             | $3361.23           | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXED INCOM | 2500-12-31      | N/A      | 0.0000% | $61500.00          | $2624205.00        | Equities   |
| DIREXION SHS ETF TR            DAILY DJ BULL    | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2663.80           | Equities   |
| DRILLING TOOLS INTL CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $9204.00           | Equities   |
| COHEN & STEERS ETF TRUST       NATURAL RES ACTI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3100.20           | Equities   |
| TIDAL TRUST II                 DEFIANCE S&P 500 | 2500-12-31      | N/A      | 0.0000% | $18900.00          | $339255.00         | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $83300.00          | Equities   |
| HARTE HANKS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $2754.00           | Equities   |
| 2023 ETF SERIES TRUST          PACIFIC NOS GLOB | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12942.00          | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $247210.00         | $16001903.30       | Equities   |
| TRANSACT TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $8060.00           | Equities   |
| ASIASTRATEGY                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $499.00            | $1492.01           | Equities   |
| TIDAL TRUST II                 YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $320.00            | $9667.20           | Equities   |
| GLOBAL X FDS                   MSCI VIETNAM ETF | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1577.20           | Equities   |
| JULONG HOLDING LTD             CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $5432.00           | Equities   |
| GLOBAL X FDS                   PURECAP MSCI CON | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $115226.61         | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $21360.00          | $32040.00          | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $17945.00          | $20816.20          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $73.00             | $4130.34           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $54832.00          | $2493211.04        | Equities   |
| PERASO INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6470.00           | $5661.25           | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $5886.00           | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $16823.00          | $49291.39          | Equities   |
| EA SERIES TRUST                ALTRIUS GBL DIV  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7764.06           | Equities   |
| EA SERIES TRUST                STRIVE 1000 DIV  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3732.83           | Equities   |
| AB ACTIVE ETFS INC             SHORT DURATION H | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10827.00          | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $265.00            | $52631.65          | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1543.00           | $1836.17           | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $34398.00          | $682456.32         | Equities   |
| ADAGIO MED HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $11757.00          | $11521.86          | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $8918.00           | $21670.74          | Equities   |
| ALEANNA INC                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $434.00            | $1197.84           | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $101300.00         | $246159.00         | Equities   |
| WISDOMTREE TR                  US LARGECAP FUND | 2500-12-31      | N/A      | 0.0000% | $45.00             | $3211.65           | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $114451.00         | $6725140.76        | Equities   |
| PSQ HOLDINGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $342127.00         | $348969.54         | Equities   |
| WISDOMTREE TR                  EUROPE SMCP DV   | 2500-12-31      | N/A      | 0.0000% | $74.00             | $5332.68           | Equities   |
| MKDWELL TECH INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $12826.00          | $2180.42           | Equities   |
| MILLENNIUM GROUP INTL HLDGS LT ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $1483.75           | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $43661.00          | $31741.55          | Equities   |
| NRX PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1019.00           | $2679.97           | Equities   |
| CAESARSTONE LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $10020.00          | $19038.00          | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $444258.00         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  ACTIVE HIGH YL   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $9497.50           | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1312.00           | $3857.28           | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $41748.00          | Equities   |
| FITELL CORP                    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $3799.00           | $2592.44           | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $49900.00          | $49850.10          | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $318500.00         | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $93600.00          | $138528.00         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3792.00           | $3788.21           | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA BEAR  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $19060.00          | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $10112.00          | $2281671.68        | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $18941.00          | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3859.00           | $17481.27          | Equities   |
| REPARE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $668.00            | $1723.44           | Equities   |
| MOTORSPORT GAMES INC           CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $15650.00          | Equities   |
| WISDOMTREE TR                  US MIDCAP FUND   | 2500-12-31      | N/A      | 0.0000% | $2832.00           | $190763.52         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $136065.36         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $40000.00          | $1172800.00        | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $59300.00          | Equities   |
| GLOBAL X FDS                   GENOMICS AND BIO | 2500-12-31      | N/A      | 0.0000% | $2963.00           | $135142.43         | Equities   |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $93.00             | $3409.25           | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $51953.00          | $19248.59          | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $921.00            | $2901.15           | Equities   |
| GRANITESHARES ETF TR           2X LONG RIVN DAI | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $189222.92         | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $27100.00          | $2412984.00        | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $502.00            | $1139.54           | Equities   |
| DIREXION SHS ETF TR            DAILY REGIONAL   | 2500-12-31      | N/A      | 0.0000% | $85.00             | $8845.95           | Equities   |
| DIREXION SHS ETF TR            DAILY REGIONAL   | 2500-12-31      | N/A      | 0.0000% | $2489.00           | $259030.23         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION M | 2500-12-31      | N/A      | 0.0000% | $12882.00          | $339440.70         | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $265208.00         | $8741255.68        | Equities   |
| CENTURY CASINOS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2479.00           | $3297.07           | Equities   |
| CENTURY CASINOS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $5985.00           | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $11600.00          | $35380.00          | Equities   |
| PODCASTONE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $2756.00           | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $1963.80           | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $11300.00          | $38872.00          | Equities   |
| ELUTIA INC                     CL A COM         | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $3323.10           | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $94690.00          | $403379.40         | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $3613.00           | $102970.50         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN INTL VL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8063.00           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $312311.00         | $15562457.13       | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1004.35           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $17589.00          | $829203.50         | Equities   |
| KINDLY MD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $3505008.00        | $1258297.87        | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $2188.00           | $58699.45          | Equities   |
| WISDOMTREE TR                  US MIDCAP DIVID  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $4327.62           | Equities   |
| FOUNDER GROUP LTD              ORD SHS CLASS A  | 2500-12-31      | N/A      | 0.0000% | $12424.00          | $1909.57           | Equities   |
| PROSHARES TR                   SHRT RUSSELL2000 | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $16250.00          | Equities   |
| PRECISION OPTICS CORP INC MASS COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $5421.00           | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $13540.00          | $519936.00         | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $23976.00          | $2159038.80        | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2896.00           | $57138.08          | Equities   |
| PGIM ETF TR                    AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $82016.00          | Equities   |
| ISHARES TR                     LIFEPATH TGT2045 | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $120138.15         | Equities   |
| PLUTUS FINL GROUP LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1926.00           | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $71928.00          | $146013.84         | Equities   |
| WISDOMTREE TR                  US SMALLCAP FUND | 2500-12-31      | N/A      | 0.0000% | $1751.00           | $100403.92         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $9487.00           | $413063.98         | Equities   |
| IVEDA SOLUTIONS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $39606.00          | $33221.51          | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $999.00            | $79966.85          | Equities   |
| ISHARES TR                     LITHIUM MINRS    | 2500-12-31      | N/A      | 0.0000% | $28000.00          | $439600.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $26300.00          | $1007290.00        | Equities   |
| FRANKLIN TEMPLETON ETF TR      MUNICIPAL GRN BD | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $47600.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US DIVID BOOSTER | 2500-12-31      | N/A      | 0.0000% | $800.00            | $21328.56          | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $5984.00           | $236846.72         | Equities   |
| ISHARES TR                     LIFEPATH RETIREM | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $89670.61          | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $146006.00         | Equities   |
| INVESTMENT MANAGERS SER TR II  ASTORIA REAL     | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $28188.75          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $25840.00          | Equities   |
| ISHARES TR                     IBONDS DEC 2030  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $13266.00          | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $3881.00           | $102497.21         | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $32936.00          | $2346690.00        | Equities   |
| ISHARES TR                     US REGNL BKS ETF | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1002.06           | Equities   |
| IZEA WORLDWIDE INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $307.00            | $1338.52           | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $288.00            | $15071.04          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $400.00            | $21712.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $137338.50         | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $74121.00          | $6140924.85        | Equities   |
| ISHARES TR                     US OIL EQ&SV ETF | 2500-12-31      | N/A      | 0.0000% | $4666.00           | $98079.32          | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $29657.00          | $69100.81          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST HIGH YIELD  | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $102934.00         | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  ALT ABSLT STRG   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $10919.00          | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2069.92           | Equities   |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $800.00            | $2368.00           | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT INTERNAT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7168.50           | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $69400.00          | $149904.00         | Equities   |
| DATAVAULT AI INC               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $291700.00         | $150663.05         | Equities   |
| SO YOUNG INTERNATIONAL INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $7812.00           | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3372.00           | $14634.48          | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1292.00           | $5103.40           | Equities   |
| AMERICAN REBEL HLDGS INC       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $1048.05           | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $47768.56          | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $2925.00           | $211770.00         | Equities   |
| AIRGAIN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $12000.00          | Equities   |
| ETFS GOLD TR                   PHYSCL GOLD SHS  | 2500-12-31      | N/A      | 0.0000% | $19094.00          | $789918.78         | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMCRATIC LG ETF | 2500-12-31      | N/A      | 0.0000% | $3888.00           | $167287.03         | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $36.00             | $5293.80           | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $27164.00          | $34226.64          | Equities   |
| NETCAPITAL INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6075.00           | $4282.88           | Equities   |
| BRIDGELINE DIGITAL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1447.00           | $1301.72           | Equities   |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $66135.00          | $47551.06          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $372.00            | $44955.87          | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $65056.00          | $2840995.52        | Equities   |
| ETF SER SOLUTIONS              US GLOBAL TECHNO | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4678.00           | Equities   |
| ELECTRA BATTERY MATERIALS CORP COM              | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $6723.00           | Equities   |
| DATA I O CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $788.00            | $2553.12           | Equities   |
| DEVVSTREAM CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4645.00           | $7013.95           | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $126540.00         | $27023882.40       | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $162600.00         | $4510524.00        | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $29975.00          | $698417.50         | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $60.00             | $6639.60           | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2242.03           | Equities   |
| PGIM ETF TR                    ACTV HY BD ETF   | 2500-12-31      | N/A      | 0.0000% | $2599.00           | $92303.49          | Equities   |
| Q32 BIO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $12430.00          | $39776.00          | Equities   |
| PROSHARES TR                   ULTRASHORT ETHER | 2500-12-31      | N/A      | 0.0000% | $12600.00          | $629874.00         | Equities   |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $76500.00          | $2502315.00        | Equities   |
| GLOBAL X FDS                   X RUSSELL 2000 E | 2500-12-31      | N/A      | 0.0000% | $899.00            | $87346.84          | Equities   |
| GRAYSCALE ETHEREUM TRUST ETF   SHS              | 2500-12-31      | N/A      | 0.0000% | $2373.00           | $57568.98          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP   | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $169473.00         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED SMALL   | 2500-12-31      | N/A      | 0.0000% | $33600.00          | $1279152.00        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $10.00             | $1314.08           | Equities   |
| FIRST TR EXCH TRADED FD III    SHRT DUR MNG MUN | 2500-12-31      | N/A      | 0.0000% | $27500.00          | $551100.00         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $30885.00          | $1108462.65        | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $165100.00         | $6346444.00        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 32 MUN | 2500-12-31      | N/A      | 0.0000% | $27735.00          | $697363.29         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 26   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2334.50           | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $605897.00         | $352086.75         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3870.98           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $1173.00           | $32847.28          | Equities   |
| INVESCO EXCH TRADED FD TR II   INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $6491.00           | $366416.95         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $53444.00          | $1366563.08        | Equities   |
| TIDAL TRUST II                 DEFIANCE LARGE   | 2500-12-31      | N/A      | 0.0000% | $29400.00          | $666498.00         | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $243988.00         | $176598.51         | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $92.00             | $2300.92           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P ULTRA DIVIDE | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1410.80           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $3713.00           | $143729.49         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $2285.00           | $38635.01          | Equities   |
| INNOVATOR ETFS TRUST           INTERNATIONAL DE | 2500-12-31      | N/A      | 0.0000% | $52.00             | $1683.21           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $22469.00          | $1616644.55        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $38715.00          | $2932274.10        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP INDL   | 2500-12-31      | N/A      | 0.0000% | $17.00             | $2585.82           | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $649.00            | $18578.34          | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $489.00            | $1559.91           | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $52.00             | $14670.76          | Equities   |
| VANECK ETF TRUST               ALTERNATIVE ASSE | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2217.49           | Equities   |
| VERIFYME INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25391.00          | $15793.20          | Equities   |
| VANGUARD SCOTTSDALE FDS        INTER TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $14800.00          | $888592.00         | Equities   |
| PIMCO EQUITY SER               RAFI ESG US      | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $80674.00          | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $1365.00           | $123396.00         | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1344.00           | $2540.16           | Equities   |
| VANGUARD INDEX FDS             EXTEND MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $37196.00          | $7854307.36        | Equities   |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $666.00            | $3023.64           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $112706.00         | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $60865.00          | $135728.95         | Equities   |
| CIMG INC                       COM NEW SHS      | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $1190.00           | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $90288.00          | $140849.28         | Equities   |
| MARCHEX INC                    CL B             | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $7425.00           | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3339.00           | $83568.49          | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $15147.00          | $70433.55          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $90853.00          | $2375805.95        | Equities   |
| SENSUS HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $9990.00           | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $582106.00         | $2095581.60        | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $2112.00           | $206025.60         | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $5973.00           | $355647.35         | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $1891.00           | $3782.00           | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $36008.00          | $77777.28          | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $854219.00         | $871303.38         | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $102400.00         | $204800.00         | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $91.00             | $5236.14           | Equities   |
| EA SERIES TRUST                US QUAN MOMENTUM | 2500-12-31      | N/A      | 0.0000% | $3451.00           | $227910.94         | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4462.50           | Equities   |
| LIANHE SOWELL INTL GROUP LTD   CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $6501.42           | Equities   |
| HONGLI GROUP INC.              ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $1593.00           | $1736.37           | Equities   |
| PAINREFORM LTD                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1517.00           | $1032.77           | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1063.92           | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $3987.00           | $353487.42         | Equities   |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $36519.40          | Equities   |
| VANGUARD MALVERN FDS           STRM INFPROIDX   | 2500-12-31      | N/A      | 0.0000% | $150084.00         | $7424655.48        | Equities   |
| WISDOMTREE TR                  US EFFICIENT COR | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $77588.00          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS3000IDX   | 2500-12-31      | N/A      | 0.0000% | $7165.00           | $2169656.58        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $97128.00          | $2473121.70        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $24630.00          | $672891.60         | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $314003.00         | $12952623.75       | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $68489.00          | $90405.48          | Equities   |
| RAVE RESTAURANT GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $8075.00           | Equities   |
| STABILIS SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $2544.00           | Equities   |
| CARDLYTICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1246826.00        | $1433849.90        | Equities   |
| CALAMOS ETF TR                 AUTOCALLABLE INC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1079.60           | Equities   |
| IMUNON INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $32607.00          | $113472.36         | Equities   |
| GD CULTURE GROUP LTD           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $278.00            | $1199.57           | Equities   |
| TCW ETF TRUST                  TRANSFORM SYSTEM | 2500-12-31      | N/A      | 0.0000% | $9854.00           | $955859.68         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $8687.00           | $251228.04         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $57.00             | $4633.53           | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5103.00           | $15972.39          | Equities   |
| AMERICAN CENTY ETF TR          US EQT ETF       | 2500-12-31      | N/A      | 0.0000% | $5220.00           | $588294.00         | Equities   |
| AMBEV SA                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4062272.00        | $10074434.56       | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $219334.00         | Equities   |
| EA SERIES TRUST                EA BRIDGEWAY OMN | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2351.00           | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $150927.00         | $439197.57         | Equities   |
| ETF OPPORTUNITIES TRUST        SMI 3FOURTEEN FU | 2500-12-31      | N/A      | 0.0000% | $900.00            | $22680.00          | Equities   |
| ENERGY FOCUS INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4209.00           | $9175.62           | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $713.00            | $1140.80           | Equities   |
| DOUBLELINE ETF TRUST           COMMODITY STRATE | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $63216.00          | Equities   |
| CINEVERSE CORP                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $39585.00          | $80753.40          | Equities   |
| PRESURANCE HOLDINGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1711.00           | $1329.45           | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $28400.00          | $61060.00          | Equities   |
| CAPITAL GROUP INTERNATIONAL EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $5603.00           | $195880.88         | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $5291.00           | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2254.39           | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $36100.00          | $1257002.00        | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $211200.00         | $639936.00         | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $436000.00         | $8846440.00        | Equities   |
| DIREXION SHS ETF TR            DAILY TSLA 2X SH | 2500-12-31      | N/A      | 0.0000% | $88.00             | $1718.64           | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $19250.00          | Equities   |
| VIRGIN GALACTIC HOLDINGS INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14849.00          | $49001.70          | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2936.01           | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT   | 2500-12-31      | N/A      | 0.0000% | $15837.00          | $1057594.86        | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $25400.00          | $17223.74          | Equities   |
| DOGWOOD THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $259.00            | $1072.26           | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $5957.00           | $351701.28         | Equities   |
| PROSHARES TR                   SHRT 20+YR TRE   | 2500-12-31      | N/A      | 0.0000% | $88.00             | $2102.32           | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $49799.00          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  BUILDING & CONST | 2500-12-31      | N/A      | 0.0000% | $357.00            | $33508.02          | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $35607.00          | $585735.15         | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $400.00            | $23964.00          | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $179714.00         | $17153701.30       | Equities   |
| ISHARES TR                     MSCI EAFE SMCP   | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $109312.00         | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $979.00            | $43121.92          | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $121651.00         | $4535149.28        | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3160.00           | $1144.24           | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3229.00           | $8976.62           | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $385.00            | $1070.30           | Equities   |
| ROUNDHILL ETF TRUST            ROUNDHILL S&P500 | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2608.32           | Equities   |
| PALISADE BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $34715.00          | $81927.40          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $52974.00          | $4391544.60        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $4817.00           | $246651.59         | Equities   |
| VANGUARD WORLD FD              ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $1306.00           | $165365.72         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $91.00             | $9010.82           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $273.00            | $9871.68           | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $6570.00           | $283626.90         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $488805.00         | $31987399.20       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $27031.00          | $1768908.64        | Equities   |
| ISHARES TR                     U.S. INSRNCE ETF | 2500-12-31      | N/A      | 0.0000% | $5987.00           | $821176.92         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $119790.00         | $4632279.30        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $12627.00          | $1549964.25        | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $318629.00         | $15415271.02       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $290.00            | $24789.20          | Equities   |
| SPDR SERIES TRUST              BLOOMBERG INTL T | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $320352.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $32200.00          | $2676142.00        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $122504.00         | $15610684.72       | Equities   |
| GLOBAL X FDS                   ADAPTIVE US RISK | 2500-12-31      | N/A      | 0.0000% | $726.00            | $27493.62          | Equities   |
| WISDOMTREE TR                  US HIGH DIVIDEND | 2500-12-31      | N/A      | 0.0000% | $77.00             | $7879.41           | Equities   |
| SPDR INDEX SHS FDS             S&P GLBDIV ETF   | 2500-12-31      | N/A      | 0.0000% | $1960.00           | $148744.40         | Equities   |
| Q/C TECHNOLOGIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1248.00           | Equities   |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $651.00            | $13807.71          | Equities   |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $19424.00          | $993926.08         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $687.01            | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $52472.00          | $36048788.72       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $801152.00         | $18194161.92       | Equities   |
| SSGA ACTIVE TR                 STATE STREET FIX | 2500-12-31      | N/A      | 0.0000% | $8200.00           | $212790.00         | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $48315.00          | $16323222.75       | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $50635.00          | $2307943.30        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $57066.00          | $36049733.52       | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $73318.00          | $36049727.42       | Equities   |
| SPROTT FDS TR                  ACTIVE GOLD & SI | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $105624.00         | Equities   |
| HARBOR ETF TRUST               HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $4216.00           | $132395.47         | Equities   |
| GLOBUS MARITIME LIMITED NEW    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1541.00           | $2696.75           | Equities   |
| INNOVATE CORP                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1999.00           | $9355.32           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $2009.00           | $243490.80         | Equities   |
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $27322.00          | $13939.68          | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $8250.00           | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $5467.00           | $10332.63          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $8523.00           | $438423.12         | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $15712.00          | $24510.72          | Equities   |
| FUNDX INVT TR                  FLEXIBLE ETF     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2463.87           | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $12672.00          | $173939.67         | Equities   |
| INVESCO EXCH TRADED FD TR II   500 QVM MULTI    | 2500-12-31      | N/A      | 0.0000% | $9677.00           | $391439.49         | Equities   |
| INVESCO EXCH TRADED FD TR II   VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $10600.00          | $258322.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HIGH DIV | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3286.31           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $2856.00           | $88735.92          | Equities   |
| FRANKLIN WIRELESS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1256.00           | $5224.96           | Equities   |
| FORIAN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $6330.00           | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $65994.00          | $107570.22         | Equities   |
| DBX ETF TR                     XTRACKERS SEMICO | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1672.65           | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $79278.00          | $207708.36         | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $492.00            | $1500.60           | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $3318.00           | $8693.16           | Equities   |
| CREATIVE MED TECHNOLOGY HLDGS  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2288.00           | $4209.92           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $357630.00         | $9695349.30        | Equities   |
| OSR HLDGS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $21786.00          | $12568.34          | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL 2X S | 2500-12-31      | N/A      | 0.0000% | $67.00             | $6535.18           | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $481.00            | $2299.18           | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $42687.00          | $1949942.16        | Equities   |
| ISHARES TR                     US HLTHCR PR ETF | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $48240.00          | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $812456.00         | $31417673.52       | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $28624.00          | $937436.00         | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $800.00            | $48136.00          | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $120293.00         | $9741327.14        | Equities   |
| KEY TRONIC CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $802.00            | $2093.22           | Equities   |
| ISHARES TR                     ESG AWRE 1 5 YR  | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $421842.00         | Equities   |
| LEXARIA BIOSCIENCE CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4088.00           | $2223.05           | Equities   |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1193.60           | Equities   |
| GLOBAL X FDS                   GBL X FTSE ETF   | 2500-12-31      | N/A      | 0.0000% | $9174.00           | $169352.04         | Equities   |
| ECARX HOLDINGS INC             CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $68244.00          | $112602.60         | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $4016.00           | $326300.00         | Equities   |
| GLOBAL X FDS                   S&P 500 CATHOLIC | 2500-12-31      | N/A      | 0.0000% | $300.00            | $24852.48          | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $201.00            | $6392.76           | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $50.00             | $8942.00           | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES FR | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $56934.80          | Equities   |
| T ROWE PRICE ETF INC           PRICE EQT INCOME | 2500-12-31      | N/A      | 0.0000% | $3295.00           | $149724.80         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI BLOOMBERG R      | 2500-12-31      | N/A      | 0.0000% | $300.00            | $9177.90           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $391495.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $74.00             | $8879.45           | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR AGRI CMDTY STRA  | 2500-12-31      | N/A      | 0.0000% | $4812.00           | $164137.32         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $58198.00          | $36049587.14       | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $10730.00          | $322221.90         | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $3661.00           | $104333.01         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP ENE | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1902.89           | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $360067.00         | $36049908.04       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  HIG YLD EQ DIV   | 2500-12-31      | N/A      | 0.0000% | $74.00             | $1518.48           | Equities   |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $44373.00          | $196128.66         | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $2507.00           | $186663.20         | Equities   |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $68.00             | $1797.92           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $23600.00          | $1246316.00        | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1914.75           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $390883.00         | $20224286.42       | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $1197800.00        | $2850764.00        | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $12496240.00       | $29741051.20       | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $11000.00          | $1020690.00        | Equities   |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $1982.00           | $84830.59          | Equities   |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2448.81           | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $147.00            | $4948.02           | Equities   |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $1535.00           | $59665.45          | Equities   |
| DEFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $894649.00         | $723323.72         | Equities   |
| DIREXION SHS ETF TR            DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $223909.00         | $1627818.43        | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $13367.00          | $43576.42          | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $1836.00           | $42283.63          | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $525904.00         | $14772643.36       | Equities   |
| ERNEXA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2229.00           | $2607.93           | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $44434.00          | $39772.87          | Equities   |
| ELEVATION SERIES TRUST         CLOUGH HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2126.02           | Equities   |
| PACER FDS TR                   DATA & DIGI REVO | 2500-12-31      | N/A      | 0.0000% | $63006.00          | $4075228.08        | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $56664.00          | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $21000.00          | $1103550.00        | Equities   |
| BOS BETTER ONLINE SOLUTIONS    SHS NEW NIS 80   | 2500-12-31      | N/A      | 0.0000% | $11365.00          | $53301.85          | Equities   |
| SONO TEK CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $946.00            | $3793.46           | Equities   |
| SONO TEK CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $6416.00           | Equities   |
| NORTHERN LTS FD TR III         COUNTERPOINT QUA | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $56644.00          | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $5299.00           | $11339.86          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $100491.00         | $329610.48         | Equities   |
| IMPERIAL PETE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9101.00           | $32763.60          | Equities   |
| SCHWAB STRATEGIC TR            INTL EQTY ETF    | 2500-12-31      | N/A      | 0.0000% | $22096.00          | $534723.20         | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $9754.00           | $31993.12          | Equities   |
| GOLDMAN SACHS ETF TR           MARKETBETA  RUSS | 2500-12-31      | N/A      | 0.0000% | $2122.00           | $115547.57         | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $9455.00           | $659391.70         | Equities   |
| UNIFI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $5205.00           | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $90375.00          | $36049683.75       | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $145034.00         | $546778.18         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $394.00            | $46586.56          | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD   | 2500-12-31      | N/A      | 0.0000% | $18514.00          | $426192.28         | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $24458.00          | $1509547.76        | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $145345.00         | $36049920.35       | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $245004.00         | $399356.52         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL IND   | 2500-12-31      | N/A      | 0.0000% | $700.00            | $40005.00          | Equities   |
| KORE GROUP HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $5004.00           | Equities   |
| INNOVATOR ETFS TRUST           INTL DEV PWR BUF | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $134901.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $993.00            | $46095.06          | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $82.00             | $5923.68           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $4328.00           | $266548.97         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $2928.00           | $64738.08          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $804.00            | $14568.16          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV INTERMEDIATE GOV | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $96491.00          | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $7125.00           | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1514.00           | $112616.01         | Equities   |
| NUTRIBAND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3584.00           | $16773.12          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $10296.00          | $2399276.88        | Equities   |
| GLOBAL X FDS                   VDEO GAM ESPRT   | 2500-12-31      | N/A      | 0.0000% | $4010.00           | $119786.32         | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $1605.00           | $57988.65          | Equities   |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $28560.00          | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $14800.00          | $38480.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $10205.00          | $346572.01         | Equities   |
| FRACTYL HEALTH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $55973.00          | $125379.52         | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $7137.00           | $262605.91         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $52549.56          | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $9720.00           | $37713.60          | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $6839.00           | $195048.28         | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $54352.00          | $55982.56          | Equities   |
| POWERBANK CORP                 COM SHS          | 2500-12-31      | N/A      | 0.0000% | $14800.00          | $24420.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $106052.00         | $6066174.40        | Equities   |

### Security 632: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D47M4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1D47M4
- **C.18 - Value (incl. sponsor support):** $250040875.00
- **C.18.a - Value (excl. sponsor support):** $250040875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PRKCM 2023-AFC4 TRUST          A-1    20581125 7.2 | 2058-11-25      | 7.2250%  | 0.0000% | $1480000.00        | $879860.93         | Private Label Collateralized Mortgage Obligations |
| VOYA CLO LTD 2019-3R           A-R    20321018 FLT | 2032-10-18      | 5.2232%  | 0.0000% | $30750000.00       | $24105777.24       | Asset-Backed Securities                           |
| OBX TRUST 2025-NQM11           A-1B   20650525 FLT | 2065-05-25      | 5.4180%  | 0.0000% | $2300000.00        | $2079514.43        | Private Label Collateralized Mortgage Obligations |
| INT COML MTG TR 2025-PLAZA     A      20371105 FLT | 2037-11-05      | 4.8788%  | 0.0000% | $1700000.00        | $1715421.88        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2019-1       A-2    20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $10900000.00       | $9770047.87        | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2024-FL13              A      20390920 FLT | 2039-09-20      | 5.3072%  | 0.0000% | $3000000.00        | $3011718.87        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUST            A-1    20550525 FLT | 2055-05-25      | 5.5600%  | 0.0000% | $24098000.00       | $20034164.27       | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-NQM8 TRUST           A-1    20661025 FLT | 2066-10-25      | 2.8410%  | 0.0000% | $100000.00         | $56587.61          | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2020-2        A-2    20650125 FLT | 2065-01-25      | 3.8600%  | 0.0000% | $6098999.00        | $925488.80         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-12        A-12   20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $6333328.00        | $4309445.48        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-6INV      A-4    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $330000.00         | $192507.36         | Private Label Collateralized Mortgage Obligations |
| REGATTA FDG LTD 2021-23R       A-1R   20381015 FLT | 2038-10-15      | 5.1515%  | 0.0000% | $13325000.00       | $13459265.43       | Asset-Backed Securities                           |
| PROVIDENT FDG MTG TR 2025-6    A-3    20551225 FLT | 2055-12-25      | 5.5000%  | 0.0000% | $6593249.00        | $6693435.61        | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM1 TRUST           A-1    20661125 FLT | 2066-11-25      | 2.2650%  | 0.0000% | $32060000.00       | $21338189.67       | Private Label Collateralized Mortgage Obligations |
| ALLEGRO CLO V-S LTD            A-1    20370724 FLT | 2037-07-24      | 5.3654%  | 0.0000% | $8575000.00        | $8690630.99        | Asset-Backed Securities                           |
| PROVIDENT FDG MTG TR 2021-1    A-5A   20510425 FLT | 2051-04-25      | 2.0000%  | 0.0000% | $30425000.00       | $18089220.38       | Private Label Collateralized Mortgage Obligations |
| VENTURE CLO LTD 2018-34R       A-R    20311015 FLT | 2031-10-15      | 5.1845%  | 0.0000% | $38585000.00       | $18630167.76       | Asset-Backed Securities                           |
| GS MTG-BACKED SEC 2023-PJ3     A-3    20531025 FLT | 2053-10-25      | 5.0000%  | 0.0000% | $10000000.00       | $7542271.90        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 1-A-14 20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $1271882.00        | $869408.48         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK7                 A-5    20600917 3.4 | 2060-09-17      | 3.4350%  | 0.0000% | $3940000.00        | $3902402.55        | Private Label Collateralized Mortgage Obligations |
| AIMCO CLO LTD 2019-10RR        A-RR   20370722 FLT | 2037-07-22      | 5.2674%  | 0.0000% | $9766000.00        | $9877645.59        | Asset-Backed Securities                           |
| DURST COML MTG TR 2025-151     A      20420812 FLT | 2042-08-12      | 5.1454%  | 0.0000% | $5856000.00        | $6010462.64        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2023-CES3  A-1A   20431125 FLT | 2043-11-25      | 7.1130%  | 0.0000% | $16600000.00       | $8400009.10        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3              A-6    20540925 FLT | 2054-09-25      | 5.5000%  | 0.0000% | $1125000.00        | $746942.41         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2016-C1  A-5    20490317 3.5 | 2049-03-17      | 3.5761%  | 0.0000% | $4240792.00        | $1279040.81        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-INV1    A-3    20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $349999.00         | $239189.95         | Private Label Collateralized Mortgage Obligations |
| MAGNITITE LTD 2024-38          A-1    20370415 FLT | 2037-04-15      | 5.3845%  | 0.0000% | $19800000.00       | $20053102.07       | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2023-DSC1     A-1    20630725 FLT | 2063-07-25      | 4.6250%  | 0.0000% | $28823700.00       | $21586725.19       | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          A-2    20540925 FLT | 2054-09-25      | 5.5000%  | 0.0000% | $9331000.00        | $7238803.59        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 2-A-1  20511125 FLT | 2051-11-25      | 2.0000%  | 0.0000% | $5097050.00        | $3007271.10        | Private Label Collateralized Mortgage Obligations |
| GOLDENTREE LOAN MANAGEMENT 202 A-R    20370420 FLT | 2037-04-20      | 5.3844%  | 0.0000% | $9500000.00        | $9614606.86        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP TR 2021-L7  A-SB   20541019 FLT | 2054-10-19      | 2.3360%  | 0.0000% | $5000000.00        | $4733388.33        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                A-4    20640317 FLT | 2064-03-17      | 3.3896%  | 0.0000% | $17810000.00       | $16754235.19       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2022-B33 A-5    20550317 FLT | 2055-03-17      | 3.4582%  | 0.0000% | $5150000.00        | $4824441.90        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                A-2    20630615 FLT | 2063-06-15      | 1.9350%  | 0.0000% | $371672.00         | $330906.17         | Private Label Collateralized Mortgage Obligations |
| ACRA TRUST 2024-NQM1           A-1    20641025 FLT | 2064-10-25      | 5.6080%  | 0.0000% | $1000000.00        | $802150.22         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1           2-A-2  20540125 FLT | 2054-01-25      | 6.5000%  | 0.0000% | $10389000.00       | $5705551.42        | Private Label Collateralized Mortgage Obligations |

### Security 633: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.380000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5SV8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D5SV8
- **C.18 - Value (incl. sponsor support):** $499864650.00
- **C.18.a - Value (excl. sponsor support):** $499864650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| APIDOS CLO 2020-33R2           A-1-R2 20380426 FLT | 2038-04-26      | 5.1654%  | 0.0000% | $190000000.00      | $191988708.34      | Asset-Backed Securities |
| AMSR TR 2025-SFR1              C      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1500000.00        | $1419614.75        | Asset-Backed Securities |
| BATTERY PK CLO 2022-2R LTD     B-R    20371020 FLT | 2037-10-20      | 5.7844%  | 0.0000% | $2000000.00        | $2027997.76        | Asset-Backed Securities |
| BATTERY PK CLO LTD 2019-1R     D-R    20360715 FLT | 2036-07-15      | 7.6545%  | 0.0000% | $1400000.00        | $1414115.09        | Asset-Backed Securities |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $730000.00         | $597719.58         | Asset-Backed Securities |
| 37 CAPITAL CLO LTD 2022-2R     D-R    20340717 FLT | 2034-07-17      | 7.3045%  | 0.0000% | $5650000.00        | $5728103.34        | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-6 A      20300525 4.8 | 2030-05-25      | 4.8900%  | 0.0000% | $6125000.00        | $6168934.62        | Asset-Backed Securities |
| WESTLAKE AUTOMBL REC TR 2023-4 C      20281115 6.6 | 2028-11-15      | 6.6400%  | 0.0000% | $1000000.00        | $1023160.11        | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2413552.50        | Asset-Backed Securities |
| BAIN CAPITAL CR CLO LTD 2024-6 A-1    20380121 FLT | 2038-01-21      | 5.2000%  | 0.0000% | $12386800.00       | $12546285.95       | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2021-B A      20361120 2.1 | 2036-11-20      | 2.1000%  | 0.0000% | $200000.00         | $195025.33         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3088899.06        | Asset-Backed Securities |
| SOUND POINT CLO LTD 2024-40    A-2    20371020 FLT | 2037-10-20      | 5.3844%  | 0.0000% | $3250000.00        | $3270416.11        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2014-4R3 B-R3   20380125 FLT | 2038-01-25      | 5.6098%  | 0.0000% | $3275000.00        | $3318433.43        | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 6.9816%  | 0.0000% | $1000000.00        | $987375.06         | Asset-Backed Securities |
| NEW RESI MTG TR 2019-RPL3      B2     20590725 FLT | 2059-07-25      | 3.9777%  | 0.0000% | $40981000.00       | $36207931.58       | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $15395000.00       | $15571710.65       | Asset-Backed Securities |
| CIFC FUNDING LTD  2016-1R3     C-RRR  20311021 FLT | 2031-10-21      | 5.5700%  | 0.0000% | $250000.00         | $252423.80         | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2025-D D      20320217 5.4 | 2032-02-17      | 5.4500%  | 0.0000% | $6600000.00        | $6687933.27        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $265000.00         | $263802.38         | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 C      20271215 4.2 | 2027-12-15      | 4.2600%  | 0.0000% | $80000.00          | $80109.55          | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5311269.61        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1187000.00        | $736442.24         | Asset-Backed Securities |
| EFMT TR 2025-CES1              A-1A   20600125 FLT | 2060-01-25      | 5.7260%  | 0.0000% | $15900000.00       | $14076541.50       | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2021-4R  C-R    20380715 FLT | 2038-07-15      | 5.7545%  | 0.0000% | $2575000.00        | $2611931.48        | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $102566000.00      | $26191693.98       | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-1        C      20281016 5.5 | 2028-10-16      | 5.5500%  | 0.0000% | $20780000.00       | $8124763.73        | Asset-Backed Securities |
| COOPR RESIDENT MORT 2025-CES3  A-1A   20600925 FLT | 2060-09-25      | 4.8400%  | 0.0000% | $10000000.00       | $9734132.70        | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2023-5  A      20331215 6.1 | 2033-12-15      | 6.1300%  | 0.0000% | $10000000.00       | $10099904.45       | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2025-X2    A      20301015 4.4 | 2030-10-15      | 4.4500%  | 0.0000% | $5389000.00        | $5144667.93        | Asset-Backed Securities |
| CNH EQUIPMENT TR 2021-C        B      20290416 1.4 | 2029-04-16      | 1.4100%  | 0.0000% | $320000.00         | $319849.17         | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES2     A-1    20550725 FLT | 2055-07-25      | 4.9600%  | 0.0000% | $7300000.00        | $6943104.29        | Asset-Backed Securities |
| CCG REC TR 2022-1              B      20290716 4.4 | 2029-07-16      | 4.4200%  | 0.0000% | $606000.00         | $453199.89         | Asset-Backed Securities |
| CIFC FDG 2013-3R LTD           A-1-R  20310424 FLT | 2031-04-24      | 4.8654%  | 0.0000% | $790000.00         | $427140.31         | Asset-Backed Securities |
| MERCEDES AUTO REC TR 2023-1    A-3    20271115 4.5 | 2027-11-15      | 4.5100%  | 0.0000% | $158000.00         | $40528.17          | Asset-Backed Securities |
| MADISON PARK FDG LTD 2024-60R  B-R    20371026 FLT | 2037-10-26      | 5.6080%  | 0.0000% | $250000.00         | $252543.88         | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2024-3  D      20310815 6.3 | 2031-08-15      | 6.3400%  | 0.0000% | $7500000.00        | $7774828.33        | Asset-Backed Securities |
| GM FIN CONS AUT REC TR 2022-3  C      20280316 4.7 | 2028-03-16      | 4.7200%  | 0.0000% | $75000.00          | $75347.60          | Asset-Backed Securities |
| GLS AUTO RECEIVABLES ISSUER TR C      20290515 6.0 | 2029-05-15      | 6.0100%  | 0.0000% | $1892000.00        | $1914049.58        | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     B      20290716 4.9 | 2029-07-16      | 4.9800%  | 0.0000% | $11760000.00       | $11907050.96       | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $2082845.73        | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.3580%  | 0.0000% | $1650000.00        | $1687807.77        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2023-1 D      20290412 6.3 | 2029-04-12      | 6.3500%  | 0.0000% | $700000.00         | $708417.07         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    B      20280210 3.0 | 2028-02-10      | 3.0000%  | 0.0000% | $550000.00         | $545295.30         | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $121704.38         | Asset-Backed Securities |
| CREDIT ACCEP AT LN TR 2022-3   C      20330215 8.4 | 2033-02-15      | 8.4500%  | 0.0000% | $2000000.00        | $938718.27         | Asset-Backed Securities |
| DELL EQUIPMENT FIN TR 2025-2   A-3    20310324 4.1 | 2031-03-24      | 4.1200%  | 0.0000% | $2500000.00        | $2511947.50        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         D      20350420 FLT | 2035-04-20      | 6.9844%  | 0.0000% | $6900000.00        | $6931111.27        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    A-2    20281016 0.0 | 2028-10-16      | 4.3700%  | 0.0000% | $10918000.00       | $10953835.30       | Asset-Backed Securities |
| GREAT AMER LEAS REC FDG 2025-2 A-4    20320915 4.2 | 2032-09-15      | 4.2900%  | 0.0000% | $4600000.00        | $4641140.87        | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $12000000.00       | $1062944.54        | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 7.7844%  | 0.0000% | $1000000.00        | $1020678.88        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7233990.00        | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     D      20301115 5.6 | 2030-11-15      | 5.6100%  | 0.0000% | $155000.00         | $157722.78         | Asset-Backed Securities |
| OCP CLO LTD 2021-21R           A-R    20380120 FLT | 2038-01-20      | 5.0644%  | 0.0000% | $1000000.00        | $1003968.88        | Asset-Backed Securities |
| PARK BLUE CLO 2022-II LTD 2022 A-1R   20370720 FLT | 2037-07-20      | 5.3044%  | 0.0000% | $110000.00         | $111331.98         | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.5745%  | 0.0000% | $3250000.00        | $3296063.30        | Asset-Backed Securities |
| NISSAN AUTO REC TR 2024-B      A-2B   20270615 FLT | 2027-06-15      | 4.3639%  | 0.0000% | $20055000.00       | $7308997.76        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        B      20270215 6.2 | 2027-02-15      | 6.2000%  | 0.0000% | $865000.00         | $728775.40         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2021-4    D      20271015 1.6 | 2027-10-15      | 1.6700%  | 0.0000% | $7615000.00        | $1039666.75        | Asset-Backed Securities |
| STAR TR 2024-SFR4              A      20411018 FLT | 2041-10-18      | 5.5001%  | 0.0000% | $1790000.00        | $1796567.74        | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   C      20300515 5.0 | 2030-05-15      | 5.0900%  | 0.0000% | $437000.00         | $388967.94         | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2022-4   C      20291115 5.0 | 2029-11-15      | 5.0000%  | 0.0000% | $845000.00         | $725248.25         | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A C      20341120 5.3 | 2034-11-20      | 5.3800%  | 0.0000% | $1910000.00        | $1930574.31        | Asset-Backed Securities |
| WESTLAKE AUTOMOBILE REC 2025-3 A-2A   20280417 4.3 | 2028-04-17      | 4.3100%  | 0.0000% | $770000.00         | $772481.37         | Asset-Backed Securities |
| NEUBERGER BERMAN LN ADV 21-42R A-R    20360716 FLT | 2036-07-16      | 4.8436%  | 0.0000% | $1280000.00        | $1292230.96        | Asset-Backed Securities |
| TESLA ELECTRC VEHICLE 2023-1   A-3    20280620 5.3 | 2028-06-20      | 5.3800%  | 0.0000% | $35000.00          | $34548.44          | Asset-Backed Securities |
| LCM LTD 2021-35                D      20341016 FLT | 2034-10-16      | 7.5662%  | 0.0000% | $15000000.00       | $14608997.31       | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $165000.00         | $81810.92          | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 D      20300513 5.8 | 2030-05-13      | 5.8600%  | 0.0000% | $16320000.00       | $16586599.88       | Asset-Backed Securities |
| APIDOS CLO 2021-37             A      20341023 FLT | 2034-10-23      | 5.2490%  | 0.0000% | $25000000.00       | $25265657.77       | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    C      20270920 2.9 | 2027-09-20      | 2.9800%  | 0.0000% | $13005000.00       | $11279708.26       | Asset-Backed Securities |
| CPS AUTO RCVBLS TR 2021-C      D      20270615 1.6 | 2027-06-15      | 1.6900%  | 0.0000% | $210000.00         | $7566.34           | Asset-Backed Securities |
| CREDIT ACCEPT AT LN TR 2024-3  A      20340915 4.6 | 2034-09-15      | 4.6800%  | 0.0000% | $210000.00         | $211669.71         | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $1355000.00        | $738710.07         | Asset-Backed Securities |
| EXETER SELECT AUTOMOBIL 2025-3 D      20320517 5.5 | 2032-05-17      | 5.5400%  | 0.0000% | $3000000.00        | $3033291.67        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  C      20310515 4.6 | 2031-05-15      | 4.6900%  | 0.0000% | $6250000.00        | $6289909.03        | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1234717.98        | Asset-Backed Securities |
| FLATIRON CLO 2021-21R LTD      C-R    20371019 FLT | 2037-10-19      | 5.8844%  | 0.0000% | $2500000.00        | $2538897.20        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    C      20310815 0.0 | 2031-08-15      | 4.7400%  | 0.0000% | $7625000.00        | $7679409.46        | Asset-Backed Securities |
| WENDY'S FDG LLC 2025-1         A-2    20551215 5.4 | 2055-12-15      | 5.4220%  | 0.0000% | $76000.00          | $76187.86          | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2022-A  C      20280915 2.5 | 2028-09-15      | 2.5500%  | 0.0000% | $850000.00         | $848023.18         | Asset-Backed Securities |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3215000.00        | $1394087.29        | Asset-Backed Securities |
| PROGRESS RES TR 2022-SFR3      B      20390419 3.6 | 2039-04-19      | 3.6000%  | 0.0000% | $3550000.00        | $3518767.10        | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $11585000.00       | $2249873.42        | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $12050000.00       | $8937291.73        | Asset-Backed Securities |

### Security 634: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5U78, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D5U78
- **C.18 - Value (incl. sponsor support):** $144800000.00
- **C.18.a - Value (excl. sponsor support):** $144800000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $794374.46         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 5.9655%  | 0.0000% | $4000000.00        | $170484.44         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $630000.00         | $383200.32         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.2145%  | 0.0000% | $8181000.00        | $66852.33          | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $4608000.00        | $3051715.28        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-6    20560225 FLT | 2056-02-25      | 6.5630%  | 0.0000% | $432451.00         | $219957.47         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.5718%  | 0.0000% | $12884000.00       | $1723747.73        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11352164.49       | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1167528.97        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6827%  | 0.0000% | $2886000.00        | $2403986.66        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-SB109      A-10H  20430725 FLT | 2043-07-25      | 3.8200%  | 0.0000% | $10675979.00       | $7649217.71        | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           A      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $1270000.00        | $1050473.08        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.5155%  | 0.0000% | $5000000.00        | $104501.07         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 5.9555%  | 0.0000% | $1000000.00        | $860502.67         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2691%  | 0.0000% | $10505000.00       | $10680663.63       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 3.8485%  | 0.0000% | $4021000.00        | $3716659.00        | 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        | $4085424.37        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $32295.00          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $536396.23         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2013-HYB1           B-5    20430425 FLT | 2043-04-25      | 5.5686%  | 0.0000% | $2240000.00        | $2202976.91        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     G      20421113 FLT | 2042-11-13      | 10.4472% | 0.0000% | $8300000.00        | $8045961.55        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 6.6470%  | 0.0000% | $995000.00         | $3686.14           | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $15440000.00       | $12004747.90       | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.5055%  | 0.0000% | $3880000.00        | $2498648.44        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1770%  | 0.0000% | $5310000.00        | $4957967.35        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-6    20561025 FLT | 2056-10-25      | 6.7810%  | 0.0000% | $2130453.00        | $1141983.39        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     D      20421113 FLT | 2042-11-13      | 6.8064%  | 0.0000% | $5500000.00        | $5562331.36        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   D      20321115 FLT | 2032-11-15      | 6.0471%  | 0.0000% | $4540000.00        | $4501613.33        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7190000.00        | $5773128.41        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1922125.79        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT | 2033-07-08      | 6.6570%  | 0.0000% | $3000000.00        | $1154452.98        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $1570000.00        | $59593.93          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $3905157.00        | $3774639.49        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8028%  | 0.0000% | $3850000.00        | $3722239.51        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $4500000.00        | $759828.75         | Private Label Collateralized Mortgage Obligations |
| BAHA TR 2024-MAR               B      20411212 FLT | 2041-12-12      | 6.8414%  | 0.0000% | $3000000.00        | $3161850.43        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 8.0655%  | 0.0000% | $1000000.00        | $8194.44           | Private Label Collateralized Mortgage Obligations |
| BXP TRUST 2017-CC              D      20370813 FLT | 2037-08-13      | 3.5515%  | 0.0000% | $7523000.00        | $6142232.97        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 12.7510% | 0.0000% | $4000000.00        | $4021644.44        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8660%  | 0.0000% | $1090000.00        | $804665.45         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1519803.33        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $2080000.00        | $1613365.52        | Private Label Collateralized Mortgage Obligations |
| ALEN MORTGAGE TR 2021-ACEN     B      20340417 FLT | 2034-04-17      | 5.5155%  | 0.0000% | $5375000.00        | $4779466.72        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.1901%  | 0.0000% | $14442000.00       | $14450999.75       | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.5454%  | 0.0000% | $3700000.00        | $2516035.13        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7454357.20        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 5.8980%  | 0.0000% | $5000000.00        | $4175606.69        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1187846.60        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-6    20560625 FLT | 2056-06-25      | 6.4291%  | 0.0000% | $700000.00         | $391490.08         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $491400.55         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 3.0576%  | 0.0000% | $2659000.00        | $1279543.14        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT | 2034-11-15      | 10.9480% | 0.0000% | $2500000.00        | $2285691.94        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6691%  | 0.0000% | $1158000.00        | $251950.18         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 5.6630%  | 0.0000% | $2000000.00        | $1835034.13        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.0754%  | 0.0000% | $215000.00         | $12751.19          | Private Label Collateralized Mortgage Obligations |

### Security 635: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D7192, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D7192
- **C.18 - Value (incl. sponsor support):** $200238580.00
- **C.18.a - Value (excl. sponsor support):** $200238580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 29  | 2029-08-08      | 2.9500%  | 0.0000% | $686000.00         | $674115.81         | Corporate Debt Securities |
| COMCAST CORP NEW               3.4%46           | 2046-07-15      | 3.4000%  | 0.0000% | $30000.00          | $21442.73          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR NT 2.375%27   | 2027-05-24      | 2.3750%  | 0.0000% | $217000.00         | $214045.55         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.3%52 | 2052-08-15      | 5.3000%  | 0.0000% | $40000.00          | $37929.69          | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -B 56 | 2056-03-15      | 6.2000%  | 0.0000% | $26000.00          | $26361.37          | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 34  | 2034-04-26      | 5.5000%  | 0.0000% | $47958000.00       | $50681428.25       | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $30000.00          | $29693.30          | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT3.1%51 | 2051-12-01      | 3.1000%  | 0.0000% | $43000.00          | $27867.75          | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $785000.00         | $870467.53         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AH BD 52 | 2052-03-01      | 3.6000%  | 0.0000% | $430000.00         | $320513.40         | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         GLBL NT 5.5%54   | 2054-05-22      | 5.5000%  | 0.0000% | $197000.00         | $193747.20         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27    | 2027-02-22      | 3.6770%  | 0.0000% | $15000.00          | $15170.16          | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 51    | 2051-03-15      | 2.3750%  | 0.0000% | $26000.00          | $15177.58          | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%29   | 2029-02-05      | 4.6000%  | 0.0000% | $750000.00         | $775910.83         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54 | 2054-04-15      | 5.7500%  | 0.0000% | $2435000.00        | $2322086.34        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%50  | 2050-06-15      | 3.0000%  | 0.0000% | $523000.00         | $346531.08         | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 34 BD 50 | 2050-03-01      | 3.2000%  | 0.0000% | $19000.00          | $13200.00          | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 43 BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $3418000.00        | $3506098.95        | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.7%29 | 2029-05-15      | 3.7000%  | 0.0000% | $6000.00           | $5936.21           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 60    | 2060-04-01      | 3.8500%  | 0.0000% | $462000.00         | $289029.51         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 44 | 2044-05-06      | 5.3000%  | 0.0000% | $5000.00           | $4914.69           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 4.508%27 | 2027-09-11      | 4.5080%  | 0.0000% | $6000.00           | $6101.88           | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 58    | 2058-10-15      | 4.9500%  | 0.0000% | $20000.00          | $16891.40          | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 27    | 2027-05-29      | 4.5760%  | 0.0000% | $25742000.00       | $26115968.34       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55  | 2055-02-16      | 5.5500%  | 0.0000% | $715000.00         | $711441.09         | Corporate Debt Securities |
| ELECTRONIC ARTS INC            SR GLBL NT 51    | 2051-02-15      | 2.9500%  | 0.0000% | $863000.00         | $811077.13         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 31    | 2031-09-08      | 4.5800%  | 0.0000% | $196000.00         | $200697.90         | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP        SR GLBL 144A 31  | 2031-03-17      | 1.7760%  | 0.0000% | $1800000.00        | $1613629.20        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52 | 2052-02-15      | 3.2000%  | 0.0000% | $48000.00          | $32553.07          | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL 144A 56  | 2056-03-15      | 5.7500%  | 0.0000% | $16791000.00       | $16814987.81       | Corporate Debt Securities |
| PT PERTAMINA PERSERO           SR GLBL REGS 42  | 2042-05-03      | 6.0000%  | 0.0000% | $18500000.00       | $19017260.00       | Corporate Debt Securities |
| ANTARES HLDGS LP               SR GLBL 144A 26  | 2026-07-15      | 3.9500%  | 0.0000% | $7800000.00        | $7911804.33        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $387000.00         | $280903.30         | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT5.8%35 | 2035-04-01      | 5.8000%  | 0.0000% | $2457000.00        | $2606161.74        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 31    | 2031-12-15      | 2.3750%  | 0.0000% | $15000.00          | $13508.93          | Corporate Debt Securities |
| FIFTH THIRD BK CINCINNATI STN  SR NT 4.967%28   | 2028-01-28      | 4.9670%  | 0.0000% | $15126000.00       | $15589608.12       | Corporate Debt Securities |
| FIXED INCOME PASS THROUTH TRUST 2007            | 2077-05-15      | 0.0100%  | 0.0000% | $800000.00         | $710787.20         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 29    | 2029-07-20      | 4.3510%  | 0.0000% | $53000.00          | $54429.64          | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2017B NT 47  | 2047-12-01      | 3.7000%  | 0.0000% | $118000.00         | $90939.45          | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD5.7%54 | 2054-03-15      | 5.7000%  | 0.0000% | $100000.00         | $101710.33         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33  | 2033-05-02      | 5.5000%  | 0.0000% | $460000.00         | $481358.31         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%54 | 2054-06-15      | 5.6000%  | 0.0000% | $18000.00          | $18210.04          | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5%28     | 2028-11-26      | 5.0000%  | 0.0000% | $550000.00         | $565962.22         | Corporate Debt Securities |
| WESTPAC BKG CORP               SR GLBL NT 27    | 2027-03-08      | 3.3500%  | 0.0000% | $7000.00           | $7047.76           | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31   | 2031-12-02      | 2.6000%  | 0.0000% | $6000.00           | $5450.19           | Corporate Debt Securities |
| BANK AMERICA CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $199000.00         | $204257.36         | Corporate Debt Securities |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 34    | 2034-09-13      | 4.7500%  | 0.0000% | $9400000.00        | $9505167.72        | Corporate Debt Securities |
| ROYALTY PHARMA PLC             SR GLBL NT 55    | 2055-09-25      | 5.9500%  | 0.0000% | $9000.00           | $9149.48           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-03-31      | 4.4120%  | 0.0000% | $184000.00         | $186329.44         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $5000.00           | $3787.30           | Corporate Debt Securities |
| CITIGROUP INC                  SR NT FXD/FLT 28 | 2028-07-24      | 3.6680%  | 0.0000% | $260000.00         | $262562.70         | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30  | 2030-05-19      | 6.0000%  | 0.0000% | $157000.00         | $162198.27         | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 26    | 2026-08-03      | 5.2720%  | 0.0000% | $35000.00          | $35989.58          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.88%26  | 2026-07-13      | 5.8800%  | 0.0000% | $2334000.00        | $2421027.08        | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 6.5%53   | 2053-11-15      | 6.5000%  | 0.0000% | $25000.00          | $27327.14          | Corporate Debt Securities |
| KOREA GAS CORP                 SR 54 REGS BD 29 | 2029-07-08      | 5.0000%  | 0.0000% | $5250000.00        | $5541369.17        | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 51    | 2051-01-15      | 4.0000%  | 0.0000% | $5933000.00        | $6023801.27        | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL NT 46    | 2046-10-01      | 3.9500%  | 0.0000% | $30000.00          | $23893.95          | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 1.9%31   | 2031-01-28      | 1.9000%  | 0.0000% | $40000.00          | $36343.80          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 28  | 2028-08-05      | 1.6250%  | 0.0000% | $23000.00          | $21777.56          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 2.772%50 | 2050-11-10      | 2.7720%  | 0.0000% | $93000.00          | $58061.48          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61 | 2061-02-08      | 3.3790%  | 0.0000% | $821000.00         | $551163.69         | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 60    | 2060-06-01      | 2.7500%  | 0.0000% | $88000.00          | $52129.59          | Corporate Debt Securities |
| COBANK ACB                     PERP JR GLBL -K  | 2500-12-31      | 6.4500%  | 0.0000% | $276000.00         | $279034.62         | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27    | 2027-02-16      | 4.6500%  | 0.0000% | $497000.00         | $510368.47         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $76000.00          | $51022.09          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SUB GLBL NT 43   | 2043-07-13      | 6.1840%  | 0.0000% | $160000.00         | $179097.10         | Corporate Debt Securities |
| MITSUBISHI CORP                SR REGS NT 35    | 2035-09-09      | 4.8750%  | 0.0000% | $11316000.00       | $11489941.06       | Corporate Debt Securities |
| NEW YORK LIFE INS              SUB GLBL 144A 50 | 2050-05-15      | 3.7500%  | 0.0000% | $8000.00           | $6002.25           | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL FL NT 29 | 2029-09-22      | 4.8477%  | 0.0000% | $5000000.00        | $5004050.91        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-10-22      | 4.5050%  | 0.0000% | $219000.00         | $223074.40         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 32    | 2032-01-15      | 3.6250%  | 0.0000% | $8000.00           | $7641.32           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50    | 2050-10-15      | 4.2500%  | 0.0000% | $32000.00          | $26010.95          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55 | 2055-09-15      | 5.7000%  | 0.0000% | $12860000.00       | $12807102.53       | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           SR GLBL NT2.7%26 | 2026-08-03      | 2.7000%  | 0.0000% | $120000.00         | $120412.20         | Corporate Debt Securities |

### Security 636: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D7AT8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D7AT8
- **C.18 - Value (incl. sponsor support):** $810127882.80
- **C.18.a - Value (excl. sponsor support):** $810127882.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| BLUE ACQUISITION CORP.         ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $109758.00         | $1121726.76        | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $76952.00          | $794144.64         | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $1482.00           | $35953.32          | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $347552.00         | $413586.88         | Equities   |
| ALPS ETF TR                    EQUAL SEC ETF    | 2500-12-31      | N/A      | 0.0000% | $1740.00           | $81292.80          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $2547.00           | $61488.40          | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $16619.00          | $595292.58         | Equities   |
| ASCENTAGE PHARMA GROUP INTL    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1402.00           | $36550.14          | Equities   |
| BANK MONTREAL QUE              CAL LKD 43       | 2500-12-31      | N/A      | 0.0000% | $527.00            | $70391.39          | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $131753.00         | $328064.97         | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $2824.00           | $142044.94         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV LNG DUR OPRTUN   | 2500-12-31      | N/A      | 0.0000% | $7837.00           | $172022.15         | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $312.00            | $6382.71           | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $859.00            | $30604.11          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST 20 PLUS YEA | 2500-12-31      | N/A      | 0.0000% | $11290.00          | $217928.61         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $16814.00          | $416987.20         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $82473.85          | Equities   |
| SERA PROGNOSTICS INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $15201.00          | $44082.90          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $47181.00          | $1194622.92        | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $3794.00           | $189358.54         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1224190.00        | $453562.39         | Equities   |
| SPINNAKER ETF SERIES           OBRA OPPOR STRU  | 2500-12-31      | N/A      | 0.0000% | $4847.00           | $49293.99          | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $486.00            | $15073.68          | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3566.00           | $59675.94          | Equities   |
| GORES HLDGS X INC              SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $109116.00         | $1122803.64        | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6890.00           | $70484.70          | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $494.00            | $18970.09          | Equities   |
| DIREXION SHS ETF TR            DAILY AMD BEAR   | 2500-12-31      | N/A      | 0.0000% | $3477.00           | $32490.48          | Equities   |
| DBX ETF TR                     XTRACKERS CYBER  | 2500-12-31      | N/A      | 0.0000% | $208.00            | $6933.83           | Equities   |
| BNY MELLON ETF TRUST           HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $39104.00          | $1880753.80        | Equities   |
| ETF SER SOLUTIONS              AAM LW DUR PFD   | 2500-12-31      | N/A      | 0.0000% | $37673.00          | $742346.46         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $473268.00         | $34965039.84       | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $6111.00           | $300508.42         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $6588.00           | $66934.08          | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $629.00            | $15986.03          | Equities   |
| BLACKROCK ETF TRUST II         ISHARES HIGH YIE | 2500-12-31      | N/A      | 0.0000% | $4197.00           | $216183.69         | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $16132.00          | $885808.12         | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $44320.00          | $1261763.81        | Equities   |
| ADVISORS INNER CIRCLE FD II    CULLEN ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $8088.00           | $206498.77         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42881.00          | $434384.53         | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $211751.00         | $11398556.33       | Equities   |
| RISING DRAGON ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $1509.00           | $15271.08          | Equities   |
| GRANITESHARES ETF TR           2X LONG PLTR     | 2500-12-31      | N/A      | 0.0000% | $1180.00           | $32686.00          | Equities   |
| KB FINL GROUP INC              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $69319.00          | $5989161.60        | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK HIGH IN | 2500-12-31      | N/A      | 0.0000% | $437.00            | $10660.61          | Equities   |
| NORTHERN FDS                   SHORT-TERM TAX   | 2500-12-31      | N/A      | 0.0000% | $11503.00          | $578945.99         | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3861.00           | $3482.24           | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $2826.00           | $53694.00          | Equities   |
| WISDOMTREE TR                  JAPAN OPPORTUNIT | 2500-12-31      | N/A      | 0.0000% | $19085.00          | $886101.28         | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $16372.00          | $171742.28         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $3524.00           | $180256.48         | Equities   |
| WISDOMTREE TR                  US S CAP QTY DIV | 2500-12-31      | N/A      | 0.0000% | $1852.00           | $92782.42          | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $1240.00           | $42754.58          | Equities   |
| PROSHARES TR II                ULTRA GOLD       | 2500-12-31      | N/A      | 0.0000% | $53640.00          | $3021004.80        | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $1723.00           | $38341.06          | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $675.00            | $64084.50          | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $348.00            | $9879.72           | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1370.00           | $57498.90          | Equities   |
| XIAO-I CORP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $31281.00          | $13600.98          | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2533728.00        | $13504770.24       | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $118.00            | $10682.61          | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $26744.00          | $1714557.84        | Equities   |
| A PARADISE ACQUISITION CORP    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $95260.00          | $956410.40         | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $322812.00         | $8754661.44        | Equities   |
| NORTHERN FDS                   2030 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $767.00            | $76650.15          | Equities   |
| DBX ETF TR                     XTRACK MUN INFRA | 2500-12-31      | N/A      | 0.0000% | $13777.00          | $338608.35         | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $274336.00         | $9042114.56        | Equities   |
| DIREXION SHS ETF TR            AUSPCE CMD STG   | 2500-12-31      | N/A      | 0.0000% | $910.00            | $27227.20          | Equities   |
| DIREXION SHS ETF TR            DAILY MSFT 2X SH | 2500-12-31      | N/A      | 0.0000% | $734.00            | $30952.78          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $11565.00          | $618795.73         | Equities   |
| ISHARES TR                     GLOBAL EQUITY    | 2500-12-31      | N/A      | 0.0000% | $12703.00          | $673004.94         | Equities   |
| ISHARES TR                     MSCI WORLD SMALL | 2500-12-31      | N/A      | 0.0000% | $3790.00           | $116125.60         | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $6429.00           | $384544.85         | Equities   |
| WOODSIDE ENERGY GROUP LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $228900.00         | $3575418.00        | Equities   |
| INVESCO EXCH TRADED FD TR II   NY AMT FRE MUN   | 2500-12-31      | N/A      | 0.0000% | $22963.00          | $512074.90         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 EX RAT   | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1414.16           | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $851000.00         | $40618230.00       | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $579922.00         | $15872465.14       | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $848830.00         | $1298709.90        | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $40647.00          | $160962.12         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $362.00            | $6856.28           | Equities   |
| ADVISORS SER TR                SCHARF GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $3894.00           | $161075.31         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $24614.00          | $564645.16         | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $16139.00          | $879857.93         | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $23202.00          | $981908.64         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1659.00           | $58952.56          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $1269720.00        | $40618342.80       | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $16109.00          | $1163714.16        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $3381.00           | $533961.33         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $3078.00           | $195422.22         | Equities   |
| ISHARES TR                     GNMA BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $28852.00          | $1284346.78        | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $3002.00           | $315360.10         | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $1148.00           | $70521.64          | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $110015.00         | $2391726.10        | Equities   |
| FIRST TR EXCHANGE TRADED FD II S NETWRK FUT VEH | 2500-12-31      | N/A      | 0.0000% | $607.00            | $47740.43          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $52549.56          | Equities   |
| VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF | 2500-12-31      | N/A      | 0.0000% | $3511.00           | $165648.98         | Equities   |
| TIDAL TRUST III                NESTYIELD VISION | 2500-12-31      | N/A      | 0.0000% | $698.00            | $32984.20          | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $556127.00         | $1612768.30        | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1296060.00        | $40618520.40       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2029 MUNI | 2049-12-31      | N/A      | 0.0000% | $31107.00          | $720117.72         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $7808.00           | $165958.26         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $73308.00          | $3539310.24        | Equities   |
| TIDAL TRUST I                  FOLIOBEYOND ENHA | 2500-12-31      | N/A      | 0.0000% | $790.00            | $15728.90          | Equities   |
| TORTOISE CAPITAL SERIES TRUST  GLOBAL WATER FD  | 2500-12-31      | N/A      | 0.0000% | $740.00            | $39001.70          | Equities   |
| NOMURA ETF TR                  ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $613.00            | $21611.31          | Equities   |
| VANECK ETF TRUST               GREEN BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $11925.00          | $290791.12         | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 IDX    | 2500-12-31      | N/A      | 0.0000% | $182.00            | $20566.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $502580.00         | $40618515.60       | Equities   |
| SPDR INDEX SHS FDS             SPDR S&P EMERGIN | 2500-12-31      | N/A      | 0.0000% | $299.00            | $8372.75           | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $151.00            | $1519.06           | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $113379.00         | $206349.78         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $25524.00          | $264683.88         | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $6211.00           | $277165.88         | Equities   |
| WISDOMTREE TR                  GEOALPHA OPPO    | 2500-12-31      | N/A      | 0.0000% | $362.00            | $12022.56          | Equities   |
| EGH ACQUISITION CORP.          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22438.00          | $227521.32         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $653.00            | $16419.69          | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $227204.30         | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $165969.00         | $331938.00         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $25205.00          | $255578.70         | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $79934.00          | $820122.84         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $137802.00         | $818543.88         | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $346.00            | $7839.56           | Equities   |
| TIDAL TRUST II                 YIELDMAX MAGNIFI | 2500-12-31      | N/A      | 0.0000% | $8182.00           | $117984.44         | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $35052.00          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET TEC | 2500-12-31      | N/A      | 0.0000% | $1383.00           | $35269.54          | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $2143.00           | $12579.41          | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $645.00            | $23918.02          | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3772.00           | $87076.62          | Equities   |
| EXCHANGE PLACE ADVISORS TRUST  NORTH SQUARE RCI | 2500-12-31      | N/A      | 0.0000% | $11748.00          | $301923.60         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $1594.00           | $56802.19          | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $898.00            | $45187.36          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $33900.00          | $2530974.00        | Equities   |
| GOLDMAN SACHS ETF TR           ULTRA SHORT MUNI | 2500-12-31      | N/A      | 0.0000% | $5887.00           | $296557.62         | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $5346.00           | $393037.92         | Equities   |
| HARBOR ETF TRUST               SCIENTIFIC HIGH  | 2500-12-31      | N/A      | 0.0000% | $314.00            | $14334.10          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $2425.00           | $52901.38          | Equities   |
| FIRST TR EXCH TRADED FD III    SHRT DUR MNG MUN | 2500-12-31      | N/A      | 0.0000% | $32961.00          | $660538.44         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $775.00            | $22781.98          | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $866982.00         | $26564328.48       | Equities   |
| EQUINOR ASA                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $13446.00          | $317325.60         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE DYNAMI | 2500-12-31      | N/A      | 0.0000% | $335.00            | $9464.65           | Equities   |
| CALAMOS ETF TR                 CONVERTIBLE EQTY | 2500-12-31      | N/A      | 0.0000% | $427.00            | $16404.19          | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $2988276.00        | $34693884.36       | Equities   |
| AMERICAN CENTY ETF TR          CORE MUNI FXD IN | 2500-12-31      | N/A      | 0.0000% | $5581.00           | $257898.01         | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $37912.00          | $1663578.56        | Equities   |
| TOUCHSTONE ETF TRUST           STRATEGIC INCOME | 2500-12-31      | N/A      | 0.0000% | $15062.00          | $391084.83         | Equities   |
| THOR FINL TECHNOLOGIES TR      EQUAL WEIGHT LOW | 2500-12-31      | N/A      | 0.0000% | $751.00            | $22583.25          | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $643.00            | $14873.68          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST NVDA  | 2500-12-31      | N/A      | 0.0000% | $1458.00           | $27541.62          | Equities   |
| GRAY MEDIA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $57.00             | $656.07            | Equities   |
| JANUS DETROIT STR TR           HENDERSON EMERGI | 2500-12-31      | N/A      | 0.0000% | $771.00            | $41441.25          | Equities   |
| ISHARES TR                     TOP 20 U S STOCK | 2500-12-31      | N/A      | 0.0000% | $11524.00          | $362314.56         | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $274663.00         | $26238556.39       | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $20103.00          | $93478.95          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $633.00            | $15720.56          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $562800.00         | $36829632.00       | Equities   |
| SPDR INDEX SHS FDS             S&P EM MKT DIV   | 2500-12-31      | N/A      | 0.0000% | $2954.00           | $116151.28         | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $414016.00         | $31597701.12       | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $495828.00         | $12921277.68       | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3100650.00        | $40618515.00       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $64298.00          | $40618332.56       | Equities   |
| SPDR S&P MIDCAP 400 ETF TR     UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $7118.00           | $4338065.10        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $3011.00           | $76782.31          | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $21851.00          | $1470353.79        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI WINSLOW LAR | 2500-12-31      | N/A      | 0.0000% | $4669.00           | $254880.71         | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $99082.00          | $30212083.44       | Equities   |
| ISHARES TR                     MRGSTR SM CP GR  | 2500-12-31      | N/A      | 0.0000% | $3369.00           | $189135.66         | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $4036.00           | $177773.29         | Equities   |
| KRANESHARES TRUST              90 KWEB JAN 27   | 2500-12-31      | N/A      | 0.0000% | $212.00            | $6524.30           | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $4872.00           | $121101.84         | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $2137.00           | $109689.43         | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $183578.00         | $9230301.84        | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE SHRT | 2500-12-31      | N/A      | 0.0000% | $1884.00           | $94840.56          | Equities   |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $25428.00          | $186895.80         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $5275.00           | $343337.62         | Equities   |
| BANK MONTREAL QUE              CAL LKD 43       | 2500-12-31      | N/A      | 0.0000% | $14574.00          | $23901.36          | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $12523.00          | $365631.53         | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $1376.00           | $61264.75          | Equities   |
| PROSHARES TR                   ULT FTSE CHIN 50 | 2500-12-31      | N/A      | 0.0000% | $675.00            | $18076.50          | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $965.24            | Equities   |
| TIMOTHY PLAN                   U S SM CP CORE   | 2500-12-31      | N/A      | 0.0000% | $9398.00           | $393400.28         | Equities   |
| NOMURA ETF TR                  NATIONAL HIGH YL | 2500-12-31      | N/A      | 0.0000% | $5147.00           | $125102.47         | Equities   |
| HORIZON FDS                    NASDAQ-100 DEF   | 2500-12-31      | N/A      | 0.0000% | $567.00            | $15235.97          | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $44507.00          | $245233.57         | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $1223.00           | $33767.03          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE LATN AMRC   | 2500-12-31      | N/A      | 0.0000% | $11638.00          | $282105.12         | Equities   |
| KRANESHARES TRUST              ELEC VEH FUTUR   | 2500-12-31      | N/A      | 0.0000% | $8797.00           | $271739.33         | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP INTL G | 2500-12-31      | N/A      | 0.0000% | $3223.00           | $29571.35          | Equities   |
| LISTED FDS TR                  GLACIERSHARES    | 2500-12-31      | N/A      | 0.0000% | $301.00            | $8064.69           | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $118617.00         | $19603831.59       | Equities   |
| USCF ETF TR                    USCF SUSTAINABLE | 2500-12-31      | N/A      | 0.0000% | $409.00            | $11458.18          | Equities   |
| GUINNESS ATKINSON FDS          SUSTAINABLE ENER | 2500-12-31      | N/A      | 0.0000% | $139.00            | $4326.65           | Equities   |
| T ROWE PRICE ETF INC           INTERMEDIATE MUN | 2500-12-31      | N/A      | 0.0000% | $4774.00           | $243951.40         | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $210.00            | $4725.52           | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $2382.00           | $771815.64         | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $5691.00           | $302192.10         | Equities   |
| PGIM ETF TR                    FLOATING RT INC  | 2500-12-31      | N/A      | 0.0000% | $308.00            | $15264.33          | Equities   |
| TIDAL TRUST II                 YIELDMAX XOM OPT | 2500-12-31      | N/A      | 0.0000% | $3863.00           | $45274.36          | Equities   |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $356054.00         | $25749825.28       | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $63555.00          | $639363.30         | Equities   |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $137.00            | $7211.68           | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $7321.00           | $239671.97         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $135584.00         | $40618254.72       | Equities   |
| NORTHERN FDS                   2045 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $75.00             | $7550.20           | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $980.60            | Equities   |
| ISHARES TR                     BREAKTHROUGH ENV | 2500-12-31      | N/A      | 0.0000% | $99.00             | $2488.64           | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3747424.00        | $26981452.80       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSC 30 MUNI BD | 2500-12-31      | N/A      | 0.0000% | $46777.00          | $1030179.23        | Equities   |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $102474.00         | $2206265.22        | Equities   |
| JANUS DETROIT STR TR           HENDERSON INCOME | 2500-12-31      | N/A      | 0.0000% | $6.00              | $302.73            | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $58874.00          | $40618350.08       | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $111916.00         | $13737689.00       | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $28.00             | $707.42            | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $355.00            | $8944.30           | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29790.00          | $299985.30         | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $5714.00           | $382580.87         | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $4837.00           | $122569.58         | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $2041.00           | $84352.90          | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1666720.00        | $40617966.40       | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $19251.00          | $456633.72         | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $27877.00          | $631135.28         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6345.00           | $112084.42         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $332.00            | $39837.54          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $2233.00           | $106214.21         | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $142245.00         | $371259.45         | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $12271.00          | $381126.22         | Equities   |
| ETF SER SOLUTIONS              AAM S&P 500      | 2500-12-31      | N/A      | 0.0000% | $178.00            | $6235.84           | Equities   |
| ETF OPPORTUNITIES TRUST        OTG LATIN AMER   | 2500-12-31      | N/A      | 0.0000% | $3223.00           | $32375.03          | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $297552.00         | $8819441.28        | Equities   |
| URBAN ONE INC                  CL D NON VTG     | 2500-12-31      | N/A      | 0.0000% | $5784.00           | $4569.94           | Equities   |
| PACER FDS TR                   NASDAQ INTL PATE | 2500-12-31      | N/A      | 0.0000% | $5264.00           | $142522.80         | Equities   |
| PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2920708.00        | $34639596.88       | Equities   |

### Security 637: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBPQ9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DBPQ9
- **C.18 - Value (incl. sponsor support):** $499974520.00
- **C.18.a - Value (excl. sponsor support):** $499974520.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.0903%  | 0.0000% | $500000.00         | $498085.13         | Private Label Collateralized Mortgage Obligations |
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.9839%  | 0.0000% | $14814000.00       | $14859879.74       | Asset-Backed Securities                           |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.6998% | 0.0000% | $8350000.00        | $8281930.38        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2024-A        A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $200000.00         | $200853.47         | 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                           |
| BARINGS CLO LTD 2025-7         E      20380115 FLT | 2038-01-15      | 8.6775%  | 0.0000% | $2050000.00        | $2056423.78        | Asset-Backed Securities                           |
| APIDOS CLO 2017-28R            A-1A-R 20381020 FLT | 2038-10-20      | 5.5740%  | 0.0000% | $185000000.00      | $188964530.57      | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $7697500.00        | $3672323.30        | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1           G      20390317 5.0 | 2039-03-17      | 5.0000%  | 0.0000% | $1246000.00        | $1232699.78        | Asset-Backed Securities                           |
| AGL CLO LTD 2025-37            E      20380422 FLT | 2038-04-22      | 8.6574%  | 0.0000% | $2250000.00        | $2285288.41        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1447935.00        | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2912510.00        | Asset-Backed Securities                           |
| HALSEYPOINT CLO IV LTD 2021-04 E      20340420 FLT | 2034-04-20      | 10.8561% | 0.0000% | $2000000.00        | $1982984.20        | Asset-Backed Securities                           |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 6.8646%  | 0.0000% | $4554000.00        | $14349.35          | Asset-Backed Securities                           |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $5000000.00        | $2700530.00        | Asset-Backed Securities                           |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $15255694.15       | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 5.9990%  | 0.0000% | $2500000.00        | $2503430.72        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $1709319.18        | Asset-Backed Securities                           |
| BLACKROCK MT HOOD CLO X 2023-1 E-R    20371020 FLT | 2037-10-20      | 11.3816% | 0.0000% | $2050000.00        | $2045011.79        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3519012.78        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3581%  | 0.0000% | $6526000.00        | $6596328.82        | Asset-Backed Securities                           |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.9816%  | 0.0000% | $600000.00         | $599523.04         | Asset-Backed Securities                           |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $5064376.00        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2035750.00        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3425%  | 0.0000% | $4707650.00        | $3345773.05        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8321%  | 0.0000% | $2942300.00        | $2187827.92        | Asset-Backed Securities                           |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $55274511.55       | Private Label Collateralized Mortgage Obligations |
| WINGSTOP FUNDING LLC 2024-1    A-2    20541205 5.8 | 2054-12-05      | 5.8580%  | 0.0000% | $7205000.00        | $7445090.61        | Asset-Backed Securities                           |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 7.0145%  | 0.0000% | $7372000.00        | $6869811.92        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.5655%  | 0.0000% | $6800000.00        | $696614.66         | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $740000.00         | Asset-Backed Securities                           |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 6.7867%  | 0.0000% | $1500000.00        | $1503947.80        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $967739.40         | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $4927000.00        | $4888406.81        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $19035000.00       | $15674366.59       | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.8070%  | 0.0000% | $10000000.00       | $3031940.00        | Private Label Collateralized Mortgage Obligations |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.8874% | 0.0000% | $1250000.00        | $1260399.81        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1767000.00        | $1782201.79        | Asset-Backed Securities                           |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.3315%  | 0.0000% | $6420000.00        | $3493283.45        | Private Label Collateralized Mortgage Obligations |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.9745% | 0.0000% | $3500000.00        | $3461332.74        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8321%  | 0.0000% | $2199350.00        | $1752027.38        | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $1549536.75        | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1100860.52        | 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                           |
| PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3 | 2038-10-19      | 2.3820%  | 0.0000% | $175000.00         | $171923.15         | Asset-Backed Securities                           |
| INSTAR LEASING 2021-1 LLC      B      20540215 3.4 | 2054-02-15      | 3.4400%  | 0.0000% | $1000000.00        | $948851.38         | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $9653.82           | Asset-Backed Securities                           |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 10.2006% | 0.0000% | $3000000.00        | $2939661.95        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $511764.74         | 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                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.6196%  | 0.0000% | $4000000.00        | $125482.49         | Asset-Backed Securities                           |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1087077.08        | Private Label Collateralized Mortgage Obligations |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4474%  | 0.0000% | $2000000.00        | $43862.89          | Asset-Backed Securities                           |
| CIP COMMERCIAL MORTGAGE 2025-S E      20371015 FLT | 2037-10-15      | 7.5001%  | 0.0000% | $8500000.00        | $8541491.79        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1850051.40        | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1425000.00        | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.2512%  | 0.0000% | $9000000.00        | $7405492.01        | Asset-Backed Securities                           |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.3635%  | 0.0000% | $1786000.00        | $1833611.65        | Private Label Collateralized Mortgage Obligations |
| AMERICAN CR ACC RECV TR 2025-4 E      20330812 7.0 | 2033-08-12      | 7.0200%  | 0.0000% | $15872500.00       | $15905768.76       | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1244839.17        | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.3461% | 0.0000% | $1000000.00        | $947342.10         | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $175614.67         | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.0162% | 0.0000% | $1400000.00        | $1394823.25        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $4316000.00        | $4090756.59        | 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                           |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $5670000.00        | $5961774.42        | Asset-Backed Securities                           |
| SCF EQUIP LEASING LLC 2025-2   E      20360620 6.2 | 2036-06-20      | 6.2100%  | 0.0000% | $1000000.00        | $1002462.50        | Asset-Backed Securities                           |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.2670%  | 0.0000% | $6892000.00        | $7097511.40        | Private Label Collateralized Mortgage Obligations |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2836396.00        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2025-A  E      20300515 0.0 | 2030-05-15      | 12.2500% | 0.0000% | $2500000.00        | $2543026.11        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9091%  | 0.0000% | $10912000.00       | $8159303.92        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3540%  | 0.0000% | $9500000.00        | $9582031.72        | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2024-60R  E-R    20371026 FLT | 2037-10-26      | 10.3580% | 0.0000% | $1500000.00        | $1476272.86        | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2023-3     D      20290815 6.5 | 2029-08-15      | 6.5800%  | 0.0000% | $1337000.00        | $1242307.57        | Asset-Backed Securities                           |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $837290.11         | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $9848000.00        | $10292912.94       | Asset-Backed Securities                           |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $4500000.00        | $3590412.52        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-SB109      A-10H  20430725 FLT | 2043-07-25      | 3.8200%  | 0.0000% | $9324021.00        | $6680555.16        | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $10410000.00       | $10332850.33       | Asset-Backed Securities                           |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $1390000.00        | $1401025.94        | Asset-Backed Securities                           |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.1646%  | 0.0000% | $7750000.00        | $7771466.13        | Private Label Collateralized Mortgage Obligations |
| AVIS BUDGET RNT FDG LLC 2023-1 D      20290420 7.5 | 2029-04-20      | 7.5900%  | 0.0000% | $815000.00         | $841847.87         | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.0144% | 0.0000% | $5000000.00        | $4866494.40        | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1099650.24        | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5579995.00        | Asset-Backed Securities                           |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $642141.81         | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.3458%  | 0.0000% | $2000000.00        | $63759.50          | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1105194.48        | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $3000000.00        | $3123549.00        | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2559815.00        | Asset-Backed Securities                           |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 10.8844% | 0.0000% | $660000.00         | $679258.06         | Asset-Backed Securities                           |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2834%  | 0.0000% | $8927000.00        | $8339420.40        | Private Label Collateralized Mortgage Obligations |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1700037.61        | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $890000.00         | $893719.31         | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE3           XS     20550525 FLT | 2055-05-25      | 3.6898%  | 0.0000% | $29385978.00       | $2433303.99        | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $372246.00         | Asset-Backed Securities                           |
| PROGRESS RESI 2021-SFR6 TR     E-2    20380719 2.5 | 2038-07-19      | 2.5250%  | 0.0000% | $125000.00         | $123421.27         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $235347.50         | Asset-Backed Securities                           |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $7860000.00        | $7311773.51        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 9.9480%  | 0.0000% | $7305000.00        | $4188565.25        | Private Label Collateralized Mortgage Obligations |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2106221.91        | Asset-Backed Securities                           |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3028%  | 0.0000% | $2112000.00        | $2124878.23        | Private Label Collateralized Mortgage Obligations |
| COMMERCIAL EQUI FIN LLC 2024-1 C      20310415 7.3 | 2031-04-15      | 7.3600%  | 0.0000% | $150000.00         | $154030.52         | Asset-Backed Securities                           |

### Security 638: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.320000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBPU0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DBPU0
- **C.18 - Value (incl. sponsor support):** $399781024.00
- **C.18.a - Value (excl. sponsor support):** $399781024.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| BMW VEHICLE LEASE TR 2025-1    A-2b   20270927 FLT | 2027-09-27      | 4.2642%  | 0.0000% | $8130000.00        | $7255191.79        | Asset-Backed Securities |
| ARES XLIV CLO LTD              A-1-RR 20340417 FLT | 2034-04-17      | 5.0345%  | 0.0000% | $2800000.00        | $2828331.30        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-3         D      20270715 1.4 | 2027-07-15      | 1.4800%  | 0.0000% | $4375000.00        | $1037390.94        | 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         | $107889.54         | Asset-Backed Securities |
| WENDYS FDG 2021-1 LLC          A-2-I  20510615 2.3 | 2051-06-15      | 2.3700%  | 0.0000% | $195000.00         | $173810.02         | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      D      20291015 6.0 | 2029-10-15      | 6.0200%  | 0.0000% | $3310000.00        | $3403737.73        | Asset-Backed Securities |
| SFS AUTO RECV SEC TR 2024-1    A-4    20310121 4.9 | 2031-01-21      | 4.9400%  | 0.0000% | $25000.00          | $25435.14          | Asset-Backed Securities |
| MORGAN STNY ETN VC CL 2023-19R A-2-R  20380715 FLT | 2038-07-15      | 5.5545%  | 0.0000% | $1500000.00        | $1517400.82        | 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         | $254340.16         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    C      20300315 5.4 | 2030-03-15      | 5.4500%  | 0.0000% | $2000000.00        | $2029204.44        | Asset-Backed Securities |
| SOUND PNT CLO LTD 2022-33      A      20350425 FLT | 2035-04-25      | 5.1980%  | 0.0000% | $30000000.00       | $30296857.26       | Asset-Backed Securities |
| HONDA AUTO REV OWNER TR 2025-2 A-4    20310815 4.2 | 2031-08-15      | 4.2800%  | 0.0000% | $41000.00          | $41551.87          | Asset-Backed Securities |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $475000.00         | $111177.98         | Asset-Backed Securities |
| GM FIN CONS AUTO REC 2022-1    B      20280417 1.7 | 2028-04-17      | 1.7900%  | 0.0000% | $140000.00         | $139689.60         | Asset-Backed Securities |
| TESLA LS EV SECURITZATN 2025-A C      20290620 5.0 | 2029-06-20      | 5.0900%  | 0.0000% | $4000000.00        | $4033153.11        | Asset-Backed Securities |
| GLS AUTO SELECT 2023-2         A-2    20280615 6.3 | 2028-06-15      | 6.3700%  | 0.0000% | $3950000.00        | $563528.80         | Asset-Backed Securities |
| VOYA CLO 202 7.0561 15JUL34 144A FR                | 2034-07-15      | 6.7045%  | 0.0000% | $2000000.00        | $2027960.53        | Asset-Backed Securities |
| TEXTAINER MARINE VII 2020-1    A      20450820 2.7 | 2045-08-20      | 2.7300%  | 0.0000% | $1000000.00        | $384533.96         | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $1955619.99        | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $673000.00         | $509750.18         | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2025-4    A-3    20301216 3.9 | 2030-12-16      | 3.9700%  | 0.0000% | $4015000.00        | $4031796.53        | Asset-Backed Securities |
| DRIVE AUTO RECEI TR 2025-2     D      20321215 4.9 | 2032-12-15      | 4.9000%  | 0.0000% | $100000.00         | $100333.58         | Asset-Backed Securities |
| EXETER AUTOMOBILE RECEV 2023-1 C      20280215 5.8 | 2028-02-15      | 5.8200%  | 0.0000% | $1780000.00        | $50510.72          | Asset-Backed Securities |
| CIFC FDG LTD 2023-3            A      20370121 FLT | 2037-01-21      | 5.4844%  | 0.0000% | $650000.00         | $657071.27         | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      A-3    20270517 5.4 | 2027-05-17      | 5.4400%  | 0.0000% | $1630000.00        | $354965.46         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2025-4    B      20320115 4.2 | 2032-01-15      | 4.2700%  | 0.0000% | $4000000.00        | $4017591.11        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-5    D      20320217 5.1 | 2032-02-17      | 5.1400%  | 0.0000% | $2000000.00        | $2019592.89        | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  B      20270315 6.1 | 2027-03-15      | 6.1100%  | 0.0000% | $100000.00         | $100619.56         | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $3546000.00        | $227391.24         | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-3    20290118 5.4 | 2029-01-18      | 5.4300%  | 0.0000% | $100000.00         | $100771.83         | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      A-3    20290116 5.6 | 2029-01-16      | 5.6300%  | 0.0000% | $1469000.00        | $815017.90         | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.4154%  | 0.0000% | $30000000.00       | $30197973.23       | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $2065162.50        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-1  B      20270625 6.2 | 2027-06-25      | 6.2200%  | 0.0000% | $2450000.00        | $2463060.13        | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.0316%  | 0.0000% | $2500000.00        | $2533919.54        | Asset-Backed Securities |
| VERIZON MASTER TR 2023-4       A-1A   20290620 5.1 | 2029-06-20      | 5.1600%  | 0.0000% | $180000.00         | $181370.64         | Asset-Backed Securities |
| PORSCHE FINANCIAL AUTO 2025-1  A-3    20310122 3.8 | 2031-01-22      | 3.8600%  | 0.0000% | $25200000.00       | $25277187.60       | Asset-Backed Securities |
| PARK BLUE CLO LTD 2025-8       A-1    20381025 FLT | 2038-10-25      | 5.2553%  | 0.0000% | $150000.00         | $152151.92         | Asset-Backed Securities |
| AIMCO CLO 15 LTD               A-R    20380417 FLT | 2038-04-17      | 5.0816%  | 0.0000% | $2000000.00        | $2019613.46        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 A      20290514 4.4 | 2029-05-14      | 4.4200%  | 0.0000% | $6734000.00        | $6125949.75        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    B      20271110 5.8 | 2027-11-10      | 5.8500%  | 0.0000% | $12500000.00       | $794494.71         | Asset-Backed Securities |
| BRIDGECR LDG AUTO SEC TR2025-3 D      20310515 5.2 | 2031-05-15      | 5.2700%  | 0.0000% | $2500000.00        | $2526840.56        | Asset-Backed Securities |
| BBAM US CLO LTD 2025-6         C      20390127 FLT | 2039-01-27      | 5.6579%  | 0.0000% | $300000.00         | $301918.48         | Asset-Backed Securities |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $5800000.00        | $3537422.40        | Asset-Backed Securities |
| DRIVE AUTO RECEI TR 2025-2     A-2    20281015 4.2 | 2028-10-15      | 4.2900%  | 0.0000% | $1055000.00        | $1058007.45        | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2024-2  C      20341016 6.7 | 2034-10-16      | 6.7000%  | 0.0000% | $695000.00         | $722027.70         | Asset-Backed Securities |
| HPS LOAN MGMT LTD 2024-21      A      20371015 FLT | 2037-10-15      | 5.2945%  | 0.0000% | $190000000.00      | $192683832.27      | Asset-Backed Securities |
| LCM LTD 2021-32                D      20340720 FLT | 2034-07-20      | 7.5461%  | 0.0000% | $4000000.00        | $3911968.40        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-2 B      20280415 5.4 | 2028-04-15      | 5.4500%  | 0.0000% | $520000.00         | $522474.80         | Asset-Backed Securities |
| LMRE 2025-SFR1                 A      20421217 4.5 | 2042-12-17      | 4.5000%  | 0.0000% | $10000000.00       | $9825180.00        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1128000.00        | $1104448.86        | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $1549774.95        | Asset-Backed Securities |
| FIRST NATL MSTR NT TR 2024-1   A      20300515 5.3 | 2030-05-15      | 5.3400%  | 0.0000% | $150000.00         | $153369.35         | Asset-Backed Securities |
| FIRST INVES AT OWNER TR 2025-1 C      20311215 4.7 | 2031-12-15      | 4.7500%  | 0.0000% | $1310000.00        | $1316939.22        | Asset-Backed Securities |
| NEXTGEAR FLPLN MT OW TR 2025-1 A      20300215 4.5 | 2030-02-15      | 4.5500%  | 0.0000% | $2505000.00        | $2538191.81        | Asset-Backed Securities |
| HALSEYPOINT CLO 7 LTD 2023-7R  A-2R   20380720 FLT | 2038-07-20      | 5.5844%  | 0.0000% | $4300000.00        | $4354605.18        | Asset-Backed Securities |
| MADISON PK FDG LTD 2021-38R    A-2-R  20381018 FLT | 2038-10-18      | 5.3675%  | 0.0000% | $2525000.00        | $2560713.90        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $7100000.00        | $7165257.29        | Asset-Backed Securities |
| AUTONATION FIN TR 2025-1       A-2    20280410 4.7 | 2028-04-10      | 4.7200%  | 0.0000% | $255000.00         | $182636.11         | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2022-3     B      20270220 5.3 | 2027-02-20      | 5.3100%  | 0.0000% | $6738000.00        | $2252141.69        | Asset-Backed Securities |
| BAIN CAPITAL CR CLO LTD 2024-6 A-1    20380121 FLT | 2038-01-21      | 5.2000%  | 0.0000% | $17613200.00       | $17839978.33       | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $8400000.00        | $445894.55         | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-3        C      20290515 6.4 | 2029-05-15      | 6.4000%  | 0.0000% | $7893000.00        | $7974711.85        | Asset-Backed Securities |
| MARBLE POINT CLO 2021-20 LTD   D-1    20340424 FLT | 2034-04-24      | 7.4214%  | 0.0000% | $370000.00         | $373087.42         | Asset-Backed Securities |
| MMAF EQUIP FIN 2021-A          A-5    20431113 1.1 | 2043-11-13      | 1.1900%  | 0.0000% | $440000.00         | $437627.08         | Asset-Backed Securities |
| SOUND POINT CLO LTD 2019-24R   D-R    20341025 FLT | 2034-10-25      | 7.6196%  | 0.0000% | $1500000.00        | $1471391.39        | Asset-Backed Securities |
| 37 CAP CLO LTD 2021-1          D      20341016 FLT | 2034-10-16      | 7.6862%  | 0.0000% | $3885000.00        | $3923965.85        | Asset-Backed Securities |
| MADISON PARK FDG LTD 2022-54R  C-R    20371021 FLT | 2037-10-21      | 5.8700%  | 0.0000% | $500000.00         | $505458.43         | Asset-Backed Securities |
| LCM LTD 2021-32                A-1    20340720 FLT | 2034-07-20      | 5.2561%  | 0.0000% | $1000000.00        | $1009862.10        | Asset-Backed Securities |
| AGL CLO LTD 2022-23R           A-1-R  20380420 FLT | 2038-04-20      | 5.0344%  | 0.0000% | $2000000.00        | $2013517.76        | Asset-Backed Securities |
| CIFC FUNDING LTD 2021-6        B      20341016 FLT | 2034-10-16      | 5.8162%  | 0.0000% | $300000.00         | $303846.03         | Asset-Backed Securities |
| CITIGROUP MTG LOAN 2024-RP2    A-1    20630225 FLT | 2063-02-25      | 4.1000%  | 0.0000% | $1000000.00        | $809156.14         | Asset-Backed Securities |
| GREATAMER LEASING RECV 2022-1  C      20300715 5.9 | 2030-07-15      | 5.9800%  | 0.0000% | $1765000.00        | $1794272.13        | Asset-Backed Securities |
| PFS FIN CORP 2025-C            A      20290416 FLT | 2029-04-16      | 4.9339%  | 0.0000% | $126000.00         | $126670.17         | Asset-Backed Securities |
| TESLA LS EV SECURITZATN 2025-A A-3    20281120 4.2 | 2028-11-20      | 4.2700%  | 0.0000% | $7000000.00        | $7048774.05        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2024-A   A-3    20261120 5.3 | 2026-11-20      | 5.3900%  | 0.0000% | $1649000.00        | $285333.58         | Asset-Backed Securities |
| BARINGS MIDD 7.7847 20JAN36 144A FR                | 2036-01-20      | 6.3344%  | 0.0000% | $32054551.00       | $32385602.27       | Asset-Backed Securities |

### Security 639: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.730000%
- **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: ARP1DCWL0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DCWL0
- **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:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CISB8345 | 2039-10-01      | 3.5000%  | 0.0000% | $1530348.00        | $1319514.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1979 | 2034-06-01      | 5.5000%  | 0.0000% | $33002368.00       | $319695.68         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  | 0.0000% | $140000.00         | $106741.79         | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1545663.91        | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $122705000.00      | $15003418.66       | Agency Mortgage-Backed Securities |
| GNII SF MA5986 M     | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $435668.43         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8762 | 2055-07-01      | 6.0000%  | 0.0000% | $158221568.00      | $157593101.12      | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C     | 2053-04-20      | 6.0000%  | 0.0000% | $1845198.00        | $1598943.95        | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1306932.92        | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6066.49           | Agency Mortgage-Backed Securities |
| GNII SF AM4931 C     | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1627014.03        | Agency Mortgage-Backed Securities |
| GNII SF DD7724 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1220762.00        | $1244223.51        | Agency Mortgage-Backed Securities |
| GNII SF DN5536 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1746970.00        | $1809658.75        | Agency Mortgage-Backed Securities |
| GNII SF DN2067 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963322.00        | $2063596.29        | Agency Mortgage-Backed Securities |
| GNII SF DN5546 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1393702.00        | $1466005.67        | Agency Mortgage-Backed Securities |
| GNII SF DN9289 C     | 2055-12-20      | 5.0000%  | 0.0000% | $10027000.00       | $10087339.15       | Agency Mortgage-Backed Securities |
| GNII SF DA2767 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $970628.45         | Agency Mortgage-Backed Securities |
| GNII SF DI7295 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3868468.00        | $1633835.81        | Agency Mortgage-Backed Securities |
| GNII SF DO2347 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1265572.00        | $1328237.64        | Agency Mortgage-Backed Securities |
| GNAR AF MB0568 M     | 2055-07-20      | 6.0000%  | 0.0000% | $462500.00         | $395075.87         | Agency Mortgage-Backed Securities |
| GNII ET CZ8643 C     | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $870015.02         | Agency Mortgage-Backed Securities |
| GNII ET DN9383 C     | 2065-11-20      | 2.5000%  | 0.0000% | $538500.00         | $448242.73         | Agency Mortgage-Backed Securities |
| GNII SF DN9288 C     | 2055-12-20      | 5.0000%  | 0.0000% | $12072160.00       | $12144806.24       | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4598185.06        | Agency Mortgage-Backed Securities |
| GNII ET DI2491 C     | 2065-05-20      | 6.0000%  | 0.0000% | $120600320.00      | $98562349.83       | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 5.3750%  | 0.0000% | $25001964.00       | $5848.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF8033 | 2040-12-01      | 4.5000%  | 0.0000% | $1000000.00        | $1005840.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3460 | 2040-04-01      | 6.0000%  | 0.0000% | $1215364.00        | $1019556.16        | Agency Mortgage-Backed Securities |
| GNII SF CM6944 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $2115762.94        | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $218927.49         | Agency Mortgage-Backed Securities |
| GNMI SF AA6091 X     | 2043-02-15      | 3.0000%  | 0.0000% | $601000.00         | $85354.53          | Agency Mortgage-Backed Securities |
| GNII ET DO2118 C     | 2062-04-20      | 3.0000%  | 0.0000% | $133342.00         | $118881.17         | Agency Mortgage-Backed Securities |
| GNII ET DO0199 C     | 2065-10-20      | 4.0000%  | 0.0000% | $284956.00         | $272028.50         | Agency Mortgage-Backed Securities |
| GNII SF DM0770 C     | 2055-08-20      | 6.5000%  | 0.0000% | $51692.00          | $54710.16          | Agency Mortgage-Backed Securities |
| GNII ET DL6751 C     | 2065-08-20      | 3.5000%  | 0.0000% | $474876.00         | $431252.62         | Agency Mortgage-Backed Securities |
| GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $454143.45         | Agency Mortgage-Backed Securities |
| GNII SF DL5056 C     | 2055-10-20      | 6.0000%  | 0.0000% | $467590.00         | $483821.67         | Agency Mortgage-Backed Securities |
| GNII SF DL2625 C     | 2052-09-20      | 6.5000%  | 0.0000% | $1144432.00        | $1199791.58        | Agency Mortgage-Backed Securities |
| GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $20000000.00       | $5709093.45        | Agency Mortgage-Backed Securities |
| GNII SP 785612 C     | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $186344.52         | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 4.7500%  | 0.0000% | $300000.00         | $6706.33           | Agency Mortgage-Backed Securities |
| GNII SP 783976 M     | 2043-04-20      | 3.5000%  | 0.0000% | $11877984.00       | $1360292.08        | Agency Mortgage-Backed Securities |
| GNMI SF 402101 X     | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $8388.97           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3SZN0084 | 2040-10-01      | 4.0000%  | 0.0000% | $351000.00         | $15029.72          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  | 0.0000% | $46162560.00       | $23173573.20       | Agency Mortgage-Backed Securities |
| GNII SF DO0629 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1418238.00        | $1426771.07        | Agency Mortgage-Backed Securities |
| GNII JM MB0577 M     | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $881665.20         | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $2000000.00        | $1983257.67        | Agency Mortgage-Backed Securities |
| GNMI SF 726376 X     | 2039-10-15      | 5.0000%  | 0.0000% | $525000.00         | $6863.04           | Agency Mortgage-Backed Securities |
| GNII SF DI8944 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1133316.00        | $1195080.35        | Agency Mortgage-Backed Securities |
| GNII SF DI1641 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $972803.27         | Agency Mortgage-Backed Securities |
| GNII SF DO6504 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4094168.00        | $4118805.34        | Agency Mortgage-Backed Securities |
| GNII SF DI6404 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3504152.00        | $3664478.98        | Agency Mortgage-Backed Securities |
| GNII SF DO6443 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4640360.00        | $4669467.25        | Agency Mortgage-Backed Securities |
| GNII SF MB0551 M     | 2046-12-20      | 3.0000%  | 0.0000% | $993110.00         | $875884.42         | Agency Mortgage-Backed Securities |
| GNII JM MB0078 M     | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $755242.71         | Agency Mortgage-Backed Securities |
| GNII ET DO0251 C     | 2065-10-20      | 5.0000%  | 0.0000% | $108352.00         | $108403.32         | Agency Mortgage-Backed Securities |
| GNII SF DL0504 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1130570.30        | Agency Mortgage-Backed Securities |
| GNII SF DK9303 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3601624.00        | $3773847.46        | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1573454.00        | $1641813.13        | Agency Mortgage-Backed Securities |
| GNII ET DK8660 C     | 2065-06-20      | 4.0000%  | 0.0000% | $478467.00         | $455336.79         | Agency Mortgage-Backed Securities |
| GNII SF DL6991 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1772562.00        | $1851276.76        | Agency Mortgage-Backed Securities |
| GNII SF DL5880 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1741412.00        | $1822158.89        | Agency Mortgage-Backed Securities |
| GNPL PN CG6814       | 2064-07-15      | 2.7700%  | 0.0000% | $7895030.00        | $6715526.46        | Agency Mortgage-Backed Securities |
| GNII SF DL8569 C     | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1707444.18        | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $153159.09         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD8684 | 2052-03-01      | 3.0000%  | 0.0000% | $200357.00         | $140625.87         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PQU7236 | 2049-05-01      | 4.0000%  | 0.0000% | $9060096.00        | $447372.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1061 | 2055-12-01      | 5.5000%  | 0.0000% | $3203148.00        | $3311998.44        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0524 | 2055-03-01      | 7.0000%  | 0.0000% | $1157114.00        | $1228680.80        | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $2374908.00        | $2360233.70        | Agency Mortgage-Backed Securities |
| GNII SF CM9967 C     | 2052-05-20      | 4.0000%  | 0.0000% | $1448712.00        | $1185118.27        | Agency Mortgage-Backed Securities |
| GNII SF BK1671 C     | 2048-09-20      | 5.0000%  | 0.0000% | $1705722.00        | $169086.59         | Agency Mortgage-Backed Securities |
| GNII ET CT6288 C     | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $2822512.56        | Agency Mortgage-Backed Securities |
| GNII SF DP0662 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4569872.00        | $4601877.86        | Agency Mortgage-Backed Securities |
| GNII ET DM7206 C     | 2062-09-20      | 5.5000%  | 0.0000% | $1325726.00        | $1341437.84        | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $97384.19          | Agency Mortgage-Backed Securities |
| GNII ET DG6711 C     | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $2774447.33        | Agency Mortgage-Backed Securities |
| GNAR AT MA0111 M     | 2042-05-20      | 5.6250%  | 0.0000% | $830000.00         | $17757.21          | Agency Mortgage-Backed Securities |
| GNII SF DM9016 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1854396.00        | $1918974.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1975 | 2054-07-01      | 6.0000%  | 0.0000% | $38000.00          | $35469.23          | Agency Mortgage-Backed Securities |
| GNPL PN CP4186       | 2058-01-15      | 5.7000%  | 0.0000% | $34651.00          | $35373.96          | Agency Mortgage-Backed Securities |
| GNII SF CE9948 C     | 2051-09-20      | 3.0000%  | 0.0000% | $95463.00          | $70833.45          | Agency Mortgage-Backed Securities |
| GNII SF BS7619 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $537497.40         | Agency Mortgage-Backed Securities |
| GNII SF CT8317 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1134084.00        | $892637.89         | Agency Mortgage-Backed Securities |
| GNMI SF 666025 X     | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $12066.32          | Agency Mortgage-Backed Securities |
| GNAR AF MB0754 M     | 2055-11-20      | 4.0000%  | 0.0000% | $21503904.00       | $21292257.55       | Agency Mortgage-Backed Securities |
| GNII ET DN7852 C     | 2058-04-20      | 3.0000%  | 0.0000% | $341379.00         | $306779.19         | Agency Mortgage-Backed Securities |
| GNII ET DN9892 C     | 2065-08-20      | 4.0000%  | 0.0000% | $387834.00         | $369682.59         | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $62285824.00       | $62207069.23       | Agency Mortgage-Backed Securities |
| GNII SF DM4683 C     | 2055-11-20      | 5.5000%  | 0.0000% | $70216064.00       | $72097105.52       | Agency Mortgage-Backed Securities |
| GNII SF DK6449 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2176560.00        | $2258290.72        | Agency Mortgage-Backed Securities |
| GNII SF DK6463 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1065806.00        | $1070644.06        | Agency Mortgage-Backed Securities |
| GNMI SF 617024 X     | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $26314.09          | Agency Mortgage-Backed Securities |
| GNII SF DK6250 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2471392.00        | $2501692.48        | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M     | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $51907.57          | Agency Mortgage-Backed Securities |
| GNII SF DK7156 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1275442.00        | $1273569.14        | Agency Mortgage-Backed Securities |
| GNPL PN DK6739       | 2060-09-15      | 5.5800%  | 0.0000% | $10000000.00       | $10376039.98       | Agency Mortgage-Backed Securities |
| GNII SF CG1117 C     | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $582108.89         | Agency Mortgage-Backed Securities |
| GNII SF BT4420 C     | 2050-06-20      | 3.0000%  | 0.0000% | $6308112.00        | $2694085.02        | Agency Mortgage-Backed Securities |
| GNII SF BB3762 C     | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $43816.27          | Agency Mortgage-Backed Securities |
| GNPL LM CC2600       | 2060-12-15      | 3.2500%  | 0.0000% | $81599.00          | $72506.07          | Agency Mortgage-Backed Securities |
| GNII SF DL4891 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2014412.00        | $2112031.74        | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2928816.07        | Agency Mortgage-Backed Securities |
| GNPL PN CC5104       | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $49373.39          | Agency Mortgage-Backed Securities |
| GNII SF DL3555 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1047578.00        | $1095528.29        | Agency Mortgage-Backed Securities |
| GNII SF MA9543 M     | 2054-03-20      | 6.5000%  | 0.0000% | $438391.00         | $208225.81         | Agency Mortgage-Backed Securities |
| GNII SF DI2186 C     | 2055-02-20      | 5.5000%  | 0.0000% | $8595008.00        | $5238094.47        | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2389227.82        | Agency Mortgage-Backed Securities |
| GNII ET DO6377 C     | 2059-11-20      | 3.0000%  | 0.0000% | $166256.00         | $148351.53         | Agency Mortgage-Backed Securities |
| GNII SF DI2095 C     | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3648493.17        | Agency Mortgage-Backed Securities |
| GNII ET DO0093 C     | 2065-10-20      | 4.0000%  | 0.0000% | $646400.00         | $616610.78         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3720 | 2054-03-01      | 5.0000%  | 0.0000% | $29255872.00       | $29708450.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9254 | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1913710.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5673 | 2053-01-01      | 5.5000%  | 0.0000% | $20710080.00       | $16891996.26       | Agency Mortgage-Backed Securities |
| GNII ET DN4810 C     | 2065-09-20      | 2.0000%  | 0.0000% | $735284.00         | $575710.87         | Agency Mortgage-Backed Securities |
| GNII ET DN9365 C     | 2065-09-20      | 3.0000%  | 0.0000% | $413625.00         | $371608.56         | Agency Mortgage-Backed Securities |
| GNII ET DJ7641 C     | 2062-08-20      | 3.0000%  | 0.0000% | $109835.00         | $97360.40          | Agency Mortgage-Backed Securities |
| GNII SF DI2002 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1326352.00        | $1385080.31        | Agency Mortgage-Backed Securities |
| GNII ET DN4406 C     | 2065-08-20      | 2.0000%  | 0.0000% | $315038.00         | $246569.69         | Agency Mortgage-Backed Securities |
| GNII SF DG7434 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2676440.04        | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $62475.92          | Agency Mortgage-Backed Securities |
| GNII SF DH4367 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2603330.00        | $1959780.62        | Agency Mortgage-Backed Securities |
| GNII SF DG2227 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1248076.00        | $1318947.61        | Agency Mortgage-Backed Securities |
| GNII SF CU9631 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2335324.00        | $1679707.17        | Agency Mortgage-Backed Securities |
| GNII SF CZ1219 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1156505.89        | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C     | 2053-05-20      | 7.0000%  | 0.0000% | $1040326.00        | $932930.21         | Agency Mortgage-Backed Securities |
| GNII SF CX2369 C     | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $1754492.98        | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $485682.00         | $511934.73         | Agency Mortgage-Backed Securities |
| GNPL PN CY8218       | 2059-01-15      | 6.9300%  | 0.0000% | $136184.00         | $148631.56         | Agency Mortgage-Backed Securities |
| GNII SF DB2858 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1234532.00        | $1091328.77        | Agency Mortgage-Backed Securities |
| GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $41175.00          | $41124.59          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | 0.0000% | $920855.00         | $698386.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0550 | 2055-12-01      | 6.0000%  | 0.0000% | $7384792.00        | $7633130.71        | Agency Mortgage-Backed Securities |
| GNMI SP 783632 X     | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $7087.67           | Agency Mortgage-Backed Securities |
| GNMI SP 784699 X     | 2048-04-15      | 5.0000%  | 0.0000% | $2218672.00        | $327919.36         | Agency Mortgage-Backed Securities |
| GNII SP 783607 M     | 2042-06-20      | 3.5000%  | 0.0000% | $2368440.00        | $176491.80         | Agency Mortgage-Backed Securities |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $4274864.00        | $1750399.15        | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $35000.00          | $22340.77          | Agency Mortgage-Backed Securities |
| GNII ET DI3223 C     | 2065-07-20      | 6.0000%  | 0.0000% | $2161988.00        | $2207482.61        | Agency Mortgage-Backed Securities |
| GNMI SF 470770 X     | 2029-08-15      | 7.5000%  | 0.0000% | $4000000.00        | $22739.26          | Agency Mortgage-Backed Securities |
| GNMI SF 597878 X     | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $33516.03          | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 5.6250%  | 0.0000% | $142846240.00      | $2781248.55        | Agency Mortgage-Backed Securities |
| GNII ET DH3104 C     | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $938116.96         | Agency Mortgage-Backed Securities |
| GNII SF AJ2596 C     | 2045-03-20      | 2.5000%  | 0.0000% | $2661324.00        | $352777.31         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  | 0.0000% | $71676.00          | $53562.54          | Agency Mortgage-Backed Securities |
| GNMI SP 785994 X     | 2052-02-15      | 4.0000%  | 0.0000% | $2346440.00        | $1496993.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ9837 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2081884.00        | $2033567.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ6211 C     | 2055-04-20      | 6.0000%  | 0.0000% | $10181456.00       | $10474072.88       | Agency Mortgage-Backed Securities |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | 0.0000% | $45000000.00       | $3136412.38        | Agency Mortgage-Backed Securities |
| GNII SF DK0069 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2048605.25        | Agency Mortgage-Backed Securities |
| GNII SF DJ9729 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2689760.00        | $2789225.70        | Agency Mortgage-Backed Securities |
| GNII SF MA5499 M     | 2033-10-20      | 4.5000%  | 0.0000% | $950402.00         | $56483.17          | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.3750%  | 0.0000% | $25000000.00       | $1858920.61        | Agency Mortgage-Backed Securities |
| GNII ET DM6734 C     | 2065-09-20      | 6.0000%  | 0.0000% | $797062.00         | $816613.00         | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $544643.25         | Agency Mortgage-Backed Securities |
| GNII SF DM6672 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1353122.00        | $1436738.29        | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1296849.89        | Agency Mortgage-Backed Securities |
| GNMI SF 736575 X     | 2040-03-15      | 5.0000%  | 0.0000% | $1107834.00        | $89827.67          | Agency Mortgage-Backed Securities |
| GNPL PN DE6504       | 2060-04-15      | 5.3400%  | 0.0000% | $77964.00          | $79773.55          | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M     | 2054-10-20      | 4.0000%  | 0.0000% | $1471108.00        | $1052998.54        | Agency Mortgage-Backed Securities |
| GNII SF DN8420 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2022456.00        | $2076636.25        | Agency Mortgage-Backed Securities |
| GNII SF MA8917 M     | 2038-06-20      | 5.0000%  | 0.0000% | $64673.00          | $40725.87          | Agency Mortgage-Backed Securities |
| GNII SF DL4049 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3449664.00        | $3601274.23        | Agency Mortgage-Backed Securities |
| GNII ET DK6047 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1566946.00        | $1633809.14        | Agency Mortgage-Backed Securities |
| GNII ET DL1240 C     | 2064-11-20      | 4.0000%  | 0.0000% | $141063.00         | $134106.22         | Agency Mortgage-Backed Securities |
| GNII SF DL2708 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2220968.00        | $2301410.03        | Agency Mortgage-Backed Securities |
| GNII SF DL3636 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1121576.00        | $1173652.95        | Agency Mortgage-Backed Securities |
| GNII SF DO2216 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2368436.00        | $2381466.77        | Agency Mortgage-Backed Securities |
| GNII SF DO2308 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1389454.00        | $1426677.94        | Agency Mortgage-Backed Securities |
| GNII SF DL5825 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1061322.48        | Agency Mortgage-Backed Securities |
| GNII SF DK6522 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2377240.00        | $2488299.80        | Agency Mortgage-Backed Securities |
| GNII SF DK5118 C     | 2055-06-20      | 6.5000%  | 0.0000% | $10032160.00       | $10500050.36       | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $232176896.00      | $62456106.46       | Agency Mortgage-Backed Securities |
| GNPL PN CL4456       | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $967104.22         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5517 | 2055-10-01      | 6.0000%  | 0.0000% | $10008672.00       | $10315054.49       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5254 | 2054-12-01      | 4.5000%  | 0.0000% | $3533884.00        | $3296351.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4185 | 2053-06-01      | 6.0000%  | 0.0000% | $1442452.00        | $1098335.74        | Agency Mortgage-Backed Securities |
| GNII SF MA4652 M     | 2047-08-20      | 3.5000%  | 0.0000% | $38438000.00       | $4748118.29        | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M     | 2047-01-20      | 3.0000%  | 0.0000% | $990000.00         | $143001.87         | Agency Mortgage-Backed Securities |
| GNII SF MA5333 M     | 2048-07-20      | 5.5000%  | 0.0000% | $2561116.00        | $247375.73         | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2028098.35        | Agency Mortgage-Backed Securities |
| GNII SF DK3872 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2063064.00        | $2075478.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6840 M     | 2035-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $294323.66         | Agency Mortgage-Backed Securities |
| GNII SF DC1383 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1148996.00        | $1232968.04        | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $38868183.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  | 0.0000% | $350000.00         | $5812.80           | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $609637.00         | $463694.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M     | 2050-01-20      | 4.0000%  | 0.0000% | $500000.00         | $453601.87         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7444 | 2054-06-01      | 5.5000%  | 0.0000% | $2999700.00        | $2471326.39        | Agency Mortgage-Backed Securities |
| GNII SF MA9844 M     | 2052-06-20      | 2.0000%  | 0.0000% | $258661.00         | $198379.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9877 M     | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $124052.90         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4429 | 2040-11-01      | 4.5000%  | 0.0000% | $1060108.00        | $1057444.76        | Agency Mortgage-Backed Securities |
| GNII SF DK1490 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2553452.00        | $2666442.51        | Agency Mortgage-Backed Securities |
| GNII SF DK4072 C     | 2050-06-20      | 6.5000%  | 0.0000% | $1021160.00        | $1066597.11        | Agency Mortgage-Backed Securities |
| GNII SF MA8343 M     | 2052-09-20      | 2.5000%  | 0.0000% | $3726256.00        | $2355370.05        | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M     | 2054-08-20      | 3.5000%  | 0.0000% | $13464416.00       | $10145619.99       | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $14270112.00       | $4907038.67        | Agency Mortgage-Backed Securities |
| GNAR AF MA9865 M     | 2054-08-20      | 6.0000%  | 0.0000% | $1513774.00        | $852225.17         | Agency Mortgage-Backed Securities |
| GNPL PN DM0345       | 2060-10-15      | 5.5100%  | 0.0000% | $12640000.00       | $13244525.52       | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26716.24          | Agency Mortgage-Backed Securities |
| GNII SF MA1967 M     | 2029-06-20      | 3.5000%  | 0.0000% | $335000.00         | $11806.32          | Agency Mortgage-Backed Securities |
| GNII SF DL3739 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029600.00        | $3176414.22        | Agency Mortgage-Backed Securities |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $618862.00         | $7740.56           | Agency Mortgage-Backed Securities |
| GNII SF DM2401 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2906148.00        | $2923636.23        | Agency Mortgage-Backed Securities |
| GNII SF MA2961 M     | 2045-07-20      | 3.5000%  | 0.0000% | $292009.00         | $25191.88          | Agency Mortgage-Backed Securities |
| GNII SF MA4808 M     | 2032-10-20      | 3.0000%  | 0.0000% | $355977.00         | $38909.75          | Agency Mortgage-Backed Securities |
| GNII SF DL4070 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2115624.00        | $2125638.22        | Agency Mortgage-Backed Securities |
| GNII SF BP7953 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $768983.03         | Agency Mortgage-Backed Securities |
| GNII SF BL9547 C     | 2049-02-20      | 3.0000%  | 0.0000% | $704333.00         | $129912.16         | Agency Mortgage-Backed Securities |
| GNII SF DL5182 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4104688.00        | $4294907.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  | 0.0000% | $375000.00         | $110707.16         | Agency Mortgage-Backed Securities |
| GNII SF MA7865 M     | 2030-06-20      | 8.5000%  | 0.0000% | $28894.00          | $15544.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4419 | 2036-09-01      | 2.5000%  | 0.0000% | $1476000.00        | $746921.89         | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $1300000.00        | $768893.15         | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $126560.00         | $74886.59          | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $5560648.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M     | 2052-08-20      | 5.5000%  | 0.0000% | $100272640.00      | $64001905.85       | Agency Mortgage-Backed Securities |
| GNII ET DL1369 C     | 2065-08-20      | 6.5000%  | 0.0000% | $3961916.00        | $4004821.01        | Agency Mortgage-Backed Securities |
| GNII ET DL4148 C     | 2065-07-20      | 3.5000%  | 0.0000% | $366500.00         | $332558.15         | Agency Mortgage-Backed Securities |
| GNII SF DL1847 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2857500.00        | $2982499.68        | Agency Mortgage-Backed Securities |
| GNII ET DK8104 C     | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $320152.49         | Agency Mortgage-Backed Securities |
| GNII SF DJ9835 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $2211225.28        | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $440504000.00      | $230400960.04      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8651 | 2055-12-01      | 5.5000%  | 0.0000% | $5302392.00        | $5463517.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8690 | 2054-11-01      | 4.5000%  | 0.0000% | $3772748.00        | $3347752.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4821 | 2045-04-01      | 4.0000%  | 0.0000% | $25000000.00       | $7810493.15        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1121 | 2055-08-01      | 6.5000%  | 0.0000% | $2369612.00        | $2496855.14        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0036 | 2054-08-01      | 6.5000%  | 0.0000% | $1950000.00        | $1662189.27        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $135841024.00      | $9784985.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2104 | 2053-05-01      | 5.5000%  | 0.0000% | $1666984.00        | $1255510.64        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $1774000.00        | $1273540.12        | Agency Mortgage-Backed Securities |
| GNII SP 788311 C     | 2055-12-20      | 5.0000%  | 0.0000% | $52927760.00       | $53491370.09       | Agency Mortgage-Backed Securities |
| GNII SP 785558 C     | 2051-07-20      | 2.5000%  | 0.0000% | $400000.00         | $228521.07         | Agency Mortgage-Backed Securities |
| GNII ET DL4533 C     | 2065-07-20      | 4.0000%  | 0.0000% | $108384.00         | $103165.57         | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1229798.00        | $1282772.71        | Agency Mortgage-Backed Securities |
| GNII ET DN4458 C     | 2065-10-20      | 2.0000%  | 0.0000% | $2411270.00        | $1909423.63        | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M     | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $347459.53         | Agency Mortgage-Backed Securities |
| GNII SF MA7513 M     | 2036-10-20      | 5.0000%  | 0.0000% | $1114102.00        | $518543.65         | Agency Mortgage-Backed Securities |
| GNII SF MA5685 M     | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $66148.54          | Agency Mortgage-Backed Securities |
| GNII JM MA8633 M     | 2052-01-20      | 3.0000%  | 0.0000% | $924846.00         | $763372.10         | Agency Mortgage-Backed Securities |
| GNII ET DJ9043 C     | 2065-06-20      | 6.5000%  | 0.0000% | $23614720.00       | $24617237.13       | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1516206.00        | $1136897.12        | Agency Mortgage-Backed Securities |
| GNMI SF 716858 X     | 2039-04-15      | 5.0000%  | 0.0000% | $1025456.00        | $24707.14          | Agency Mortgage-Backed Securities |
| GNII SF DI1896 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1864793.31        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9250 | 2055-07-01      | 7.0000%  | 0.0000% | $1012350.00        | $1080127.42        | Agency Mortgage-Backed Securities |
| GNII SF CT8325 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1461522.62        | Agency Mortgage-Backed Securities |
| GNII SF CT9104 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2724464.00        | $2319319.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0558 M     | 2055-07-20      | 6.5000%  | 0.0000% | $102098688.00      | $104904025.86      | Agency Mortgage-Backed Securities |
| GNII ET DN6763 C     | 2065-11-20      | 3.0000%  | 0.0000% | $180444.00         | $162114.68         | Agency Mortgage-Backed Securities |
| GNII SF CT5313 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1664566.00        | $963884.89         | Agency Mortgage-Backed Securities |
| GNII SF DM6671 C     | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $853153.06         | Agency Mortgage-Backed Securities |
| GNII SF DH6726 C     | 2055-01-20      | 6.5000%  | 0.0000% | $6745088.00        | $6956539.67        | Agency Mortgage-Backed Securities |
| GNII AP 786793 M     | 2052-12-20      | 2.0000%  | 0.0000% | $41284864.00       | $28559197.10       | Agency Mortgage-Backed Securities |
| GNII SF DN9284 C     | 2055-12-20      | 5.5000%  | 0.0000% | $6152280.00        | $6317095.48        | Agency Mortgage-Backed Securities |
| GNII SF MA8245 M     | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $269939.98         | Agency Mortgage-Backed Securities |
| GNII JM MB0778 M     | 2040-11-20      | 5.5000%  | 0.0000% | $1494842.00        | $1509858.19        | Agency Mortgage-Backed Securities |
| GNII ET DN9372 C     | 2065-11-20      | 4.5000%  | 0.0000% | $2369588.00        | $2313625.44        | Agency Mortgage-Backed Securities |
| GNII SF CT0189 C     | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $812223.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC1580 | 2040-10-01      | 5.5000%  | 0.0000% | $1300958.00        | $1320936.65        | Agency Mortgage-Backed Securities |
| GNII SF MA9513 M     | 2039-02-20      | 6.5000%  | 0.0000% | $1021794.00        | $485741.60         | Agency Mortgage-Backed Securities |
| GNII JM MA8785 M     | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $655856.45         | Agency Mortgage-Backed Securities |
| GNII SF MA9899 M     | 2052-07-20      | 2.0000%  | 0.0000% | $355196.00         | $284616.34         | Agency Mortgage-Backed Securities |
| GNPL PN CP1101       | 2058-02-15      | 5.5500%  | 0.0000% | $24793.00          | $25193.74          | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $1755128.00        | $1422284.73        | Agency Mortgage-Backed Securities |
| GNII SF CX0792 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $1114595.20        | Agency Mortgage-Backed Securities |
| GNMI SF 590432 X     | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $6943.68           | Agency Mortgage-Backed Securities |
| GNII SF DO2326 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1319206.00        | $1384530.00        | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2740902.11        | Agency Mortgage-Backed Securities |
| GNII SF CT6718 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1014748.00        | $1054663.45        | Agency Mortgage-Backed Securities |
| GNII SF DO2400 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1332882.00        | $1402547.30        | Agency Mortgage-Backed Securities |
| GNII SF DO2180 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2133356.00        | $2221391.05        | Agency Mortgage-Backed Securities |
| GNII ET DM2987 C     | 2065-08-20      | 4.0000%  | 0.0000% | $147393.00         | $140258.43         | Agency Mortgage-Backed Securities |
| GNII SF DK7051 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1399074.00        | $1464317.58        | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C     | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $285748.73         | Agency Mortgage-Backed Securities |
| GNII SF DL6673 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1184062.00        | $1240076.66        | Agency Mortgage-Backed Securities |
| GNPL PN DM0346       | 2060-10-15      | 5.6700%  | 0.0000% | $2150970.00        | $2255180.17        | Agency Mortgage-Backed Securities |
| GNII ET CZ0958 C     | 2064-01-20      | 7.5000%  | 0.0000% | $2695836.00        | $1082684.26        | Agency Mortgage-Backed Securities |
| GNII SF CX0561 C     | 2053-09-20      | 6.5000%  | 0.0000% | $4974696.00        | $2750110.61        | Agency Mortgage-Backed Securities |
| GNII ET CV4370 C     | 2063-07-20      | 6.5000%  | 0.0000% | $7296216.00        | $2349681.98        | Agency Mortgage-Backed Securities |
| GNII SF CU3559 C     | 2053-04-20      | 5.5000%  | 0.0000% | $2921848.00        | $2131124.46        | Agency Mortgage-Backed Securities |
| GNPL PN CQ9711       | 2058-06-15      | 4.7000%  | 0.0000% | $45584.00          | $43995.17          | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $603832.00         | $461089.27         | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $49168448.00       | $37132469.33       | Agency Mortgage-Backed Securities |
| GNII SF MA8777 M     | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $29263.71          | Agency Mortgage-Backed Securities |
| GNII SF BY8781 C     | 2050-10-20      | 3.0000%  | 0.0000% | $713031.00         | $335964.05         | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $61909.00          | $60344.61          | Agency Mortgage-Backed Securities |
| GNII SF DL6440 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3969816.00        | $4178800.16        | Agency Mortgage-Backed Securities |
| GNMI SF BU8660 X     | 2050-07-15      | 2.5000%  | 0.0000% | $4590320.00        | $1787813.20        | Agency Mortgage-Backed Securities |
| GNPL LM CD9017       | 2060-04-15      | 3.3000%  | 0.0000% | $99983.00          | $88872.29          | Agency Mortgage-Backed Securities |
| GNII SF BW4478 C     | 2035-10-20      | 5.0000%  | 0.0000% | $3450468.00        | $1000627.17        | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $37263424.00       | $3980290.54        | Agency Mortgage-Backed Securities |
| GNII SF DM7353 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3825120.00        | $3982785.11        | Agency Mortgage-Backed Securities |
| GNII SF MA5175 M     | 2030-10-20      | 8.0000%  | 0.0000% | $78287.00          | $6037.66           | Agency Mortgage-Backed Securities |
| GNII SF DL5035 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4034600.00        | $4237910.26        | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M     | 2042-12-20      | 3.5000%  | 0.0000% | $12089664.00       | $1116314.38        | Agency Mortgage-Backed Securities |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $501375.00         | $27683.21          | Agency Mortgage-Backed Securities |
| GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $5000000.00        | $381691.02         | Agency Mortgage-Backed Securities |
| GNMI SF AA0219 X     | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $95115.37          | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $15370880.00       | $1154430.01        | Agency Mortgage-Backed Securities |
| GNII SF MA0941 M     | 2036-08-20      | 7.0000%  | 0.0000% | $750000.00         | $45990.47          | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $72755.48          | Agency Mortgage-Backed Securities |
| GNII SF MA9073 M     | 2038-07-20      | 6.5000%  | 0.0000% | $220594.00         | $138191.29         | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $57371760.00       | $42244475.44       | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4498366.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8631 | 2053-01-01      | 6.5000%  | 0.0000% | $7417608.00        | $5279092.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  | 0.0000% | $460863.00         | $431636.41         | Agency Mortgage-Backed Securities |
| GNII SF BZ4586 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1431324.00        | $244427.51         | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $515913.81         | Agency Mortgage-Backed Securities |
| GNAR AS MA0338 M     | 2042-08-20      | 5.3750%  | 0.0000% | $2980616.00        | $70651.30          | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $370773.65         | Agency Mortgage-Backed Securities |
| GNII SF MA2963 M     | 2045-07-20      | 4.5000%  | 0.0000% | $16395000.00       | $1127920.08        | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $131297.91         | Agency Mortgage-Backed Securities |
| GNII SF MA8403 M     | 2031-01-20      | 7.5000%  | 0.0000% | $33249.00          | $7515.02           | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $110532224.00      | $85556349.30       | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $54943.00          | $56845.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8270 M     | 2052-09-20      | 5.5000%  | 0.0000% | $98000000.00       | $64599420.40       | Agency Mortgage-Backed Securities |
| GNII SF MA5306 M     | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $59783.27          | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $12964.19          | Agency Mortgage-Backed Securities |
| GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | 0.0000% | $1635879.00        | $154998.88         | Agency Mortgage-Backed Securities |
| GNII SF CC9830 C     | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $49997.96          | Agency Mortgage-Backed Securities |
| GNII SF BV0540 C     | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $128922.16         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7290 | 2052-04-01      | 3.5000%  | 0.0000% | $1436836.00        | $774470.05         | Agency Mortgage-Backed Securities |
| GNII ET DM3951 C     | 2065-08-20      | 3.5000%  | 0.0000% | $895317.00         | $812979.76         | Agency Mortgage-Backed Securities |
| GNII ET DM7150 C     | 2065-10-20      | 6.5000%  | 0.0000% | $4400000.00        | $4510466.26        | Agency Mortgage-Backed Securities |
| GNCL CL CQ7052       | 2065-07-15      | 5.3500%  | 0.0000% | $6149080.00        | $6235033.89        | Agency Mortgage-Backed Securities |
| GNPL PN CQ8772       | 2064-12-15      | 5.7000%  | 0.0000% | $31036.00          | $32487.93          | Agency Mortgage-Backed Securities |
| GNII ET DL9220 C     | 2065-08-20      | 2.5000%  | 0.0000% | $108553.00         | $90063.50          | Agency Mortgage-Backed Securities |
| GNII SF DM3154 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4747230.00        | $4929929.49        | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $390793.90         | Agency Mortgage-Backed Securities |
| GNII SF DN2121 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1477166.00        | $1486055.09        | Agency Mortgage-Backed Securities |
| GNII SF MA5598 M     | 2048-09-20      | 5.5000%  | 0.0000% | $518136.00         | $46297.80          | Agency Mortgage-Backed Securities |
| GNII SP 788347 C     | 2055-12-20      | 5.5000%  | 0.0000% | $76208128.00       | $78249692.92       | Agency Mortgage-Backed Securities |
| GNII ET DN9640 C     | 2065-04-20      | 3.0000%  | 0.0000% | $318679.00         | $285240.24         | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2185988.67        | Agency Mortgage-Backed Securities |
| GNII SF CX0278 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1581898.00        | $1314061.80        | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M     | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $312675.84         | Agency Mortgage-Backed Securities |
| GNII SP 783736 M     | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $10096.17          | Agency Mortgage-Backed Securities |
| GNII SF DN9342 C     | 2055-12-20      | 5.5000%  | 0.0000% | $20080288.00       | $20618245.60       | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2188758.81        | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $225506.22         | Agency Mortgage-Backed Securities |
| GNII ET DM1797 C     | 2065-10-20      | 3.5000%  | 0.0000% | $1582954.00        | $1445782.33        | Agency Mortgage-Backed Securities |
| GNPL PN DA8512       | 2060-06-15      | 5.8400%  | 0.0000% | $3346500.00        | $3528687.75        | Agency Mortgage-Backed Securities |
| GNII BD DH5121 C     | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8230537.75        | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $62650304.00       | $6202778.61        | Agency Mortgage-Backed Securities |
| GNII SF MA0826 M     | 2028-03-20      | 3.0000%  | 0.0000% | $975000.00         | $20013.98          | Agency Mortgage-Backed Securities |
| GNII SF DL6402 C     | 2055-09-20      | 5.5000%  | 0.0000% | $24218240.00       | $24390552.29       | Agency Mortgage-Backed Securities |
| GNII SF DO3744 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2336544.00        | $2399423.51        | Agency Mortgage-Backed Securities |
| GNII SF DO6998 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1576622.00        | $1651124.83        | Agency Mortgage-Backed Securities |
| GNII SF DG2264 C     | 2045-01-20      | 6.5000%  | 0.0000% | $1303802.00        | $1014121.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ3163 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1806266.00        | $1812205.37        | Agency Mortgage-Backed Securities |
| GNII SF DG6146 C     | 2045-02-20      | 6.5000%  | 0.0000% | $1112966.00        | $1134459.79        | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2759365.80        | Agency Mortgage-Backed Securities |
| GNII SF DN4875 C     | 2055-12-20      | 5.0000%  | 0.0000% | $13803856.00       | $13886923.01       | Agency Mortgage-Backed Securities |
| GNII SF DM2602 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1433448.00        | $1500579.26        | Agency Mortgage-Backed Securities |
| GNAR AF MB0821 M     | 2055-12-20      | 3.5000%  | 0.0000% | $54342208.00       | $53033031.77       | Agency Mortgage-Backed Securities |
| GNII SF DN6083 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4487616.00        | $4683081.03        | Agency Mortgage-Backed Securities |
| GNII SF DN0344 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3446080.00        | $3466817.36        | Agency Mortgage-Backed Securities |
| GNII SF DB4811 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1054838.00        | $550291.69         | Agency Mortgage-Backed Securities |
| GNII SP 788100 C     | 2055-08-20      | 5.5000%  | 0.0000% | $49452928.00       | $49572597.00       | Agency Mortgage-Backed Securities |
| GNMI SP 786767 X     | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6390012.81        | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $57827.00          | $6077.05           | Agency Mortgage-Backed Securities |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $85786.99          | Agency Mortgage-Backed Securities |
| GNII SF 545608 C     | 2030-10-20      | 3.5000%  | 0.0000% | $363214.00         | $30531.40          | Agency Mortgage-Backed Securities |
| GNII SP 784122 M     | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5017384.98        | Agency Mortgage-Backed Securities |
| GNMI SF 558897 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $35267.77          | Agency Mortgage-Backed Securities |
| GNII SP 788362 C     | 2055-12-20      | 4.5000%  | 0.0000% | $122187392.00      | $119542645.90      | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X     | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8906.50           | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2465579.23        | Agency Mortgage-Backed Securities |
| GNII ET DK1889 C     | 2065-05-20      | 6.5000%  | 0.0000% | $2466468.00        | $2571009.18        | Agency Mortgage-Backed Securities |
| GNII ET DJ6888 C     | 2065-05-20      | 6.0000%  | 0.0000% | $1026050.00        | $1046158.70        | Agency Mortgage-Backed Securities |
| GNII SF DK5624 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3070328.00        | $3184901.02        | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $776946.60         | Agency Mortgage-Backed Securities |
| GNII SF DI2010 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2597240.00        | $2711197.31        | Agency Mortgage-Backed Securities |
| GNII SF DI1930 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1437501.48        | Agency Mortgage-Backed Securities |
| GNII ET DO0115 C     | 2065-04-20      | 4.0000%  | 0.0000% | $753738.00         | $718958.95         | Agency Mortgage-Backed Securities |
| GNII SF DO2311 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1483650.00        | $1523397.48        | Agency Mortgage-Backed Securities |
| GNII SF DK7301 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $2148331.48        | Agency Mortgage-Backed Securities |
| GNII SF DI7988 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1338652.00        | $1395030.09        | Agency Mortgage-Backed Securities |
| GNII SF DK0399 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $1246956.06        | Agency Mortgage-Backed Securities |
| GNII ET DJ2150 C     | 2065-05-20      | 6.0000%  | 0.0000% | $2773792.00        | $2828436.88        | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $195142.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9760 | 2051-11-01      | 3.5000%  | 0.0000% | $8472752.00        | $3083722.39        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $450000.00         | $310992.18         | Agency Mortgage-Backed Securities |
| GNII SF DK0827 C     | 2055-07-20      | 6.5000%  | 0.0000% | $846769.00         | $844829.12         | Agency Mortgage-Backed Securities |
| GNII SF DJ4850 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1609590.00        | $1668553.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1518 | 2055-12-01      | 5.0000%  | 0.0000% | $16615968.00       | $16722636.98       | Agency Mortgage-Backed Securities |
| GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $18131.84          | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $10680000.00       | $6412053.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ1936 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1810462.00        | $1875525.43        | Agency Mortgage-Backed Securities |
| GNII SF DH3948 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1029506.00        | $1080808.77        | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $137328128.00      | $86676221.41       | Agency Mortgage-Backed Securities |
| GNPL PN DF5001       | 2060-11-15      | 5.2900%  | 0.0000% | $3950000.00        | $4046600.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ2484 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2407730.00        | $2533569.21        | Agency Mortgage-Backed Securities |
| GNII SF DH2897 C     | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $961956.23         | Agency Mortgage-Backed Securities |
| GNII SF DM4586 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1259790.00        | $1318612.26        | Agency Mortgage-Backed Securities |
| GNMI SF 726384 X     | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7577.14           | Agency Mortgage-Backed Securities |
| GNII SF MB0815 M     | 2054-12-20      | 6.0000%  | 0.0000% | $229193216.00      | $235878782.11      | Agency Mortgage-Backed Securities |
| GNII SF DM6146 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1002014.00        | $1051797.12        | Agency Mortgage-Backed Securities |
| GNII SF DN2340 C     | 2055-11-20      | 6.0000%  | 0.0000% | $3518090.00        | $3722005.74        | Agency Mortgage-Backed Securities |
| GNII SF DN5552 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3309752.00        | $3329665.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ1306 C     | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3663733.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2086 | 2055-12-01      | 6.0000%  | 0.0000% | $20063776.00       | $20897766.98       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTA0267 | 2055-12-01      | 4.0000%  | 0.0000% | $408140.00         | $381701.38         | Agency Mortgage-Backed Securities |
| GNII SF DJ3204 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2340350.00        | $2476758.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1328447.73        | Agency Mortgage-Backed Securities |
| GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3221473.97        | Agency Mortgage-Backed Securities |
| GNII ET DN9887 C     | 2065-08-20      | 4.0000%  | 0.0000% | $230735.00         | $219933.54         | Agency Mortgage-Backed Securities |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $1359154.00        | $746775.29         | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3337538.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8515 | 2055-11-01      | 5.0000%  | 0.0000% | $1685104.00        | $1701834.64        | Agency Mortgage-Backed Securities |
| GNII SF DO3767 C     | 2055-12-20      | 5.5000%  | 0.0000% | $19119008.00       | $19631193.47       | Agency Mortgage-Backed Securities |
| GNII SF AS6771 C     | 2039-02-20      | 6.0000%  | 0.0000% | $6019136.00        | $517282.58         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6704 | 2053-07-01      | 4.5000%  | 0.0000% | $3115564.00        | $2698147.65        | Agency Mortgage-Backed Securities |

### Security 640: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DD2N7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DD2N7
- **C.18 - Value (incl. sponsor support):** $527465008.99
- **C.18.a - Value (excl. sponsor support):** $527465008.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| BLACKROCK ETF TRUST II         ISHARES TOTAL RE | 2500-12-31      | N/A      | 0.0000% | $998.00            | $50778.24          | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $5337.00           | $210784.81         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES HIGH YIE | 2500-12-31      | N/A      | 0.0000% | $10515.00          | $541618.19         | Equities   |
| ETF SER SOLUTIONS              US GLOBAL TECHNO | 2500-12-31      | N/A      | 0.0000% | $8435.00           | $197294.65         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1083776.00        | $26411621.12       | Equities   |
| PROSHARES TR                   DECLINE RETAIL   | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $13827.46          | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $2041.00           | $84352.90          | Equities   |
| ISHARES TR                     MSCI WORLD SMALL | 2500-12-31      | N/A      | 0.0000% | $3790.00           | $116125.60         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6345.00           | $112084.42         | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $806.00            | $84057.74          | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $9086.00           | $280113.20         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $3524.00           | $180256.48         | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $881.00            | $16694.95          | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $8937.00           | $452882.47         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $28869.00          | $3102840.12        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1977.00           | $62769.75          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $627.00            | $56762.69          | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $14758.00          | $924883.86         | Equities   |
| JANUS DETROIT STR TR           HENDERSON INCOME | 2500-12-31      | N/A      | 0.0000% | $6041.00           | $304798.65         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $254464.00         | $12679941.12       | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $215171.00         | $26412240.25       | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $52549.56          | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $487042.00         | $26412287.66       | Equities   |
| FIDELITY GREENWOOD STREET TR   MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $743.00            | $39509.03          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $50319.00          | $1188031.59        | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $86186.08          | Equities   |
| PIMCO ETF TR                   MUNI INCOME OPP  | 2500-12-31      | N/A      | 0.0000% | $65398.00          | $2974301.04        | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $3096.00           | $85760.75          | Equities   |
| PIMCO ETF TR                   SHTRM MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $26586.00          | $1344321.09        | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $5691.00           | $302192.10         | Equities   |
| TEMA ETF TRUST                 AMERICAN RESH    | 2500-12-31      | N/A      | 0.0000% | $612.00            | $27403.52          | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $26854.00          | $879135.51         | Equities   |
| NORTHERN FDS                   2045 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $75.00             | $7550.20           | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $980.60            | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2764.00           | $63941.27          | Equities   |
| USCF ETF TR                    USCF SUSTAINABLE | 2500-12-31      | N/A      | 0.0000% | $409.00            | $11458.18          | Equities   |
| INVESCO EXCH TRADED FD TR II   NY AMT FRE MUN   | 2500-12-31      | N/A      | 0.0000% | $16538.00          | $368797.40         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $6015.00           | $321837.99         | Equities   |
| EVAXION AS                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $26030.00          | $124423.40         | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $60229.00          | $2642848.52        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $3828.00           | $79852.08          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION M | 2500-12-31      | N/A      | 0.0000% | $64014.00          | $1686768.90        | Equities   |
| INVESCO EXCH TRADED FD TR II   EQUAL WEGT 0-30  | 2500-12-31      | N/A      | 0.0000% | $85107.00          | $2355336.23        | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $10559.00          | $263975.00         | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $12523.00          | $365631.53         | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $86109.00          | $4658496.90        | Equities   |
| VANECK ETF TRUST               ENVIRONMENTAL SR | 2500-12-31      | N/A      | 0.0000% | $507.00            | $19595.55          | Equities   |
| VANGUARD WORLD FD              MEGA CAP INDEX   | 2500-12-31      | N/A      | 0.0000% | $1394.00           | $352431.08         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3668352.00        | $26412134.40       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $38283.00          | $26412207.36       | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1182816.00        | $26412281.28       | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $50635.00          | $2307943.30        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $8125.00           | $389918.75         | Equities   |
| SPDR S&P MIDCAP 400 ETF TR     UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $43337.00          | $26411734.65       | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $1013516.00        | $26412226.96       | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $114354.00         | $9017956.44        | Equities   |
| PIMCO ETF TR                   15+ YR US TIPS   | 2500-12-31      | N/A      | 0.0000% | $5483.00           | $286596.41         | Equities   |
| RBB FD INC                     FM ULTRASHORT TR | 2500-12-31      | N/A      | 0.0000% | $1744.00           | $86633.20          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $403610.00         | $26412238.40       | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $633.00            | $15720.56          | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $35380.00          | $17395992.20       | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $8713.00           | $484488.11         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $210.00            | $5460.00           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3993.00           | $383467.75         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $16898.00          | $1098373.38        | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1094.00           | $30905.50          | Equities   |
| GRUPO AEROPUERTO DEL PACIFICO  SPON ADS B       | 2500-12-31      | N/A      | 0.0000% | $10115.00          | $2662166.85        | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $317.00            | $7398.88           | Equities   |
| VANECK ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $5303.00           | $75090.48          | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $267818.00         | $26412211.16       | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $3540.00           | $54862.21          | Equities   |
| ISHARES TR                     CORE S&P MCP ETF | 2500-12-31      | N/A      | 0.0000% | $10438.00          | $696214.60         | Equities   |
| ETF OPPORTUNITIES TRUST        SMI 3FOURTEEN FU | 2500-12-31      | N/A      | 0.0000% | $2645.00           | $66654.00          | Equities   |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $716.00            | $21061.35          | Equities   |
| EXCHANGE PLACE ADVISORS TRUST  NORTH SQUARE RCI | 2500-12-31      | N/A      | 0.0000% | $21397.00          | $549902.90         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $33900.00          | $2530974.00        | Equities   |
| WISDOMTREE TR                  EUROPE DEFENSE F | 2500-12-31      | N/A      | 0.0000% | $884.00            | $25733.24          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $5275.00           | $343337.62         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $653.00            | $16419.69          | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $151.00            | $1519.06           | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2026 | 2500-12-31      | N/A      | 0.0000% | $947.00            | $23603.97          | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $71941.30          | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $728.00            | $25759.99          | Equities   |
| VALNEVA SE                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10638.00          | $88614.54          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP INTL  | 2500-12-31      | N/A      | 0.0000% | $1438.00           | $19434.57          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6204.00           | $155376.70         | Equities   |
| THORNBURG ETF TR               MULTI SECTOR BD  | 2500-12-31      | N/A      | 0.0000% | $14601.00          | $373420.58         | Equities   |
| NEOS ETF TRUST                 NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $3904.00           | $211792.00         | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $102547.00         | $1048030.34        | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $6211.00           | $277165.88         | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $56883.00          | $225256.68         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $16.00             | $451.62            | Equities   |
| GLOBAL X FDS                   EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $541.00            | $18371.55          | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $227.00            | $14634.69          | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $102895.25         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ ARTFCIAL   | 2500-12-31      | N/A      | 0.0000% | $17566.00          | $920952.00         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1659.00           | $58952.56          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $825640.00         | $26412223.60       | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1943100.00        | $25454610.00       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $41810.00          | $26412213.20       | Equities   |
| VANECK ETF TRUST               GREEN BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $26549.00          | $647397.36         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $4171.00           | $85568.07          | Equities   |
| PROSHARES TR                   ULTR NASDAQCMPTG | 2500-12-31      | N/A      | 0.0000% | $497.00            | $18643.07          | Equities   |
| PROSHARES TR                   ULTRA CYBRSCURTY | 2500-12-31      | N/A      | 0.0000% | $554.00            | $29833.84          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR RAFI STRATGIC US | 2500-12-31      | N/A      | 0.0000% | $8283.00           | $476660.97         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $3011.00           | $76782.31          | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $2548.00           | $131120.08         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $221426.00         | $1022988.12        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $1704.00           | $36218.35          | Equities   |
| DOUBLELINE ETF TRUST           ASSET BACKED SEC | 2500-12-31      | N/A      | 0.0000% | $491.00            | $25006.63          | Equities   |
| DIREXION SHS ETF TR            DLY AAPL BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $1952.00           | $25454.08          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INDL INDX   | 2500-12-31      | N/A      | 0.0000% | $303.00            | $25218.69          | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1257640.00        | $2226022.80        | Equities   |
| PIMCO ETF TR                   ENHAN SHRT MA AC | 2500-12-31      | N/A      | 0.0000% | $13179.00          | $1326598.14        | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $721.00            | $13655.74          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $16279.00          | $1037678.81        | Equities   |
| ADVISORS SER TR                SCHARF GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $3894.00           | $161075.31         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD CONSU | 2500-12-31      | N/A      | 0.0000% | $4485.00           | $167335.35         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $20829.00          | $841491.60         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $5338.00           | $197944.78         | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $2224.00           | $121246.92         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $16025.00          | $927286.62         | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $8639.00           | $379430.93         | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $89699.00          | $19010806.06       | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $1581.00           | $37501.32          | Equities   |
| WISDOMTREE TR                  JAPAN OPPORTUNIT | 2500-12-31      | N/A      | 0.0000% | $19085.00          | $886101.28         | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29790.00          | $299985.30         | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $10291.00          | $109393.33         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $17109.00          | $177933.60         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42881.00          | $434384.53         | Equities   |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $453009.00         | $2967208.95        | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $316.00            | $8971.24           | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $290632.00         | $7899377.76        | Equities   |
| PACER FDS TR                   TRENDPILOT FD    | 2049-12-31      | N/A      | 0.0000% | $74.00             | $2566.11           | Equities   |
| VICTORY PORTFOLIOS II          SHARES INTERNATN | 2500-12-31      | N/A      | 0.0000% | $32970.00          | $916071.45         | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1370.00           | $57498.90          | Equities   |
| DBX ETF TR                     XTRACK MUN INFRA | 2500-12-31      | N/A      | 0.0000% | $17989.00          | $442130.04         | Equities   |
| ASCENTAGE PHARMA GROUP INTL    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7267.00           | $189450.69         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3147.28           | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $4365.00           | $62550.45          | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $26249.00          | $742148.48         | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $3424.00           | $174572.64         | Equities   |
| NORTHERN FDS                   2030 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $191.00            | $19074.06          | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $965.24            | Equities   |
| RBB FD INC                     US TREASRY 12 MT | 2500-12-31      | N/A      | 0.0000% | $1770.00           | $88827.45          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $10756.00          | $358712.60         | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $2826.00           | $53694.00          | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48318.00          | $485112.72         | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $99416.00          | $1004101.60        | Equities   |
| DBX ETF TR                     XTRACKERS CYBER  | 2500-12-31      | N/A      | 0.0000% | $549.00            | $18301.30          | Equities   |
| BAYVIEW ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $32460.12          | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $137.00            | $9403.68           | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $15696.00          | $861867.36         | Equities   |
| ADVISORS INNER CIRCLE FD II    CULLEN ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $5048.00           | $128883.01         | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $227204.30         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $472452.00         | $562217.88         | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $792.00            | $24669.37          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $69288.00          | $9585301.92        | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $33985.00          | $967532.56         | Equities   |
| NOKIA CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2796084.00        | $18202506.84       | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $629.00            | $15986.03          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $357500.00         | $26412100.00       | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3566.00           | $59675.94          | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $306.00            | $6885.77           | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $7823.00           | $390445.93         | Equities   |
| TIDAL TRUST II                 YIELDMAX ABNB OP | 2500-12-31      | N/A      | 0.0000% | $1543.00           | $73498.18          | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $159813.00         | $26412294.51       | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $219112.00         | $9380184.72        | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $2223.00           | $118690.19         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $82473.85          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $8211.00           | $1862747.46        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $18604.00          | $461379.20         | Equities   |
| BITWISE 10 CRYPTO INDEX ETF    UNIT BENEFICIAL  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2358.80           | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4424.00           | $148438.91         | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $156.00            | $6262.39           | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $340630.00         | $3586833.90        | Equities   |
| NEUBERGER BERMAN ETF TRUST     EMRG MKTS DEBT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2096.80           | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $5930.00           | $62087.10          | Equities   |

### Security 641: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.710000%
- **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: ARP1DEMO1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DEMO1
- **C.18 - Value (incl. sponsor support):** $1624000000.00
- **C.18.a - Value (excl. sponsor support):** $1624000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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

**C.8 - Repurchase 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 | 2027-02-28      | 1.1250%  | 0.0000% | $2499800.00        | $2442335.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $27658000.00       | $24335477.62       | U.S. Treasuries (including strips)        |
| 03.500 FGPC G08466 G   | 2041-11-01      | 3.5000%  | 0.0000% | $1274.00           | $77.96             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1015.00           | $563.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5336   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $821.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5603   | 2055-12-01      | 4.5000%  | 0.0000% | $17068375.00       | $16857119.72       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5466   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.89           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1037   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.09           | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $1042.00           | $96.95             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5517   | 2055-06-01      | 5.0000%  | 0.0000% | $1001.00           | $1000.50           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3995   | 2055-05-01      | 5.5000%  | 0.0000% | $2016.00           | $2046.54           | Agency Mortgage-Backed Securities         |
| GNII SF CR2398 C       | 2053-06-20      | 6.0000%  | 0.0000% | $2743855.00        | $2862787.33        | Agency Mortgage-Backed Securities         |
| GNII SF DN4502 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1821538.00        | $1894262.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1095   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.22           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0350   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1142   | 2055-08-01      | 6.0000%  | 0.0000% | $3668004.00        | $3805702.34        | Agency Mortgage-Backed Securities         |
| GNII SF AI6300 C       | 2044-06-20      | 4.5000%  | 0.0000% | $2527348.00        | $276834.80         | Agency Mortgage-Backed Securities         |
| GNII SF DO5577 C       | 2055-12-20      | 6.0000%  | 0.0000% | $485727.00         | $503631.87         | Agency Mortgage-Backed Securities         |
| GNII SF DO4530 C       | 2055-11-20      | 5.0000%  | 0.0000% | $13115.00          | $13096.04          | Agency Mortgage-Backed Securities         |
| GNII SF MB0620 M       | 2047-07-20      | 4.0000%  | 0.0000% | $747245.00         | $705967.36         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0113   | 2040-07-01      | 4.0000%  | 0.0000% | $1033029.00        | $42729.29          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789   | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $936.24            | Agency Mortgage-Backed Securities         |
| GNII SF DI6230 C       | 2055-03-20      | 6.5000%  | 0.0000% | $509352.00         | $472937.45         | Agency Mortgage-Backed Securities         |
| GNII SF DO4080 C       | 2055-12-20      | 6.0000%  | 0.0000% | $5000.00           | $5184.31           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0120   | 2056-07-01      | 4.0000%  | 0.0000% | $1024.00           | $335.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3211   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $642.56            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8070   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $979.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW1373   | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $764.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD6249   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $298.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8892   | 2053-04-01      | 6.0000%  | 0.0000% | $1040.00           | $775.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6698   | 2053-07-01      | 5.5000%  | 0.0000% | $25846040.00       | $19352622.71       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8291   | 2053-07-01      | 5.5000%  | 0.0000% | $1001.00           | $873.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7112   | 2052-03-01      | 3.5000%  | 0.0000% | $18260720.00       | $14234953.86       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7711   | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $804.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $657000.00         | $565370.42         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1007   | 2055-09-01      | 5.5000%  | 0.0000% | $6663296.00        | $6767361.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $869.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CNMA5688   | 2035-03-01      | 5.5000%  | 0.0000% | $474266.00         | $406270.51         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9941   | 2054-11-01      | 5.0000%  | 0.0000% | $4021910.00        | $3682722.28        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4854   | 2052-11-01      | 2.5000%  | 0.0000% | $12729673.00       | $9762058.19        | Agency Mortgage-Backed Securities         |
| GNII SF DL1758 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.56           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $992400.00         | $1022548.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $11928200.00       | $12375984.63       | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLMA4782   | 2052-10-01      | 3.5000%  | 0.0000% | $399000.00         | $308549.48         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $700.00            | $685.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.04            | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLCA4860   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $333.87            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $1023.00           | $396.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 520826 X       | 2035-03-15      | 5.5000%  | 0.0000% | $6288119.00        | $61909.40          | Agency Mortgage-Backed Securities         |
| GNMI SP 783686 X       | 2040-12-15      | 5.5000%  | 0.0000% | $1060000.00        | $53207.49          | Agency Mortgage-Backed Securities         |
| GNII SF DF6858 C       | 2054-11-20      | 5.0000%  | 0.0000% | $3046353.00        | $2985568.00        | Agency Mortgage-Backed Securities         |
| GNMI SP 784107 X       | 2038-12-15      | 6.0000%  | 0.0000% | $1000.00           | $177.98            | Agency Mortgage-Backed Securities         |
| GNMI SF 736106 X       | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $38.82             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1402700.00        | $1322840.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $600.00            | $618.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $21219800.00       | $21607739.68       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQH8837   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $750.73            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $1952.00           | $1.50              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1860   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $203.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE8974   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1240   | 2055-10-01      | 5.5000%  | 0.0000% | $4515806.00        | $4623360.62        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF3886   | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1069.07           | Agency Mortgage-Backed Securities         |
| GNRA 2025-004 FH       | 2055-01-20      | 5.2177%  | 0.0000% | $1885.00           | $1381.65           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.98            | U.S. Treasuries (including strips)        |
| GNII SF DO4577 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1011.00           | $1079.07           | Agency Mortgage-Backed Securities         |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $1760011.00        | $74641.42          | Agency Mortgage-Backed Securities         |
| GNII SP 784105 M       | 2044-11-20      | 4.0000%  | 0.0000% | $19672000.00       | $1914806.00        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $94700.00          | $95597.47          | U.S. Treasuries (including strips)        |
| GNII SP 783967 C       | 2044-12-20      | 4.2500%  | 0.0000% | $1000.00           | $307.87            | Agency Mortgage-Backed Securities         |
| GNII SF 004992 M       | 2038-10-20      | 6.5000%  | 0.0000% | $1000.00           | $40.92             | Agency Mortgage-Backed Securities         |
| GNII SF DO2207 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1383583.00        | $1430053.71        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $70.39             | U.S. Treasuries (including strips)        |
| GNII SF DI3419 C       | 2055-04-20      | 6.5000%  | 0.0000% | $609139.00         | $634990.94         | Agency Mortgage-Backed Securities         |
| GNII SF MB0422 M       | 2055-05-20      | 4.5000%  | 0.0000% | $275247.00         | $266612.21         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $483.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7070   | 2051-04-01      | 3.0000%  | 0.0000% | $3755451.00        | $1897604.53        | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M       | 2047-03-20      | 3.5000%  | 0.0000% | $655341.00         | $76161.47          | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $3245.00           | $313.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5872   | 2055-06-01      | 5.0000%  | 0.0000% | $1013.00           | $987.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5251   | 2055-06-01      | 5.5000%  | 0.0000% | $49035520.00       | $46987360.37       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0243   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5991   | 2055-08-01      | 6.0000%  | 0.0000% | $31786672.00       | $30460553.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5117   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $953.63            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5391   | 2051-06-01      | 3.0000%  | 0.0000% | $1412.00           | $982.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3166   | 2055-07-01      | 6.0000%  | 0.0000% | $1053560.00        | $1030642.56        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6119   | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $950.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6055   | 2055-06-01      | 6.5000%  | 0.0000% | $1019.00           | $1076.41           | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $2056.00           | $1820.54           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7150   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $877.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9745   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $956.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0933   | 2040-04-01      | 5.5000%  | 0.0000% | $4107.00           | $221.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4054   | 2055-05-01      | 6.0000%  | 0.0000% | $898411.00         | $824701.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8890   | 2055-11-01      | 6.0000%  | 0.0000% | $1011.00           | $1009.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1159.00           | $1049.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9383   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4351   | 2055-06-01      | 5.0000%  | 0.0000% | $1275488.00        | $1269079.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9311   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1906   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF0418   | 2055-10-01      | 5.0000%  | 0.0000% | $24744112.00       | $24523654.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5576   | 2055-12-01      | 5.5000%  | 0.0000% | $1003.00           | $1029.75           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8715   | 2051-01-01      | 2.0000%  | 0.0000% | $47049728.00       | $25961522.92       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9020   | 2054-03-01      | 5.5000%  | 0.0000% | $3540978.00        | $3162821.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0952   | 2032-01-01      | 4.0000%  | 0.0000% | $1000.00           | $45.74             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6649   | 2048-11-01      | 3.5000%  | 0.0000% | $9470160.00        | $7404633.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9800   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $944.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $253.83            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $200.00            | $208.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $6419500.00        | $6496009.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $16207200.00       | $17165754.59       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $700.00            | $693.70            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $2458100.00        | $1783472.77        | U.S. Treasuries (including strips)        |
| GNMI SF 732428 X       | 2040-03-15      | 4.5000%  | 0.0000% | $2895000.00        | $62434.75          | Agency Mortgage-Backed Securities         |
| GNII SF MB0367 M       | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $990.21            | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $2038.00           | $1929.44           | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $587147.00         | $555871.92         | Agency Mortgage-Backed Securities         |
| GNII SF DN4266 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2991560.00        | $3148584.73        | Agency Mortgage-Backed Securities         |
| GNII SF MB0256 M       | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $930.53            | Agency Mortgage-Backed Securities         |
| GNMI SP 784500 X       | 2047-02-15      | 3.0000%  | 0.0000% | $123000.00         | $41302.34          | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $2030.00           | $1749.31           | Agency Mortgage-Backed Securities         |
| GNII SF DO3575 C       | 2055-10-20      | 5.5000%  | 0.0000% | $575476.00         | $596782.24         | Agency Mortgage-Backed Securities         |
| GNPL PN CO1751         | 2058-04-15      | 4.9000%  | 0.0000% | $2272.00           | $2230.76           | Agency Mortgage-Backed Securities         |
| GNMI SF 642061 X       | 2036-07-15      | 6.5000%  | 0.0000% | $1002.00           | $44.56             | Agency Mortgage-Backed Securities         |
| GNRA 2025-196 FN       | 2055-11-20      | 5.3177%  | 0.0000% | $35358721.00       | $33797121.33       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCC1155   | 2055-10-01      | 5.0000%  | 0.0000% | $44723000.00       | $45087978.76       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ5789   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.82           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.74             | U.S. Treasuries (including strips)        |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $3426.00           | $856.52            | Agency Mortgage-Backed Securities         |
| GNII SF DN8506 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1084504.00        | $1113556.05        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2092   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $192.34            | Agency Mortgage-Backed Securities         |
| GNPL PN CP3736         | 2058-02-15      | 4.9500%  | 0.0000% | $1000.00           | $983.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673   | 2055-04-01      | 5.5000%  | 0.0000% | $10049440.00       | $9166254.86        | Agency Mortgage-Backed Securities         |
| GNII SF DO3659 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1406261.00        | $1443943.44        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1918   | 2052-03-01      | 2.0000%  | 0.0000% | $7000.00           | $5551.45           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1095   | 2052-08-01      | 3.0000%  | 0.0000% | $4711750.00        | $3905040.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1776.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2737   | 2046-09-01      | 3.0000%  | 0.0000% | $53041760.00       | $8519469.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2549   | 2054-12-01      | 5.5000%  | 0.0000% | $2309144.00        | $2336771.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1474   | 2055-04-01      | 6.5000%  | 0.0000% | $1617008.00        | $1534482.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2128   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1750   | 2054-12-01      | 5.0000%  | 0.0000% | $14892551.00       | $14007036.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDE5256   | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1006   | 2055-09-01      | 5.5000%  | 0.0000% | $1592584.00        | $1618897.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5868   | 2055-02-01      | 6.0000%  | 0.0000% | $27820448.00       | $26744494.35       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CQMA0708   | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $43.49             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0217   | 2037-08-01      | 6.0000%  | 0.0000% | $4000.00           | $87.99             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI7743   | 2054-06-01      | 6.0000%  | 0.0000% | $19564001.00       | $17473535.32       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4646   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.41           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3065   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $233.73            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR7795   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $560.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $2102.00           | $1115.11           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ0088   | 2055-08-01      | 5.0000%  | 0.0000% | $1001.00           | $1003.44           | Agency Mortgage-Backed Securities         |
| GNII SF 004559 M       | 2039-10-20      | 5.0000%  | 0.0000% | $1000.00           | $27.20             | Agency Mortgage-Backed Securities         |
| GNII SF DO7618 C       | 2055-12-20      | 5.0000%  | 0.0000% | $471100.00         | $474747.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6045   | 2055-06-01      | 5.5000%  | 0.0000% | $2001.00           | $2044.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0160   | 2055-04-01      | 6.5000%  | 0.0000% | $1121770.00        | $1169859.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3004   | 2055-05-01      | 6.5000%  | 0.0000% | $1001.00           | $884.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1484   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1872.93           | Agency Mortgage-Backed Securities         |
| GNII SF MB0687 M       | 2055-10-20      | 6.0000%  | 0.0000% | $640244.00         | $652667.16         | Agency Mortgage-Backed Securities         |
| GNII JM 004187 M       | 2038-07-20      | 5.5000%  | 0.0000% | $9164147.00        | $26466.54          | Agency Mortgage-Backed Securities         |
| GNRA 2025-172 GF       | 2055-10-20      | 4.9177%  | 0.0000% | $5606681.00        | $5601380.14        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $1024.00           | $575.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA7772 M       | 2051-12-20      | 5.0000%  | 0.0000% | $1000.00           | $493.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $2156894.00        | $1484091.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $3111.00           | $2235.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0632   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.66           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY9669   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $3101.00           | $1925.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M       | 2047-03-20      | 3.5000%  | 0.0000% | $178715959.00      | $20769751.76       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1970   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6905   | 2054-11-01      | 6.0000%  | 0.0000% | $1022.00           | $948.16            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $1050.00           | $854.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6752   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $811.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1452   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $660.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.2742%  | 0.0000% | $10000991.00       | $9335301.21        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8178   | 2051-11-01      | 2.5000%  | 0.0000% | $1024.00           | $644.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 636292 X       | 2035-04-15      | 5.0000%  | 0.0000% | $25003.00          | $183.53            | Agency Mortgage-Backed Securities         |
| GNII SP 785221 C       | 2050-12-20      | 2.0000%  | 0.0000% | $399000.00         | $199321.50         | Agency Mortgage-Backed Securities         |
| GNHF PF 786143 H       | 2067-10-20      | 4.5120%  | 0.0000% | $928000.00         | $136978.20         | Agency Mortgage-Backed Securities         |
| GNII SP 785349 C       | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $591.28            | Agency Mortgage-Backed Securities         |
| GNII SP 785300 C       | 2051-02-20      | 3.0000%  | 0.0000% | $1024.00           | $559.68            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $311000.00         | $308421.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.42             | U.S. Treasuries (including strips)        |
| GNII SF 004713 M       | 2040-06-20      | 4.5000%  | 0.0000% | $4433024.00        | $159827.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0852   | 2054-02-01      | 6.5000%  | 0.0000% | $5127220.00        | $4577745.51        | Agency Mortgage-Backed Securities         |
| GNII SF 004495 M       | 2039-07-20      | 4.5000%  | 0.0000% | $1001.00           | $33.06             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $36000.00          | $35782.38          | U.S. Treasuries (including strips)        |
| GNRA 2025-169 FC       | 2055-10-20      | 4.9177%  | 0.0000% | $99997500.00       | $98807764.59       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL0889   | 2055-04-01      | 6.0000%  | 0.0000% | $2160.00           | $2116.55           | Agency Mortgage-Backed Securities         |
| GNII SF 003774 M       | 2035-10-20      | 5.5000%  | 0.0000% | $25000.00          | $429.99            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $99900.00          | $100548.13         | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY8608   | 2055-07-01      | 6.0000%  | 0.0000% | $1090884.00        | $1018552.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ1277   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $872.27            | Agency Mortgage-Backed Securities         |
| GNII JM MB0473 M       | 2055-07-20      | 6.0000%  | 0.0000% | $25270.00          | $24999.91          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6930   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $973.08            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.49             | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQY0235   | 2055-04-01      | 5.5000%  | 0.0000% | $813299.00         | $688257.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6109   | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $879.52            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2542   | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $931.25            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3989   | 2055-01-01      | 5.5000%  | 0.0000% | $2025.00           | $1939.58           | Agency Mortgage-Backed Securities         |
| GNII SF DN5763 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3894024.00        | $4018379.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2426   | 2055-05-01      | 5.5000%  | 0.0000% | $4057484.00        | $4025905.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5833   | 2045-09-01      | 5.0000%  | 0.0000% | $359749.00         | $343737.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8023   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $860.31            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU1062   | 2051-10-01      | 2.5000%  | 0.0000% | $1001.00           | $639.93            | Agency Mortgage-Backed Securities         |
| GNII SF DO2253 C       | 2055-11-20      | 6.0000%  | 0.0000% | $624631.00         | $650147.47         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS7514   | 2037-06-01      | 2.0000%  | 0.0000% | $1000.00           | $728.56            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6273   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0779   | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1024.15           | Agency Mortgage-Backed Securities         |
| GNRA 2025-188 FB       | 2055-11-20      | 5.3177%  | 0.0000% | $100000000.00      | $96667832.42       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ5742   | 2055-10-01      | 6.0000%  | 0.0000% | $2001.00           | $2074.87           | Agency Mortgage-Backed Securities         |
| GNII SF 618393 C       | 2041-09-20      | 4.0000%  | 0.0000% | $1000.00           | $51.54             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0613   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $985.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9320   | 2055-07-01      | 6.5000%  | 0.0000% | $1154948.00        | $1215818.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5495   | 2055-09-01      | 6.0000%  | 0.0000% | $1446697.00        | $1507125.38        | Agency Mortgage-Backed Securities         |
| GNRA 2025-025 XF       | 2065-02-20      | 5.1177%  | 0.0000% | $1819.00           | $1293.71           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY5630   | 2055-06-01      | 6.5000%  | 0.0000% | $2001.00           | $1549.92           | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $83033.00          | $55066.03          | Agency Mortgage-Backed Securities         |
| GNII SF DH8358 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $956.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0632   | 2055-02-01      | 5.0000%  | 0.0000% | $27726210.00       | $26127650.85       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8465   | 2054-05-01      | 4.5000%  | 0.0000% | $12525714.00       | $11206774.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL944706   | 2037-07-01      | 6.0000%  | 0.0000% | $4096.00           | $71.13             | Agency Mortgage-Backed Securities         |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $2022.00           | $453.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $582.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6186   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $890.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7480   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $804.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9373   | 2054-10-01      | 5.0000%  | 0.0000% | $49165520.00       | $47457920.04       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3077   | 2054-03-01      | 4.0000%  | 0.0000% | $12190339.00       | $11629642.28       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFM9827   | 2041-03-01      | 2.0000%  | 0.0000% | $5118720.00        | $3051654.85        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4911   | 2052-12-01      | 3.0000%  | 0.0000% | $3024.00           | $2331.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0076   | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1049.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8189   | 2055-03-01      | 5.5000%  | 0.0000% | $2628287.00        | $2665026.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0633   | 2055-02-01      | 5.5000%  | 0.0000% | $16349292.00       | $15798532.19       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4435   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4044   | 2055-01-01      | 6.0000%  | 0.0000% | $4924556.00        | $4583293.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2843   | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1629   | 2055-09-01      | 5.5000%  | 0.0000% | $2446880.00        | $2510714.22        | Agency Mortgage-Backed Securities         |
| GNII SF 004169 M       | 2038-06-20      | 5.5000%  | 0.0000% | $1003.00           | $12.44             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4890   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.94           | Agency Mortgage-Backed Securities         |
| GNII SF DO8510 C       | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $996.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1104   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 717801 X       | 2039-06-15      | 4.5000%  | 0.0000% | $1000.00           | $69.11             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8852   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $779.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA9666 M       | 2054-05-20      | 4.5000%  | 0.0000% | $1000.00           | $930.27            | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $877.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $915.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599   | 2052-05-01      | 3.0000%  | 0.0000% | $1420000.00        | $1012836.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $1134.00           | $1032.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1421   | 2050-05-01      | 5.0000%  | 0.0000% | $5263330.00        | $4733720.50        | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $1504001.00        | $782633.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $2040.00           | $1390.90           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH9923   | 2054-01-01      | 6.5000%  | 0.0000% | $1087622.00        | $1121520.16        | Agency Mortgage-Backed Securities         |
| GNII SF MA8346 M       | 2052-10-20      | 4.0000%  | 0.0000% | $1600.00           | $1197.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $735.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2102   | 2054-08-01      | 6.0000%  | 0.0000% | $12760138.00       | $11852117.84       | Agency Mortgage-Backed Securities         |
| GNII SF MA7767 M       | 2051-12-20      | 2.5000%  | 0.0000% | $711180.00         | $437929.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0163   | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $21.47             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2555   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $918.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9967   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5483   | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $159.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5165   | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1023.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3743   | 2055-05-01      | 6.5000%  | 0.0000% | $1152570.00        | $1119784.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2324   | 2055-05-01      | 5.5000%  | 0.0000% | $1051.00           | $1074.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5981   | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $1040.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0220   | 2038-10-01      | 6.0000%  | 0.0000% | $2257.00           | $24.76             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0358   | 2054-11-01      | 5.0000%  | 0.0000% | $2523000.00        | $2494632.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6277   | 2055-10-01      | 5.5000%  | 0.0000% | $1187.00           | $1209.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $146.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6610   | 2055-02-01      | 5.0000%  | 0.0000% | $43592.00          | $40913.42          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9138   | 2050-03-01      | 4.0000%  | 0.0000% | $12775099.00       | $6235587.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3190   | 2055-10-01      | 6.0000%  | 0.0000% | $13000970.00       | $13440625.50       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6786   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $817.29            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7131   | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $448.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6633   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $484.70            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2707   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $781.31            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $7925.00           | $146.83            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $1000.00           | $812.23            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.02             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $17000.00          | $14685.17          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $11923800.00       | $12337766.47       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $200.00            | $204.52            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQJ4546   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $995.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3213   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $783.34            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP5613   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $389.82            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.15            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $4700200.00        | $4857900.80        | U.S. Treasuries (including strips)        |
| GNII SP 785591 C       | 2051-08-20      | 3.0000%  | 0.0000% | $1000.00           | $622.05            | Agency Mortgage-Backed Securities         |
| GNII SP 786384 C       | 2052-09-20      | 5.5000%  | 0.0000% | $37086.00          | $35530.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $752.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $50730874.00       | $32708878.93       | Agency Mortgage-Backed Securities         |
| GNII SF MA8048 M       | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $573.91            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $639700.00         | $630598.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $147000.00         | $146251.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $9278100.00        | $9224191.28        | U.S. Treasuries (including strips)        |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $692.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8355   | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1023.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT9868   | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $582.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M       | 2052-01-20      | 2.0000%  | 0.0000% | $1000.00           | $614.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2032.00           | $1082.28           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1973   | 2054-07-01      | 6.0000%  | 0.0000% | $5828320.00        | $5280254.69        | Agency Mortgage-Backed Securities         |
| GNII SF 716954 C       | 2039-05-20      | 4.5000%  | 0.0000% | $1636992.00        | $192085.45         | Agency Mortgage-Backed Securities         |
| GNII SF DI3141 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.41           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY8867   | 2055-07-01      | 7.0000%  | 0.0000% | $1525720.00        | $1581693.20        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY8878   | 2055-07-01      | 7.0000%  | 0.0000% | $498840.00         | $529139.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7211   | 2055-07-01      | 6.0000%  | 0.0000% | $5074728.00        | $4483017.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8634   | 2055-07-01      | 6.5000%  | 0.0000% | $1037770.00        | $1086209.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9437   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.09           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $20415000.00       | $20709056.76       | U.S. Treasuries (including strips)        |
| GNII SP 785720 C       | 2051-10-20      | 3.0000%  | 0.0000% | $2024.00           | $1452.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0971   | 2055-12-01      | 5.5000%  | 0.0000% | $7599290.00        | $7793104.82        | Agency Mortgage-Backed Securities         |
| GNII SF DN4985 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1082.00           | $1110.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $459.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0090   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $985.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $2000.00           | $1718.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS9497   | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $899.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9184   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $543.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1509   | 2055-11-01      | 5.0000%  | 0.0000% | $2138527.00        | $2149804.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0771   | 2054-03-01      | 6.0000%  | 0.0000% | $1008.00           | $899.22            | Agency Mortgage-Backed Securities         |
| GNII SF DO2254 C       | 2055-11-20      | 6.0000%  | 0.0000% | $37405.00          | $38935.18          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2632   | 2055-09-01      | 5.5000%  | 0.0000% | $2017.00           | $2053.10           | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $2048.00           | $1930.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6687   | 2055-10-01      | 5.5000%  | 0.0000% | $1003.00           | $989.97            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.24             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.59            | U.S. Treasuries (including strips)        |
| GNII SF DO9183 C       | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1010.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9225   | 2055-11-01      | 5.5000%  | 0.0000% | $1019.00           | $1038.00           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $336200.00         | $333872.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $46000.00          | $45973.73          | U.S. Treasuries (including strips)        |
| GNMI SF 627013 X       | 2045-11-15      | 3.0000%  | 0.0000% | $211961.00         | $85248.32          | Agency Mortgage-Backed Securities         |
| GNPL PN DM0353         | 2060-10-15      | 5.5100%  | 0.0000% | $1000.00           | $1036.44           | Agency Mortgage-Backed Securities         |
| GNII SF DL7969 C       | 2055-08-20      | 6.5000%  | 0.0000% | $336685.00         | $352960.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $2209.00           | $1826.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7242   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $759.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9838   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $781.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9269   | 2055-10-01      | 5.5000%  | 0.0000% | $3934365.00        | $4017754.42        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9641   | 2050-07-01      | 3.5000%  | 0.0000% | $439000.00         | $370288.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1911   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1328   | 2042-12-01      | 3.5000%  | 0.0000% | $57674500.00       | $8287995.59        | Agency Mortgage-Backed Securities         |
| GNII SF 004470 M       | 2039-06-20      | 5.5000%  | 0.0000% | $3986956.00        | $184426.38         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9934   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.92           | Agency Mortgage-Backed Securities         |
| GNII JM 004879 M       | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $16.13             | Agency Mortgage-Backed Securities         |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $41850.00          | $2361.60           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4280   | 2051-03-01      | 1.5000%  | 0.0000% | $1024.00           | $589.17            | Agency Mortgage-Backed Securities         |
| GNII JP 786298 M       | 2037-12-20      | 2.5000%  | 0.0000% | $100000.00         | $57858.44          | Agency Mortgage-Backed Securities         |
| GNMI JP 783707 X       | 2028-01-15      | 2.5000%  | 0.0000% | $1001.00           | $18.92             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8880   | 2056-01-01      | 5.0000%  | 0.0000% | $3166540.00        | $3193973.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5248   | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2081.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6614   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $313.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5829   | 2053-09-01      | 5.5000%  | 0.0000% | $31470197.00       | $25113475.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5226   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $563.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8019   | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1020.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1314   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $992.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3878   | 2055-09-01      | 6.5000%  | 0.0000% | $1395000.00        | $1454528.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1712   | 2054-12-01      | 6.0000%  | 0.0000% | $12833106.00       | $12397116.17       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY6690   | 2055-07-01      | 4.5000%  | 0.0000% | $1001.00           | $928.49            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ9071   | 2054-11-01      | 4.5000%  | 0.0000% | $4709784.00        | $4099600.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6001   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ5429   | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $1008.29           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1050   | 2055-08-01      | 6.0000%  | 0.0000% | $2938039.00        | $2957612.27        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9574   | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $313.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9336   | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $271.82            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3223   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.17           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $164.55            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $1017400.00        | $1013828.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $18000.00          | $17949.06          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $40000.00          | $40130.55          | U.S. Treasuries (including strips)        |
| 04.500 FGPC Q59717 G   | 2048-11-01      | 4.5000%  | 0.0000% | $4052326.00        | $756831.42         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1022.00           | $36.09             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG8329   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $803.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4565   | 2054-09-01      | 5.0000%  | 0.0000% | $13849248.00       | $12870124.82       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6135   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $598.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ7056   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $642.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9511   | 2054-11-01      | 6.0000%  | 0.0000% | $9106704.00        | $8610298.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2400   | 2055-07-01      | 5.5000%  | 0.0000% | $6144.00           | $5544.90           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4689   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $1000.00           | $894.48            | Agency Mortgage-Backed Securities         |
| GNMI SP 783639 X       | 2042-06-15      | 4.0000%  | 0.0000% | $68889857.00       | $2864414.07        | Agency Mortgage-Backed Securities         |
| GNII SP 785069 C       | 2050-04-20      | 3.0000%  | 0.0000% | $1000.00           | $295.99            | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $10308392.00       | $1003193.99        | Agency Mortgage-Backed Securities         |
| GNII SF DN5083 C       | 2055-11-20      | 5.0000%  | 0.0000% | $687354.00         | $692534.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3792   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $202.03            | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $17102688.00       | $12909853.16       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5705   | 2045-05-01      | 5.0000%  | 0.0000% | $1441562.00        | $1283105.26        | Agency Mortgage-Backed Securities         |
| GNPL PN BC5743         | 2058-05-15      | 4.8700%  | 0.0000% | $7797604.00        | $7644353.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5892   | 2045-11-01      | 6.0000%  | 0.0000% | $268000.00         | $276016.34         | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1126.00           | $170.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5890   | 2045-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4696   | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1695.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW5471   | 2052-08-01      | 4.5000%  | 0.0000% | $9445680.00        | $7797526.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9116   | 2055-07-01      | 6.0000%  | 0.0000% | $5377550.00        | $5510498.39        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ7061   | 2055-11-01      | 4.5000%  | 0.0000% | $467420.00         | $459748.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7735   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.01           | Agency Mortgage-Backed Securities         |
| GNPL PN DO8305         | 2060-12-15      | 5.6500%  | 0.0000% | $1008.00           | $1060.49           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $104279600.00      | $105486731.43      | U.S. Treasuries (including strips)        |
| GNPL PN DE5565         | 2060-01-15      | 6.2000%  | 0.0000% | $1000.00           | $1076.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX5517   | 2055-01-01      | 6.5000%  | 0.0000% | $1222390.00        | $1269735.17        | Agency Mortgage-Backed Securities         |
| GNII SF DM9681 C       | 2055-11-20      | 6.0000%  | 0.0000% | $10674.00          | $11318.49          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIMA5258   | 2039-01-01      | 6.5000%  | 0.0000% | $3714707.00        | $1621593.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3439   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5885   | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $984.49            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $974800.00         | $970268.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $2297000.00        | $2070454.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $25022300.00       | $23616032.64       | U.S. Treasuries (including strips)        |
| GNRA 2025-193 FE       | 2055-11-20      | 5.3677%  | 0.0000% | $15548362.00       | $15003368.41       | Agency Collateralized Mortgage Obligation |
| GNII SP 785218 C       | 2050-12-20      | 2.0000%  | 0.0000% | $496000.00         | $250976.55         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $24080400.00       | $24040644.72       | U.S. Treasuries (including strips)        |
| GNII SP 785731 C       | 2051-10-20      | 3.0000%  | 0.0000% | $1633852.00        | $1004802.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9053   | 2054-06-01      | 6.0000%  | 0.0000% | $7939294.00        | $4822531.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9408   | 2054-10-01      | 5.5000%  | 0.0000% | $15148000.00       | $13799018.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0537   | 2055-12-01      | 5.5000%  | 0.0000% | $4476096.00        | $4577518.06        | Agency Mortgage-Backed Securities         |
| GNII SF MA6221 M       | 2049-08-20      | 4.5000%  | 0.0000% | $1000.00           | $117.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $263807.00         | $215443.67         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $825.78            | Agency Mortgage-Backed Securities         |
| GNII SF MA7710 M       | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $448.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI9787   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $859.41            | Agency Mortgage-Backed Securities         |
| GNII SF DH4940 C       | 2055-06-20      | 6.5000%  | 0.0000% | $379706.00         | $397909.88         | Agency Mortgage-Backed Securities         |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1008.00           | $628.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0105   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9102   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $925.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDF0648   | 2040-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.29           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2787   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040   | 2053-06-01      | 6.0000%  | 0.0000% | $182443869.00      | $123550492.44      | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE8588   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $861.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY4595   | 2055-06-01      | 4.0000%  | 0.0000% | $1063667.00        | $988929.52         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8572   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $836.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4342   | 2055-06-01      | 6.0000%  | 0.0000% | $19510581.00       | $18808054.36       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8151   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1489   | 2055-04-01      | 6.0000%  | 0.0000% | $1311625.00        | $1353635.56        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBK1193   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $67.93             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9970   | 2055-02-01      | 5.5000%  | 0.0000% | $38609345.00       | $37462282.61       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2836   | 2055-09-01      | 5.5000%  | 0.0000% | $497100.00         | $499539.81         | Agency Mortgage-Backed Securities         |
| GNRA 2025-174 YF       | 2055-09-20      | 4.9177%  | 0.0000% | $85012094.00       | $84796978.60       | Agency Collateralized Mortgage Obligation |
| GNII SF DP4421 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1015707.00        | $1055014.86        | Agency Mortgage-Backed Securities         |
| GNII SF DN9977 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1851558.00        | $1952081.01        | Agency Mortgage-Backed Securities         |
| GNII SP 786963 C       | 2053-09-20      | 6.0000%  | 0.0000% | $99000.00          | $75435.80          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0558   | 2055-06-01      | 5.0000%  | 0.0000% | $29437344.00       | $27513953.87       | Agency Mortgage-Backed Securities         |
| GNII SF DO0306 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1411644.00        | $1505159.11        | Agency Mortgage-Backed Securities         |
| GNII FS 004483 M       | 2039-07-20      | 4.0000%  | 0.0000% | $622000.00         | $25411.36          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $20400.00          | $14947.69          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $183.76            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $491300.00         | $451410.49         | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQZ6884   | 2055-11-01      | 5.5000%  | 0.0000% | $10964200.00       | $11137073.31       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $7894200.00        | $6646157.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $124200.00         | $112648.66         | U.S. Treasuries (including strips)        |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $6754.00           | $69.07             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $2300.00           | $1676.81           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $600.00            | $466.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $50400.00          | $65533.30          | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLBW6875   | 2052-09-01      | 5.0000%  | 0.0000% | $8229450.00        | $7561082.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ6341   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $311.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7478   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $931.50            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6529   | 2052-05-01      | 2.5000%  | 0.0000% | $20853.00          | $16605.10          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8881   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $732.23            | Agency Mortgage-Backed Securities         |

### Security 642: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DEPG5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DEPG5
- **C.18 - Value (incl. sponsor support):** $249974992.50
- **C.18.a - Value (excl. sponsor support):** $249974992.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.6976%  | 0.0000% | $3290000.00        | $3067042.18        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $5597102.00        | $4792978.48        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 4.8655%  | 0.0000% | $3482000.00        | $1504824.42        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 8.6884%  | 0.0000% | $13020000.00       | $13027675.50       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 2.2139%  | 0.0000% | $1753173.00        | $280741.89         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 5.8645%  | 0.0000% | $3750000.00        | $65267.47          | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-1    A-1    20350525 3.0 | 2035-05-25      | 3.0000%  | 0.0000% | $24000.00          | $21058.11          | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  D      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $200000.00         | $148452.92         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR  2021-INV2   B6     20510925 FLT | 2051-09-25      | 3.2592%  | 0.0000% | $1911000.00        | $1216248.62        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 3.8946%  | 0.0000% | $6281000.00        | $4919564.94        | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.6242% | 0.0000% | $22897000.00       | $25135790.38       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $47132000.00       | $31034422.53       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5457450.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7246%  | 0.0000% | $725000.00         | $671674.22         | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.1464% | 0.0000% | $26550000.00       | $19951572.17       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.2900%  | 0.0000% | $8469000.00        | $7577231.24        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5205%  | 0.0000% | $57193357.00       | $34118677.77       | Private Label Collateralized Mortgage Obligations |
| ROC MTG TR 2024-RTL1           A1     20391025 FLT | 2039-10-25      | 5.5890%  | 0.0000% | $2305000.00        | $2324148.79        | Private Label Collateralized Mortgage Obligations |
| THP MTG TR 2023-THL            G      20341214 FLT | 2034-12-14      | 6.9864%  | 0.0000% | $3240000.00        | $3116144.49        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $739362.50         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C32   D      20590117 FLT | 2059-01-17      | 3.7880%  | 0.0000% | $4150000.00        | $3830290.92        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.7100%  | 0.0000% | $742000.00         | $743591.08         | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.2655%  | 0.0000% | $6679599.00        | $6424715.84        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83314.67          | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-5 B-2    20690625 FLT | 2069-06-25      | 7.7817%  | 0.0000% | $1807000.00        | $1835179.68        | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.3995%  | 0.0000% | $7900000.00        | $7912784.11        | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $7500000.00        | $5613324.38        | Private Label Collateralized Mortgage Obligations |
| FRESB 2023-SB108 MTG TR        A-5H   20430725 FLT | 2043-07-25      | 4.3100%  | 0.0000% | $10000000.00       | $9924583.46        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC COR  TR 2020-DUNE   E      20361215 FLT | 2036-12-15      | 6.5200%  | 0.0000% | $5750000.00        | $4572393.10        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $14946843.00       | $14447292.09       | Private Label Collateralized Mortgage Obligations |
| STDIO COML MTG TR 2025-RLGH    A      20380716 FLT | 2038-07-16      | 5.5352%  | 0.0000% | $5000000.00        | $5040513.42        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.1145% | 0.0000% | $280000.00         | $1349.04           | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 5.8401%  | 0.0000% | $19300000.00       | $19332455.05       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 6.8655%  | 0.0000% | $799425.00         | $800873.65         | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $977777.85         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.7145%  | 0.0000% | $130000.00         | $1231.68           | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $543080.67         | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $6425000.00        | $6894675.31        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 4.9075%  | 0.0000% | $300000.00         | $229571.89         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $3812000.00        | $2864776.13        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 7.9401%  | 0.0000% | $13400000.00       | $12157441.41       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $4902000.00        | $2665375.49        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6691%  | 0.0000% | $4022000.00        | $1465691.43        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2588%  | 0.0000% | $5096000.00        | $5131029.97        | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 3.9026%  | 0.0000% | $2500000.00        | $2439702.98        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.6869%  | 0.0000% | $7203000.00        | $6799241.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3369156.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8896%  | 0.0000% | $2500000.00        | $1062049.18        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1435%  | 0.0000% | $8000000.00        | $582364.26         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.2226%  | 0.0000% | $1909000.00        | $583845.96         | Private Label Collateralized Mortgage Obligations |

### Security 643: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DES80, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1DES80
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-05-15      | 0.6250%  | 0.0000% | $8346300.00        | $7343668.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $9833200.00        | $9327896.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $205157700.00      | $204105603.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $137435100.00      | $135811298.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $60363800.00       | $59788869.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $10018200.00       | $10213886.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $9702000.00        | $9811641.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $420000.00         | $421771.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $416000.00         | $425509.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $149990000.00      | $154546611.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $132299300.00      | $133565569.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1487800.00        | $1554252.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $148146200.00      | $148789154.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $156000000.00      | $154135020.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $2471500.00        | $2386771.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $19045800.00       | $18756483.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $24999000.00       | $25167388.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $323000.00         | $332614.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $93829300.00       | $93422315.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $173000.00         | $174096.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $89791900.00       | $88820127.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $113035900.00      | $107259562.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $12063000.00       | $11999494.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $1080200.00        | $1061308.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $871700.00         | $879763.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $109500.00         | $101355.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $1570100.00        | $1581473.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $12396100.00       | $12802445.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $8359100.00        | $8649308.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $5000000.00        | $5647477.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $83300.00          | $82875.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $167694800.00      | $167439400.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $25800.00          | $25757.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $2270600.00        | $2260044.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $5751400.00        | $5428168.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $86300.00          | $80870.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $545300.00         | $478716.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $160539500.00      | $161662083.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1187200.00        | $1163685.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $79161200.00       | $79193927.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $200117500.00      | $199129515.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $15512600.00       | $15150257.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $7453300.00        | $7757913.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $1514800.00        | $1537745.63        | U.S. Treasuries (including strips) |

### Security 644: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DHU80, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DHU80
- **C.18 - Value (incl. sponsor support):** $249963015.00
- **C.18.a - Value (excl. sponsor support):** $249963015.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PMT LOAN TRUST 2025-INV10      B-5    20561025 FLT | 2056-10-25      | 6.7810%  | 0.0000% | $1743000.00        | $1162770.73        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.1841% | 0.0000% | $20748000.00       | $20454389.43       | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 7.9150%  | 0.0000% | $8000000.00        | $4567608.89        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 6.6984%  | 0.0000% | $3875000.00        | $3859362.81        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.1451%  | 0.0000% | $6867000.00        | $6204157.45        | 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        | $5655060.40        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.1655%  | 0.0000% | $4385000.00        | $448610.80         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $1500000.00        | $1051590.50        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $728631.65         | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.0655%  | 0.0000% | $9950000.00        | $9401989.38        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.1978%  | 0.0000% | $975165.00         | $658918.70         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.4570%  | 0.0000% | $5300000.00        | $2507262.75        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.1070%  | 0.0000% | $1890000.00        | $15149.82          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 6.6655%  | 0.0000% | $6512000.00        | $215042.10         | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.6827%  | 0.0000% | $4169000.00        | $3902526.74        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 4.9423%  | 0.0000% | $6866000.00        | $3667258.06        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 E      20541019 FLT | 2054-10-19      | 4.2756%  | 0.0000% | $2574000.00        | $2325340.99        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.9766%  | 0.0000% | $113492000.00      | $1108117.21        | Private Label Collateralized Mortgage Obligations |
| BAHA TR 2024-MAR               C      20411212 FLT | 2041-12-12      | 7.5158%  | 0.0000% | $2000000.00        | $2110920.32        | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.3001%  | 0.0000% | $18000000.00       | $18058400.96       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2699854.61        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 7.4470%  | 0.0000% | $1261000.00        | $4300.29           | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $149350.00         | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              D      20380218 FLT | 2038-02-18      | 6.0501%  | 0.0000% | $10250000.00       | $10139636.45       | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 4.9980%  | 0.0000% | $6336239.00        | $5973180.98        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-GATE                 E      20361215 FLT | 2036-12-15      | 8.4224%  | 0.0000% | $5941000.00        | $5765729.03        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $800000.00         | $751029.60         | Private Label Collateralized Mortgage Obligations |
| EXTENDED STAY AMER TR 2025-ESH F      20421015 FLT | 2042-10-15      | 7.8501%  | 0.0000% | $2500000.00        | $2530594.85        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.7198%  | 0.0000% | $5864000.00        | $3309836.24        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.2930%  | 0.0000% | $4001000.00        | $1202598.60        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                D      20420807 FLT | 2042-08-07      | 6.5956%  | 0.0000% | $10000000.00       | $10218353.58       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.6503%  | 0.0000% | $15385000.00       | $11771606.19       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.2893%  | 0.0000% | $10000000.00       | $6535744.19        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.2815%  | 0.0000% | $14160000.00       | $9398725.69        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1622334.38        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2043203.74        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.2880%  | 0.0000% | $9900000.00        | $7748191.00        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       D      20420815 FLT | 2042-08-15      | 7.0001%  | 0.0000% | $8000000.00        | $8047217.32        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-5    20560625 FLT | 2056-06-25      | 6.5587%  | 0.0000% | $340000.00         | $235463.80         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.4207%  | 0.0000% | $3122000.00        | $2271847.96        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             A      20341115 FLT | 2034-11-15      | 4.6480%  | 0.0000% | $7750000.00        | $5211677.14        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $20500000.00       | $15194917.75       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 3.8591%  | 0.0000% | $5792000.00        | $4239720.27        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-2    20650825 FLT | 2065-08-25      | 7.0871%  | 0.0000% | $329000.00         | $324392.34         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   B      20321115 FLT | 2032-11-15      | 5.4471%  | 0.0000% | $8250000.00        | $8198669.49        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 8.6145%  | 0.0000% | $280000.00         | $1037.93           | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 B      20541019 2.4 | 2054-10-19      | 2.4940%  | 0.0000% | $7365000.00        | $7234656.68        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E C      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $4350000.00        | $3469556.49        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8660%  | 0.0000% | $3134000.00        | $2824483.60        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECS 2025-NQM2   B-2    20650625 FLT | 2065-06-25      | 7.3444%  | 0.0000% | $600000.00         | $605812.50         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.6961%  | 0.0000% | $570000.00         | $501196.66         | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3620316.67        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.2570%  | 0.0000% | $4750000.00        | $3387840.39        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.5070%  | 0.0000% | $13700000.00       | $1143609.02        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.5789%  | 0.0000% | $15478000.00       | $12197225.13       | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 3.9717%  | 0.0000% | $8549676.00        | $4859804.69        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 8.5155%  | 0.0000% | $5000000.00        | $56723.29          | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 3.8072%  | 0.0000% | $3484560.00        | $2520042.99        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $4195549.24        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6812%  | 0.0000% | $1850000.00        | $1890584.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COM MTG TR 2025-C65 E      20581018 4.0 | 2058-10-18      | 4.0000%  | 0.0000% | $7036000.00        | $4815567.39        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 2.9018%  | 0.0000% | $3000000.00        | $1974852.53        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1244035.00        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 FLT | 2042-08-15      | 8.2501%  | 0.0000% | $5900000.00        | $5960904.05        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.3850%  | 0.0000% | $13750000.00       | $11304917.00       | Private Label Collateralized Mortgage Obligations |

### Security 645: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DHWF2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1DHWF2
- **C.18 - Value (incl. sponsor support):** $1408000000.00
- **C.18.a - Value (excl. sponsor support):** $1408000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-31      | 3.7922%  | 0.0000% | $1000.00           | $1007.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $7311000.00        | $7453806.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $84000.00          | $84196.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $12430400.00       | $12004260.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $107036000.00      | $106759847.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $15000.00          | $14857.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $1000000.00        | $994871.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $3600.00           | $3617.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $1375000.00        | $1372399.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $232000.00         | $231699.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $24273000.00       | $23361659.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $22375100.00       | $19687206.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $2706000.00        | $2663134.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $2823400.00        | $2476268.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $5464000.00        | $5364225.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $6254000.00        | $6331047.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 3.8472%  | 0.0000% | $500000.00         | $503389.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $8059800.00        | $8231886.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $4048400.00        | $4123007.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $115963700.00      | $117219718.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $4338000.00        | $4455245.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $11000000.00       | $11096250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $5000000.00        | $5124352.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $6459700.00        | $6555717.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $943400.00         | $945947.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.7522%  | 0.0000% | $125010000.00      | $125836109.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $103000.00         | $109220.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $271000.00         | $237154.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $25310000.00       | $24181916.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $40000.00          | $40253.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $5339900.00        | $5110028.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $346800.00         | $340024.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $5057000.00        | $4751997.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $1094900.00        | $1099651.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $1379100.00        | $1414683.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1247100.00        | $1302801.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $3458800.00        | $3493005.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $124999000.00      | $126411609.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $99400.00          | $164102.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $10589800.00       | $12502184.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $325400.00         | $330436.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $135000.00         | $139018.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $4550000.00        | $4656652.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7002%  | 0.0000% | $6000000.00        | $6036547.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $196900.00         | $199963.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $570000.00         | $604675.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $3461000.00        | $3461204.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $449000.00         | $446713.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $9938500.00        | $9830940.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $20000.00          | $19914.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $18127700.00       | $17931602.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $71000.00          | $70626.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $1100000.00        | $1034906.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $38000.00          | $36298.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $2100.00           | $2042.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $5000.00           | $4949.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $8900.00           | $9371.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $14359100.00       | $14244195.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $2232200.00        | $2250867.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $10000.00          | $9837.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $1978800.00        | $2014112.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $4353600.00        | $4079718.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $13898400.00       | $12509823.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $3587800.00        | $7638137.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $43800.00          | $89432.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $409600.00         | $407451.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $5046400.00        | $5699885.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $112400.00         | $113439.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $8874400.00        | $9048520.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $126441800.00      | $132609572.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $991200.00         | $1012176.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $1000000.00        | $955628.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $2385900.00        | $2256047.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $121237200.00      | $116022788.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $4080000.00        | $4065251.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $5750000.00        | $5668191.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $16172000.00       | $15694161.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $1500000.00        | $1468970.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $10500.00          | $10582.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $700.00            | $1029.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $15029600.00       | $14742626.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $2863700.00        | $2873046.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $10000.00          | $10099.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1240000.00        | $1099231.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $77000.00          | $75979.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $2287400.00        | $2265187.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $25562000.00       | $24276092.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $1882500.00        | $1873258.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $20477100.00       | $20933344.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $10943300.00       | $10986180.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1252600.00        | $1294627.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $5000000.00        | $5156582.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $109300.00         | $164695.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $10000000.00       | $7329632.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $90400.00          | $78090.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $123247000.00      | $116712937.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $87724400.00       | $88337818.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $22789400.00       | $22939810.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $2547500.00        | $2592472.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $1008100.00        | $1043006.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $316700.00         | $316830.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $230000.00         | $217412.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $1698000.00        | $1658338.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $2375000.00        | $2398591.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $9794000.00        | $9664307.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $9390900.00        | $9287221.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $8038000.00        | $7985873.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $68000.00          | $67683.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $10000000.00       | $10042175.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $17820000.00       | $17675212.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $3990400.00        | $3693614.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $8284000.00        | $8270323.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $319000.00         | $316710.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $240600.00         | $243164.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $4002000.00        | $4152235.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $4342100.00        | $4377471.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $101700.00         | $103102.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $9000.00           | $9374.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $451000.00         | $465066.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $911000.00         | $923230.75         | U.S. Treasuries (including strips) |

### Security 646: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.910000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DJ4O0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DJ4O0
- **C.18 - Value (incl. sponsor support):** $800062016.00
- **C.18.a - Value (excl. sponsor support):** $800062016.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DAIMLER TRUCKS FIN NORTH AMER  SR REGS NT5.5%33    | 2033-09-20      | 5.5000%  | 0.0000% | $800000.00         | $836552.44         | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 35       | 2035-03-15      | 5.1500%  | 0.0000% | $13000.00          | $13663.96          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT1.8%33    | 2033-03-15      | 1.8000%  | 0.0000% | $914000.00         | $766224.48         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-12-15      | 2.8500%  | 0.0000% | $79000.00          | $71140.03          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-12-15      | 2.8500%  | 0.0000% | $533000.00         | $479970.05         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 4.35%43       | 2043-05-15      | 4.3500%  | 0.0000% | $56000.00          | $48479.11          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $35000.00          | $37228.10          | Corporate Debt Securities                         |
| UBS COML MTG TR 2018-C10       D      20510517 3.0 | 2051-05-17      | 3.0000%  | 0.0000% | $2251930.00        | $1863395.51        | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT 52       | 2052-03-10      | 2.9500%  | 0.0000% | $100000.00         | $65109.58          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 45       | 2045-02-01      | 4.3750%  | 0.0000% | $9065000.00        | $7818736.25        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 5%36     | 2036-01-15      | 5.0000%  | 0.0000% | $17844000.00       | $17832916.89       | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT 27       | 2027-03-01      | 2.4500%  | 0.0000% | $38000.00          | $37708.41          | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5%34        | 2034-04-01      | 5.0000%  | 0.0000% | $94000.00          | $97907.58          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-08-15      | 3.3500%  | 0.0000% | $456000.00         | $338354.53         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $33000.00          | $26827.83          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.375%35      | 2035-02-01      | 3.3750%  | 0.0000% | $100000.00         | $92102.25          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $69000.00          | $56094.55          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26    | 2026-11-16      | 3.5000%  | 0.0000% | $5261000.00        | $5265708.59        | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 3.839%60    | 2060-03-20      | 3.8390%  | 0.0000% | $267000.00         | $196912.64         | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.061%071331     | 2031-07-13      | 3.0610%  | 0.0000% | $1197000.00        | $1106937.29        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.875%55      | 2055-02-01      | 3.8750%  | 0.0000% | $3000.00           | $2309.57           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.375%35      | 2035-02-01      | 3.3750%  | 0.0000% | $800000.00         | $736818.00         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-09-17      | 1.6500%  | 0.0000% | $2000.00           | $1976.89           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-09-17      | 1.6500%  | 0.0000% | $559000.00         | $552541.69         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $520000.00         | $545174.07         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT1.3%26    | 2026-01-08      | 1.3000%  | 0.0000% | $531000.00         | $533993.36         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.65%062626      | 2026-06-26      | 5.6500%  | 0.0000% | $200000.00         | $201594.94         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 28       | 2028-02-10      | 4.6500%  | 0.0000% | $140000.00         | $144691.75         | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $8411000.00        | $8835302.24        | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $11451000.00       | $12028658.42       | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $1735000.00        | $1310636.35        | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $18848000.00       | $19798808.30       | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%60     | 2060-09-15      | 3.0000%  | 0.0000% | $1901000.00        | $1166083.54        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%60     | 2060-09-15      | 3.0000%  | 0.0000% | $2340000.00        | $1435368.48        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32       | 2032-09-15      | 1.8500%  | 0.0000% | $938000.00         | $807512.21         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          SR 144A NT 48       | 2048-01-12      | 4.3750%  | 0.0000% | $8840000.00        | $7119529.73        | Corporate Debt Securities                         |
| INTACT FINL CORP               SR 144A NT 32       | 2032-09-22      | 5.4590%  | 0.0000% | $100000.00         | $104917.06         | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $242000.00         | $182809.22         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.9500%  | 0.0000% | $2409000.00        | $2579155.03        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.95%092126      | 2026-09-21      | 5.9500%  | 0.0000% | $350000.00         | $360236.72         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 36       | 2036-03-03      | 5.4500%  | 0.0000% | $759000.00         | $799031.56         | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $83000.00          | $62699.03          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL REGS NT2%26    | 2026-12-14      | 2.0000%  | 0.0000% | $985000.00         | $968426.83         | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 4.125%42      | 2042-08-13      | 4.1250%  | 0.0000% | $607000.00         | $528158.29         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 52       | 2052-06-01      | 5.0500%  | 0.0000% | $110000.00         | $100766.42         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-15      | 2.6680%  | 0.0000% | $532000.00         | $484553.58         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-03-01      | 5.1250%  | 0.0000% | $1640000.00        | $1652781.07        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 26       | 2026-11-03      | 2.4500%  | 0.0000% | $588000.00         | $583670.69         | Corporate Debt Securities                         |
| ONE GAS INC                    SR GLBL NT 2%30     | 2030-05-15      | 2.0000%  | 0.0000% | $19000.00          | $17418.17          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.3%55    | 2055-11-05      | 5.3000%  | 0.0000% | $1000.00           | $981.44            | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.9%52    | 2052-07-27      | 4.9000%  | 0.0000% | $350000.00         | $316575.39         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.9%52    | 2052-07-27      | 4.9000%  | 0.0000% | $500000.00         | $452250.56         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $290000.00         | $275432.98         | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             SR GLBL NT 28       | 2028-07-08      | 4.4360%  | 0.0000% | $70000.00          | $72273.15          | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34      | 2034-02-05      | 4.9000%  | 0.0000% | $601000.00         | $620512.13         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-10-27      | 6.3610%  | 0.0000% | $7550000.00        | $7942437.26        | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 27       | 2027-11-08      | 4.5500%  | 0.0000% | $37000.00          | $37703.32          | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT 35       | 2035-06-01      | 5.8750%  | 0.0000% | $341000.00         | $364390.09         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 29       | 2029-07-27      | 6.3390%  | 0.0000% | $8909000.00        | $9629888.07        | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2027-06-30      | 3.2500%  | 0.0000% | $1131700.00        | $1128196.26        | U.S. Treasuries (including strips)                |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT5.5%33    | 2033-09-20      | 5.5000%  | 0.0000% | $374000.00         | $391088.27         | Corporate Debt Securities                         |
| EQT AB                         SR GLBL 144A 35     | 2035-05-08      | 5.8500%  | 0.0000% | $223000.00         | $231103.82         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60       | 2060-01-31      | 3.9500%  | 0.0000% | $1799000.00        | $1349984.59        | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.4%46              | 2046-07-15      | 3.4000%  | 0.0000% | $100000.00         | $71475.78          | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.4%46              | 2046-07-15      | 3.4000%  | 0.0000% | $1634000.00        | $1167914.21        | Corporate Debt Securities                         |
| EOG RES INC                    SR NT 3.9%35        | 2035-04-01      | 3.9000%  | 0.0000% | $500000.00         | $471540.00         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 3%29     | 2029-07-01      | 3.0000%  | 0.0000% | $6000.00           | $5883.48           | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.4%46              | 2046-07-15      | 3.4000%  | 0.0000% | $1948000.00        | $1392348.15        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43       | 2043-02-15      | 4.4500%  | 0.0000% | $1291000.00        | $1162107.99        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 34       | 2034-01-05      | 6.3500%  | 0.0000% | $930000.00         | $1041142.49        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2014C DEB 54    | 2054-12-01      | 4.6250%  | 0.0000% | $373000.00         | $317155.99         | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.8%34      | 2034-10-15      | 4.8000%  | 0.0000% | $8245000.00        | $8376370.33        | Corporate Debt Securities                         |
| COMCAST CORP NEW               4.049%52            | 2052-11-01      | 4.0490%  | 0.0000% | $100000.00         | $74116.83          | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR GLBL NT4.7%49    | 2049-03-01      | 4.7000%  | 0.0000% | $100000.00         | $91772.67          | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 28     | 2028-09-12      | 4.7500%  | 0.0000% | $1111000.00        | $1145396.56        | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%44        | 2044-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1832.66           | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 31       | 2031-02-15      | 1.8500%  | 0.0000% | $16707000.00       | $16205604.37       | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53    | 2053-05-01      | 4.6000%  | 0.0000% | $762000.00         | $651393.16         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 31       | 2031-04-15      | 2.7240%  | 0.0000% | $100000.00         | $92205.50          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 28       | 2028-01-13      | 4.9500%  | 0.0000% | $1060000.00        | $1099940.80        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-J51       A-2    20320125 4.6 | 2032-01-25      | 4.6960%  | 0.0000% | $19623317.00       | $19998658.72       | Private Label Collateralized Mortgage Obligations |
| NATIONWIDE BLDG SOC GLOBAL COV VR 071425-071429    | 2029-07-14      | 5.0413%  | 0.0000% | $10600000.00       | $10734456.18       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $8016000.00        | $8142205.24        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2017-H1   D      20500617 2.5 | 2050-06-17      | 2.5460%  | 0.0000% | $10000.00          | $8563.64           | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $3000.00           | $3093.58           | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR NT 5.65%41       | 2041-12-01      | 5.6500%  | 0.0000% | $31000.00          | $32452.61          | Corporate Debt Securities                         |
| WYNNTON FDG TR                 SR 144A NT 35       | 2035-08-15      | 5.2510%  | 0.0000% | $962000.00         | $988634.68         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 55    | 2055-03-15      | 5.6500%  | 0.0000% | $100000.00         | $100052.61         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%55    | 2055-10-15      | 6.1000%  | 0.0000% | $20000.00          | $20034.41          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT2.6%26    | 2026-07-23      | 2.6000%  | 0.0000% | $1018000.00        | $1022388.71        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $35000.00          | $37652.96          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 29       | 2029-02-15      | 4.8750%  | 0.0000% | $41000.00          | $42859.21          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.1%34      | 2034-09-12      | 5.1000%  | 0.0000% | $8603000.00        | $8667608.53        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7248%  | 0.0000% | $25616909.00       | $25682624.06       | Private Label Collateralized Mortgage Obligations |
| PNC FINL SVCS GROUP INC        SR GLBL NT2.6%26    | 2026-07-23      | 2.6000%  | 0.0000% | $986000.00         | $990250.76         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.605%042336     | 2036-04-23      | 5.6050%  | 0.0000% | $19000.00          | $20188.78          | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 3.799%71    | 2071-04-06      | 3.7990%  | 0.0000% | $48000.00          | $33585.59          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2099-12-31      | 6.6954%  | 0.0000% | $18000.00          | $18271.57          | Corporate Debt Securities                         |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT | 2053-06-25      | 5.3868%  | 0.0000% | $2461500.00        | $2198218.70        | Private Label Collateralized Mortgage Obligations |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $1029000.00        | $1159655.56        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 28       | 2028-03-15      | 1.1500%  | 0.0000% | $86000.00          | $81424.47          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 31       | 2031-07-03      | 4.9500%  | 0.0000% | $4000.00           | $4247.10           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT5.3%29    | 2029-06-24      | 5.3000%  | 0.0000% | $19000.00          | $19604.59          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 35       | 2035-11-03      | 4.3500%  | 0.0000% | $73000.00          | $72869.21          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $3757000.00        | $3743186.76        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 54       | 2054-06-15      | 5.6500%  | 0.0000% | $58000.00          | $54895.32          | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 5.1%35      | 2035-01-15      | 5.1000%  | 0.0000% | $2000.00           | $2079.33           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $7000.00           | $7095.57           | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54      | 2054-02-05      | 5.3000%  | 0.0000% | $405000.00         | $387956.47         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130       | 2030-04-01      | 5.8000%  | 0.0000% | $44000.00          | $46804.12          | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M -1 BD 4.5%41     | 2041-08-15      | 4.5000%  | 0.0000% | $120000.00         | $109440.00         | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1ST MTG BD4.4%48    | 2048-11-15      | 4.4000%  | 0.0000% | $3000.00           | $2526.25           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 31       | 2031-01-15      | 3.2500%  | 0.0000% | $3000.00           | $2906.87           | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31       | 2031-04-16      | 3.3500%  | 0.0000% | $92000.00          | $86063.16          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 4%36     | 2036-09-01      | 4.0000%  | 0.0000% | $60000.00          | $56862.80          | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $100000.00         | $104085.50         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2027-09-30      | 3.5000%  | 0.0000% | $97300.00          | $98218.14          | U.S. Treasuries (including strips)                |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $11059000.00       | $11336974.11       | Corporate Debt Securities                         |
| US BANCORP                     FR 2.491%110336     | 2036-11-03      | 2.4910%  | 0.0000% | $431000.00         | $378690.94         | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $1676000.00        | $1413581.38        | Private Label Collateralized Mortgage Obligations |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $353000.00         | $328697.05         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 4%42     | 2042-06-20      | 4.0000%  | 0.0000% | $3000.00           | $2525.59           | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 4%42     | 2042-06-20      | 4.0000%  | 0.0000% | $99000.00          | $83344.36          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.9%31    | 2031-01-23      | 4.9000%  | 0.0000% | $22000.00          | $23308.46          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT 40     | 2040-01-15      | 6.3750%  | 0.0000% | $1000000.00        | $1119045.83        | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3965%  | 0.0000% | $3617000.00        | $3140823.57        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    FR 4.25%090128      | 2028-09-01      | 4.2500%  | 0.0000% | $1000.00           | $1020.27           | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 2.3%030130       | 2030-03-01      | 2.3000%  | 0.0000% | $39000.00          | $36510.89          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.462%090629     | 2029-09-06      | 3.4620%  | 0.0000% | $9557000.00        | $9419275.67        | Corporate Debt Securities                         |
| BPCE                           FR 5.876%011431     | 2031-01-14      | 5.8760%  | 0.0000% | $11129000.00       | $11948927.84       | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 2.45%011531      | 2031-01-15      | 2.4500%  | 0.0000% | $10000.00          | $9274.67           | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 2.45%011531      | 2031-01-15      | 2.4500%  | 0.0000% | $374000.00         | $346872.74         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $6967000.00        | $7171686.59        | Corporate Debt Securities                         |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 2.8858%  | 0.0000% | $5500000.00        | $4028276.00        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $7259000.00        | $7481836.78        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 4%48     | 2048-03-01      | 4.0000%  | 0.0000% | $32000.00          | $24608.75          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2020C 60    | 2060-12-01      | 3.0000%  | 0.0000% | $71000.00          | $42261.33          | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $100000.00         | $98774.67          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49    | 2049-10-01      | 4.1870%  | 0.0000% | $241000.00         | $192464.41         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 7.05%33       | 2033-03-15      | 7.0500%  | 0.0000% | $364000.00         | $424252.31         | Corporate Debt Securities                         |
| CONNECICUT AVE SEC TR 2025-R01 1M-2   20450125 FLT | 2045-01-25      | 5.3742%  | 0.0000% | $283000.00         | $282954.55         | Private Label Collateralized Mortgage Obligations |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2017A 47    | 2047-06-15      | 3.8750%  | 0.0000% | $1671000.00        | $1307009.78        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.0662%  | 0.0000% | $1427961.00        | $1118363.16        | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW               GLBL NT 2.65%30     | 2030-02-01      | 2.6500%  | 0.0000% | $6000.00           | $5736.19           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 26       | 2026-11-01      | 2.8500%  | 0.0000% | $1000.00           | $996.62            | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.8%49    | 2049-02-01      | 4.8000%  | 0.0000% | $1253000.00        | $1134165.48        | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 5%34     | 2034-02-14      | 5.0000%  | 0.0000% | $786000.00         | $814978.07         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.8%49    | 2049-02-01      | 4.8000%  | 0.0000% | $217000.00         | $196419.72         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2025-DNA1 M-1    20450125 FLT | 2045-01-25      | 4.9242%  | 0.0000% | $184000.00         | $104403.92         | Private Label Collateralized Mortgage Obligations |
| METLIFE INC                    SR GLBL NT 33       | 2033-07-15      | 5.3750%  | 0.0000% | $3000.00           | $3244.78           | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SNR NPF REGS 27     | 2027-12-15      | 1.9800%  | 0.0000% | $1066000.00        | $1045783.31        | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $2000.00           | $2079.76           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $9266000.00        | $9570380.38        | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 1.25%30     | 2030-08-15      | 1.2500%  | 0.0000% | $1071000.00        | $948255.07         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SUB NT ACRD 36      | 2036-08-26      | 5.9500%  | 0.0000% | $1060000.00        | $1157403.11        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5%29        | 2029-11-15      | 5.0000%  | 0.0000% | $3000.00           | $3128.19           | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 40       | 2040-09-15      | 2.6500%  | 0.0000% | $504000.00         | $373130.74         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 52       | 2052-02-09      | 3.4300%  | 0.0000% | $526000.00         | $368720.45         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2033-11-17      | 6.8200%  | 0.0000% | $14000.00          | $15819.39          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 61       | 2061-05-20      | 3.5500%  | 0.0000% | $173000.00         | $117434.66         | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 31     | 2031-01-15      | 4.4000%  | 0.0000% | $1000.00           | $1011.42           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD 37       | 2037-05-15      | 5.9500%  | 0.0000% | $882000.00         | $952774.13         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $6916000.00        | $6898790.69        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT 26       | 2026-06-24      | 5.4500%  | 0.0000% | $303000.00         | $305072.44         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 1.5%061526       | 2026-06-15      | 1.5000%  | 0.0000% | $50000.00          | $49446.33          | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 3%30     | 2030-05-22      | 3.0000%  | 0.0000% | $470000.00         | $449362.30         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR NT 3.15%27       | 2027-05-19      | 3.1500%  | 0.0000% | $45000.00          | $44758.57          | Corporate Debt Securities                         |
| PEACEHEALTH                    SR GLBL -2025 32    | 2032-11-15      | 4.8550%  | 0.0000% | $100000.00         | $101733.36         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.5%33    | 2033-02-01      | 4.5000%  | 0.0000% | $935000.00         | $937239.32         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 40       | 2040-11-20      | 2.6500%  | 0.0000% | $12850000.00       | $9254673.51        | Corporate Debt Securities                         |
| 280 PARK AVE 2017-280P         F      20340915 FLT | 2034-09-15      | 6.9050%  | 0.0000% | $1056844.00        | $1034328.87        | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT 3%27     | 2027-04-15      | 3.0000%  | 0.0000% | $14000.00          | $13954.83          | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.95%32     | 2032-06-15      | 4.9500%  | 0.0000% | $471000.00         | $483990.18         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 35       | 2035-06-11      | 5.4490%  | 0.0000% | $1000.00           | $1043.52           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             GLBL NT 3.5%51      | 2051-03-30      | 3.5000%  | 0.0000% | $461000.00         | $326079.13         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.5%090430       | 2030-09-04      | 4.5000%  | 0.0000% | $1400000.00        | $1427951.00        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%011034       | 2034-01-10      | 4.9000%  | 0.0000% | $610000.00         | $628730.05         | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4.625%44      | 2044-02-01      | 4.6250%  | 0.0000% | $200000.00         | $184046.47         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%011034       | 2034-01-10      | 4.9000%  | 0.0000% | $100000.00         | $103070.50         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 33       | 2033-08-15      | 6.6250%  | 0.0000% | $31000.00          | $35438.82          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT5.8%59    | 2059-01-23      | 5.8000%  | 0.0000% | $667000.00         | $700580.49         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 2.3%090926       | 2026-09-09      | 2.3000%  | 0.0000% | $4000.00           | $3984.90           | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $1242000.00        | $1310399.01        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $3000.00           | $3165.22           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 5%34     | 2034-06-15      | 5.0000%  | 0.0000% | $15000.00          | $15576.03          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 33       | 2033-07-15      | 5.5500%  | 0.0000% | $904000.00         | $971412.79         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.2%31    | 2031-09-15      | 2.2000%  | 0.0000% | $20000.00          | $18039.76          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.2%31    | 2031-09-15      | 2.2000%  | 0.0000% | $500000.00         | $450993.89         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 30       | 2030-11-15      | 4.1250%  | 0.0000% | $181000.00         | $181534.63         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 55       | 2055-11-15      | 5.4500%  | 0.0000% | $1000.00           | $993.87            | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $189000.00         | $203932.42         | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT5.3%54    | 2054-04-01      | 5.3000%  | 0.0000% | $10000.00          | $9811.30           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.7%011228       | 2028-01-12      | 4.7000%  | 0.0000% | $54000.00          | $55953.93          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $10000.00          | $10485.59          | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 51       | 2051-02-15      | 2.9500%  | 0.0000% | $8035000.00        | $7551569.76        | Corporate Debt Securities                         |
| CSMC 2019-NQM1                 B-2    20591025 FLT | 2059-10-25      | 5.2500%  | 0.0000% | $7247550.00        | $6712999.70        | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE PRODS OPER LLC      SR NT 6.125%39      | 2039-10-15      | 6.1250%  | 0.0000% | $287000.00         | $313975.29         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%28    | 2028-07-15      | 4.4000%  | 0.0000% | $37000.00          | $38250.97          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%44       | 2044-03-15      | 4.8500%  | 0.0000% | $100000.00         | $93135.06          | Corporate Debt Securities                         |
| ABBVIE INC                     4.875%48            | 2048-11-14      | 4.8750%  | 0.0000% | $10000.00          | $9231.55           | Corporate Debt Securities                         |
| KIA CORP                       GLBL REGS NT 27     | 2027-02-14      | 2.7500%  | 0.0000% | $294000.00         | $292720.77         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 111925-111927    | 2027-11-19      | 4.4772%  | 0.0000% | $1283000.00        | $1289718.92        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.2%31    | 2031-09-15      | 2.2000%  | 0.0000% | $8000.00           | $7215.90           | Corporate Debt Securities                         |
| CSL FIN PLC                    SR REGS NT 32       | 2032-04-27      | 4.2500%  | 0.0000% | $370000.00         | $367342.47         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 30       | 2030-03-15      | 4.6500%  | 0.0000% | $2000.00           | $2068.58           | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 30       | 2030-03-15      | 4.6500%  | 0.0000% | $41000.00          | $42405.96          | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR REGS NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $30000.00          | $34459.60          | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT4.5%31    | 2031-02-09      | 4.5000%  | 0.0000% | $2000.00           | $2061.65           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 29       | 2029-02-01      | 3.9500%  | 0.0000% | $276000.00         | $277955.84         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2034-09-10      | 5.1460%  | 0.0000% | $3256000.00        | $3361474.50        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR13        B-1    20451025 FLT | 2045-10-25      | 4.7462%  | 0.0000% | $1323492.00        | $649964.56         | Private Label Collateralized Mortgage Obligations |
| VERIZON MASTER TR 2025-1       A      20310121 4.7 | 2031-01-21      | 4.7100%  | 0.0000% | $1050000.00        | $1070364.93        | Asset-Backed Securities                           |
| RECKITT BENCKISER TREASURY SVS SR GLBL 144A 27     | 2027-06-26      | 3.0000%  | 0.0000% | $1307000.00        | $1289595.12        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 2.57%112535      | 2035-11-25      | 2.5700%  | 0.0000% | $500000.00         | $451869.31         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 27       | 2027-09-02      | 1.7500%  | 0.0000% | $33000.00          | $31985.78          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.4%30    | 2030-01-15      | 3.4000%  | 0.0000% | $6000.00           | $5935.43           | Corporate Debt Securities                         |
| RAYMOND JAMES FINL INC         SR GLBL NT4.9%35    | 2035-09-11      | 4.9000%  | 0.0000% | $4000.00           | $4054.37           | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.4207%  | 0.0000% | $5482721.00        | $3989720.86        | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD CAP FIN LLC         SR GLBL NT 33       | 2033-06-14      | 6.0870%  | 0.0000% | $800000.00         | $860187.53         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.45%030326      | 2026-03-03      | 4.4500%  | 0.0000% | $7833000.00        | $7952971.10        | Corporate Debt Securities                         |
| COLT MTG LN TR 2025-4          B-1    20700425 FLT | 2070-04-25      | 7.5336%  | 0.0000% | $1143438.00        | $1177675.28        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   D      20470712 FLT | 2047-07-12      | 4.5994%  | 0.0000% | $6490000.00        | $2690837.45        | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD FIN INC             SR GLBL NT 35       | 2035-01-15      | 5.6750%  | 0.0000% | $1290000.00        | $1372534.74        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2007A 37    | 2037-08-15      | 6.3000%  | 0.0000% | $1000.00           | $1138.78           | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 GLBL NT 5.375%26    | 2026-10-05      | 5.3750%  | 0.0000% | $500000.00         | $511240.49         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 33       | 2033-01-31      | 5.3500%  | 0.0000% | $191000.00         | $204248.08         | Corporate Debt Securities                         |
| CONNECTICUT AVE TRUST 2023-R08 1M-1   20431026 FLT | 2043-10-25      | 5.3742%  | 0.0000% | $697000.00         | $244655.94         | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE S A            FR 6.316%100329     | 2029-10-03      | 6.3160%  | 0.0000% | $600000.00         | $642086.20         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT 30       | 2030-04-15      | 4.3750%  | 0.0000% | $440000.00         | $447557.49         | Corporate Debt Securities                         |
| EASTERN GAS TRANSMISSION AND S SR GLBL NT4.8%43    | 2043-11-01      | 4.8000%  | 0.0000% | $413000.00         | $369796.07         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34     | 2034-01-31      | 4.8500%  | 0.0000% | $1000.00           | $1034.05           | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 28       | 2028-05-15      | 4.3750%  | 0.0000% | $14000.00          | $14223.30          | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.7%52      | 2052-08-23      | 4.7000%  | 0.0000% | $100000.00         | $91069.11          | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 29       | 2029-12-01      | 2.3750%  | 0.0000% | $602000.00         | $565265.46         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $6716000.00        | $6611551.28        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT5.6%54    | 2054-12-01      | 5.6000%  | 0.0000% | $1606000.00        | $1618200.25        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 52       | 2052-09-09      | 4.9500%  | 0.0000% | $100000.00         | $93156.00          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 29       | 2029-03-15      | 4.3750%  | 0.0000% | $26000.00          | $26630.81          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $482000.00         | $532052.08         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR LW TIER II 32       | 2032-12-08      | 6.7420%  | 0.0000% | $300000.00         | $333258.03         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 70       | 2070-02-05      | 3.7500%  | 0.0000% | $460000.00         | $319308.23         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 51       | 2051-10-01      | 3.7990%  | 0.0000% | $79000.00          | $60621.24          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 42       | 2042-02-14      | 3.3750%  | 0.0000% | $138000.00         | $110746.90         | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 2.891%36    | 2036-04-06      | 2.8910%  | 0.0000% | $8000.00           | $6826.53           | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 2.891%36    | 2036-04-06      | 2.8910%  | 0.0000% | $78000.00          | $66558.65          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-03-01      | 4.0500%  | 0.0000% | $2000.00           | $1663.78           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.3%60      | 2060-08-15      | 2.3000%  | 0.0000% | $215000.00         | $111369.76         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $10000.00          | $7333.32           | Corporate Debt Securities                         |
| VERIZON MASTER TR 2023-7       A-1A   20291120 5.6 | 2029-11-20      | 5.6700%  | 0.0000% | $668000.00         | $680008.97         | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 31       | 2031-01-20      | 1.7500%  | 0.0000% | $18000.00          | $16009.68          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 52       | 2052-06-15      | 4.9500%  | 0.0000% | $29000.00          | $26808.47          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $457000.00         | $479159.93         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 32      | 2032-11-29      | 5.8750%  | 0.0000% | $104000.00         | $112956.71         | Corporate Debt Securities                         |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.3814%  | 0.0000% | $5000000.00        | $5087016.01        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 4.75%092631      | 2031-09-26      | 4.7500%  | 0.0000% | $21000.00          | $21381.67          | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT5.5%33    | 2033-03-21      | 5.5000%  | 0.0000% | $100000.00         | $106516.50         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.7%53    | 2053-09-15      | 5.7000%  | 0.0000% | $9000.00           | $9239.61           | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $941000.00         | $983645.07         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $1000.00           | $975.52            | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 45       | 2045-09-26      | 5.8750%  | 0.0000% | $11305000.00       | $10455468.50       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 36       | 2036-11-06      | 5.1330%  | 0.0000% | $17000.00          | $17234.08          | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.3%30    | 2030-07-29      | 4.3000%  | 0.0000% | $46000.00          | $47281.36          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29    | 2029-07-15      | 3.5000%  | 0.0000% | $200000.00         | $197869.78         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 30       | 2030-03-01      | 2.9200%  | 0.0000% | $2394000.00        | $2291377.20        | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 4.688%30    | 2030-07-08      | 4.6880%  | 0.0000% | $16000.00          | $16592.79          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $2206000.00        | $2375562.96        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 32       | 2032-04-23      | 2.3070%  | 0.0000% | $22000.00          | $19991.79          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $600000.00         | $614761.00         | Corporate Debt Securities                         |
| NORTHWELL HEALTHCARE INC       TAX BD-2016A 46     | 2046-11-01      | 3.9790%  | 0.0000% | $1000.00           | $797.87            | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-1    20561225 FLT | 2056-12-25      | 6.3516%  | 0.0000% | $3610319.00        | $3833456.97        | Private Label Collateralized Mortgage Obligations |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $11581000.00       | $10252408.38       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%091828      | 2028-09-18      | 4.2500%  | 0.0000% | $100000.00         | $101331.97         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.6%033028       | 2028-03-30      | 5.6000%  | 0.0000% | $42000.00          | $43827.42          | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $14992000.00       | $15702679.10       | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $2940000.00        | $2938621.47        | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $3203000.00        | $3201498.15        | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $12327000.00       | $12321220.01       | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $216000.00         | $227845.98         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.1%030129       | 2029-03-01      | 5.1000%  | 0.0000% | $7000.00           | $7237.16           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031      | 2031-07-10      | 5.0500%  | 0.0000% | $5000.00           | $5264.69           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $6182000.00        | $4887200.71        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.95%010926      | 2026-01-09      | 4.9500%  | 0.0000% | $208000.00         | $212944.16         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 1.8%011331       | 2031-01-13      | 1.8000%  | 0.0000% | $1019000.00        | $909651.11         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $83000.00          | $89688.83          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  144A NT 5.125%27    | 2027-09-25      | 5.1250%  | 0.0000% | $708000.00         | $728798.68         | Corporate Debt Securities                         |
| EVERGY INC                     SR GLBL NT2.9%29    | 2029-09-15      | 2.9000%  | 0.0000% | $505000.00         | $486072.04         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%31    | 2031-01-15      | 4.4000%  | 0.0000% | $202000.00         | $203992.17         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53    | 2053-11-15      | 5.9000%  | 0.0000% | $35000.00          | $36169.31          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 27       | 2027-09-25      | 3.7500%  | 0.0000% | $9269000.00        | $9326931.25        | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 32       | 2032-01-15      | 2.0500%  | 0.0000% | $863000.00         | $766665.71         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 35       | 2035-01-15      | 5.6750%  | 0.0000% | $957000.00         | $1018229.26        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33    | 2033-02-28      | 4.9000%  | 0.0000% | $100000.00         | $103967.56         | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR NT 7.375%40      | 2040-01-15      | 7.3750%  | 0.0000% | $12000.00          | $15241.52          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 6%44     | 2044-06-01      | 6.0000%  | 0.0000% | $520000.00         | $527597.20         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30    | 2030-02-15      | 2.5000%  | 0.0000% | $2000.00           | $1898.51           | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.967%32    | 2032-03-10      | 2.9670%  | 0.0000% | $99000.00          | $91633.99          | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT3.7%49    | 2049-10-01      | 3.7000%  | 0.0000% | $184000.00         | $138702.88         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%091828      | 2028-09-18      | 4.2500%  | 0.0000% | $88000.00          | $89172.14          | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-J51       A-2    20320125 4.6 | 2032-01-25      | 4.6960%  | 0.0000% | $1806679.00        | $1841235.95        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $1008367.00        | $1038291.97        | Agency Collateralized Mortgage Obligation         |
| INTERNATIONAL BUSINESS MACHS   SR NT 5.6%39        | 2039-11-30      | 5.6000%  | 0.0000% | $682000.00         | $710416.67         | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $336000.00         | $409680.23         | Corporate Debt Securities                         |
| SUMITOMO LIFE INS CO           PERP SUB 144A NT    | 2500-12-31      | 5.8750%  | 0.0000% | $397000.00         | $414927.53         | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $1000.00           | $996.36            | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-06-15      | 1.9500%  | 0.0000% | $79000.00          | $71900.80          | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR 144A NT 32       | 2032-03-01      | 2.7500%  | 0.0000% | $4774000.00        | $4342891.89        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 33       | 2033-08-11      | 5.4020%  | 0.0000% | $1950000.00        | $2066079.06        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 26      | 2026-11-23      | 4.3750%  | 0.0000% | $16390000.00       | $16505164.79       | Corporate Debt Securities                         |
| FORTITUDE GLOBAL FDG           144A NT 4.625%28    | 2028-10-06      | 4.6250%  | 0.0000% | $75000.00          | $75947.26          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT1.2%28    | 2028-02-08      | 1.2000%  | 0.0000% | $2000.00           | $1913.03           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.6%041548       | 2048-04-15      | 4.6000%  | 0.0000% | $326000.00         | $291206.38         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-11-06      | 4.9946%  | 0.0000% | $15000000.00       | $15115527.48       | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      D      20380816 FLT | 2038-08-16      | 5.7655%  | 0.0000% | $4000000.00        | $2676240.86        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-11-06      | 4.9946%  | 0.0000% | $13000000.00       | $13100123.82       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB DEB 7.625%26    | 2026-10-15      | 7.6250%  | 0.0000% | $65000.00          | $67916.37          | Corporate Debt Securities                         |
| BAIDU INC                      SR GLBL NT 30       | 2030-10-09      | 2.3750%  | 0.0000% | $268000.00         | $249227.61         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 30       | 2030-12-01      | 4.3500%  | 0.0000% | $100000.00         | $100740.50         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 2.95%051126      | 2026-05-11      | 2.9500%  | 0.0000% | $2000.00           | $2000.06           | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 34       | 2034-06-01      | 5.3500%  | 0.0000% | $1240000.00        | $1296641.13        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 30       | 2030-01-13      | 5.2500%  | 0.0000% | $588000.00         | $620481.12         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-05-24      | 4.9100%  | 0.0000% | $4689000.00        | $4779949.67        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT 28     | 2028-12-14      | 2.3750%  | 0.0000% | $240000.00         | $228681.97         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 4.631%091128     | 2028-09-11      | 4.6310%  | 0.0000% | $309000.00         | $315820.14         | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $2000.00           | $2121.48           | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.987%63    | 2063-11-01      | 2.9870%  | 0.0000% | $10000.00          | $5501.18           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.8%33        | 2033-05-15      | 4.8000%  | 0.0000% | $23000.00          | $23378.89          | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL 144A 31     | 2031-02-05      | 6.1250%  | 0.0000% | $1000.00           | $999.17            | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $1000.00           | $1007.43           | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD5.8%55    | 2055-01-15      | 5.8000%  | 0.0000% | $11326000.00       | $10924203.86       | Corporate Debt Securities                         |
| PPG INDS INC                   SR GLBL NT 31       | 2031-03-15      | 4.3750%  | 0.0000% | $2000.00           | $2015.16           | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  G      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $26096000.00       | $13889977.00       | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP               COCO SUB FX/FL31    | 2031-11-23      | 4.3220%  | 0.0000% | $452000.00         | $453691.41         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $10000.00          | $10520.93          | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $240000.00         | $252502.33         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $1333000.00        | $1402440.04        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 2.3%30      | 2030-03-01      | 2.3000%  | 0.0000% | $300000.00         | $281636.00         | Corporate Debt Securities                         |
| ROCKWELL AUTOMATION INC        SR GLBL NT4.2%49    | 2049-03-01      | 4.2000%  | 0.0000% | $2000.00           | $1699.90           | Corporate Debt Securities                         |
| RAYMOND JAMES FINL INC         SR GLBL NT 55       | 2055-09-11      | 5.6500%  | 0.0000% | $4000.00           | $4002.62           | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR GLBL 144A 30     | 2030-09-01      | 2.5000%  | 0.0000% | $25000.00          | $23158.33          | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.2480%  | 0.0000% | $4699000.00        | $4571078.60        | Private Label Collateralized Mortgage Obligations |
| REPUBLIC SVCS INC              GLBL NT 5%34        | 2034-04-01      | 5.0000%  | 0.0000% | $2000.00           | $2083.14           | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.3%34      | 2034-07-05      | 5.3000%  | 0.0000% | $440000.00         | $466722.91         | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $8426000.00        | $8346107.48        | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $47000.00          | $49147.22          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 26       | 2026-01-15      | 3.5500%  | 0.0000% | $333000.00         | $338384.42         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $11000.00          | $10524.95          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $1266000.00        | $1354642.51        | Corporate Debt Securities                         |
| KENNEDY LEWIS CLO LTD 2025-23  A      20381020 FLT | 2038-10-20      | 5.1600%  | 0.0000% | $9421689.00        | $9470335.72        | Asset-Backed Securities                           |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $12000.00          | $12847.08          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $30000.00          | $30521.80          | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34       | 2034-03-15      | 5.3500%  | 0.0000% | $67000.00          | $71371.94          | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT5.1%35    | 2035-06-01      | 5.1000%  | 0.0000% | $5000.00           | $5150.05           | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT2.7%30    | 2030-06-01      | 2.7000%  | 0.0000% | $203000.00         | $191948.68         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.2%26    | 2026-10-21      | 3.2000%  | 0.0000% | $11920000.00       | $11925390.49       | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%45        | 2045-06-01      | 4.5000%  | 0.0000% | $104000.00         | $91881.92          | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT5.1%36    | 2036-01-15      | 5.1000%  | 0.0000% | $1262000.00        | $1308349.05        | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $16150000.00       | $15136838.72       | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT3.2%41    | 2041-05-20      | 3.2000%  | 0.0000% | $595000.00         | $470564.34         | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.65%44     | 2044-07-05      | 5.6500%  | 0.0000% | $6400000.00        | $6647201.78        | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 2.973%62    | 2062-09-16      | 2.9730%  | 0.0000% | $5000.00           | $2987.76           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT3.2%41    | 2041-05-20      | 3.2000%  | 0.0000% | $1000.00           | $790.86            | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT3.2%41    | 2041-05-20      | 3.2000%  | 0.0000% | $1472000.00        | $1164152.46        | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 5.25%34     | 2034-01-15      | 5.2500%  | 0.0000% | $550000.00         | $580408.58         | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 5.25%34     | 2034-01-15      | 5.2500%  | 0.0000% | $800000.00         | $844230.67         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 35       | 2035-03-15      | 5.1500%  | 0.0000% | $711000.00         | $739848.04         | Corporate Debt Securities                         |
| UBS-BARCLY COML MTG TR 2012-C4 F      20451212 FLT | 2045-12-12      | 3.8568%  | 0.0000% | $617501.00         | $256981.68         | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-08-15      | 3.3500%  | 0.0000% | $2000.00           | $1484.01           | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT5.5%54    | 2054-11-15      | 5.5000%  | 0.0000% | $840000.00         | $840527.33         | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT5.3%36    | 2036-02-01      | 5.3000%  | 0.0000% | $26000.00          | $27428.86          | Corporate Debt Securities                         |
| PACIFICORP                     4.15%50             | 2050-02-15      | 4.1500%  | 0.0000% | $100000.00         | $75858.78          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD5.5%54    | 2054-05-15      | 5.5000%  | 0.0000% | $13133000.00       | $11884022.52       | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT5.5%54    | 2054-06-01      | 5.5000%  | 0.0000% | $100000.00         | $98105.33          | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 43       | 2043-07-15      | 4.7500%  | 0.0000% | $1000.00           | $939.53            | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT 30       | 2030-06-15      | 2.4500%  | 0.0000% | $102000.00         | $95028.38          | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $3000.00           | $3122.57           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829     | 2029-10-18      | 4.1330%  | 0.0000% | $1000.00           | $1008.30           | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR GLBL REGS 26     | 2026-12-01      | 3.2500%  | 0.0000% | $1204000.00        | $1197520.47        | Corporate Debt Securities                         |
| EMPRESA DE TRANSPORTE DE PASAJ GLBL REGS NT 50     | 2050-05-07      | 4.7000%  | 0.0000% | $709000.00         | $634412.81         | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 29       | 2029-01-15      | 2.0500%  | 0.0000% | $5000.00           | $4765.31           | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 27       | 2027-11-15      | 3.1500%  | 0.0000% | $166000.00         | $164772.43         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 55    | 2055-09-15      | 5.6000%  | 0.0000% | $800000.00         | $795309.33         | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 2.891%36    | 2036-04-06      | 2.8910%  | 0.0000% | $1109000.00        | $946327.41         | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 32       | 2032-06-15      | 3.8500%  | 0.0000% | $23000.00          | $22288.41          | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-AGLN B      20370715 FLT | 2037-07-15      | 5.6921%  | 0.0000% | $104000.00         | $104198.10         | Private Label Collateralized Mortgage Obligations |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 2%32     | 2032-05-18      | 2.0000%  | 0.0000% | $8644000.00        | $7348168.36        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 26       | 2026-11-21      | 2.9500%  | 0.0000% | $150000.00         | $149446.17         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 28       | 2028-11-14      | 4.2500%  | 0.0000% | $8000.00           | $8137.11           | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT5.3%34    | 2034-01-19      | 5.3000%  | 0.0000% | $61225000.00       | $64252134.07       | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.5%45    | 2045-02-01      | 4.5000%  | 0.0000% | $200000.00         | $177732.00         | Corporate Debt Securities                         |
| BARRICK PD AUSTRALIA FIN PTY   GLBL NT 5.95%39     | 2039-10-15      | 5.9500%  | 0.0000% | $6501000.00        | $6945511.29        | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 7.437%33    | 2033-11-02      | 7.4370%  | 0.0000% | $3530000.00        | $4090146.87        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 32     | 2032-01-30      | 2.0000%  | 0.0000% | $3500000.00        | $3047671.67        | Corporate Debt Securities                         |
| TRUIST BK                      SUB GLBL S NT 29    | 2029-09-17      | 4.6320%  | 0.0000% | $99000.00          | $100612.38         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 45       | 2045-11-15      | 5.3500%  | 0.0000% | $3000.00           | $3023.05           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49       | 2049-01-15      | 4.4500%  | 0.0000% | $720000.00         | $616658.00         | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $552000.00         | $521440.36         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $21961000.00       | $21239617.75       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-11-03      | 2.5200%  | 0.0000% | $13300000.00       | $11997797.00       | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.65%42       | 2042-07-15      | 4.6500%  | 0.0000% | $42000.00          | $37811.83          | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-1    20680225 FLT | 2068-02-25      | 5.7320%  | 0.0000% | $10726656.00       | $6579758.17        | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW               GLBL NT 2.45%52     | 2052-08-15      | 2.4500%  | 0.0000% | $100000.00         | $54269.56          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT4.2%34    | 2034-08-15      | 4.2000%  | 0.0000% | $44000.00          | $42831.21          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $6000.00           | $6229.95           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $30000.00          | $31149.77          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $75000.00          | $77874.42          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $186000.00         | $193128.55         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%26    | 2026-02-15      | 3.7000%  | 0.0000% | $1000.00           | $1013.29           | Corporate Debt Securities                         |
| ECOLAB INC                     GLBL NT 2.125%32    | 2032-02-01      | 2.1250%  | 0.0000% | $957000.00         | $854049.93         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 B50    | 2050-04-01      | 3.9500%  | 0.0000% | $278000.00         | $220219.09         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR NT 3.7%42        | 2042-08-15      | 3.7000%  | 0.0000% | $2000.00           | $1568.06           | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      SR GLBL NT5.5%36    | 2036-02-15      | 5.5000%  | 0.0000% | $7000000.00        | $7051348.89        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 35       | 2035-03-15      | 4.5500%  | 0.0000% | $21000.00          | $21045.30          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 35       | 2035-03-15      | 4.5500%  | 0.0000% | $625000.00         | $626348.26         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.4%54      | 2054-03-15      | 5.4000%  | 0.0000% | $320000.00         | $318054.40         | Corporate Debt Securities                         |
| AFLAC INC                      SR GLBL NT 26       | 2026-03-15      | 1.1250%  | 0.0000% | $73000.00          | $72836.66          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32    | 2032-01-30      | 3.3000%  | 0.0000% | $29640000.00       | $27854486.40       | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.95%31     | 2031-03-15      | 4.9500%  | 0.0000% | $7000.00           | $7351.23           | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 28       | 2028-03-15      | 4.6500%  | 0.0000% | $5000.00           | $5153.71           | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 39       | 2039-11-21      | 4.0500%  | 0.0000% | $170000.00         | $153239.70         | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3           B-2    20680725 FLT | 2068-07-25      | 8.1036%  | 0.0000% | $3911220.00        | $3959758.12        | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                     SR GLBL NT 44       | 2044-06-15      | 4.8500%  | 0.0000% | $325000.00         | $303187.81         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SNR NPF 144A 27     | 2027-12-15      | 1.9800%  | 0.0000% | $320000.00         | $313931.20         | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 32       | 2032-02-15      | 1.7500%  | 0.0000% | $205000.00         | $178594.18         | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5%33        | 2033-12-15      | 5.0000%  | 0.0000% | $5000.00           | $5195.91           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT2.9%26    | 2026-07-01      | 2.9000%  | 0.0000% | $8000.00           | $8077.84           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 28       | 2028-05-15      | 3.9500%  | 0.0000% | $285000.00         | $287102.51         | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 32       | 2032-02-15      | 1.7500%  | 0.0000% | $10000.00          | $8711.91           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 32       | 2032-02-15      | 1.7500%  | 0.0000% | $95000.00          | $82763.16          | Corporate Debt Securities                         |
| BAIDU INC                      SR GLBL NT 30       | 2030-04-07      | 3.4250%  | 0.0000% | $256000.00         | $251073.67         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $55000.00          | $52300.97          | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 5.0690%  | 0.0000% | $5376000.00        | $4774312.13        | Private Label Collateralized Mortgage Obligations |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 39       | 2039-01-23      | 5.4500%  | 0.0000% | $691000.00         | $734567.17         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50       | 2050-10-15      | 4.2500%  | 0.0000% | $74000.00          | $60150.32          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50       | 2050-10-15      | 4.2500%  | 0.0000% | $867000.00         | $704734.21         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $1000.00           | $1050.95           | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $10000.00          | $9630.34           | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 SR GLBL NT 32       | 2032-04-29      | 2.1250%  | 0.0000% | $1029000.00        | $901517.90         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-01-25      | 3.0570%  | 0.0000% | $9323000.00        | $8682295.47        | Corporate Debt Securities                         |
| COMCAST CORP NEW               4.6%38              | 2038-10-15      | 4.6000%  | 0.0000% | $2000.00           | $1889.24           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       4.15%28             | 2028-12-01      | 4.1500%  | 0.0000% | $14000.00          | $14121.08          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT6.5%35    | 2035-11-15      | 6.5000%  | 0.0000% | $1000.00           | $1120.23           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT4.7%48    | 2048-10-15      | 4.7000%  | 0.0000% | $329000.00         | $279173.68         | Corporate Debt Securities                         |
| CNO GLOBAL FUNDING             SR SEC GLBL 29      | 2029-01-06      | 2.6500%  | 0.0000% | $740000.00         | $714020.04         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.969%47    | 2047-11-01      | 3.9690%  | 0.0000% | $152000.00         | $115303.40         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%45        | 2045-06-01      | 4.5000%  | 0.0000% | $253000.00         | $223520.44         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.6%35    | 2035-09-01      | 4.6000%  | 0.0000% | $167000.00         | $168156.20         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.6%35    | 2035-09-01      | 4.6000%  | 0.0000% | $14000.00          | $14096.93          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 33       | 2033-10-15      | 5.2500%  | 0.0000% | $557000.00         | $593418.52         | Corporate Debt Securities                         |
| GS MTG SECS TR 2012-BWTR       A      20341107 2.9 | 2034-11-07      | 2.9540%  | 0.0000% | $5299000.00        | $4429943.48        | Private Label Collateralized Mortgage Obligations |

### Security 647: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.290000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DKMD1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DKMD1
- **C.18 - Value (incl. sponsor support):** $199855744.00
- **C.18.a - Value (excl. sponsor support):** $199855744.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| ELMWOOD CLO LTD 2024-32        C      20371019 FLT | 2037-10-19      | 5.7844%  | 0.0000% | $2050000.00        | $2071071.70        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2022-1R    A-1-R  20381018 FLT | 2038-10-18      | 5.1244%  | 0.0000% | $34370328.00       | $34722585.37       | Asset-Backed Securities |
| BENEFIT STREET PRTNR 2015-6BR  A-1-R  20380420 FLT | 2038-04-20      | 5.0644%  | 0.0000% | $6000000.00        | $6053093.28        | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  B      20290815 4.8 | 2029-08-15      | 4.8100%  | 0.0000% | $10660000.00       | $10777257.62       | Asset-Backed Securities |
| BOFA AUTO TRUST 2024-1         A-3    20281115 5.3 | 2028-11-15      | 5.3500%  | 0.0000% | $5000.00           | $4252.79           | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR4 B      20420819 4.7 | 2042-08-19      | 4.7000%  | 0.0000% | $4000000.00        | $3995426.67        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2025-4  A      20311225 5.4 | 2031-12-25      | 5.4100%  | 0.0000% | $735000.00         | $756983.60         | Asset-Backed Securities |
| OCTAGON INVEST PTNRS 2016-29R2 B-R2   20370720 FLT | 2037-07-20      | 5.7344%  | 0.0000% | $1000000.00        | $1013258.88        | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2025-39 D-2    20380415 FLT | 2038-04-15      | 7.5545%  | 0.0000% | $1046000.00        | $1057982.27        | Asset-Backed Securities |
| BCRED CLO 2023-1               A      20360122 FLT | 2036-01-22      | 6.1844%  | 0.0000% | $32333000.00       | $32722253.11       | Asset-Backed Securities |
| BALBOA BAY LN FDG LTD 2021-1   D      20340720 FLT | 2034-07-20      | 7.1961%  | 0.0000% | $1000000.00        | $1004902.10        | Asset-Backed Securities |
| AVIS BUDGET RENTL FD LC 2021-1 A      20270820 1.3 | 2027-08-20      | 1.3800%  | 0.0000% | $3140000.00        | $3104730.47        | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 5.0544%  | 0.0000% | $1800000.00        | $1813852.58        | Asset-Backed Securities |
| DRIVE AUTO RECEIVABL TR 2024-2 A-3    20280915 4.5 | 2028-09-15      | 4.5000%  | 0.0000% | $700000.00         | $702506.00         | Asset-Backed Securities |
| CIFC FUNDING LTD 2021-1R       C-R    20370727 FLT | 2037-07-27      | 5.9580%  | 0.0000% | $500000.00         | $505313.73         | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  D      20310315 5.6 | 2031-03-15      | 5.6200%  | 0.0000% | $195000.00         | $198729.72         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $9715000.00        | $2684864.70        | Asset-Backed Securities |
| AMERICREDIT AUTO  2021-2 TR    D      20270618 1.2 | 2027-06-18      | 1.2900%  | 0.0000% | $7910000.00        | $7902990.42        | Asset-Backed Securities |
| CHASE AUTO OWNER TRUST 2024-4  A-2    20270927 5.2 | 2027-09-27      | 5.2500%  | 0.0000% | $415000.00         | $31497.75          | Asset-Backed Securities |
| CARMAX SELECT RECIEVA 2024-A   A-2A   20270915 5.7 | 2027-09-15      | 5.7800%  | 0.0000% | $131000.00         | $22519.79          | Asset-Backed Securities |
| SIGNAL PEAK CLO LTD 2024-11    B      20370720 FLT | 2037-07-20      | 5.7344%  | 0.0000% | $2000000.00        | $2024177.76        | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $19202.79          | Asset-Backed Securities |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.4244%  | 0.0000% | $1060000.00        | $1072581.01        | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 8.0862%  | 0.0000% | $3000000.00        | $3035656.13        | Asset-Backed Securities |
| APIDOS CLO 2021-35             A      20340420 FLT | 2034-04-20      | 5.1961%  | 0.0000% | $21000000.00       | $21240914.10       | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-1R     B-R    20400117 FLT | 2040-01-17      | 5.9045%  | 0.0000% | $975000.00         | $986679.68         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-1      B      20280815 5.2 | 2028-08-15      | 5.2900%  | 0.0000% | $2250000.00        | $1248324.71        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    A-4    20280210 3.5 | 2028-02-10      | 3.5200%  | 0.0000% | $10000000.00       | $6640641.38        | Asset-Backed Securities |
| CARVANA AUTO RECIEVABLES TR 20 A-3    20271210 5.9 | 2027-12-10      | 5.9800%  | 0.0000% | $500000.00         | $59176.44          | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $64218.73          | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.2748%  | 0.0000% | $184000.00         | $41030.77          | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.3244%  | 0.0000% | $1000000.00        | $1004378.88        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 6.1844%  | 0.0000% | $10000000.00       | $10125388.80       | Asset-Backed Securities |
| KKR CLO 28 L 5.52097 09FEB35 144A F                | 2035-02-09      | 5.5210%  | 0.0000% | $6175000.00        | $6234043.48        | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A B      20341120 4.9 | 2034-11-20      | 4.9700%  | 0.0000% | $5900000.00        | $5904794.40        | Asset-Backed Securities |
| REGATTA VIII 5.8724 17APR37 144A FR                | 2037-04-17      | 5.4316%  | 0.0000% | $10000000.00       | $10122658.96       | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 8.1344%  | 0.0000% | $2400000.00        | $2381085.31        | Asset-Backed Securities |
| VOLKSWAGEN AUTO LEASE 2024-A   A-2-A  20261221 5.4 | 2026-12-21      | 5.4000%  | 0.0000% | $500000.00         | $59934.86          | Asset-Backed Securities |
| HONDA AUTO REC OWNER TR 2024-3 A-2    20270222 4.8 | 2027-02-22      | 4.8900%  | 0.0000% | $88000.00          | $16257.92          | Asset-Backed Securities |
| HILTON GR VACATIONS TR 2024-2  C      20380325 5.9 | 2038-03-25      | 5.9900%  | 0.0000% | $100000.00         | $56122.31          | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 C      20300315 4.9 | 2030-03-15      | 4.9300%  | 0.0000% | $100000.00         | $101569.91         | Asset-Backed Securities |
| FORTRESS CR BSL LTD 2023-19R   C-1-R  20360724 FLT | 2036-07-24      | 6.2654%  | 0.0000% | $2000000.00        | $2027489.33        | Asset-Backed Securities |
| GALAXY XXIV CLO LTD / GALAXY XXIV CLO LLC          | 2037-04-15      | 5.4445%  | 0.0000% | $41375189.00       | $41898803.03       | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 6.1045%  | 0.0000% | $2390000.00        | $2425579.77        | Asset-Backed Securities |
| HONDA AUTO RECV OWN TR 2023-3  A-3    20280218 5.4 | 2028-02-18      | 5.4100%  | 0.0000% | $119000.00         | $63217.37          | Asset-Backed Securities |

### Security 648: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.730000%
- **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: ARP1DKSQ6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DKSQ6
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5136678.24        | Agency Mortgage-Backed Securities |
| GNII SF DL8251 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6381744.00        | $6633786.33        | Agency Mortgage-Backed Securities |
| GNII SF MA6174 M     | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $121635.85         | Agency Mortgage-Backed Securities |
| GNII SF DM1529 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2072540.00        | $2152709.22        | Agency Mortgage-Backed Securities |
| GNII SF DL5983 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1258011.99        | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $846386.14         | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2645614.06        | Agency Mortgage-Backed Securities |
| GNII SF DL8572 C     | 2055-06-20      | 7.5000%  | 0.0000% | $349963.00         | $363672.62         | Agency Mortgage-Backed Securities |
| GNII SF DM2606 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $3380846.05        | Agency Mortgage-Backed Securities |
| GNAR FB MA1114 M     | 2043-06-20      | 6.2500%  | 0.0000% | $1364762.00        | $68011.05          | Agency Mortgage-Backed Securities |
| GNII SF DM0772 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2591872.00        | $2752195.16        | Agency Mortgage-Backed Securities |
| GNII SF DL6983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3690212.40        | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $27781.30          | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $995738.37         | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $155457024.00      | $11347464.75       | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $488531.06         | Agency Mortgage-Backed Securities |
| GNII SF DM3338 C     | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $844513.38         | Agency Mortgage-Backed Securities |
| GNII SF DM7809 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1051670.72        | Agency Mortgage-Backed Securities |
| GNII SF DM4590 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1283142.00        | $1346792.77        | Agency Mortgage-Backed Securities |
| GNII SF MA9961 M     | 2047-08-20      | 3.5000%  | 0.0000% | $1023968.00        | $901069.04         | Agency Mortgage-Backed Securities |
| GNII SF DM7859 C     | 2055-10-20      | 6.0000%  | 0.0000% | $585072.00         | $603224.47         | Agency Mortgage-Backed Securities |
| GNII ET DM2261 C     | 2065-09-20      | 6.0000%  | 0.0000% | $144815.00         | $148431.53         | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $72884.34          | Agency Mortgage-Backed Securities |
| GNII SF DM6188 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7006672.00        | $7244971.89        | Agency Mortgage-Backed Securities |
| GNII SF DN0818 C     | 2055-10-20      | 6.0000%  | 0.0000% | $44637760.00       | $46196226.35       | Agency Mortgage-Backed Securities |
| GNII SF DN0128 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1336556.00        | $1367757.54        | Agency Mortgage-Backed Securities |
| GNII ET DN4291 C     | 2065-08-20      | 2.0000%  | 0.0000% | $2105224.00        | $1648326.64        | Agency Mortgage-Backed Securities |
| GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $2214968.00        | $10020.18          | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $2035791.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $1045623.86        | Agency Mortgage-Backed Securities |
| GNII SF DK6721 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2559910.33        | Agency Mortgage-Backed Securities |
| GNII ET DJ7388 C     | 2063-12-20      | 7.5000%  | 0.0000% | $783320.00         | $815807.71         | Agency Mortgage-Backed Securities |
| GNII SF DK0071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1830206.00        | $1834995.72        | Agency Mortgage-Backed Securities |
| GNII SF DJ5960 C     | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2958098.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ8287 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3387748.00        | $3551987.33        | Agency Mortgage-Backed Securities |
| GNII SF DK3974 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1994496.00        | $2064977.86        | Agency Mortgage-Backed Securities |
| GNII ET DI2632 C     | 2065-03-20      | 6.5000%  | 0.0000% | $35302144.00       | $27921068.30       | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $689385.06         | Agency Mortgage-Backed Securities |
| GNII SF DJ8638 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1293642.00        | $1341224.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ9878 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1147012.00        | $1200699.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ5878 C     | 2055-04-20      | 5.5000%  | 0.0000% | $10802560.00       | $10001755.86       | Agency Mortgage-Backed Securities |
| GNII SF DJ5943 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4017632.00        | $4037239.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1477894.30        | Agency Mortgage-Backed Securities |
| GNII SF AE5433 C     | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $517100.38         | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $702057.41         | Agency Mortgage-Backed Securities |
| GNII SF DJ1822 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $4478728.74        | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2505919.48        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1339272.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1798502.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ1827 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2090341.36        | Agency Mortgage-Backed Securities |
| GNII SF DH1813 C     | 2055-02-20      | 6.5000%  | 0.0000% | $844654.00         | $527970.35         | Agency Mortgage-Backed Securities |
| GNII SF DJ1858 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2058232.00        | $2131148.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ9247 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $1605649.10        | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1213292.34        | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2049316.00        | $2140327.15        | Agency Mortgage-Backed Securities |
| GNII SF DK1825 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1488118.00        | $1544160.60        | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $73428.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6362 | 2052-08-01      | 3.5000%  | 0.0000% | $18630000.00       | $14710267.27       | Agency Mortgage-Backed Securities |
| GNII JM MA4745 M     | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $47441.23          | Agency Mortgage-Backed Securities |
| GNII SF MA1598 M     | 2043-10-20      | 2.5000%  | 0.0000% | $130000.00         | $31570.17          | Agency Mortgage-Backed Securities |
| GNII SF MA4196 M     | 2047-01-20      | 3.5000%  | 0.0000% | $625000.00         | $79336.14          | Agency Mortgage-Backed Securities |
| GNAR AT MA0646 M     | 2042-12-20      | 4.7500%  | 0.0000% | $625000.00         | $19329.69          | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $407646208.00      | $49519714.80       | Agency Mortgage-Backed Securities |
| GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $480184832.00      | $73640669.38       | Agency Mortgage-Backed Securities |
| GNII SF DG2228 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1146494.00        | $1210477.86        | Agency Mortgage-Backed Securities |
| GNII JM MA7306 M     | 2051-03-20      | 3.5000%  | 0.0000% | $1384486.00        | $405168.35         | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $1332000.00        | $808663.15         | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $29035267.65       | Agency Mortgage-Backed Securities |
| GNCL CL DF6557       | 2067-03-15      | 5.8600%  | 0.0000% | $10289264.00       | $10836296.15       | Agency Mortgage-Backed Securities |
| GNII SF DF6498 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1370495.08        | Agency Mortgage-Backed Securities |
| GNII SF DH6849 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $2096450.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ9057 C     | 2055-04-20      | 3.5000%  | 0.0000% | $2696380.00        | $2446563.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ5204 C     | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12030103.23       | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $8875648.00        | $5936729.03        | Agency Mortgage-Backed Securities |
| GNII SF MA8700 M     | 2032-02-20      | 7.5000%  | 0.0000% | $99498.00          | $29878.63          | Agency Mortgage-Backed Securities |
| GNII SF DJ2758 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1849232.00        | $1588693.42        | Agency Mortgage-Backed Securities |
| GNAR AF MB0901 M     | 2055-11-20      | 3.0000%  | 0.0000% | $9718880.00        | $9317772.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ6265 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1311147.56        | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $387345.00         | $401861.79         | Agency Mortgage-Backed Securities |
| GNII SF DH9001 C     | 2052-01-20      | 5.5000%  | 0.0000% | $1313618.00        | $707144.33         | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1137346.00        | $684232.24         | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $403243.71         | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1633492.53        | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $553667.00         | $574417.16         | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $4360325.86        | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C     | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3740102.05        | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $844470.74         | Agency Mortgage-Backed Securities |
| GNII SF DH5800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1077575.49        | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1431108.00        | $887949.49         | Agency Mortgage-Backed Securities |
| GNII SF DG5193 C     | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2399666.89        | Agency Mortgage-Backed Securities |
| GNII SF DH4874 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1245635.23        | Agency Mortgage-Backed Securities |
| GNII SF DH4974 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1389825.87        | Agency Mortgage-Backed Securities |
| GNII SF DH0333 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1255837.97        | Agency Mortgage-Backed Securities |
| GNII SF DF9107 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1299572.00        | $1360005.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4342 | 2055-06-01      | 6.0000%  | 0.0000% | $21080384.00       | $20321332.72       | Agency Mortgage-Backed Securities |
| GNII SF DM3908 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1417986.00        | $1427424.37        | Agency Mortgage-Backed Securities |
| GNII SF DM9941 C     | 2055-10-20      | 6.0000%  | 0.0000% | $875957.00         | $911548.02         | Agency Mortgage-Backed Securities |
| GNII SF 004977 M     | 2041-03-20      | 4.0000%  | 0.0000% | $3616004.00        | $194257.93         | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $2900000.00        | $47032.22          | Agency Mortgage-Backed Securities |
| GNII SF DM6174 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3250504.00        | $3413180.48        | Agency Mortgage-Backed Securities |
| GNII SF DM0622 C     | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4374021.59        | Agency Mortgage-Backed Securities |
| GNII SF DK5605 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2830662.97        | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1435164.79        | Agency Mortgage-Backed Securities |
| GNII SF DK7326 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1023800.00        | $1046033.63        | Agency Mortgage-Backed Securities |
| GNII SF DM3055 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1042874.00        | $1101033.77        | Agency Mortgage-Backed Securities |
| GNII ET DM7831 C     | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $74304.48          | Agency Mortgage-Backed Securities |
| GNMI SF 486598 X     | 2028-10-15      | 6.5000%  | 0.0000% | $33042432.00       | $26220.68          | Agency Mortgage-Backed Securities |
| GNII SF DN8233 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1433062.00        | $1502775.61        | Agency Mortgage-Backed Securities |
| GNII SF DL8258 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1558261.97        | Agency Mortgage-Backed Securities |
| GNII SF DM8571 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1179874.00        | $1231761.46        | Agency Mortgage-Backed Securities |
| GNII ET DN4301 C     | 2065-10-20      | 2.0000%  | 0.0000% | $672002.00         | $526148.87         | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $4605862.54        | Agency Mortgage-Backed Securities |
| GNII RG CN5913 C     | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $280457.53         | Agency Mortgage-Backed Securities |
| GNII JM MA8866 M     | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $730764.94         | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $16995360.00       | $16032291.53       | Agency Mortgage-Backed Securities |
| GNII SF MA9427 M     | 2053-12-20      | 7.5000%  | 0.0000% | $795432.00         | $209634.86         | Agency Mortgage-Backed Securities |
| GNII SF CN6028 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1105849.17        | Agency Mortgage-Backed Securities |
| GNMI SF BM0259 X     | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18348.07          | Agency Mortgage-Backed Securities |
| GNII SF BV3600 C     | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $89587.93          | Agency Mortgage-Backed Securities |
| GNII SF DL3100 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2424950.93        | Agency Mortgage-Backed Securities |
| GNII SF DL2623 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1099164.00        | $1158711.06        | Agency Mortgage-Backed Securities |
| GNII SF DL0106 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5980235.12        | Agency Mortgage-Backed Securities |
| GNII SF DL5885 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1187614.00        | $1244001.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4414 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1599984.00        | $1395189.97        | Agency Mortgage-Backed Securities |
| GNMI SF BG5671 X     | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $664540.70         | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $36163.44          | Agency Mortgage-Backed Securities |
| GNII ET DO6604 C     | 2065-10-20      | 2.0000%  | 0.0000% | $329917.00         | $258633.70         | Agency Mortgage-Backed Securities |
| GNII SF DO9172 C     | 2055-12-20      | 5.0000%  | 0.0000% | $5001048.00        | $5055787.81        | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1429804.89        | Agency Mortgage-Backed Securities |
| GNII SF CZ7448 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1335420.00        | $1416047.30        | Agency Mortgage-Backed Securities |
| GNPL PN DA8489       | 2059-09-15      | 5.4800%  | 0.0000% | $48978.00          | $50456.97          | Agency Mortgage-Backed Securities |
| GNII SF DO4526 C     | 2055-11-20      | 5.0000%  | 0.0000% | $5815152.00        | $5852732.80        | Agency Mortgage-Backed Securities |
| GNII SF DL2511 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $3755267.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ1869 C     | 2055-04-20      | 5.5000%  | 0.0000% | $906358.00         | $456654.78         | Agency Mortgage-Backed Securities |
| GNII SF DJ9840 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $2205469.01        | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $925526.06         | Agency Mortgage-Backed Securities |
| GNII SF DH4867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3307665.42        | Agency Mortgage-Backed Securities |
| GNII SF CA0502 C     | 2050-12-20      | 2.0000%  | 0.0000% | $2750000.00        | $1602674.53        | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $182170.10         | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $339685.00         | $305464.47         | Agency Mortgage-Backed Securities |
| GNII SF MA8802 M     | 2053-04-20      | 6.0000%  | 0.0000% | $240000.00         | $135408.60         | Agency Mortgage-Backed Securities |
| GNII SF DN8118 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2917780.79        | Agency Mortgage-Backed Securities |
| GNII SF MA7629 M     | 2036-08-20      | 6.5000%  | 0.0000% | $65642.00          | $14773.73          | Agency Mortgage-Backed Securities |
| GNII SF MA9164 M     | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $299267.11         | Agency Mortgage-Backed Securities |
| GNMI SF 752199 X     | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1553141.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3919387.90        | Agency Mortgage-Backed Securities |
| GNII ET DJ7385 C     | 2065-04-20      | 6.0000%  | 0.0000% | $1991862.00        | $2030358.64        | Agency Mortgage-Backed Securities |
| GNMI SF 757390 X     | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $742315.66         | Agency Mortgage-Backed Securities |
| GNII EP 787789 C     | 2065-01-20      | 6.5000%  | 0.0000% | $846647.00         | $700029.22         | Agency Mortgage-Backed Securities |
| GNII SF DH6875 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2741524.00        | $2141744.63        | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $971582.01         | Agency Mortgage-Backed Securities |
| GNII SP 788099 C     | 2055-08-20      | 5.5000%  | 0.0000% | $32295168.00       | $32836318.39       | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1192618.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4346 | 2040-10-01      | 5.5000%  | 0.0000% | $1003898.00        | $1032460.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $1071694.00        | $869144.83         | Agency Mortgage-Backed Securities |
| GNII SF MA9752 M     | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $48128.25          | Agency Mortgage-Backed Securities |
| GNMI SF BE2167 X     | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $45411.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8770 M     | 2038-04-20      | 5.0000%  | 0.0000% | $164314.00         | $96238.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1443583.78        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0582 | 2053-08-01      | 3.5000%  | 0.0000% | $1225336.00        | $1069770.32        | Agency Mortgage-Backed Securities |
| GNII SF CX4160 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1530730.00        | $1637309.06        | Agency Mortgage-Backed Securities |
| GNII SF DO2357 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2817404.00        | $2892883.19        | Agency Mortgage-Backed Securities |
| GNII SF DO7938 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2887536.00        | $2964894.05        | Agency Mortgage-Backed Securities |
| GNII ET CZ7086 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $146218.21         | Agency Mortgage-Backed Securities |
| GNII SF CV5806 C     | 2054-01-20      | 8.0000%  | 0.0000% | $21678848.00       | $19806542.16       | Agency Mortgage-Backed Securities |
| GNPL PN CU1280       | 2058-06-15      | 4.9100%  | 0.0000% | $26844.00          | $26405.68          | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $520280.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | 0.0000% | $140464128.00      | $139356499.92      | Agency Mortgage-Backed Securities |
| GNMI SF 736553 X     | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8492.87           | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1131219.94        | Agency Mortgage-Backed Securities |
| GNII SF DF2517 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1420730.00        | $1134622.03        | Agency Mortgage-Backed Securities |
| GNII SF DG5191 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1102658.27        | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1630580.92        | Agency Mortgage-Backed Securities |
| GNII SF DG5758 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1179111.19        | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $60210.45          | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $140767.00         | $143944.48         | Agency Mortgage-Backed Securities |
| GNII SF DH2674 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1328189.41        | Agency Mortgage-Backed Securities |
| GNII SF DH3837 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3293704.84        | Agency Mortgage-Backed Securities |
| GNII SP 784905 C     | 2050-01-20      | 3.0000%  | 0.0000% | $700000.00         | $326237.33         | Agency Mortgage-Backed Securities |
| GNII SF DP3255 C     | 2055-12-20      | 5.5000%  | 0.0000% | $8101648.00        | $8318685.75        | Agency Mortgage-Backed Securities |
| GNII SF MA8695 M     | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $87937.74          | Agency Mortgage-Backed Securities |
| GNII ET DN4196 C     | 2065-10-20      | 3.0000%  | 0.0000% | $300990.00         | $269867.93         | Agency Mortgage-Backed Securities |
| GNII SF MA7911 M     | 2037-03-20      | 3.0000%  | 0.0000% | $150000.00         | $73522.40          | Agency Mortgage-Backed Securities |
| GNII SF DM4377 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1960615.99        | Agency Mortgage-Backed Securities |
| GNII SF DL5981 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1954916.00        | Agency Mortgage-Backed Securities |
| GNII SF DL6857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $3318319.22        | Agency Mortgage-Backed Securities |
| GNII SF DK7935 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1676887.92        | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2896575.64        | Agency Mortgage-Backed Securities |
| GNII SF DM3906 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1062310.00        | $1107453.45        | Agency Mortgage-Backed Securities |
| GNII ET DM2576 C     | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $846427.01         | Agency Mortgage-Backed Securities |
| GNMI SF 693564 X     | 2038-07-15      | 6.5000%  | 0.0000% | $538602.00         | $9520.88           | Agency Mortgage-Backed Securities |
| GNII SF DK2909 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1089669.52        | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5675313.43        | Agency Mortgage-Backed Securities |
| GNII SF DL3512 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5776728.00        | $5969663.17        | Agency Mortgage-Backed Securities |
| GNII SF 004697 M     | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $76173.35          | Agency Mortgage-Backed Securities |
| GNMI SF 477023 X     | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $5112.31           | Agency Mortgage-Backed Securities |
| GNII SF DM3343 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $6388231.75        | Agency Mortgage-Backed Securities |
| GNII SF DM0872 C     | 2055-09-20      | 4.5000%  | 0.0000% | $6031744.00        | $5949451.42        | Agency Mortgage-Backed Securities |
| GNII SF DM3432 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $3019016.22        | Agency Mortgage-Backed Securities |
| GNII ET DL4532 C     | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $293074.18         | Agency Mortgage-Backed Securities |
| GNII SF AL5850 C     | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $1948369.32        | Agency Mortgage-Backed Securities |
| GNII SF CU3446 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $953112.00         | Agency Mortgage-Backed Securities |
| GNII SF CV0625 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1478208.00        | $1509772.88        | Agency Mortgage-Backed Securities |
| GNII ET CV3980 C     | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $248942.95         | Agency Mortgage-Backed Securities |
| GNII SF DA5789 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $1207191.22        | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $17310140.00       | $17634278.14       | Agency Mortgage-Backed Securities |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $1594233.18        | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1110135.92        | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $18442560.00       | $17305478.13       | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M     | 2052-11-20      | 5.0000%  | 0.0000% | $2235568.00        | $1705362.13        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL1387 | 2055-01-01      | 3.5000%  | 0.0000% | $7609960.00        | $6750236.24        | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $20200000.00       | $9208140.30        | Agency Mortgage-Backed Securities |
| GNII SF MA8465 M     | 2029-08-20      | 7.5000%  | 0.0000% | $35476.00          | $22044.97          | Agency Mortgage-Backed Securities |
| GNII SF BW8883 C     | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $350647.26         | Agency Mortgage-Backed Securities |
| GNII SF DM2608 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3877876.00        | $4080390.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4070 | 2054-09-01      | 5.5000%  | 0.0000% | $39275072.00       | $40394778.11       | Agency Mortgage-Backed Securities |
| GNII SF BW8856 C     | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3158436.19        | Agency Mortgage-Backed Securities |
| GNII SF BT8614 C     | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $838185.26         | Agency Mortgage-Backed Securities |
| GNII RG CN5871 C     | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $978826.94         | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $419967.64         | Agency Mortgage-Backed Securities |
| GNII SF BZ4587 C     | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $472494.19         | Agency Mortgage-Backed Securities |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $50347.80          | Agency Mortgage-Backed Securities |
| GNII SF DM7812 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1300106.00        | $1363446.94        | Agency Mortgage-Backed Securities |
| GNII SF DM3846 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3179992.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA0769 | 2041-05-01      | 5.0000%  | 0.0000% | $161772.00         | $6728.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  | 0.0000% | $674000.00         | $27780.28          | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $57707.84          | Agency Mortgage-Backed Securities |
| GNMI SF 729032 X     | 2040-02-15      | 4.5000%  | 0.0000% | $2359760.00        | $268489.55         | Agency Mortgage-Backed Securities |
| GNII SF DM3436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6980192.58        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3973 | 2055-09-01      | 7.0000%  | 0.0000% | $6331820.00        | $6687383.70        | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $7182888.00        | $5561904.90        | Agency Mortgage-Backed Securities |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $187632.63         | Agency Mortgage-Backed Securities |
| GNMI SF AB2742 X     | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $57593.66          | Agency Mortgage-Backed Securities |
| GNII RG CO9985 C     | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $574828.25         | Agency Mortgage-Backed Securities |
| GNMI SF BR6083 X     | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $31593.79          | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $24883100.00       | $20808163.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $128164.00         | $120477.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1318825.78        | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $5932936.00        | $4478438.28        | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $46109.00          | $30944.01          | Agency Mortgage-Backed Securities |
| GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $87115.00          | $91005.70          | Agency Mortgage-Backed Securities |
| GNII SF CY1860 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1364612.63        | Agency Mortgage-Backed Securities |
| GNII SF CX4169 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1579256.53        | Agency Mortgage-Backed Securities |
| GNII SF DA5839 C     | 2054-02-20      | 8.0000%  | 0.0000% | $954835.00         | $1031366.28        | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2216662.72        | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $356291.79         | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $12882320.00       | $11523032.82       | Agency Mortgage-Backed Securities |
| GNMI SF BC9137 X     | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $70853.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2848 | 2055-10-01      | 5.5000%  | 0.0000% | $83873152.00       | $84638026.71       | Agency Mortgage-Backed Securities |
| GNMI SF BA0244 X     | 2047-04-15      | 4.0000%  | 0.0000% | $456615.00         | $83708.90          | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $891857.59         | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $5469000.00        | $3362885.62        | Agency Mortgage-Backed Securities |
| GNAR AF 082137 M     | 2038-08-20      | 5.3750%  | 0.0000% | $50000000.00       | $76508.91          | Agency Mortgage-Backed Securities |
| GNII ET DM3068 C     | 2065-09-20      | 4.5000%  | 0.0000% | $948325.00         | $933469.73         | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M     | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $50819.32          | Agency Mortgage-Backed Securities |
| GNAR AF MA6166 M     | 2049-09-20      | 5.3750%  | 0.0000% | $1057290.00        | $125162.51         | Agency Mortgage-Backed Securities |
| GNII ET DM7102 C     | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $376425.70         | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $777733.00         | $529813.82         | Agency Mortgage-Backed Securities |
| GNII SF DN0588 C     | 2055-09-20      | 6.5000%  | 0.0000% | $34559616.00       | $35921765.29       | Agency Mortgage-Backed Securities |
| GNII SF MA7170 M     | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $235332.64         | Agency Mortgage-Backed Securities |
| GNII SF DN1520 C     | 2055-10-20      | 5.0000%  | 0.0000% | $6318152.00        | $6355774.95        | Agency Mortgage-Backed Securities |
| GNII SF DN2297 C     | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4308620.07        | Agency Mortgage-Backed Securities |
| GNAR AS 082860 M     | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $24211.50          | Agency Mortgage-Backed Securities |
| GNII SF DM7868 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2153963.49        | Agency Mortgage-Backed Securities |
| GNII SF MA5570 M     | 2028-04-20      | 7.0000%  | 0.0000% | $83274.00          | $9036.17           | Agency Mortgage-Backed Securities |
| GNII SP 784101 M     | 2044-08-20      | 3.5000%  | 0.0000% | $13197552.00       | $1301043.99        | Agency Mortgage-Backed Securities |
| GNII SF DN0820 C     | 2055-10-20      | 6.0000%  | 0.0000% | $45324032.00       | $46544472.48       | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $962294.00         | $63987.22          | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7306.16           | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $716454.91         | Agency Mortgage-Backed Securities |
| GNAR AR 080107 M     | 2027-08-20      | 5.3750%  | 0.0000% | $17842176.00       | $5354.91           | Agency Mortgage-Backed Securities |
| GNII SP 787214 C     | 2054-01-20      | 6.5000%  | 0.0000% | $7802864.00        | $5144337.54        | Agency Mortgage-Backed Securities |
| GNAR AF MB0825 M     | 2055-12-20      | 5.0000%  | 0.0000% | $492204.00         | $500095.84         | Agency Mortgage-Backed Securities |
| GNII SF MA6748 M     | 2032-12-20      | 6.5000%  | 0.0000% | $913514.00         | $281897.55         | Agency Mortgage-Backed Securities |
| GNII ET DM7096 C     | 2065-09-20      | 3.0000%  | 0.0000% | $202930.00         | $181945.84         | Agency Mortgage-Backed Securities |
| GNII JM MB0013 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2381534.40        | Agency Mortgage-Backed Securities |
| GNAR AF MB0567 M     | 2055-08-20      | 5.5000%  | 0.0000% | $23818528.00       | $23972997.06       | Agency Mortgage-Backed Securities |
| GNII SF MB0358 M     | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4327147.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5959 | 2035-12-01      | 5.0000%  | 0.0000% | $323287.00         | $331880.51         | Agency Mortgage-Backed Securities |
| GNII SF MA9602 M     | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14856575.45       | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $299388.00         | $47827.14          | Agency Mortgage-Backed Securities |
| GNMI SF AL0786 X     | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6204.19           | Agency Mortgage-Backed Securities |
| GNII SF DM4678 C     | 2055-11-20      | 5.5000%  | 0.0000% | $7081920.00        | $7271639.91        | Agency Mortgage-Backed Securities |
| GNII SF AQ3110 C     | 2045-11-20      | 3.0000%  | 0.0000% | $16869600.00       | $2360496.10        | Agency Mortgage-Backed Securities |
| GNPL PN CK5725       | 2065-04-15      | 5.7000%  | 0.0000% | $58143.00          | $60940.87          | Agency Mortgage-Backed Securities |
| GNII SF BM7542 C     | 2050-03-20      | 3.0000%  | 0.0000% | $61000.00          | $19108.81          | Agency Mortgage-Backed Securities |
| GNMI SF AD6086 X     | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23459.45          | Agency Mortgage-Backed Securities |
| GNII SF DL6856 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2781456.00        | $2764365.06        | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $542197.55         | Agency Mortgage-Backed Securities |
| GNPL LM CH6568       | 2054-05-15      | 3.1900%  | 0.0000% | $56058.00          | $48005.85          | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C     | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $91675.23          | Agency Mortgage-Backed Securities |
| GNII SF DM1560 C     | 2055-08-20      | 6.5000%  | 0.0000% | $7105904.00        | $7380340.10        | Agency Mortgage-Backed Securities |
| GNII SF BV4484 C     | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $486617.32         | Agency Mortgage-Backed Securities |
| GNII SF CM3934 C     | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1654728.27        | Agency Mortgage-Backed Securities |
| GNII SF DM3054 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1267881.64        | Agency Mortgage-Backed Securities |
| GNII SF DM3109 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3292932.00        | $3425615.13        | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C     | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $104541.83         | Agency Mortgage-Backed Securities |
| GNII SF DM1233 C     | 2055-09-20      | 6.0000%  | 0.0000% | $24999904.00       | $25848875.58       | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $89052.18          | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $3020584.00        | $2771415.50        | Agency Mortgage-Backed Securities |
| GNII SF MA1838 M     | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $368150.70         | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40903.83          | Agency Mortgage-Backed Securities |
| GNPL PN BU2235       | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46614.24          | Agency Mortgage-Backed Securities |
| GNII SF BX4962 C     | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $60136.82          | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $160013.38         | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $26010.02          | Agency Mortgage-Backed Securities |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9260.76           | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M     | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $160169.65         | Agency Mortgage-Backed Securities |
| GNAR AS MA0107 M     | 2042-05-20      | 5.6250%  | 0.0000% | $637901.00         | $39221.33          | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $102185.63         | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $122881.33         | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2202933.73        | Agency Mortgage-Backed Securities |
| GNII SF MA2598 M     | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $54516.45          | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M     | 2043-11-20      | 4.5000%  | 0.0000% | $99247.00          | $5794.43           | Agency Mortgage-Backed Securities |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $691078.47         | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $10962784.96       | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $500933.00         | $35444.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1640 | 2052-04-01      | 4.0000%  | 0.0000% | $1500000.00        | $976807.44         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8225 | 2038-02-01      | 3.0000%  | 0.0000% | $4000000.00        | $2529889.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8830 | 2054-12-01      | 5.5000%  | 0.0000% | $4529448.00        | $4062588.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  | 0.0000% | $500000.00         | $400999.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAR8953 | 2028-03-01      | 3.0000%  | 0.0000% | $14582592.00       | $454878.22         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS0350 | 2028-09-01      | 3.0000%  | 0.0000% | $25903552.00       | $812596.51         | Agency Mortgage-Backed Securities |
| GNMI SF 651901 X     | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13318.81          | Agency Mortgage-Backed Securities |
| GNMI SF 711731 X     | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $459224.82         | Agency Mortgage-Backed Securities |
| GNMI SF 548529 X     | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $430348.97         | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1723924.24        | Agency Mortgage-Backed Securities |
| GNII SP 786884 C     | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $36479466.90       | Agency Mortgage-Backed Securities |
| GNII SF DJ8368 C     | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2510260.31        | Agency Mortgage-Backed Securities |
| GNII SF DL4798 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1445606.74        | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $1166708.00        | $69660.78          | Agency Mortgage-Backed Securities |
| GNII SF DK0077 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4751232.00        | $4919800.35        | Agency Mortgage-Backed Securities |
| GNII SF DD7537 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3888785.45        | Agency Mortgage-Backed Securities |
| GNII SF DK1606 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $3153904.26        | Agency Mortgage-Backed Securities |
| GNII SF DK1425 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2223428.00        | $2321583.30        | Agency Mortgage-Backed Securities |
| GNII SF DL4851 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1488947.91        | Agency Mortgage-Backed Securities |
| GNII SF DK5626 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1686944.00        | $1750635.62        | Agency Mortgage-Backed Securities |
| GNII SF DL5817 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1339496.00        | $1403035.54        | Agency Mortgage-Backed Securities |
| GNII ET DL3899 C     | 2065-08-20      | 4.5000%  | 0.0000% | $163580.00         | $159490.99         | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1757924.82        | Agency Mortgage-Backed Securities |
| GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $725137.00         | $23923.89          | Agency Mortgage-Backed Securities |
| GNII SF DK0295 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2740275.84        | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1427452.35        | Agency Mortgage-Backed Securities |
| GNII SF DL5826 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2124424.00        | $2230945.04        | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M     | 2035-09-20      | 5.5000%  | 0.0000% | $916477.00         | $428353.47         | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1091074.00        | $711199.09         | Agency Mortgage-Backed Securities |
| GNII SF MA7858 M     | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $98741.99          | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $333165.67         | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $158706600.00      | $102326543.10      | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $117913261.52      | Agency Mortgage-Backed Securities |
| GNAR AT 080913 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1040000.00        | $7558.15           | Agency Mortgage-Backed Securities |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1730000.00        | $921431.35         | Agency Mortgage-Backed Securities |
| GNII JM MA8261 M     | 2052-09-20      | 4.5000%  | 0.0000% | $724949.00         | $533589.91         | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $2166353.97        | Agency Mortgage-Backed Securities |
| GNII SF MA8178 M     | 2037-08-20      | 5.0000%  | 0.0000% | $630351.00         | $466295.78         | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $50560413.29       | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $46545280.00       | $35414845.44       | Agency Mortgage-Backed Securities |
| GNII SF DK1836 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1339030.98        | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $20145984.00       | $10708074.91       | Agency Mortgage-Backed Securities |
| GNII ET DF5714 C     | 2064-11-20      | 6.0000%  | 0.0000% | $665401.00         | $677445.85         | Agency Mortgage-Backed Securities |
| GNII SF DG4442 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1808762.08        | Agency Mortgage-Backed Securities |
| GNAR AT 082431 M     | 2039-12-20      | 4.7500%  | 0.0000% | $4400000.00        | $129178.48         | Agency Mortgage-Backed Securities |
| GNMI SF 487861 X     | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $5115.48           | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C     | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $59201.37          | Agency Mortgage-Backed Securities |
| GNMI SF 720161 X     | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $65830.14          | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1241648.02        | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $6160240.00        | $6571321.03        | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $30844760.00       | $34962679.41       | Agency Mortgage-Backed Securities |
| GNII SF CW4861 C     | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1821984.67        | Agency Mortgage-Backed Securities |
| GNII SF DI8236 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1465160.00        | $1523373.39        | Agency Mortgage-Backed Securities |
| GNII SF DI1631 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2826668.44        | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1113631.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4133 | 2055-09-01      | 5.5000%  | 0.0000% | $44895680.00       | $45590055.98       | Agency Mortgage-Backed Securities |
| GNII SF MB0457 M     | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $93815.67          | Agency Mortgage-Backed Securities |
| GNAR AF MB0753 M     | 2055-11-20      | 3.5000%  | 0.0000% | $74952576.00       | $72994973.29       | Agency Mortgage-Backed Securities |
| GNII SF CT4233 C     | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1449052.68        | Agency Mortgage-Backed Securities |
| GNII RG CS3955 C     | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $3010940.08        | Agency Mortgage-Backed Securities |
| GNII RG CQ6275 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1475948.90        | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $76285.70          | Agency Mortgage-Backed Securities |
| GNAR AT MB0638 M     | 2055-08-20      | 4.0000%  | 0.0000% | $495990.00         | $492358.02         | Agency Mortgage-Backed Securities |
| GNII SF DI3916 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3574608.00        | $1969899.10        | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2529151.86        | Agency Mortgage-Backed Securities |
| GNII SF CY1078 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1835665.50        | Agency Mortgage-Backed Securities |
| GNII RG CQ2806 C     | 2039-09-20      | 6.0000%  | 0.0000% | $2254684.00        | $1565653.13        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3888 | 2051-01-01      | 4.5000%  | 0.0000% | $2202032.00        | $1645737.64        | Agency Mortgage-Backed Securities |
| FNMS 07.000 JL674273 | 2028-04-01      | 7.0000%  | 0.0000% | $5013344.00        | $24980.10          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $3618460.00        | $2660847.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257281 | 2028-07-01      | 5.0000%  | 0.0000% | $10088496.00       | $12435.55          | Agency Mortgage-Backed Securities |
| GNII SF MA0375 M     | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $5924.20           | Agency Mortgage-Backed Securities |
| GNMI SF 697852 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6581.86           | Agency Mortgage-Backed Securities |
| GNMI SF 709503 X     | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10513.08          | Agency Mortgage-Backed Securities |
| GNII SF MA8395 M     | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $70103.60          | Agency Mortgage-Backed Securities |
| GNII ET DM1665 C     | 2065-09-20      | 4.0000%  | 0.0000% | $234507.00         | $223381.40         | Agency Mortgage-Backed Securities |
| GNII SF DM4650 C     | 2055-10-20      | 6.5000%  | 0.0000% | $30980864.00       | $32259237.69       | Agency Mortgage-Backed Securities |
| GNII SF DO7923 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4505950.00        | $4537503.67        | Agency Mortgage-Backed Securities |
| GNII ET DM3988 C     | 2065-09-20      | 3.0000%  | 0.0000% | $383025.00         | $343429.23         | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $115000.00         | $8385.31           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6296 | 2055-10-01      | 6.5000%  | 0.0000% | $1453648.00        | $1526543.66        | Agency Mortgage-Backed Securities |
| GNII ET DM2763 C     | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $283548.01         | Agency Mortgage-Backed Securities |
| GNII SF DL5796 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1242097.49        | Agency Mortgage-Backed Securities |
| GNII SF DI8311 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1636292.33        | Agency Mortgage-Backed Securities |
| GNII SF DL6651 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1883546.00        | $1975128.54        | Agency Mortgage-Backed Securities |
| GNII SF DL3173 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1516090.75        | Agency Mortgage-Backed Securities |
| GNII ET DL1505 C     | 2065-08-20      | 6.5000%  | 0.0000% | $2417632.00        | $2521342.36        | Agency Mortgage-Backed Securities |
| GNII SF DL6912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4224192.00        | $4384750.87        | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $78579.51          | Agency Mortgage-Backed Securities |
| GNII SF BZ8508 C     | 2050-12-20      | 3.0000%  | 0.0000% | $72000.00          | $43569.79          | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $546000.00         | $215790.68         | Agency Mortgage-Backed Securities |
| GNII SF DL6913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3739264.00        | $3883501.28        | Agency Mortgage-Backed Securities |
| GNII SF DK9459 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3363180.00        | $3431015.49        | Agency Mortgage-Backed Securities |
| GNII SF DL3101 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5145247.18        | Agency Mortgage-Backed Securities |
| GNII SF DL6855 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2375080.00        | $2490554.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKDF3212 | 2055-10-01      | 6.0000%  | 0.0000% | $1983350.00        | $2045850.69        | Agency Mortgage-Backed Securities |
| GNMI SF 589569 X     | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $8593.24           | Agency Mortgage-Backed Securities |
| GNII ET DO5982 C     | 2065-11-20      | 3.5000%  | 0.0000% | $941191.00         | $856959.74         | Agency Mortgage-Backed Securities |
| GNII SF DL7867 C     | 2055-08-20      | 6.0000%  | 0.0000% | $6493024.00        | $6707396.94        | Agency Mortgage-Backed Securities |
| GNII SF DO9364 C     | 2055-12-20      | 3.5000%  | 0.0000% | $15084816.00       | $13623620.27       | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $54065472.00       | $5493411.85        | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M     | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2720457.41        | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $104265216.00      | $65443887.52       | Agency Mortgage-Backed Securities |
| GNII SF MA8021 M     | 2037-05-20      | 4.5000%  | 0.0000% | $141434.00         | $108572.86         | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $3830412.00        | $2453638.86        | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1285893.87        | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1133692.97        | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1055743.41        | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1164911.89        | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $2355536.38        | Agency Mortgage-Backed Securities |
| GNII SF MA9641 M     | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $153051.73         | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $90221.00          | $90614.33          | Agency Mortgage-Backed Securities |
| GNII SF MA9274 M     | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $77457.57          | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1101820.81        | Agency Mortgage-Backed Securities |
| GNII SF DL3099 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2399180.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $17728608.00       | $14605147.47       | Agency Mortgage-Backed Securities |
| GNII SF DL3948 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2101484.00        | $2188260.41        | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X     | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50526.09          | Agency Mortgage-Backed Securities |
| GNII SF DL8066 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3386134.82        | Agency Mortgage-Backed Securities |
| GNII SF DL0490 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1439210.00        | $1508335.40        | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $844423.00         | $411899.94         | Agency Mortgage-Backed Securities |
| GNII SF DJ4714 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3148095.30        | Agency Mortgage-Backed Securities |
| GNII SF DK8324 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1561218.88        | Agency Mortgage-Backed Securities |
| GNII SF DL2575 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1424196.00        | $1486809.63        | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $89889.00          | $92413.85          | Agency Mortgage-Backed Securities |
| GNII SF DK5686 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2195452.00        | $2278221.09        | Agency Mortgage-Backed Securities |
| GNII SF DK5349 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1706320.78        | Agency Mortgage-Backed Securities |
| GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $2773000.00        | $2934155.30        | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4782429.64        | Agency Mortgage-Backed Securities |
| GNII ET DJ8013 C     | 2064-06-20      | 7.5000%  | 0.0000% | $77201.00          | $79991.65          | Agency Mortgage-Backed Securities |
| GNII SF DK0294 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4201391.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP0647 | 2050-03-01      | 4.5000%  | 0.0000% | $8316672.00        | $1723832.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9715 | 2027-01-01      | 4.0000%  | 0.0000% | $20000000.00       | $62410.75          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3882 | 2040-07-01      | 5.5000%  | 0.0000% | $1872122.00        | $1873633.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $305795000.00      | $40632825.24       | Agency Mortgage-Backed Securities |
| GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $16146619.44       | Agency Mortgage-Backed Securities |
| GNII SP 785622 C     | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $249136.09         | Agency Mortgage-Backed Securities |
| GNII SP 785578 M     | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $448097.44         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6628 | 2055-11-01      | 5.5000%  | 0.0000% | $13639280.00       | $13956965.58       | Agency Mortgage-Backed Securities |
| GNII SF DK7589 C     | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $18355836.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6636 | 2055-06-01      | 6.0000%  | 0.0000% | $1603326.00        | $1664284.48        | Agency Mortgage-Backed Securities |
| GNII SF DI6960 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1009318.30        | Agency Mortgage-Backed Securities |
| GNMI SF 774033 X     | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $120727.14         | Agency Mortgage-Backed Securities |
| GNII SF AA1032 C     | 2042-05-20      | 3.5000%  | 0.0000% | $3554540.00        | $364192.98         | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1099290.96        | Agency Mortgage-Backed Securities |
| GNII SF DK5711 C     | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3287201.86        | Agency Mortgage-Backed Securities |
| GNII SF DI8913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1691170.00        | $1774349.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD2385 | 2055-03-01      | 4.5000%  | 0.0000% | $1007068.00        | $981004.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9894 | 2055-07-01      | 5.5000%  | 0.0000% | $2928576.00        | $3015059.16        | Agency Mortgage-Backed Securities |
| GNII SF DO3648 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1156360.00        | $1225200.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4125 | 2055-08-01      | 5.5000%  | 0.0000% | $1543000.00        | $1565284.23        | Agency Mortgage-Backed Securities |
| GNII SF DK0348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1126198.67        | Agency Mortgage-Backed Securities |
| GNII JM MA6700 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $229957.42         | Agency Mortgage-Backed Securities |
| GNII ET DK7991 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $2070072.45        | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $856622.90         | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $21235808.00       | $7002471.75        | Agency Mortgage-Backed Securities |
| GNII SF MA8463 M     | 2036-10-20      | 6.5000%  | 0.0000% | $36495.00          | $24228.89          | Agency Mortgage-Backed Securities |
| GNII JM MA7304 M     | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $56583.34          | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $3940389.09        | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $455706.79         | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $188931.03         | Agency Mortgage-Backed Securities |
| GNII SF DK3171 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1732452.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1407597.61        | Agency Mortgage-Backed Securities |
| GNII SF DK4967 C     | 2052-07-20      | 6.5000%  | 0.0000% | $1270380.00        | $1330372.99        | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13385490.06       | Agency Mortgage-Backed Securities |
| GNII JM MA6756 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4775000.00        | $1337814.57        | Agency Mortgage-Backed Securities |
| GNII SF DK4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $1189477.59        | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2810252.00        | $2932466.25        | Agency Mortgage-Backed Securities |
| GNII SF DJ1894 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1164814.98        | Agency Mortgage-Backed Securities |
| GNII SF DJ5925 C     | 2055-04-20      | 5.5000%  | 0.0000% | $3458200.00        | $3473557.41        | Agency Mortgage-Backed Securities |
| GNII SF DK3156 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1707704.00        | $1721389.59        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4207 | 2052-02-01      | 3.0000%  | 0.0000% | $1233200.00        | $994385.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $400000.00         | $270915.54         | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $577954.19         | Agency Mortgage-Backed Securities |
| GNII SF MA7941 M     | 2048-07-20      | 5.0000%  | 0.0000% | $25000.00          | $14516.02          | Agency Mortgage-Backed Securities |
| GNAR AF MA5032 M     | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6527.60           | Agency Mortgage-Backed Securities |
| GNII JM MA6921 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $502607.20         | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $28562.67          | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $20255200.00       | $2391617.88        | Agency Mortgage-Backed Securities |
| GNII SF MA4781 M     | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $198658.73         | Agency Mortgage-Backed Securities |
| GNII SF MA1231 M     | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $32302.60          | Agency Mortgage-Backed Securities |
| GNII SF MA4075 M     | 2038-10-20      | 6.5000%  | 0.0000% | $6000000.00        | $1007001.06        | Agency Mortgage-Backed Securities |
| GNII SF DH6918 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $857663.15         | Agency Mortgage-Backed Securities |
| GNII SF DJ3025 C     | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15573388.40       | Agency Mortgage-Backed Securities |
| GNII JM MA9289 M     | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1373841.40        | Agency Mortgage-Backed Securities |
| GNII SF DL4051 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6550195.58        | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1329116.00        | $1386942.53        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $100120064.00      | $76519739.40       | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2637224.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7971 | 2055-11-01      | 5.5000%  | 0.0000% | $14298624.00       | $14646782.22       | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $18334574.45       | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1540061.56        | Agency Mortgage-Backed Securities |
| GNII SF MA8394 M     | 2037-11-20      | 3.0000%  | 0.0000% | $44041.00          | $31501.85          | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $650000.00         | $394702.47         | Agency Mortgage-Backed Securities |
| GNII SF MA8979 M     | 2030-01-20      | 1.5000%  | 0.0000% | $28344.00          | $13809.94          | Agency Mortgage-Backed Securities |
| GNII SF DK0076 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1023740.00        | $1070902.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3694895.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ9133 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1515628.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2895099.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1525541.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ9125 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $11049545.52       | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $6094600.00        | $5014236.30        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $18878570.94       | Agency Mortgage-Backed Securities |
| GNII SP 787704 C     | 2054-11-20      | 5.0000%  | 0.0000% | $53381760.00       | $51913007.70       | Agency Mortgage-Backed Securities |
| GNMI SF 622569 X     | 2033-10-15      | 5.0000%  | 0.0000% | $10019264.00       | $187603.31         | Agency Mortgage-Backed Securities |
| GNII SP 788197 C     | 2055-09-20      | 5.5000%  | 0.0000% | $117990528.00      | $120170615.64      | Agency Mortgage-Backed Securities |
| GNII SP 788188 C     | 2055-09-20      | 5.5000%  | 0.0000% | $65913120.00       | $66903766.99       | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $52958.93          | Agency Mortgage-Backed Securities |
| GNII SP 786108 C     | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $75355.26          | Agency Mortgage-Backed Securities |
| GNII ET DM1666 C     | 2065-08-20      | 4.5000%  | 0.0000% | $303425.00         | $295632.46         | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $58328.93          | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $775846.00         | $74796.92          | Agency Mortgage-Backed Securities |
| GNII SF MA3037 M     | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $44709.65          | Agency Mortgage-Backed Securities |
| GNII ET DM5787 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7000000.00        | $7309125.11        | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $500000.00         | $70522.23          | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $282113.66         | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $42000.00          | $18896.25          | Agency Mortgage-Backed Securities |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | 0.0000% | $900000.00         | $105082.80         | Agency Mortgage-Backed Securities |
| GNII JM MA5584 M     | 2048-10-20      | 3.5000%  | 0.0000% | $474147.00         | $16445.23          | Agency Mortgage-Backed Securities |
| GNII SF MA6071 M     | 2027-12-20      | 6.5000%  | 0.0000% | $153047.00         | $27894.04          | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M     | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $84077.75          | Agency Mortgage-Backed Securities |
| GNII SF DJ4813 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1721264.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10529848.46       | Agency Mortgage-Backed Securities |
| GNII SF DL4477 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1210611.57        | Agency Mortgage-Backed Securities |
| GNII SF DK1497 C     | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $17365978.89       | Agency Mortgage-Backed Securities |
| GNII SF DL2268 C     | 2055-10-20      | 6.0000%  | 0.0000% | $366334.00         | $377474.11         | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1265259.97        | Agency Mortgage-Backed Securities |
| GNII SF DH4939 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2575636.00        | $2698902.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ9248 C     | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $3640473.61        | Agency Mortgage-Backed Securities |
| GNII SF 005331 M     | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $69014.38          | Agency Mortgage-Backed Securities |
| GNII SF DK0157 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2263576.00        | $2369356.09        | Agency Mortgage-Backed Securities |
| GNII SF DG2299 C     | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21775205.10       | Agency Mortgage-Backed Securities |
| GNII SF DJ9322 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1337128.65        | Agency Mortgage-Backed Securities |
| GNII SF DK1645 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1616126.87        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0359       | 2060-11-15      | 5.4000%  | 0.0000% | $7500000.00        | $7717319.09        | Agency Mortgage-Backed Securities |
| GNII SF DJ9123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3388912.00        | $3382437.33        | Agency Mortgage-Backed Securities |
| GNII SF DK2598 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3216271.38        | Agency Mortgage-Backed Securities |
| GNMI SF 605301 X     | 2034-07-15      | 5.5000%  | 0.0000% | $2178748.00        | $32146.76          | Agency Mortgage-Backed Securities |
| GNII SF DO9804 C     | 2040-12-20      | 4.0000%  | 0.0000% | $1407164.00        | $1392517.30        | Agency Mortgage-Backed Securities |
| GNII SF DH6797 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1214927.76        | Agency Mortgage-Backed Securities |
| GNII SF DK0291 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1863130.00        | $1839002.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ3196 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4524648.00        | $4730301.26        | Agency Mortgage-Backed Securities |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $35938304.00       | $27673.97          | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $2588738.28        | Agency Mortgage-Backed Securities |
| GNII SF DG9261 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $1343219.77        | Agency Mortgage-Backed Securities |
| GNII SF DD4242 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1161895.82        | Agency Mortgage-Backed Securities |
| GNII SF AQ9175 C     | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2130468.05        | Agency Mortgage-Backed Securities |
| GNII SF DO7924 C     | 2055-12-20      | 5.0000%  | 0.0000% | $5908150.00        | $5944429.98        | Agency Mortgage-Backed Securities |
| GNII SF DG3522 C     | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1394562.97        | Agency Mortgage-Backed Securities |
| GNII SF DJ5211 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2732899.05        | Agency Mortgage-Backed Securities |
| GNII SF DH5291 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1555476.00        | $1375264.62        | Agency Mortgage-Backed Securities |
| GNII SF DH8527 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1046091.59        | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1715913.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $31036479.64       | Agency Mortgage-Backed Securities |
| GNII SF 003998 M     | 2037-06-20      | 6.0000%  | 0.0000% | $618000.00         | $6603.13           | Agency Mortgage-Backed Securities |
| GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $756124.92         | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2056878.94        | Agency Mortgage-Backed Securities |
| GNII SF CZ1215 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $1125706.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3781 | 2056-01-01      | 5.5000%  | 0.0000% | $123822848.00      | $126478641.68      | Agency Mortgage-Backed Securities |
| GNII SF 545327 C     | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $14474.20          | Agency Mortgage-Backed Securities |
| GNMI SF 462682 X     | 2028-04-15      | 6.5000%  | 0.0000% | $17948667.00       | $6719.89           | Agency Mortgage-Backed Securities |
| GNII SF 003308 M     | 2032-11-20      | 6.5000%  | 0.0000% | $9711024.00        | $34765.79          | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $2075000.00        | $80276.85          | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $14745600.00       | $5496.36           | Agency Mortgage-Backed Securities |
| GNII SF 005259 M     | 2041-12-20      | 4.0000%  | 0.0000% | $67133000.00       | $3387996.00        | Agency Mortgage-Backed Securities |
| GNII SF DN9273 C     | 2055-12-20      | 5.0000%  | 0.0000% | $6106216.00        | $6145971.54        | Agency Mortgage-Backed Securities |
| GNII SF DP0660 C     | 2055-12-20      | 4.5000%  | 0.0000% | $4329392.00        | $4247553.50        | Agency Mortgage-Backed Securities |
| GNII SF DN5548 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1947350.00        | $2047470.39        | Agency Mortgage-Backed Securities |
| GNAR AF MB0693 M     | 2055-10-20      | 3.5000%  | 0.0000% | $17198528.00       | $16674117.51       | Agency Mortgage-Backed Securities |
| GNII SF DM7725 C     | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $803376.02         | Agency Mortgage-Backed Securities |
| GNMI SF AN7592 X     | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17634.84          | Agency Mortgage-Backed Securities |
| GNII ET DN4221 C     | 2065-01-20      | 4.5000%  | 0.0000% | $95369.00          | $92867.02          | Agency Mortgage-Backed Securities |
| GNII SF DN0819 C     | 2055-10-20      | 6.0000%  | 0.0000% | $45287840.00       | $46865700.04       | Agency Mortgage-Backed Securities |
| GNII SF DM3499 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1165628.00        | $1173428.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0723 | 2035-12-01      | 6.5000%  | 0.0000% | $496000.00         | $13133.58          | Agency Mortgage-Backed Securities |
| GNII SF DM7866 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1844820.00        | $1936472.34        | Agency Mortgage-Backed Securities |
| GNAR AF MB0822 M     | 2055-12-20      | 4.0000%  | 0.0000% | $592508.00         | $588978.03         | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25134929.37       | Agency Mortgage-Backed Securities |
| GNII SF DH4873 C     | 2055-06-20      | 6.5000%  | 0.0000% | $833381.00         | $774924.08         | Agency Mortgage-Backed Securities |
| GNCL CL CN0552       | 2065-06-15      | 6.2600%  | 0.0000% | $358662.00         | $373496.86         | Agency Mortgage-Backed Securities |
| GNII SF MA4262 M     | 2047-02-20      | 3.5000%  | 0.0000% | $175000.00         | $20988.86          | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $57500.00          | $57646.97          | Agency Mortgage-Backed Securities |
| GNII SF AG2675 C     | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $827238.06         | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $190894.00         | $14304.79          | Agency Mortgage-Backed Securities |
| GNII ET DG3123 C     | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $889319.90         | Agency Mortgage-Backed Securities |
| GNII SF DH3519 C     | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $1522255.57        | Agency Mortgage-Backed Securities |
| GNII SF DG9177 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1183409.35        | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1628529.88        | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2568701.14        | Agency Mortgage-Backed Securities |
| GNII SF DH4861 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2887324.00        | $3021771.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4823 | 2053-12-01      | 5.0000%  | 0.0000% | $800000.00         | $704989.00         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0557 | 2036-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $545575.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI9675 | 2054-07-01      | 6.0000%  | 0.0000% | $1505598.00        | $1122506.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7860 | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $341657.31         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5165 | 2054-10-01      | 5.5000%  | 0.0000% | $1202160.00        | $1112327.22        | Agency Mortgage-Backed Securities |
| GNII AP 784924 M     | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $277334.53         | Agency Mortgage-Backed Securities |
| GNII SP 784670 C     | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2440875.57        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1814 | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1047034.68        | Agency Mortgage-Backed Securities |
| GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $60930.12          | Agency Mortgage-Backed Securities |
| GNII SF CL4863 C     | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $1617133.39        | Agency Mortgage-Backed Securities |
| GNCL CL CN0554       | 2066-08-15      | 5.6200%  | 0.0000% | $16709728.00       | $16514162.91       | Agency Mortgage-Backed Securities |
| GNII SP 788320 C     | 2055-12-20      | 4.5000%  | 0.0000% | $18662200.00       | $18177859.92       | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $127548.80         | Agency Mortgage-Backed Securities |
| GNII SF DF6283 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $1078149.98        | Agency Mortgage-Backed Securities |
| GNII SF DG9948 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1693771.09        | Agency Mortgage-Backed Securities |
| GNII SF DA5788 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $1278935.82        | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $13811312.00       | $8514984.01        | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $965489.83         | Agency Mortgage-Backed Securities |
| GNII SF DG9995 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $1810156.76        | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1117100.00        | $366416.36         | Agency Mortgage-Backed Securities |
| GNII SF DJ9121 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2752545.44        | Agency Mortgage-Backed Securities |
| GNII SF DB6699 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $829393.63         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2302 | 2055-09-01      | 7.0000%  | 0.0000% | $1000110.00        | $1051728.29        | Agency Mortgage-Backed Securities |
| GNII SF CY8670 C     | 2053-12-20      | 7.0000%  | 0.0000% | $3279504.00        | $308196.34         | Agency Mortgage-Backed Securities |
| GNCL CL DD8086       | 2067-05-15      | 5.8400%  | 0.0000% | $25455264.00       | $26258190.92       | Agency Mortgage-Backed Securities |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $830876.92         | Agency Mortgage-Backed Securities |
| GNII SF MA6037 M     | 2049-07-20      | 2.5000%  | 0.0000% | $260000.00         | $50112.47          | Agency Mortgage-Backed Securities |
| GNII ET CZ6969 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $400474.20         | Agency Mortgage-Backed Securities |
| GNII SF CW6848 C     | 2053-08-20      | 5.0000%  | 0.0000% | $1432678.00        | $1305052.37        | Agency Mortgage-Backed Securities |
| GNII SF CZ1216 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1809512.24        | Agency Mortgage-Backed Securities |
| GNII SF CY5518 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1258298.01        | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $622730.58         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  | 0.0000% | $322973.00         | $227641.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5956 | 2045-12-01      | 5.5000%  | 0.0000% | $20924896.00       | $21425635.73       | Agency Mortgage-Backed Securities |
| GNII SF MB0751 M     | 2054-01-20      | 8.0000%  | 0.0000% | $302848.00         | $317428.00         | Agency Mortgage-Backed Securities |
| GNII ET DO0457 C     | 2065-11-20      | 6.5000%  | 0.0000% | $6487160.00        | $6505665.53        | Agency Mortgage-Backed Securities |
| GNII SF MB0557 M     | 2053-01-20      | 6.0000%  | 0.0000% | $67018368.00       | $67928916.24       | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3041218.19        | Agency Mortgage-Backed Securities |
| GNAR AF MB0633 M     | 2055-08-20      | 5.0000%  | 0.0000% | $1747496.00        | $1753841.27        | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3318278.94        | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4175398.96        | Agency Mortgage-Backed Securities |
| GNII SF DI6407 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1818112.00        | $1883784.05        | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $84178.00          | $46441.97          | Agency Mortgage-Backed Securities |
| GNAR AT MB0829 M     | 2055-12-20      | 3.5000%  | 0.0000% | $1671364.00        | $1647004.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $188009.64         | Agency Mortgage-Backed Securities |
| GNII SF BI3167 C     | 2048-07-20      | 5.0000%  | 0.0000% | $590000.00         | $60350.88          | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $30800000.00       | $29178786.82       | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X     | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18694.46          | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1224627.38        | Agency Mortgage-Backed Securities |
| GNII SF DI2182 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1749775.24        | Agency Mortgage-Backed Securities |
| GNPL PN DF8943       | 2060-01-15      | 5.4900%  | 0.0000% | $125231.00         | $129179.00         | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1676851.02        | Agency Mortgage-Backed Securities |
| GNII SF DG4625 C     | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $947311.17         | Agency Mortgage-Backed Securities |
| GNMI SF AC8420 X     | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10498.34          | Agency Mortgage-Backed Securities |
| GNII SF DB0439 C     | 2054-02-20      | 6.5000%  | 0.0000% | $1127214.00        | $879223.18         | Agency Mortgage-Backed Securities |
| GNMI SF 774060 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1438066.34        | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1806634.45        | Agency Mortgage-Backed Securities |
| GNAR AT MB0759 M     | 2055-11-20      | 3.0000%  | 0.0000% | $359484.00         | $348446.46         | Agency Mortgage-Backed Securities |
| GNII SF DI9040 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1363208.00        | $1417257.05        | Agency Mortgage-Backed Securities |
| GNII SF DI0929 C     | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $11049629.66       | Agency Mortgage-Backed Securities |
| GNMI SF 710994 X     | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $766074.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5966 | 2040-12-01      | 3.0000%  | 0.0000% | $9701456.00        | $9370461.72        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $241581056.00      | $212487077.32      | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2492413.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $203111.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  | 0.0000% | $52663104.00       | $15432542.86       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0654 | 2055-12-01      | 5.0000%  | 0.0000% | $6573944.00        | $6650232.43        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0380 | 2055-11-01      | 6.5000%  | 0.0000% | $1168278.00        | $1222070.94        | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2145641.23        | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1029016.04        | Agency Mortgage-Backed Securities |
| GNPL PN CS8952       | 2065-05-15      | 6.1300%  | 0.0000% | $64601.00          | $71089.16          | Agency Mortgage-Backed Securities |
| GNII SF DN2293 C     | 2055-10-20      | 6.5000%  | 0.0000% | $6588608.00        | $6921547.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $246572032.00      | $249999458.23      | Agency Mortgage-Backed Securities |
| GNII SF DD2719 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1023344.00        | $496178.30         | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $627395.40         | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $278319.27         | Agency Mortgage-Backed Securities |
| GNII SF BV9803 C     | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1256171.92        | Agency Mortgage-Backed Securities |
| GNII SF BZ8535 C     | 2046-01-20      | 2.5000%  | 0.0000% | $72091.00          | $26962.08          | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2575784.28        | Agency Mortgage-Backed Securities |
| GNII SF DK8322 C     | 2055-06-20      | 6.5000%  | 0.0000% | $23915808.00       | $25260690.85       | Agency Mortgage-Backed Securities |
| GNII SF CC0829 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $826058.35         | Agency Mortgage-Backed Securities |
| GNII ET DM7828 C     | 2065-09-20      | 6.0000%  | 0.0000% | $943921.00         | $966708.80         | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C     | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $110828.02         | Agency Mortgage-Backed Securities |
| GNII SF BX4933 C     | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $635032.22         | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $220422.00         | $18826.99          | Agency Mortgage-Backed Securities |
| GNII SF BZ8510 C     | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $64301.99          | Agency Mortgage-Backed Securities |
| GNII SF CW3790 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1087115.02        | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $5730000.00        | $4256699.97        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM3799 | 2047-08-01      | 3.0000%  | 0.0000% | $14797000.00       | $4212008.50        | Agency Mortgage-Backed Securities |
| GNAR AT MB0832 M     | 2055-12-20      | 4.5000%  | 0.0000% | $1294614.00        | $1303425.14        | Agency Mortgage-Backed Securities |
| GNII SF DN7315 C     | 2055-11-20      | 5.5000%  | 0.0000% | $3956764.00        | $4031761.07        | Agency Mortgage-Backed Securities |
| GNII SF DL2099 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1355042.50        | Agency Mortgage-Backed Securities |
| GNII SF DG9315 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1447755.18        | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $40800.10          | Agency Mortgage-Backed Securities |
| GNII JM MA9713 M     | 2054-06-20      | 6.0000%  | 0.0000% | $928725.00         | $438092.78         | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $40219776.00       | $23953076.62       | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1954995.19        | Agency Mortgage-Backed Securities |
| GNPL PN DC4433       | 2059-10-15      | 4.2000%  | 0.0000% | $105750.00         | $100134.77         | Agency Mortgage-Backed Securities |
| GNII SF CG8221 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2138896.00        | $523675.71         | Agency Mortgage-Backed Securities |
| GNII RG CI7786 C     | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1166999.00        | Agency Mortgage-Backed Securities |
| GNII SF DL5190 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1013806.00        | $1045770.35        | Agency Mortgage-Backed Securities |
| GNII SF BY0776 C     | 2050-09-20      | 2.5000%  | 0.0000% | $327000.00         | $145697.72         | Agency Mortgage-Backed Securities |
| GNII SF DL4887 C     | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $1015747.47        | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $368943.81         | Agency Mortgage-Backed Securities |
| GNII SF DK1885 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1456543.41        | Agency Mortgage-Backed Securities |
| GNII SF DK7591 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3233616.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ8639 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4083000.00        | $4232056.69        | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4080594.37        | Agency Mortgage-Backed Securities |
| GNPL PN CL6600       | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $45697.81          | Agency Mortgage-Backed Securities |
| GNII SF BS8420 C     | 2050-04-20      | 4.0000%  | 0.0000% | $100000.00         | $22237.74          | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $289830.11         | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $196440.05         | Agency Mortgage-Backed Securities |
| GNMI SF BA9083 X     | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $52067.08          | Agency Mortgage-Backed Securities |
| GNII SF CN3265 C     | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $993426.48         | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C     | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $95892.92          | Agency Mortgage-Backed Securities |
| GNII SF BP5506 C     | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $729827.27         | Agency Mortgage-Backed Securities |
| GNII ET CP6434 C     | 2062-09-20      | 5.5000%  | 0.0000% | $600000.00         | $239964.61         | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $623497.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $34247.68          | Agency Mortgage-Backed Securities |
| GNII SF BZ8531 C     | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $63109.86          | Agency Mortgage-Backed Securities |
| GNII SF CP0483 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $878920.17         | Agency Mortgage-Backed Securities |
| GNII SF DK2017 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6758499.18        | Agency Mortgage-Backed Securities |
| GNII ET DJ9044 C     | 2065-06-20      | 7.0000%  | 0.0000% | $4709376.00        | $4902366.83        | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4259134.38        | Agency Mortgage-Backed Securities |
| GNMI SF 711707 X     | 2028-01-15      | 2.5000%  | 0.0000% | $1057558.00        | $9652.47           | Agency Mortgage-Backed Securities |
| GNII SF DK7510 C     | 2055-08-20      | 6.5000%  | 0.0000% | $817842.00         | $863239.67         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5805 | 2050-06-01      | 4.0000%  | 0.0000% | $15730560.00       | $12937185.19       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA5939 | 2035-06-01      | 2.0000%  | 0.0000% | $1325072.00        | $508693.83         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $224632576.00      | $214296984.09      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8126 | 2055-11-01      | 5.5000%  | 0.0000% | $7840384.00        | $8032173.79        | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $727109.16         | Agency Mortgage-Backed Securities |
| GNII SF BT3813 C     | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1705119.09        | Agency Mortgage-Backed Securities |
| GNII SF CS7222 C     | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $973421.75         | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $6922.12           | Agency Mortgage-Backed Securities |
| GNII SF CM2447 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1301346.00        | $813160.76         | Agency Mortgage-Backed Securities |
| GNMI SF AD9005 X     | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $18890.89          | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $261292.94         | Agency Mortgage-Backed Securities |
| GNII SF CH0582 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2187892.00        | $1598962.98        | Agency Mortgage-Backed Securities |
| GNMI SF CD3257 X     | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6430538.62        | Agency Mortgage-Backed Securities |
| GNII ET DO0253 C     | 2059-10-20      | 3.0000%  | 0.0000% | $127385.00         | $113820.54         | Agency Mortgage-Backed Securities |
| GNII SF DI1585 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1082475.19        | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $102251.00         | $79116.82          | Agency Mortgage-Backed Securities |
| GNII SF DI3884 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3037232.00        | $1509302.46        | Agency Mortgage-Backed Securities |
| GNII SF 004984 M     | 2041-03-20      | 5.5000%  | 0.0000% | $506790.00         | $20787.33          | Agency Mortgage-Backed Securities |
| GNII ET DM3746 C     | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $211368.55         | Agency Mortgage-Backed Securities |
| GNII SF DO9136 C     | 2055-11-20      | 7.0000%  | 0.0000% | $712469.00         | $763067.36         | Agency Mortgage-Backed Securities |
| GNII SF DO6482 C     | 2055-12-20      | 5.0000%  | 0.0000% | $10958192.00       | $11024134.75       | Agency Mortgage-Backed Securities |
| GNMI SF AR0796 X     | 2046-04-15      | 4.0000%  | 0.0000% | $2099272.00        | $619231.73         | Agency Mortgage-Backed Securities |
| GNII SF DO7293 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2964356.00        | $3051965.90        | Agency Mortgage-Backed Securities |
| GNII SF DO2204 C     | 2055-11-20      | 6.0000%  | 0.0000% | $557448.00         | $575544.33         | Agency Mortgage-Backed Securities |
| GNII SF DI7987 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1182600.14        | Agency Mortgage-Backed Securities |
| GNMI SF AF0129 X     | 2043-06-15      | 3.5000%  | 0.0000% | $50000.00          | $5567.98           | Agency Mortgage-Backed Securities |
| GNII SF MB0552 M     | 2055-07-20      | 3.5000%  | 0.0000% | $3311864.00        | $3005397.43        | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $442731.99         | Agency Mortgage-Backed Securities |
| GNII SF DI1926 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2438120.00        | $2401253.22        | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1569805.36        | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $139216640.00      | $140253301.00      | Agency Mortgage-Backed Securities |
| GNII SF DI1917 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10263936.00       | $9458329.97        | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1214341.81        | Agency Mortgage-Backed Securities |
| GNII SF MB0480 M     | 2055-07-20      | 3.0000%  | 0.0000% | $26457824.00       | $23684550.81       | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2197716.98        | Agency Mortgage-Backed Securities |
| GNII SF DI3653 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1233093.85        | Agency Mortgage-Backed Securities |
| GNII SF DI0788 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $768153.59         | Agency Mortgage-Backed Securities |
| GNII SF DI2181 C     | 2055-02-20      | 5.0000%  | 0.0000% | $3039940.00        | $3037517.73        | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1298762.00        | $974944.96         | Agency Mortgage-Backed Securities |
| GNII SF CR5194 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1728209.91        | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $128498.32         | Agency Mortgage-Backed Securities |
| GNII SF CX0271 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1391854.18        | Agency Mortgage-Backed Securities |
| GNII SF DI0599 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $506518.87         | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $3660957.61        | Agency Mortgage-Backed Securities |
| GNPL PN CQ7060       | 2058-05-15      | 4.9400%  | 0.0000% | $25000.00          | $24623.17          | Agency Mortgage-Backed Securities |
| GNII SF DI7288 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1693890.00        | $1083503.01        | Agency Mortgage-Backed Securities |
| GNII SF DL2114 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1001834.00        | $1049599.60        | Agency Mortgage-Backed Securities |
| GNII SF DL6012 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1477984.00        | $1548884.64        | Agency Mortgage-Backed Securities |
| GNII SF DL6441 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $2370963.96        | Agency Mortgage-Backed Securities |
| GNII SF DL5886 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1352970.06        | Agency Mortgage-Backed Securities |
| GNII SF DL7057 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2812949.65        | Agency Mortgage-Backed Securities |
| GNII SF DM0891 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2765340.00        | $2773133.64        | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $96723.15          | Agency Mortgage-Backed Securities |
| GNII SF CE6237 C     | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3379477.23        | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $683126.42         | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C     | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1926051.52        | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $668488.98         | Agency Mortgage-Backed Securities |
| GNII SF DL4153 C     | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11976549.42       | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1199570.00        | $1252966.54        | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2778834.32        | Agency Mortgage-Backed Securities |
| GNII ET DK3902 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1828796.30        | Agency Mortgage-Backed Securities |
| GNII SF DK5292 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1032816.00        | $1085032.67        | Agency Mortgage-Backed Securities |
| GNII SF DL4513 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3964496.00        | $4117714.91        | Agency Mortgage-Backed Securities |
| GNII SF DK6540 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2751660.00        | $2895440.63        | Agency Mortgage-Backed Securities |
| GNII SF DK7158 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1804866.00        | $1801737.77        | Agency Mortgage-Backed Securities |
| GNII SF DK8398 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3152003.06        | Agency Mortgage-Backed Securities |
| GNII SF DK9873 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1220930.00        | $1267852.39        | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1051872.40        | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1388137.41        | Agency Mortgage-Backed Securities |
| GNII SF DK7558 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1691692.00        | $1730352.57        | Agency Mortgage-Backed Securities |
| GNII SF DK3976 C     | 2050-05-20      | 6.5000%  | 0.0000% | $1407688.00        | $1454048.76        | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1129885.46        | Agency Mortgage-Backed Securities |
| GNAR AT 081224 M     | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $15440.30          | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $8916.59           | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $6683872.00        | $6831757.67        | Agency Mortgage-Backed Securities |
| GNPL PN DD4693       | 2049-11-15      | 5.4400%  | 0.0000% | $56739.00          | $57704.79          | Agency Mortgage-Backed Securities |
| GNII SF DH6974 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1101175.07        | Agency Mortgage-Backed Securities |
| GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $146915072.00      | $183917.51         | Agency Mortgage-Backed Securities |
| GNAR FB 082448 M     | 2039-12-20      | 6.5000%  | 0.0000% | $4000000.00        | $54451.79          | Agency Mortgage-Backed Securities |
| GNII SF DI1214 C     | 2055-02-20      | 5.5000%  | 0.0000% | $4128660.00        | $2089080.63        | Agency Mortgage-Backed Securities |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $7797.49           | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $594748.00         | $17868.02          | Agency Mortgage-Backed Securities |
| GNII SF DO2108 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1275048.00        | $1288983.35        | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $807459.44         | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C     | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $96019.63          | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $13989852.14       | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $72881.00          | $76448.91          | Agency Mortgage-Backed Securities |
| GNII SF DG1207 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2005420.00        | $1114175.46        | Agency Mortgage-Backed Securities |
| GNII SF DA5833 C     | 2054-03-20      | 7.5000%  | 0.0000% | $3827220.00        | $4058866.96        | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $798127.01         | Agency Mortgage-Backed Securities |
| GNII SF DO4883 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4310520.00        | $4336459.27        | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1294430.39        | Agency Mortgage-Backed Securities |
| GNII SF DI9800 C     | 2052-03-20      | 5.5000%  | 0.0000% | $2110240.00        | $818963.83         | Agency Mortgage-Backed Securities |
| GNII SF DI7316 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3882968.00        | $3354440.79        | Agency Mortgage-Backed Securities |
| GNII SF DI6057 C     | 2055-04-20      | 5.5000%  | 0.0000% | $18628512.00       | $17513035.57       | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $395179.58         | Agency Mortgage-Backed Securities |
| GNII SF DO4525 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4003968.00        | $4032045.63        | Agency Mortgage-Backed Securities |
| GNII SF DI8727 C     | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $795265.02         | Agency Mortgage-Backed Securities |
| GNII SF CT0158 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1622694.00        | $1677733.83        | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 5.2500%  | 0.0000% | $13534608.00       | $13770123.71       | Agency Mortgage-Backed Securities |
| GNII ET CY3135 C     | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $119441.06         | Agency Mortgage-Backed Securities |
| GNII SF DI8922 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1681732.00        | $1718065.45        | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $2396288.24        | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2631649.28        | Agency Mortgage-Backed Securities |
| GNII SF DE5707 C     | 2054-09-20      | 5.0000%  | 0.0000% | $754556.00         | $638528.92         | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M     | 2055-03-20      | 4.0000%  | 0.0000% | $39166208.00       | $36688186.63       | Agency Mortgage-Backed Securities |
| GNII SF DI0829 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1350379.53        | Agency Mortgage-Backed Securities |
| GNPL PN DF3013       | 2060-06-15      | 6.0700%  | 0.0000% | $5800000.00        | $6216918.01        | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $53952.75          | Agency Mortgage-Backed Securities |
| GNII SF DA5025 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1309344.80        | Agency Mortgage-Backed Securities |
| GNII SF CR7709 C     | 2052-12-20      | 6.0000%  | 0.0000% | $1068058.00        | $1112887.21        | Agency Mortgage-Backed Securities |
| GNII SF CQ3301 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1329006.00        | $1371715.93        | Agency Mortgage-Backed Securities |
| GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1350899.70        | Agency Mortgage-Backed Securities |
| GNII SF DI6464 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1539262.64        | Agency Mortgage-Backed Securities |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $2602500.00        | $2753746.54        | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2094806.01        | Agency Mortgage-Backed Securities |
| GNII ET DL9723 C     | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $882981.64         | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $1020939.21        | Agency Mortgage-Backed Securities |
| GNII SF DL2510 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1767230.56        | Agency Mortgage-Backed Securities |
| GNII SF DL4913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1551940.34        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1982435.78        | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1515549.38        | Agency Mortgage-Backed Securities |
| GNII RG CL7221 C     | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $3023324.48        | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $269447.93         | Agency Mortgage-Backed Securities |
| GNII SF BS6433 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $403363.27         | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $697843.23         | Agency Mortgage-Backed Securities |
| GNII SF BD3893 C     | 2048-01-20      | 3.5000%  | 0.0000% | $125000.00         | $29333.33          | Agency Mortgage-Backed Securities |
| GNPL PN CB0950       | 2063-04-15      | 2.8000%  | 0.0000% | $77897.00          | $66743.06          | Agency Mortgage-Backed Securities |
| GNPL PN CM1224       | 2064-06-15      | 2.7800%  | 0.0000% | $623597.00         | $532500.60         | Agency Mortgage-Backed Securities |
| GNII SF DM3500 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3134484.00        | $3155976.12        | Agency Mortgage-Backed Securities |
| GNII SF DM3341 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $5982741.58        | Agency Mortgage-Backed Securities |
| GNII SF DM0766 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39101.00          | $41373.48          | Agency Mortgage-Backed Securities |
| GNII SF DM4609 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2577160.00        | $2700934.99        | Agency Mortgage-Backed Securities |
| GNII SF DM0767 C     | 2055-08-20      | 6.5000%  | 0.0000% | $21164.00          | $22386.83          | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $776841.91         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH7018 | 2053-12-01      | 7.0000%  | 0.0000% | $2942716.00        | $2040446.47        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO1299 | 2038-04-01      | 4.0000%  | 0.0000% | $343717.00         | $236457.06         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6628 | 2054-08-01      | 6.5000%  | 0.0000% | $334405.00         | $259251.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC3828 | 2054-11-01      | 4.5000%  | 0.0000% | $1158200.00        | $1128983.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3832 | 2055-11-01      | 5.5000%  | 0.0000% | $6010330.00        | $6118726.23        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1135 | 2037-04-01      | 2.0000%  | 0.0000% | $314130.00         | $229696.36         | Agency Mortgage-Backed Securities |
| GNII SF MA7058 M     | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $16360.42          | Agency Mortgage-Backed Securities |
| GNMI SF AY5222 X     | 2047-03-15      | 4.5000%  | 0.0000% | $876464.00         | $77519.18          | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $353845760.00      | $238811355.53      | Agency Mortgage-Backed Securities |
| GNII ET DI6476 C     | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $34302014.78       | Agency Mortgage-Backed Securities |
| GNII SF 005018 M     | 2041-04-20      | 5.0000%  | 0.0000% | $1730000.00        | $55608.83          | Agency Mortgage-Backed Securities |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $68009.66          | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $91085.42          | Agency Mortgage-Backed Securities |
| GNII SF DO2320 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1181080.00        | $1225703.56        | Agency Mortgage-Backed Securities |
| GNII SF BX2406 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $495778.79         | Agency Mortgage-Backed Securities |
| GNII SF BT9467 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $5045840.63        | Agency Mortgage-Backed Securities |
| GNII ET DO5903 C     | 2065-11-20      | 3.5000%  | 0.0000% | $649875.00         | $593869.65         | Agency Mortgage-Backed Securities |
| GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $23169440.00       | $23216602.61       | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1099776.07        | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $613538.00         | $598712.44         | Agency Mortgage-Backed Securities |
| GNII SF DI2200 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1549216.00        | $1543803.18        | Agency Mortgage-Backed Securities |
| GNII SF DH4640 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1043730.00        | $1087673.21        | Agency Mortgage-Backed Securities |
| GNII SF DP0664 C     | 2055-12-20      | 5.0000%  | 0.0000% | $7917864.00        | $7965511.07        | Agency Mortgage-Backed Securities |
| GNCL CL DD4695       | 2055-10-15      | 5.5400%  | 0.0000% | $23418272.00       | $23122585.10       | Agency Mortgage-Backed Securities |
| GNII SF DG9213 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $977994.51         | Agency Mortgage-Backed Securities |
| GNII SF DH5580 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2062746.93        | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1111749.40        | Agency Mortgage-Backed Securities |
| GNII SF DB8865 C     | 2054-05-20      | 6.5000%  | 0.0000% | $2949984.00        | $2811797.61        | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $21619425.86       | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $2964608.00        | $419999.70         | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $696776.96         | Agency Mortgage-Backed Securities |
| GNII SF CX3732 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $490690.45         | Agency Mortgage-Backed Securities |
| GNII JM MA6145 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $58003.98          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9619 | 2055-07-01      | 6.5000%  | 0.0000% | $4351688.00        | $4574397.66        | Agency Mortgage-Backed Securities |
| GNII SF AD8821 C     | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $404530.43         | Agency Mortgage-Backed Securities |
| GNII SF DN2295 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10854700.00       | $11555336.36       | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777       | 2066-03-15      | 5.6500%  | 0.0000% | $17965472.00       | $18086870.68       | Agency Mortgage-Backed Securities |
| GNII SF CX0273 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1034646.00        | $854587.04         | Agency Mortgage-Backed Securities |
| GNPL PN DA8491       | 2059-09-15      | 5.4800%  | 0.0000% | $30471.00          | $31391.12          | Agency Mortgage-Backed Securities |
| GNII SF CW1339 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1168566.92        | Agency Mortgage-Backed Securities |
| GNII SF DP1791 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1128228.00        | $1154616.12        | Agency Mortgage-Backed Securities |
| GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $287318.84         | Agency Mortgage-Backed Securities |
| GNII SF DN6000 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1421106.00        | $1506778.43        | Agency Mortgage-Backed Securities |
| GNII SF DN9292 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4005720.00        | $4034760.14        | Agency Mortgage-Backed Securities |
| GNII SF DG7582 C     | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3413770.87        | Agency Mortgage-Backed Securities |
| GNII SF MB0285 M     | 2040-03-20      | 6.5000%  | 0.0000% | $164543.00         | $149130.25         | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $321180.68         | Agency Mortgage-Backed Securities |
| GNII SF CX4164 C     | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2636939.01        | Agency Mortgage-Backed Securities |
| GNII SF DN3277 C     | 2055-10-20      | 6.0000%  | 0.0000% | $418713.00         | $433379.83         | Agency Mortgage-Backed Securities |
| GNII SF CX5760 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1658334.00        | $1296853.88        | Agency Mortgage-Backed Securities |
| GNII SF CT6723 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1007992.00        | $1064579.29        | Agency Mortgage-Backed Securities |
| GNII ET DN1183 C     | 2065-08-20      | 2.0000%  | 0.0000% | $479043.00         | $374620.74         | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1493455.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1819 | 2053-12-01      | 5.5000%  | 0.0000% | $14303040.00       | $14070013.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0457 | 2055-10-01      | 6.0000%  | 0.0000% | $8693040.00        | $8977639.28        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6720 | 2055-08-01      | 7.0000%  | 0.0000% | $2088244.00        | $2213819.22        | Agency Mortgage-Backed Securities |

### Security 649: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DNTF3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DNTF3
- **C.18 - Value (incl. sponsor support):** $199846438.00
- **C.18.a - Value (excl. sponsor support):** $199846438.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.2544%  | 0.0000% | $1960000.00        | $1984615.40        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $180241.59         | Asset-Backed Securities |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-B  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $6000000.00        | $4746456.86        | Asset-Backed Securities |
| CITIBANK CCIT 2007-A3          A3     20390615 6.1 | 2039-06-15      | 6.1500%  | 0.0000% | $645000.00         | $715038.18         | Asset-Backed Securities |
| ANCHORAGE CAP CLO 2019-11R2    A-R2   20370722 FLT | 2037-07-22      | 5.3874%  | 0.0000% | $1000000.00        | $1011985.40        | Asset-Backed Securities |
| BARINGS MIDD 7.7847 20JAN36 144A FR                | 2036-01-20      | 6.3344%  | 0.0000% | $278449.00         | $281324.75         | Asset-Backed Securities |
| GREENSTATE AUTO RECV TR 2024-1 A-2    20270816 5.5 | 2027-08-16      | 5.5300%  | 0.0000% | $6000000.00        | $229935.36         | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 5.7045%  | 0.0000% | $10000000.00       | $10092713.77       | Asset-Backed Securities |
| GREATAMERICA LS REC FDG 2024-2 C      20320517 5.2 | 2032-05-17      | 5.2800%  | 0.0000% | $1000000.00        | $1023969.67        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2025-3 C      20330315 5.0 | 2033-03-15      | 4.6000%  | 0.0000% | $900000.00         | $904509.40         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $1238439.98        | Asset-Backed Securities |
| AVIS BUDGT RENL FD LC 2020-2   A      20270220 2.0 | 2027-02-20      | 2.0200%  | 0.0000% | $4544000.00        | $1512675.22        | Asset-Backed Securities |
| ARES LXVII CLO LTD 2025-67R    A-1-R  20380125 FLT | 2038-01-25      | 5.0480%  | 0.0000% | $7000000.00        | $7044690.86        | Asset-Backed Securities |
| AMERICAN CR REC TR 2023-4      C      20300912 6.9 | 2030-09-12      | 6.9900%  | 0.0000% | $12730000.00       | $8430663.29        | Asset-Backed Securities |
| ALINEA CLO LTD 2018-1R         B-R    20310721 FLT | 2031-07-21      | 5.0344%  | 0.0000% | $2525000.00        | $2549262.42        | Asset-Backed Securities |
| EXETER AUTO REC TR 2025-4      A-2    20280315 4.5 | 2028-03-15      | 4.5300%  | 0.0000% | $4080000.00        | $3949663.78        | Asset-Backed Securities |
| OCP CLO LTD 2024-36            A-2    20371016 FLT | 2037-10-16      | 5.4436%  | 0.0000% | $3500000.00        | $3541202.38        | Asset-Backed Securities |
| OCP CLO LTD 2025-40            A      20380416 FLT | 2038-04-16      | 5.0336%  | 0.0000% | $8700000.00        | $8772615.00        | Asset-Backed Securities |
| GALAXY XXIV CLO LTD / GALAXY XXIV CLO LLC          | 2037-04-15      | 5.4445%  | 0.0000% | $148624811.00      | $150505697.53      | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $332704.23         | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2024-P3 A-3    20291010 4.2 | 2029-10-10      | 4.2600%  | 0.0000% | $500000.00         | $491280.58         | Asset-Backed Securities |
| CIFC FUNDING LTD 2014-3R       A-1R   20380331 FLT | 2038-03-31      | 5.0845%  | 0.0000% | $3750000.00        | $3784069.75        | Asset-Backed Securities |
| APIDOS CLO 2020-32R            A-1R   20330121 FLT | 2033-01-21      | 4.9844%  | 0.0000% | $5000000.00        | $4500149.28        | Asset-Backed Securities |
| AMUR EQPMNT FIN REC LLC 2025-1 A-2    20310922 4.7 | 2031-09-22      | 4.7000%  | 0.0000% | $269000.00         | $264453.83         | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-5R     A-2-R  20380331 FLT | 2038-03-31      | 5.4844%  | 0.0000% | $4200000.00        | $4257493.30        | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $6000000.00        | $2214746.66        | Asset-Backed Securities |
| OCCU AUTO REC TR 2022-1        A-3    20271015 5.5 | 2027-10-15      | 5.5000%  | 0.0000% | $705000.00         | $3211.94           | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 7.6662%  | 0.0000% | $2000000.00        | $1994994.09        | Asset-Backed Securities |
| GOLU  CAPITAL PARTNER 2024-76B B      20371026 FLT | 2037-10-26      | 5.5280%  | 0.0000% | $250000.00         | $252510.27         | Asset-Backed Securities |
| CREDIT ACC AUTO LN TR 2022-1   C      20321015 5.7 | 2032-10-15      | 5.7000%  | 0.0000% | $2000000.00        | $608390.03         | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $17911000.00       | $166947.32         | Asset-Backed Securities |
| HILTON GRAND VACATIONS TR 2019 B      20330725 2.5 | 2033-07-25      | 2.5400%  | 0.0000% | $1500000.00        | $149085.66         | Asset-Backed Securities |
| OCCU AUTO RECEIVABLES 2023-1   A-3    20280615 6.2 | 2028-06-15      | 6.2300%  | 0.0000% | $845000.00         | $486946.97         | Asset-Backed Securities |
| SYMPHONY LTD 2024-41           D-1    20370720 FLT | 2037-07-20      | 6.8344%  | 0.0000% | $1750000.00        | $1777315.54        | Asset-Backed Securities |

### Security 650: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.380000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DOQ31, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DOQ31
- **C.18 - Value (incl. sponsor support):** $649838904.00
- **C.18.a - Value (excl. sponsor support):** $649838904.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $4000000.00        | $1052376.94        | 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 |
| KKR CLO LTD 2019-26R           E-R    20341016 FLT | 2034-10-16      | 11.3162% | 0.0000% | $3500000.00        | $3471068.96        | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $7437.20           | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.6161% | 0.0000% | $3250000.00        | $3111929.49        | Asset-Backed Securities |
| FLEXENTIAL ISSUER LLC 2025-2   A-2    20601025 6.4 | 2060-10-25      | 6.4600%  | 0.0000% | $450000.00         | $449310.90         | Asset-Backed Securities |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $4000000.00        | $3881866.66        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $11582000.00       | $10099307.11       | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.7462%  | 0.0000% | $212000.00         | $70834.54          | Asset-Backed Securities |
| CLOVER CLO LTD 2021-1R         E-R    20340424 FLT | 2034-04-24      | 8.2574%  | 0.0000% | $1000000.00        | $1004115.96        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $10000000.00       | $10486696.67       | 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 |
| AQUA FIN ISSUER  TR 2025-B     B      20510517 5.0 | 2051-05-17      | 5.0400%  | 0.0000% | $3000000.00        | $3040119.00        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.2461%  | 0.0000% | $4000000.00        | $4018328.40        | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   E      20280612 3.1 | 2028-06-12      | 3.1600%  | 0.0000% | $2000000.00        | $1025810.25        | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $5000000.00        | $5380689.44        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3238%  | 0.0000% | $5752000.00        | $5796785.92        | Asset-Backed Securities |
| MERCURY FINL CR C 8.29 22DEC31 144A                | 2031-12-22      | 8.2900%  | 0.0000% | $12000000.00       | $12062130.00       | 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 |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $160000.00         | $155589.04         | Asset-Backed Securities |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.4045% | 0.0000% | $3000000.00        | $3007662.46        | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $17275000.00       | $9536750.12        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1284611.75        | Asset-Backed Securities |
| CROWN CITY CLO 2021-3          D      20340720 FLT | 2034-07-20      | 10.8961% | 0.0000% | $3000000.00        | $2939316.30        | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3879464.71        | Asset-Backed Securities |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51957999.02       | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $16430000.00       | $16463019.73       | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.3344% | 0.0000% | $4065000.00        | $3982654.81        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.0578%  | 0.0000% | $12250000.00       | $4389358.71        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $195000.00         | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 9.8662%  | 0.0000% | $3910000.00        | $3797949.56        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22073087.07       | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $29930000.00       | $30011950.02       | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $3000000.00        | $3095614.33        | Asset-Backed Securities |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $470441.04         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $322724.80         | Asset-Backed Securities |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2015356.89        | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.0561% | 0.0000% | $1300000.00        | $1176931.73        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR5      E-1    20380719 2.2 | 2038-07-19      | 2.2090%  | 0.0000% | $940000.00         | $927552.36         | Asset-Backed Securities |
| PARK BLUE CLO  LTD 2024-VI     E      20380125 FLT | 2038-01-25      | 9.2580%  | 0.0000% | $2500000.00        | $2498664.49        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR11     F      20410117 4.4 | 2041-01-17      | 4.4200%  | 0.0000% | $4292000.00        | $4218479.47        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV 2025-2  E      20330214 7.6 | 2033-02-14      | 7.6600%  | 0.0000% | $5200000.00        | $5140911.25        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $1500000.00        | $1605185.50        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $1730000.00        | $1796437.38        | Asset-Backed Securities |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6391632.07        | Asset-Backed Securities |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $4535000.00        | $4664945.39        | Asset-Backed Securities |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $452244.00         | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $7015187.00        | $2586303.02        | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      E      20310115 9.9 | 2031-01-15      | 9.9800%  | 0.0000% | $300000.00         | $327201.17         | Asset-Backed Securities |
| SIXTH STREET CLO LTD 2019-14R2 E-R2   20380120 FLT | 2038-01-20      | 8.5200%  | 0.0000% | $1350000.00        | $1338070.39        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  E      20300115 0.0 | 2030-01-15      | 12.1900% | 0.0000% | $3000000.00        | $3041585.33        | Asset-Backed Securities |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $5146411.22        | Asset-Backed Securities |
| PROGRESS RES TRUS 2024-SFR4    F1     20410718 3.4 | 2041-07-18      | 3.4000%  | 0.0000% | $8722000.00        | $8002446.64        | Asset-Backed Securities |
| TRINITAS CLO LTD 2021-18       E      20350122 FLT | 2035-01-22      | 11.1961% | 0.0000% | $1000000.00        | $995132.10         | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1161996.17        | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 6.0196%  | 0.0000% | $2000000.00        | $3560417.31        | Asset-Backed Securities |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2075598.00        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $7500000.00        | $7948257.50        | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-2    20601225 2.6 | 2060-12-25      | 2.6930%  | 0.0000% | $1708540.00        | $1330569.66        | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.4390%  | 0.0000% | $1995000.00        | $257813.80         | Asset-Backed Securities |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $622272.62         | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $500000.00         | $502289.89         | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1346285.00        | Asset-Backed Securities |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1195860.75        | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 4.9622%  | 0.0000% | $12000000.00       | $848095.98         | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-6 D      20300525 8.3 | 2030-05-25      | 8.3000%  | 0.0000% | $1010000.00        | $1016192.65        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  E      20320816 6.5 | 2032-08-16      | 6.5200%  | 0.0000% | $2250000.00        | $2237523.25        | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $5253331.63        | Asset-Backed Securities |
| FIDIUM LLC                     C      20551220 0.0 | 2055-12-20      | 8.0980%  | 0.0000% | $10600000.00       | $10862258.72       | Asset-Backed Securities |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $1528174.22        | Asset-Backed Securities |
| OCTAGON INVST LTD 2019-44R     D-R    20341020 FLT | 2034-10-20      | 7.4162%  | 0.0000% | $8000000.00        | $8039378.57        | Asset-Backed Securities |
| TRINITAS CLO  LTD 2021-16      E      20340720 FLT | 2034-07-20      | 11.1461% | 0.0000% | $1000000.00        | $995812.10         | Asset-Backed Securities |
| INSTAR LEASING 2021-1 LLC      A      20540215 2.3 | 2054-02-15      | 2.3000%  | 0.0000% | $16093000.00       | $12117695.69       | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.9190%  | 0.0000% | $5711250.00        | $5686845.07        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.6493%  | 0.0000% | $3150000.00        | $169005.02         | Asset-Backed Securities |
| COLT TR 2021-RPL1              A-1    20610925 1.6 | 2061-09-25      | 1.6654%  | 0.0000% | $3325000.00        | $1591343.56        | Asset-Backed Securities |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.2960% | 0.0000% | $2750000.00        | $2782950.77        | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  E      20320615 7.7 | 2032-06-15      | 7.7400%  | 0.0000% | $20026000.00       | $20706783.87       | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-B        E      20311117 8.3 | 2031-11-17      | 8.3600%  | 0.0000% | $2770000.00        | $2927949.71        | Asset-Backed Securities |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.0261% | 0.0000% | $750000.00         | $153400.65         | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $5227000.00        | $5249242.63        | Asset-Backed Securities |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.9662% | 0.0000% | $3000000.00        | $3064570.13        | Asset-Backed Securities |
| PARK BLUE CLO 2022-II LTD 2022 E-R    20370720 FLT | 2037-07-20      | 10.6344% | 0.0000% | $4000000.00        | $4042475.52        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $11700000.00       | $11809898.10       | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-1    20601225 1.7 | 2060-12-25      | 1.7400%  | 0.0000% | $7614400.00        | $3924946.60        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 4.0578%  | 0.0000% | $9750000.00        | $1183699.46        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2024-A        C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $5750000.00        | $5774085.47        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $4972677.72        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8321%  | 0.0000% | $2882900.00        | $2160818.44        | Asset-Backed Securities |
| LAD AUTO REC TR 2022-1         C      20300415 6.8 | 2030-04-15      | 6.8500%  | 0.0000% | $656000.00         | $665480.15         | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 6.2500%  | 0.0000% | $560000.00         | $317901.62         | Asset-Backed Securities |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $694656.58         | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-3  D      20280220 7.3 | 2028-02-20      | 7.3200%  | 0.0000% | $100000.00         | $101600.87         | 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 |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.3016% | 0.0000% | $7675000.00        | $7729275.52        | Asset-Backed Securities |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2181960.49        | Asset-Backed Securities |
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $120000.00         | $120537.03         | Asset-Backed Securities |
| DATABANK ISSUER LLC 2021-1     A-2    20510227 2.0 | 2051-02-27      | 2.0600%  | 0.0000% | $700000.00         | $697167.33         | Asset-Backed Securities |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2036275.15        | Asset-Backed Securities |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.3661% | 0.0000% | $7600000.00        | $7485179.53        | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 8.8045%  | 0.0000% | $160000.00         | $162352.31         | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      E-1    20380519 2.5 | 2038-05-19      | 2.5380%  | 0.0000% | $550000.00         | $545815.60         | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.2145% | 0.0000% | $1200000.00        | $1198806.65        | Asset-Backed Securities |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.2598% | 0.0000% | $1775000.00        | $1782835.95        | Asset-Backed Securities |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 11.0862% | 0.0000% | $1600000.00        | $1534883.27        | Asset-Backed Securities |
| SILVER PT CLO 0.0 15JAN39 144A FRN                 | 2039-01-15      | 0.0000%  | 0.0000% | $4000000.00        | $3186728.00        | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 10.9845% | 0.0000% | $10675000.00       | $10796008.71       | Asset-Backed Securities |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2525078.53        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.9958%  | 0.0000% | $2000000.00        | $448146.36         | Asset-Backed Securities |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.6344%  | 0.0000% | $9410000.00        | $9466355.36        | Asset-Backed Securities |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.7044% | 0.0000% | $2175000.00        | $2209384.31        | Asset-Backed Securities |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1522797.49        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4051932.44        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $49208000.00       | $50402197.56       | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $19500000.00       | $20732954.13       | Asset-Backed Securities |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.7344%  | 0.0000% | $4000000.00        | $3967475.52        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.6331%  | 0.0000% | $7639000.00        | $5410687.06        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $28000.00          | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2024-A A      20320820 5.9 | 2032-08-20      | 5.9100%  | 0.0000% | $2529000.00        | $2559823.03        | Asset-Backed Securities |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $3027717.04        | Asset-Backed Securities |
| EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0 | 2028-01-17      | 4.0200%  | 0.0000% | $300000.00         | $298839.50         | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2240954.59        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43091503.99       | Asset-Backed Securities |
| SYM CLO XXXII LTD 2022-32R     E-R    20351023 FLT | 2035-10-23      | 9.8459%  | 0.0000% | $555000.00         | $565575.16         | Asset-Backed Securities |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $324395.51         | Asset-Backed Securities |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.3462%  | 0.0000% | $3000000.00        | $516766.19         | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 11.9982% | 0.0000% | $1501750.00        | $394399.36         | Asset-Backed Securities |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.3390% | 0.0000% | $2575000.00        | $2478214.85        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.3044% | 0.0000% | $4675000.00        | $4693507.76        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.7416% | 0.0000% | $3175000.00        | $3183345.16        | 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 |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $2880000.00        | Asset-Backed Securities |
| AMSR 2025-SFR2 TRUST           F1     20421119 4.2 | 2042-11-19      | 4.2750%  | 0.0000% | $2000000.00        | $1823853.00        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2764938.61        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $61143692.06       | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.4561% | 0.0000% | $2000000.00        | $970606.86         | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3500000.00        | $767581.50         | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $23568.15          | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.3644% | 0.0000% | $4031000.00        | $4038130.36        | Asset-Backed Securities |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2184143.30        | Asset-Backed Securities |
| BIRCH GROVE CLO LTD 2021-3R    E-R    20380119 FLT | 2038-01-19      | 9.0344%  | 0.0000% | $4000000.00        | $3927795.52        | Asset-Backed Securities |
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 10.9844% | 0.0000% | $150000.00         | $153952.33         | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $2649879.36        | 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 |
| CPS AUTO RECEIVABLES TR 2024-D E      20320615 7.1 | 2032-06-15      | 7.1300%  | 0.0000% | $3000000.00        | $3062300.67        | Asset-Backed Securities |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $597696.00         | Asset-Backed Securities |
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.9839%  | 0.0000% | $5887000.00        | $5905232.35        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5263%  | 0.0000% | $1300000.00        | $913589.55         | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $4800000.00        | $4352011.35        | Asset-Backed Securities |
| AGL CLO LTD 2022-22R           E-R    20370121 FLT | 2037-01-21      | 9.1344%  | 0.0000% | $1000000.00        | $979898.88         | Asset-Backed Securities |
| AMSR TR 2024-SFR2              F-1    20411119 4.1 | 2041-11-19      | 4.1500%  | 0.0000% | $3200000.00        | $2988090.67        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $2500000.00        | $2358156.67        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-4  D      20290620 7.3 | 2029-06-20      | 7.3100%  | 0.0000% | $2105000.00        | $2166825.14        | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2023-2     D      20271020 7.2 | 2027-10-20      | 7.2600%  | 0.0000% | $5740000.00        | $5801259.19        | Asset-Backed Securities |
| AVANT LOANS FUNDING 2025-REV1  D      20340515 8.3 | 2034-05-15      | 8.3900%  | 0.0000% | $970000.00         | $992223.56         | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 6.1199%  | 0.0000% | $4880388.00        | $2099201.39        | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $3800000.00        | $3887440.11        | Asset-Backed Securities |
| GOLUB CAPITAL PART 2021-53BR   E-R    20340720 FLT | 2034-07-20      | 8.5844%  | 0.0000% | $3845000.00        | $3871218.59        | Asset-Backed Securities |

### Security 651: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DOQ56, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DOQ56
- **C.18 - Value (incl. sponsor support):** $782035542.60
- **C.18.a - Value (excl. sponsor support):** $782035542.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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        SUB NT 6.45%36   | 2036-05-01      | 6.4500%  | 0.0000% | $22000.00          | $24414.50          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $172000.00         | $216539.40         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $2017000.00        | $1993541.17        | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $220000.00         | $150650.13         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.9%53 | 2053-05-15      | 6.9000%  | 0.0000% | $50000.00          | $51974.33          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $35000.00          | $27818.82          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 51    | 2051-12-15      | 3.4500%  | 0.0000% | $3000.00           | $2068.78           | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1MTG BD 3.4%46   | 2046-10-01      | 3.4000%  | 0.0000% | $237000.00         | $175652.55         | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $81000.00          | $88006.50          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $21000.00          | $21386.93          | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL XXX BD46 | 2046-05-15      | 3.7500%  | 0.0000% | $141000.00         | $111167.46         | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $255000.00         | $271825.33         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP SUB -DD NT  | 2500-12-31      | 6.3000%  | 0.0000% | $9095000.00        | $9265031.03        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J  | 2500-12-31      | 6.3000%  | 0.0000% | $357000.00         | $375190.93         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -O NT 52 | 2052-06-15      | 4.5000%  | 0.0000% | $45000.00          | $38269.35          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $50000.00          | $37769.25          | Corporate Debt Securities |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 30    | 2030-03-13      | 4.3750%  | 0.0000% | $1400000.00        | $1426590.86        | Corporate Debt Securities |
| BANK AMERICA CORP              SUB NT 7.75%38   | 2038-05-14      | 7.7500%  | 0.0000% | $695000.00         | $853542.05         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4%29     | 2029-02-15      | 4.0000%  | 0.0000% | $60200000.00       | $61852490.00       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 26    | 2026-03-26      | 0.3750%  | 0.0000% | $83000.00          | $82428.89          | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48 | 2048-03-15      | 4.5000%  | 0.0000% | $4354000.00        | $3772828.08        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 31    | 2031-10-10      | 4.3750%  | 0.0000% | $476000.00         | $494412.74         | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51    | 2051-12-22      | 3.8500%  | 0.0000% | $2732000.00        | $1662947.91        | Corporate Debt Securities |
| ATHENE GLOBAL FDG              144A NT 5.526%31 | 2031-07-11      | 5.5260%  | 0.0000% | $3050000.00        | $3211116.25        | Corporate Debt Securities |
| BLACKROCK INC                  SR GLBL NT 54    | 2054-03-14      | 5.2500%  | 0.0000% | $6341000.00        | $6211099.33        | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5%34     | 2034-03-14      | 5.0000%  | 0.0000% | $107000.00         | $112146.82         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 52    | 2052-03-15      | 3.5500%  | 0.0000% | $48000.00          | $35157.25          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.7%47 | 2047-12-01      | 3.7000%  | 0.0000% | $425000.00         | $323881.17         | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT4.4%52 | 2052-04-05      | 4.4000%  | 0.0000% | $2500000.00        | $2055502.78        | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $225000.00         | $229323.38         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $523000.00         | $546461.78         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $1000.00           | $1018.64           | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 48    | 2048-09-15      | 5.0500%  | 0.0000% | $1147000.00        | $1048540.88        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT6.1%27 | 2027-01-15      | 6.1000%  | 0.0000% | $2545000.00        | $2665017.96        | Corporate Debt Securities |
| AETNA INC NEW                  SR GLBL NT 47    | 2047-08-15      | 3.8750%  | 0.0000% | $41000.00          | $31483.44          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26    | 2026-12-15      | 2.6250%  | 0.0000% | $10335000.00       | $10162784.45       | Corporate Debt Securities |
| BERKLEY W R CORP               SR GLBL NT 4%50  | 2050-05-12      | 4.0000%  | 0.0000% | $1208000.00        | $933797.42         | Corporate Debt Securities |
| BACARDI LTD                    SR GLBL 144A 28  | 2028-05-15      | 4.7000%  | 0.0000% | $16035000.00       | $16260532.28       | Corporate Debt Securities |
| BROADCOM CORP/BROADCOM CAYMAN  SR GLBL NT3.5%28 | 2028-01-15      | 3.5000%  | 0.0000% | $520000.00         | $524258.22         | Corporate Debt Securities |
| TRUIST BK                      SUB NT 2.25%30   | 2030-03-11      | 2.2500%  | 0.0000% | $14656000.00       | $13547786.56       | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 19  SR REGS NT 29    | 2029-04-11      | 3.6250%  | 0.0000% | $280000.00         | $277425.36         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $15900000.00       | $14584248.50       | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 5.625%33 | 2033-10-23      | 5.6250%  | 0.0000% | $15000000.00       | $16439231.25       | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3212000.00        | $2551387.96        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $15604.74          | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9184.28           | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 31  | 2031-04-23      | 2.2500%  | 0.0000% | $694000.00         | $633918.69         | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $10399000.00       | $9395945.68        | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $50000.00          | $34188.25          | Corporate Debt Securities |
| TRUIST FINL CORP               SUB NT      6%26 | 2026-02-15      | 6.0000%  | 0.0000% | $4439000.00        | $4547341.19        | Corporate Debt Securities |
| HIGH STR FDG TR II             SR-20182 144A 48 | 2048-02-15      | 4.6820%  | 0.0000% | $1874000.00        | $1657923.22        | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $13361000.00       | $12024424.94       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $15000.00          | $10271.20          | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 70   | 2070-10-15      | 3.7290%  | 0.0000% | $5000000.00        | $3282311.67        | Corporate Debt Securities |
| SINOPEC CAP 2013 LTD           GLBL REGS NT 43  | 2043-04-24      | 4.2500%  | 0.0000% | $8500000.00        | $7776749.17        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $197000.00         | $138164.69         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS NT 31  | 2031-01-08      | 2.3000%  | 0.0000% | $2600000.00        | $2452915.11        | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB 144A NT 50   | 2050-04-30      | 4.3500%  | 0.0000% | $200000.00         | $158580.00         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $260000.00         | $212954.44         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 35 | 2035-02-13      | 5.8270%  | 0.0000% | $1655000.00        | $1761626.41        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $43000.00          | $38160.57          | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $300000.00         | $319531.58         | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    BD20B BAM-TCRS50 | 2050-09-01      | 4.2870%  | 0.0000% | $2080000.00        | $1609712.00        | Corporate Debt Securities |
| OHIOHEALTH CORP                SR 2020 SNK BD50 | 2050-11-15      | 3.0420%  | 0.0000% | $2000000.00        | $1369494.00        | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD5.4%54 | 2054-03-15      | 5.4000%  | 0.0000% | $25000.00          | $24771.25          | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $750000.00         | $812113.12         | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $31824000.00       | $36792999.36       | Corporate Debt Securities |
| TOLEDO HOSPITAL                AG-CR 2021       | 2048-11-15      | 6.0150%  | 0.0000% | $1000000.00        | $990365.83         | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $11547000.00       | $13657445.19       | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.375%28 | 2028-02-15      | 4.3750%  | 0.0000% | $2000000.00        | $2058612.50        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53    | 2053-11-15      | 7.2500%  | 0.0000% | $5000.00           | $5646.91           | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.375%33 | 2033-02-15      | 4.3750%  | 0.0000% | $10942000.00       | $11161346.07       | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52 | 2052-01-15      | 3.0000%  | 0.0000% | $20000.00          | $12998.07          | Corporate Debt Securities |
| OMNIS FDG TR                   SR 144A NT 55    | 2055-05-15      | 6.7220%  | 0.0000% | $1836000.00        | $1933618.69        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50 | 2050-07-15      | 3.8000%  | 0.0000% | $21000.00          | $16241.87          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL LKD NT32 | 2032-05-15      | 3.0000%  | 0.0000% | $198000.00         | $178778.16         | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50  | 2050-10-15      | 3.9510%  | 0.0000% | $17805000.00       | $13393651.00       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL C NT4%46 | 2046-11-15      | 4.0000%  | 0.0000% | $365000.00         | $293595.46         | Corporate Debt Securities |
| CK HUTCHISON INTL 17 LTD       GLBL REGS NT 27  | 2027-04-05      | 3.5000%  | 0.0000% | $400000.00         | $400629.56         | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL REGS 30  | 2030-04-01      | 5.1000%  | 0.0000% | $569000.00         | $590034.98         | Corporate Debt Securities |
| MITSUBISHI CORP                SR REGS NT 35    | 2035-09-09      | 4.8750%  | 0.0000% | $10284000.00       | $10442077.94       | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $10709000.00       | $11520730.30       | Corporate Debt Securities |
| CK HUTCHISON INTL              SR GLBL REGS 28  | 2028-04-21      | 4.7500%  | 0.0000% | $1228000.00        | $1259061.24        | Corporate Debt Securities |
| CSL FIN PLC                    SR REGS NT 52    | 2052-04-27      | 4.7500%  | 0.0000% | $386000.00         | $337573.41         | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL REGS NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $330000.00         | $330295.53         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $24000.00          | $21856.63          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 49    | 2049-04-15      | 4.3500%  | 0.0000% | $180000.00         | $152228.40         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $20000.00          | $20150.14          | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.1250%  | 0.0000% | $354000.00         | $366100.31         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $567000.00         | $482511.96         | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $19000.00          | $14554.09          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           SUB COCO 32      | 2032-12-15      | 3.8030%  | 0.0000% | $418000.00         | $413867.90         | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 55    | 2055-09-15      | 5.6500%  | 0.0000% | $45000.00          | $45835.24          | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB GLBL 144A 39 | 2039-08-15      | 9.3750%  | 0.0000% | $291000.00         | $400927.19         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32    | 2032-02-15      | 2.6500%  | 0.0000% | $140000.00         | $127455.65         | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53   | 2053-05-19      | 5.3000%  | 0.0000% | $197000.00         | $188855.25         | Corporate Debt Securities |
| ALABAMA PWR CO                 GLBL 2021A NT 51 | 2051-07-15      | 3.1250%  | 0.0000% | $285000.00         | $193432.27         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $972000.00         | $1041348.56        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 27    | 2027-04-15      | 6.4500%  | 0.0000% | $796000.00         | $828721.57         | Corporate Debt Securities |
| AIRCASTLE LTD / AIRCASTLE IREL SR 144A NT 31    | 2031-10-01      | 5.7500%  | 0.0000% | $170000.00         | $179981.60         | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        SR GLBL NT3.5%50 | 2050-10-15      | 3.5000%  | 0.0000% | $1433000.00        | $1013258.38        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $49000.00          | $50892.62          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC -2018 E 4.65%48  | 2048-12-01      | 4.6500%  | 0.0000% | $315000.00         | $275560.42         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1REF MTG BD 46   | 2046-03-15      | 3.8750%  | 0.0000% | $119000.00         | $96054.39          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 46    | 2046-09-12      | 3.7500%  | 0.0000% | $427000.00         | $339099.56         | Corporate Debt Securities |
| PROLOGIS L P                   GLBL NT 3.05%50  | 2050-03-01      | 3.0500%  | 0.0000% | $1000.00           | $680.68            | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51 | 2051-11-15      | 2.9500%  | 0.0000% | $95000.00          | $60445.60          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53 | 2053-08-15      | 5.7000%  | 0.0000% | $4000.00           | $4042.21           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.6%60 | 2060-11-15      | 3.6000%  | 0.0000% | $737000.00         | $496052.59         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $74000.00          | $76388.39          | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%49  | 2049-05-20      | 5.0000%  | 0.0000% | $8000.00           | $7143.72           | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51    | 2051-11-30      | 3.2500%  | 0.0000% | $182000.00         | $121300.88         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $6000.00           | $5139.67           | Corporate Debt Securities |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -O NT 51 | 2051-11-01      | 3.2500%  | 0.0000% | $35000.00          | $23336.13          | Corporate Debt Securities |
| HYUNDAI CAP SVCS INC           SR 65 REGS NT 29 | 2029-02-05      | 5.1250%  | 0.0000% | $13610000.00       | $14201794.93       | Corporate Debt Securities |
| WILLIAM MARSH RICE UNIV        -2020 SINK BD 50 | 2050-05-15      | 2.5980%  | 0.0000% | $1477000.00        | $942798.15         | Corporate Debt Securities |
| PACIFIC LIFE INS CO            SUB 144A NT 55   | 2055-09-15      | 5.9500%  | 0.0000% | $30000.00          | $30751.07          | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK LTD144A  SR REGS NT 34    | 2034-06-11      | 5.1810%  | 0.0000% | $968000.00         | $1018214.44        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $2800000.00        | $2905259.00        | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB REGS NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $1260000.00        | $1364350.05        | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 53    | 2053-09-13      | 6.2500%  | 0.0000% | $10467000.00       | $11283806.88       | Corporate Debt Securities |
| VARANASI AURANGABAD NH-2       SR SEC REGS 34   | 2034-02-28      | 5.9000%  | 0.0000% | $22275000.00       | $23619511.85       | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        LW TIER II GLBL  | 2034-09-10      | 5.1460%  | 0.0000% | $37000.00          | $38198.57          | Corporate Debt Securities |
| SHARP HEALTHCARE               -2020B BD2.68%50 | 2050-08-01      | 2.6800%  | 0.0000% | $1750000.00        | $1103351.67        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $323000.00         | $296712.11         | Corporate Debt Securities |
| TOLEDO HOSPITAL                2018B BD6.015%48 | 2048-11-15      | 6.0150%  | 0.0000% | $755000.00         | $731531.45         | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 27  | 2027-04-14      | 4.7630%  | 0.0000% | $605000.00         | $612305.51         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 28  | 2028-11-15      | 6.5300%  | 0.0000% | $5900000.00        | $6295904.75        | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $3090000.00        | $2409394.03        | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT4.2%46 | 2046-12-15      | 4.2000%  | 0.0000% | $40000.00          | $33151.07          | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 6%54  | 2054-04-05      | 6.0000%  | 0.0000% | $243000.00         | $247980.69         | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 31    | 2031-08-23      | 2.0500%  | 0.0000% | $1771000.00        | $1579659.19        | Corporate Debt Securities |
| DUKE UNIVERSITY                SR GLBL SINK 55  | 2055-10-01      | 2.8320%  | 0.0000% | $2000000.00        | $1275480.00        | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR NT 4.25%43    | 2043-05-09      | 4.2500%  | 0.0000% | $3500000.00        | $3239602.92        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50   | 2050-02-15      | 3.5500%  | 0.0000% | $69000.00          | $51874.97          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50 | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $8758.39           | Corporate Debt Securities |
| CHAPMAN UNIV                   -2021B SNK BD 51 | 2051-04-01      | 2.9960%  | 0.0000% | $300000.00         | $191616.00         | Corporate Debt Securities |
| FIRST CTZNS BK & TR CO RALEIGH SUB GLBL NT 28   | 2028-03-09      | 6.1250%  | 0.0000% | $1924000.00        | $2031196.73        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46 | 2046-08-01      | 3.9000%  | 0.0000% | $294000.00         | $241127.04         | Corporate Debt Securities |
| BANCO SANTANDER SA             LW TIER II 33    | 2033-08-08      | 6.9210%  | 0.0000% | $200000.00         | $227641.90         | Corporate Debt Securities |
| BROWN UNIV                     SR -2020A BD 50  | 2050-09-01      | 2.9240%  | 0.0000% | $7500000.00        | $5034425.00        | Corporate Debt Securities |
| AVIATION CAP GROUP LLC         SR GLBL 144A 28  | 2028-10-25      | 6.7500%  | 0.0000% | $645000.00         | $692900.93         | Corporate Debt Securities |
| BASIN ELECTRIC POWER COOP      1M 144A BD 55    | 2055-10-15      | 5.8500%  | 0.0000% | $24000000.00       | $23947500.00       | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.25%27  | 2027-11-15      | 3.2500%  | 0.0000% | $26151000.00       | $26136943.84       | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $18717000.00       | $19244482.49       | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD2.9%51 | 2051-03-15      | 2.9000%  | 0.0000% | $4000.00           | $2554.08           | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 34    | 2034-02-13      | 4.1250%  | 0.0000% | $4339000.00        | $4426551.98        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 27    | 2027-03-19      | 4.3750%  | 0.0000% | $6037000.00        | $6167364.82        | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $2000.00           | $2051.14           | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 44    | 2044-11-01      | 4.6500%  | 0.0000% | $1192000.00        | $1092027.95        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28    | 2028-09-01      | 3.6250%  | 0.0000% | $204000.00         | $203318.50         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50 | 2050-12-15      | 2.4500%  | 0.0000% | $92000.00          | $53297.34          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2020B 50 | 2050-01-30      | 3.7000%  | 0.0000% | $265000.00         | $203005.02         | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $2059000.00        | $2127697.39        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 51    | 2051-04-27      | 3.8750%  | 0.0000% | $25000.00          | $18791.47          | Corporate Debt Securities |
| HENNEMAN TR                    SR GLBL 144A 55  | 2055-05-15      | 6.5800%  | 0.0000% | $14847000.00       | $15630146.26       | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $157000.00         | $162681.61         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 48 | 2048-05-15      | 4.0500%  | 0.0000% | $20000.00          | $16393.70          | Corporate Debt Securities |
| ENSTAR GROUP LTD               SR GLBL NT 29    | 2029-06-01      | 4.9500%  | 0.0000% | $81000.00          | $82042.27          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $16412000.00       | $14353292.40       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL FL NT 29 | 2029-08-14      | 4.1675%  | 0.0000% | $6486000.00        | $6526126.11        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $22000.00          | $24029.11          | Corporate Debt Securities |
| CALIFORNIA ENDOWMENT           SR -2021 BD 51   | 2051-04-01      | 2.4980%  | 0.0000% | $540000.00         | $324315.90         | Corporate Debt Securities |
| ALBERTA PROV                   GLBL BD 4.3%35   | 2035-11-02      | 4.3000%  | 0.0000% | $17897000.00       | $17869408.79       | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $2548000.00        | $2740180.78        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $48000.00          | $47327.36          | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 47    | 2047-09-01      | 3.7500%  | 0.0000% | $5000.00           | $3926.20           | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 49    | 2049-06-01      | 4.1500%  | 0.0000% | $5000.00           | $4071.99           | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 33    | 2033-02-28      | 5.3500%  | 0.0000% | $69000.00          | $73275.87          | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50 | 2050-05-01      | 3.7000%  | 0.0000% | $57000.00          | $41863.46          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49    | 2049-01-23      | 5.5500%  | 0.0000% | $1032000.00        | $1059728.12        | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           SR REGS NT 35    | 2035-09-09      | 5.3590%  | 0.0000% | $9468000.00        | $9793165.05        | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -A 56 | 2056-03-15      | 5.8750%  | 0.0000% | $194000.00         | $195154.11         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV2013 GLBL REGS NT 43  | 2043-10-17      | 5.3750%  | 0.0000% | $926000.00         | $984142.90         | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43  | 2043-05-19      | 5.1100%  | 0.0000% | $38000.00          | $36965.25          | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $352000.00         | $268615.89         | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SB 144A NT4.9%77 | 2077-04-01      | 4.9000%  | 0.0000% | $3750000.00        | $3076125.00        | Corporate Debt Securities |
| MEMORIAL SLOAN-KETTERING CANCE SR BD 4.2%55     | 2055-07-01      | 4.2000%  | 0.0000% | $400000.00         | $333768.00         | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59   | 2059-09-30      | 3.6250%  | 0.0000% | $228000.00         | $161312.85         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 54    | 2054-01-17      | 5.6640%  | 0.0000% | $3000.00           | $3001.45           | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 51    | 2051-12-04      | 2.8750%  | 0.0000% | $207000.00         | $133203.72         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.0994%  | 0.0000% | $5164000.00        | $5199653.68        | Corporate Debt Securities |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55 | 2055-03-28      | 6.7000%  | 0.0000% | $15000.00          | $15878.37          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 28    | 2028-05-04      | 6.3750%  | 0.0000% | $380000.00         | $399960.13         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $13000.00          | $14736.67          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $331000.00         | $386848.79         | Corporate Debt Securities |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.4%33   | 2033-06-15      | 5.4000%  | 0.0000% | $101000.00         | $102593.78         | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR NT 6.125%15   | 2115-09-15      | 6.1250%  | 0.0000% | $11000.00          | $11238.53          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $1672000.00        | $1254165.34        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2017A 47 | 2047-06-15      | 3.8750%  | 0.0000% | $10000.00          | $7821.72           | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.7%63 | 2063-09-15      | 5.7000%  | 0.0000% | $1029000.00        | $1015122.22        | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $5000.00           | $5394.06           | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $51706.43          | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 29    | 2029-08-06      | 4.8380%  | 0.0000% | $638000.00         | $666127.12         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2019 B59 | 2059-11-15      | 3.7000%  | 0.0000% | $340000.00         | $240253.44         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 61    | 2061-12-15      | 3.0500%  | 0.0000% | $231000.00         | $143119.64         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53 | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5566.25           | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 B58 | 2058-05-15      | 4.5000%  | 0.0000% | $55000.00          | $45597.75          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB NT 4.6%26  | 2026-03-09      | 4.6000%  | 0.0000% | $1291000.00        | $1310263.15        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 27 | 2027-09-29      | 4.4500%  | 0.0000% | $225000.00         | $229086.50         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | 0.0000% | $172000.00         | $174325.01         | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 27    | 2027-06-11      | 4.6250%  | 0.0000% | $10000.00          | $10167.01          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $30000.00          | $30714.23          | Corporate Debt Securities |
| TOTAL CAP INTL                 GLBL NT 3.127%50 | 2050-05-29      | 3.1270%  | 0.0000% | $58000.00          | $38934.98          | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 27    | 2027-08-15      | 3.1250%  | 0.0000% | $14400000.00       | $14440590.00       | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      JR SB GLBL NT 67 | 2067-05-15      | 6.3234%  | 0.0000% | $450000.00         | $402131.64         | Corporate Debt Securities |
| INDIANAPOLIS PWR & LT CO       1M -144A 144A 54 | 2054-04-01      | 5.7000%  | 0.0000% | $185000.00         | $187086.80         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50 | 2050-05-01      | 4.2000%  | 0.0000% | $70000.00          | $50719.90          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 41    | 2041-05-11      | 3.2500%  | 0.0000% | $25000.00          | $19123.09          | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT 2%31  | 2031-10-25      | 2.0000%  | 0.0000% | $400000.00         | $361352.44         | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT 35    | 2035-11-15      | 5.5500%  | 0.0000% | $19000.00          | $19099.48          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $144000.00         | $101437.36         | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $80000.00          | $78362.49          | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 54    | 2054-06-15      | 5.6500%  | 0.0000% | $70000.00          | $66252.98          | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR FLT NT 27     | 2027-02-16      | 4.3910%  | 0.0000% | $10865000.00       | $10965527.33       | Corporate Debt Securities |
| BLACKSTONE REG FINANCE CO LLC  GLBL NT 5%34     | 2034-12-06      | 5.0000%  | 0.0000% | $7900000.00        | $8013619.56        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $383000.00         | $234797.30         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.625%35 | 2035-02-12      | 4.6250%  | 0.0000% | $318000.00         | $335400.70         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $42476000.00       | $42510688.73       | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52 | 2052-03-17      | 3.0010%  | 0.0000% | $196000.00         | $127762.51         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $18000.00          | $13507.35          | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       LW TIER II 28    | 2028-08-09      | 5.9740%  | 0.0000% | $17755000.00       | $18864050.29       | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53  | 2053-03-08      | 5.8500%  | 0.0000% | $15000.00          | $15587.29          | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55    | 2055-12-15      | 6.2000%  | 0.0000% | $1236000.00        | $1231495.47        | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL BD 3.625%28 | 2028-11-20      | 3.6250%  | 0.0000% | $30735000.00       | $30859101.10       | Corporate Debt Securities |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29   | 2029-04-19      | 5.5000%  | 0.0000% | $5000.00           | $5264.99           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 6.6954%  | 0.0000% | $4218000.00        | $4281637.38        | Corporate Debt Securities |
| JACKSON NATL LIFE GLOBAL FDG   SR SEC GLBL 30   | 2030-01-13      | 5.3500%  | 0.0000% | $2987000.00        | $3162804.86        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD3.9%52 | 2052-04-01      | 3.9000%  | 0.0000% | $16000.00          | $12420.48          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $6000.00           | $5892.43           | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT3.4%30 | 2030-05-01      | 3.4000%  | 0.0000% | $127000.00         | $123373.16         | Corporate Debt Securities |
| WYNNTON FDG TR II              SR 144A NT 55    | 2055-08-15      | 5.9910%  | 0.0000% | $50000.00          | $51558.28          | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 49    | 2049-09-15      | 3.8750%  | 0.0000% | $2814000.00        | $2128902.78        | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL 144A 35  | 2035-11-26      | 5.2500%  | 0.0000% | $4400000.00        | $4434488.67        | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $373000.00         | $379295.72         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53   | 2053-09-15      | 7.1250%  | 0.0000% | $3023000.00        | $3232340.23        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $10000.00          | $9762.51           | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50    | 2050-05-15      | 3.3000%  | 0.0000% | $254000.00         | $176059.25         | Corporate Debt Securities |
| TEXAS HEALTH RES               AMRTZ 2015 BD 55 | 2055-11-15      | 4.3300%  | 0.0000% | $971000.00         | $809224.39         | Corporate Debt Securities |
| TAKEDA US FING INC             SR GLBL NT5.9%55 | 2055-07-07      | 5.9000%  | 0.0000% | $2450000.00        | $2573592.97        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 49 | 2049-09-15      | 3.1000%  | 0.0000% | $30000.00          | $20257.13          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55    | 2055-03-01      | 6.1500%  | 0.0000% | $360000.00         | $365662.80         | Corporate Debt Securities |
| NOMURA HLDGS INC               LW TIER II 36    | 2036-06-10      | 5.0430%  | 0.0000% | $10143000.00       | $10075058.81       | Corporate Debt Securities |
| SOUTHWESTERN PUB SVC CO        1M GLBL -8 BD 50 | 2050-05-01      | 3.1500%  | 0.0000% | $150000.00         | $100251.00         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $363000.00         | $254240.66         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $2012000.00        | $2134790.68        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $5600000.00        | $4443357.33        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $8046000.00        | $6270196.39        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35 | 2035-09-05      | 5.6000%  | 0.0000% | $7157000.00        | $7285499.96        | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.6%51 | 2051-06-01      | 2.6000%  | 0.0000% | $16000.00          | $9869.23           | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30  | 2030-05-19      | 4.6500%  | 0.0000% | $23000.00          | $23613.31          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT3.8%60 | 2060-10-01      | 3.8000%  | 0.0000% | $400000.00         | $254056.00         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%30  | 2030-04-01      | 4.2500%  | 0.0000% | $50000000.00       | $51383847.22       | Corporate Debt Securities |

### Security 652: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.780000%
- **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: ARP1DPTY7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DPTY7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQY7572   | 2055-07-01      | 5.5000%  | 0.0000% | $23602840.00       | $22995837.51       | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF       | 2054-09-20      | 5.1177%  | 0.0000% | $76186380.00       | $62578530.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XF       | 2065-02-20      | 5.1177%  | 0.0000% | $64154623.00       | $45628006.99       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $108596400.00      | $109853502.33      | U.S. Treasuries (including strips)        |
| GNPL PN DO8305         | 2060-12-15      | 5.6500%  | 0.0000% | $1008.00           | $1060.49           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $2815700.00        | $2885727.68        | U.S. Treasuries (including strips)        |
| GNRA 2022-066 FC       | 2052-04-20      | 4.5000%  | 0.0000% | $95400000.00       | $53033007.12       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $647600.00         | $669535.78         | U.S. Treasuries (including strips)        |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $50000000.00       | $47166672.35       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM7777   | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $911.57            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $500.00            | $362.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $7727600.00        | $6239563.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $6000.00           | $4451.98           | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFS9974   | 2054-12-01      | 6.0000%  | 0.0000% | $13958112.00       | $13085808.00       | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $105.67            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $83.42             | U.S. Treasuries (including strips)        |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1019.00           | $99.17             | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $4631200.00        | $3474799.85        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2555   | 2050-01-01      | 3.5000%  | 0.0000% | $1063.00           | $975.91            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFA3647   | 2037-08-01      | 1.5000%  | 0.0000% | $42900000.00       | $38710875.71       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $11786200.00       | $11742972.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $259430700.00      | $246379924.60      | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL0775   | 2054-05-01      | 6.0000%  | 0.0000% | $52720960.00       | $43187963.22       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $88312000.00       | $90181834.34       | U.S. Treasuries (including strips)        |
| Fannie Mae             | 2052-10-25      | 4.8242%  | 0.0000% | $21336000.00       | $15766200.00       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-06-25      | 4.4742%  | 0.0000% | $7927.00           | $4325.28           | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQA7102   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $481.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $17958239.00       | $13199373.43       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6333   | 2052-10-01      | 4.0000%  | 0.0000% | $8297090.00        | $6630063.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $1015.00           | $880.49            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFA2413   | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $859.05            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0889   | 2055-04-01      | 6.0000%  | 0.0000% | $1023.00           | $1002.42           | Agency Mortgage-Backed Securities         |
| GNII SF DN5763 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $1700000.00        | $1169716.71        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2050-08-25      | 4.5642%  | 0.0000% | $100000000.00      | $65125391.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-06-25      | 4.4742%  | 0.0000% | $200000000.00      | $108172449.97      | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRQ0040   | 2055-08-01      | 5.5000%  | 0.0000% | $2506748.00        | $2456479.83        | Agency Mortgage-Backed Securities         |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $1003.00           | $42.54             | Agency Mortgage-Backed Securities         |
| GNRA 2024-171 FA       | 2054-10-20      | 5.0677%  | 0.0000% | $3524345.00        | $2891249.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.3677%  | 0.0000% | $2640723.00        | $2548161.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-063 FA       | 2050-11-20      | 4.5000%  | 0.0000% | $2000.00           | $1139.67           | Agency Collateralized Mortgage Obligation |
| GNII SP 785249 C       | 2050-11-20      | 4.0000%  | 0.0000% | $28749600.00       | $11025515.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $1060.00           | $973.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA5138 M       | 2048-04-20      | 4.5000%  | 0.0000% | $1000.00           | $76.11             | Agency Mortgage-Backed Securities         |

### Security 653: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DRYN1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DRYN1
- **C.18 - Value (incl. sponsor support):** $99963330.00
- **C.18.a - Value (excl. sponsor support):** $99963330.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 1.8234%  | 0.0000% | $853146.00         | $565128.36         | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 6.9839%  | 0.0000% | $8000000.00        | $8025711.46        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 6.7155%  | 0.0000% | $5000000.00        | $1711455.38        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.5460%  | 0.0000% | $9747000.00        | $1041782.67        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.8367%  | 0.0000% | $6963239.00        | $4331974.14        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 4.9590%  | 0.0000% | $1500000.00        | $1337946.74        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4522639.22        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $114998.00         | $26170.45          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.6961%  | 0.0000% | $286000.00         | $197852.91         | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $6366000.00        | $5258733.88        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MORTGAGE 2024-VIS1 B-2    20640725 FLT | 2064-07-25      | 8.0616%  | 0.0000% | $960000.00         | $973337.27         | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.3655%  | 0.0000% | $3000000.00        | $157894.33         | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM1             B-2    20700125 FLT | 2070-01-25      | 7.2046%  | 0.0000% | $4920000.00        | $4927522.19        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.6240%  | 0.0000% | $4086750.00        | $727047.29         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.1210%  | 0.0000% | $750000.00         | $458888.58         | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $219309.00         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 4.9980%  | 0.0000% | $963761.00         | $908538.78         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.0742%  | 0.0000% | $4080000.00        | $3945836.47        | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.2655%  | 0.0000% | $17204401.00       | $16547907.67       | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3679%  | 0.0000% | $2111942.00        | $1160760.44        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                A      20420807 FLT | 2042-08-07      | 4.9262%  | 0.0000% | $14550000.00       | $14689770.21       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-5    20560225 FLT | 2056-02-25      | 6.5630%  | 0.0000% | $261000.00         | $190343.86         | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-1            B      20350425 FLT | 2035-04-25      | 5.7962%  | 0.0000% | $3187500.00        | $58377.97          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2018-2    E      20521118 FLT | 2052-11-18      | 6.0362%  | 0.0000% | $1000000.00        | $979687.52         | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.8101%  | 0.0000% | $4000000.00        | $2977461.56        | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2022-FL5       D      20390217 FLT | 2039-02-17      | 7.1356%  | 0.0000% | $2500000.00        | $2454062.43        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.7834%  | 0.0000% | $9700000.00        | $4828299.48        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.0070%  | 0.0000% | $8246000.00        | $6737427.32        | Private Label Collateralized Mortgage Obligations |
| STWD LLC 2025-FL4              A-S    20421219 FLT | 2042-12-19      | 5.4310%  | 0.0000% | $20000000.00       | $20036006.94       | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  M-2    20450725 FLT | 2045-07-25      | 6.5242%  | 0.0000% | $5000000.00        | $5002125.69        | Private Label Collateralized Mortgage Obligations |

### Security 654: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DSTT2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DSTT2
- **C.18 - Value (incl. sponsor support):** $749529480.00
- **C.18.a - Value (excl. sponsor support):** $749529480.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MYLAN INC                      SR GLBL NT 28       | 2028-04-15      | 4.5500%  | 0.0000% | $188000.00         | $190095.36         | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4438.25           | Corporate Debt Securities                         |
| LOEWS CORP                     SR GLBL NT3.2%30    | 2030-05-15      | 3.2000%  | 0.0000% | $5000.00           | $4813.14           | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 30     | 2030-01-31      | 4.1250%  | 0.0000% | $5000.00           | $4915.64           | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT32    | 2032-02-15      | 8.3750%  | 0.0000% | $158000.00         | $176504.78         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2019B 29    | 2029-09-15      | 2.6500%  | 0.0000% | $2000.00           | $1921.23           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 4.4312%  | 0.0000% | $7527000.00        | $4707.73           | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $2000.00           | $2107.82           | Corporate Debt Securities                         |
| MASTEC INC                     SR GLBL REGS 28     | 2028-08-15      | 4.5000%  | 0.0000% | $4000.00           | $4046.16           | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317568.00         | $0.32              | Asset-Backed Securities                           |
| HP INC                         SR GLBL NT6.1%35    | 2035-04-25      | 6.1000%  | 0.0000% | $2000.00           | $2142.05           | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS GLBL NT 3.625%28    | 2028-01-15      | 3.6250%  | 0.0000% | $2000.00           | $2006.71           | Corporate Debt Securities                         |
| HCA INC.                       SR NT 7.5%33        | 2033-11-06      | 7.5000%  | 0.0000% | $1000.00           | $1164.49           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-09-17      | 1.6500%  | 0.0000% | $4000.00           | $3953.79           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.9%062328       | 2028-06-23      | 4.9000%  | 0.0000% | $3000.00           | $3052.50           | Corporate Debt Securities                         |
| INGRAM MICRO INC               SR SEC 144A NT29    | 2029-05-15      | 4.7500%  | 0.0000% | $30000.00          | $29755.48          | Corporate Debt Securities                         |
| PALMER SQUARE CLO 2024-4 LTD   E      20380115 FLT | 2038-01-15      | 8.9045%  | 0.0000% | $3000000.00        | $3018953.47        | Asset-Backed Securities                           |
| MONA LISA RE LTD               EXTND-A 144A 31     | 2031-06-25      | 13.3800% | 0.0000% | $2250000.00        | $2441700.00        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT4.1%49    | 2049-05-15      | 4.1000%  | 0.0000% | $6000.00           | $4841.45           | Corporate Debt Securities                         |
| NISOURCE INC                   JR SB GLBL NT 56    | 2056-07-15      | 5.7500%  | 0.0000% | $8050000.00        | $8185199.75        | Corporate Debt Securities                         |
| M D C HLDGS INC                SR GLBL NT 30       | 2030-01-15      | 3.8500%  | 0.0000% | $54000.00          | $52986.03          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $68019.00          | $60409.37          | Corporate Debt Securities                         |
| MPLX LP                        SR NT 5.2%47        | 2047-12-01      | 5.2000%  | 0.0000% | $2000.00           | $1801.97           | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 32     | 2032-01-15      | 7.2500%  | 0.0000% | $76000.00          | $82395.44          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.65%090332      | 2032-09-03      | 4.6500%  | 0.0000% | $2000.00           | $2053.49           | Corporate Debt Securities                         |
| SABLE INTL FIN LTD             SR SEC GLBL 32      | 2032-10-15      | 7.1250%  | 0.0000% | $200000.00         | $205326.75         | Corporate Debt Securities                         |
| BREAKWATER ENERGY HOLDINGS SA  SR SEC REGS NT30    | 2030-11-15      | 9.2500%  | 0.0000% | $250000.00         | $265724.10         | Corporate Debt Securities                         |
| TIKEHAU US CLO LTD 2023-R      ER     20360122 FLT | 2036-01-22      | 12.4644% | 0.0000% | $2000000.00        | $2026157.76        | Asset-Backed Securities                           |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.1334% | 0.0000% | $11500000.00       | $11738050.00       | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 2.45%011232      | 2032-01-12      | 2.4500%  | 0.0000% | $4000.00           | $3622.81           | Corporate Debt Securities                         |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 9.8834%  | 0.0000% | $13694000.00       | $14425754.78       | Corporate Debt Securities                         |
| LOEWS CORP                     SR GLBL NT 26       | 2026-04-01      | 3.7500%  | 0.0000% | $3000.00           | $3025.70           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $4430.72           | Asset-Backed Securities                           |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $106.00            | $108.41            | Corporate Debt Securities                         |
| NEWMONT CORP                   GTD NT 6.25%39      | 2039-10-01      | 6.2500%  | 0.0000% | $2000.00           | $2213.93           | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 31     | 2031-05-11      | 2.8750%  | 0.0000% | $250000.00         | $204648.30         | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $1343.00           | $1377.02           | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2111.85           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1075.92           | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 26       | 2026-08-15      | 3.2500%  | 0.0000% | $2000.00           | $2013.64           | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $278000.00         | $300800.86         | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 28    | 2028-09-01      | 4.3750%  | 0.0000% | $6140000.00        | $2697322.47        | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 29       | 2029-09-15      | 2.9500%  | 0.0000% | $5000.00           | $4829.78           | Corporate Debt Securities                         |
| GALLATIN CLO XI LTD 2024-1     E      20371020 FLT | 2037-10-20      | 11.8844% | 0.0000% | $3000000.00        | $3116756.64        | Asset-Backed Securities                           |
| GEORGIA PWR CO                 SR GLBL 2016A 26    | 2026-04-01      | 3.2500%  | 0.0000% | $2000.00           | $2012.73           | Corporate Debt Securities                         |
| WINTRUST FINL CORP             SUB GLBL NT 29      | 2029-06-06      | 4.8500%  | 0.0000% | $2000.00           | $1998.14           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28    | 2028-02-24      | 4.9413%  | 0.0000% | $1000.00           | $1011.31           | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 042721-042726    | 2026-04-27      | 4.4822%  | 0.0000% | $4000.00           | $4038.15           | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.75%32    | 2032-09-30      | 4.7500%  | 0.0000% | $2000.00           | $2065.09           | Corporate Debt Securities                         |
| INTERPUBLIC GROUP COS INC      SR GLBL NT 28       | 2028-10-01      | 4.6500%  | 0.0000% | $8000.00           | $8134.68           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 4.8962%  | 0.0000% | $4078000.00        | $2813.94           | Asset-Backed Securities                           |
| TIAA CLO I LTD 2016-R          E-R    20310721 FLT | 2031-07-21      | 10.3461% | 0.0000% | $5380000.00        | $5047312.10        | Asset-Backed Securities                           |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 30     | 2030-10-01      | 1.8000%  | 0.0000% | $3000.00           | $2644.74           | Corporate Debt Securities                         |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.9%29    | 2029-12-01      | 2.9000%  | 0.0000% | $5000.00           | $4758.53           | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT4.5%27    | 2027-06-01      | 4.5000%  | 0.0000% | $4000.00           | $4022.32           | Corporate Debt Securities                         |
| CROWN POINT CLO 2021-11R LTD   E-R    20380301 FLT | 2038-03-01      | 10.0316% | 0.0000% | $2500000.00        | $2505398.07        | Asset-Backed Securities                           |
| EDISON INTL                    PERP SUB GLBL -A    | 2500-12-31      | 5.3750%  | 0.0000% | $4000.00           | $4033.51           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 4.3%28      | 2028-03-15      | 4.3000%  | 0.0000% | $3000.00           | $3055.95           | Corporate Debt Securities                         |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $47733000.00       | $19665160.67       | Corporate Debt Securities                         |
| OHIO PWR CO                    SR -D NT 6.6%33     | 2033-03-01      | 6.6000%  | 0.0000% | $4000.00           | $4488.80           | Corporate Debt Securities                         |
| EMERA US FINANCE LP            SR GLBL NT 26       | 2026-06-15      | 3.5500%  | 0.0000% | $2000.00           | $1996.78           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.9%26    | 2026-11-18      | 2.9000%  | 0.0000% | $5000.00           | $4967.37           | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 32     | 2032-04-01      | 3.7000%  | 0.0000% | $2000.00           | $1923.38           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26    | 2026-10-02      | 5.2391%  | 0.0000% | $2000.00           | $2040.03           | Corporate Debt Securities                         |
| AZORRA FIN LTD                 SR GLBL 144A 31     | 2031-01-15      | 7.2500%  | 0.0000% | $5792000.00        | $6265769.51        | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.1000% | 0.0000% | $4500000.00        | $4704750.00        | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT 26       | 2026-02-15      | 1.2500%  | 0.0000% | $2000.00           | $2000.88           | Corporate Debt Securities                         |
| DENTSPLY SIRONA INC            SR GLBL NT 30       | 2030-06-01      | 3.2500%  | 0.0000% | $4000.00           | $3712.83           | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $898.37            | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 32       | 2032-02-15      | 3.2500%  | 0.0000% | $4000.00           | $3735.07           | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 9%30     | 2030-06-15      | 9.0000%  | 0.0000% | $3000.00           | $2870.28           | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32     | 2032-07-15      | 6.3750%  | 0.0000% | $482000.00         | $505066.51         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-03-15      | 2.3750%  | 0.0000% | $5000.00           | $2918.77           | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR 144A NT 7%30     | 2030-06-15      | 7.0000%  | 0.0000% | $400000.00         | $422204.44         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-02-15      | 4.2500%  | 0.0000% | $3000.00           | $2980.19           | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30     | 2030-04-15      | 6.0000%  | 0.0000% | $1000.00           | $984.81            | Corporate Debt Securities                         |
| STEELCASE INC                  SR GLBL NT 29       | 2029-01-18      | 5.1250%  | 0.0000% | $13000.00          | $13200.91          | Corporate Debt Securities                         |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.6161% | 0.0000% | $1250000.00        | $1196895.96        | Asset-Backed Securities                           |
| T MOBILE USA INC               SR GLBL NT4.8%28    | 2028-07-15      | 4.8000%  | 0.0000% | $4000.00           | $4162.77           | Corporate Debt Securities                         |
| SLC STUDENT LN TR 2007-2       A-3    20400515 FLT | 2040-05-15      | 5.0167%  | 0.0000% | $93866000.00       | $40759041.10       | Asset-Backed Securities                           |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 33       | 2033-03-15      | 5.3750%  | 0.0000% | $4000.00           | $4255.07           | Corporate Debt Securities                         |
| STWD LTD 2021-FL2              A-S    20380416 FLT | 2038-04-16      | 5.2990%  | 0.0000% | $11350000.00       | $11372285.83       | Asset-Backed Securities                           |
| SCHWAB CHARLES CORP            SR GLBL NT2.3%31    | 2031-05-13      | 2.3000%  | 0.0000% | $3000.00           | $2730.95           | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR GLBL 144A 29     | 2029-05-01      | 6.6250%  | 0.0000% | $50000.00          | $50767.08          | Corporate Debt Securities                         |
| GATEWAY RE LTD                 EXT-AAA 144A 32     | 2032-07-07      | 7.8800%  | 0.0000% | $5855000.00        | $5867881.00        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31       | 2031-06-15      | 5.2500%  | 0.0000% | $4000.00           | $4212.29           | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 27     | 2027-09-15      | 4.8750%  | 0.0000% | $5086000.00        | $5154021.01        | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL 144A 30     | 2030-07-15      | 7.2500%  | 0.0000% | $346000.00         | $359238.34         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $92000.00          | $92460.00          | Corporate Debt Securities                         |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL 144A 29     | 2029-10-15      | 8.1250%  | 0.0000% | $210000.00         | $221895.89         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT31    | 2031-04-30      | 7.1250%  | 0.0000% | $2000.00           | $2125.15           | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT4.9%28    | 2028-07-15      | 4.9000%  | 0.0000% | $3000.00           | $3143.44           | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 11.3800% | 0.0000% | $4000000.00        | $4092800.00        | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1886.13           | Corporate Debt Securities                         |
| OCTAGON INV PTN XXII 2014-22R2 F-RR   20300122 FLT | 2030-01-22      | 11.8690% | 0.0000% | $5600000.00        | $5299406.19        | Asset-Backed Securities                           |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 8.6334%  | 0.0000% | $18694000.00       | $19245473.00       | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT4.7%48    | 2048-03-01      | 4.7000%  | 0.0000% | $3000.00           | $2689.37           | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 32       | 2032-02-01      | 2.4500%  | 0.0000% | $3000.00           | $2680.25           | Corporate Debt Securities                         |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 8.3714%  | 0.0000% | $2750000.00        | $2833325.00        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $73000.00          | $76413.48          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-03-09      | 1.4310%  | 0.0000% | $5000.00           | $4997.06           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.8%30    | 2030-03-15      | 3.8000%  | 0.0000% | $3000.00           | $2991.99           | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $2000.00           | $1840.87           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 4.6512%  | 0.0000% | $2000.00           | $2007.18           | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR NT 4.85%41       | 2041-09-15      | 4.8500%  | 0.0000% | $5000.00           | $4736.05           | Corporate Debt Securities                         |
| JELD-WEN INC                   SR GLBL 144A 27     | 2027-12-15      | 4.8750%  | 0.0000% | $2000.00           | $1725.91           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT2.1%28    | 2028-09-15      | 2.1000%  | 0.0000% | $5000.00           | $4759.48           | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 15.8078% | 0.0000% | $10950000.00       | $11590575.00       | Corporate Debt Securities                         |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 14.6334% | 0.0000% | $6740000.00        | $6935485.14        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $27000.00          | $27610.76          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       VR 060921-060926    | 2026-06-09      | 4.2615%  | 0.0000% | $2000.00           | $2007.29           | Corporate Debt Securities                         |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $2088000.00        | $1705084.00        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              SR SEC GLBL 27      | 2027-01-08      | 5.1300%  | 0.0000% | $800000.00         | $417819.94         | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $853300.83         | Corporate Debt Securities                         |
| MATTERHORN RE LTD              EXT GLBL 144A 32    | 2028-02-04      | 15.8800% | 0.0000% | $5914000.00        | $6123355.60        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $10081000.00       | $10794824.41       | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2799.86           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.103%010926     | 2026-01-09      | 5.1030%  | 0.0000% | $4000.00           | $4097.48           | Corporate Debt Securities                         |
| UNITED AIRLNS PASS THRU 2024-1 AA     20380815 5.4 | 2038-08-15      | 5.4500%  | 0.0000% | $3000.00           | $3046.84           | Asset-Backed Securities                           |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $29000.00          | $31156.28          | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $22861000.00       | $2014625.62        | Corporate Debt Securities                         |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26    | 2026-03-01      | 9.7500%  | 0.0000% | $70000.00          | $48475.00          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   B-5    20520125 FLT | 2052-01-25      | 3.2264%  | 0.0000% | $184000.00         | $137812.52         | Private Label Collateralized Mortgage Obligations |
| CIVITAS RESOURCES INC          SR GLBL 144A 28     | 2028-07-01      | 8.3750%  | 0.0000% | $1428000.00        | $1531180.14        | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3194.84           | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2006-H     2-A-1B 20361115 FLT | 2036-11-15      | 6.6460%  | 0.0000% | $88429000.00       | $2709643.60        | Asset-Backed Securities                           |
| COMMSCOPE TECHNOLOGIES LLC     SR GLBL 144A 27     | 2027-03-15      | 5.0000%  | 0.0000% | $48382000.00       | $49097677.30       | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26     | 2026-02-21      | 2.1250%  | 0.0000% | $2000.00           | $2008.55           | Corporate Debt Securities                         |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $985260.82         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 29     | 2029-06-30      | 5.8750%  | 0.0000% | $50000.00          | $51164.67          | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         B2     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $7442000.00        | $3753179.21        | Asset-Backed Securities                           |
| AUTONATION INC                 SR GLBL NT2.4%31    | 2031-08-01      | 2.4000%  | 0.0000% | $4000.00           | $3583.52           | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 29     | 2029-01-15      | 4.8500%  | 0.0000% | $4000.00           | $4011.72           | Corporate Debt Securities                         |
| ARGENT SECS INC 2005-W2        M-1    20351025 FLT | 2035-10-25      | 4.5812%  | 0.0000% | $255000.00         | $11279.03          | Asset-Backed Securities                           |
| ANDREW W MELLON FNDTN          SR -2020 BD 27      | 2027-08-01      | 0.9470%  | 0.0000% | $5000.00           | $4797.23           | Corporate Debt Securities                         |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 8.8234%  | 0.0000% | $1800000.00        | $1854180.00        | Corporate Debt Securities                         |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 16.0298% | 0.0000% | $5000000.00        | $5616290.65        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD9.5%27    | 2027-09-15      | 9.5000%  | 0.0000% | $10000.00          | $10988.08          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD3.3%51    | 2051-03-15      | 3.3000%  | 0.0000% | $5000.00           | $3246.33           | Corporate Debt Securities                         |
| PERRIGO FINANCE UNLIMITED COMP SR NT 4.9%44        | 2044-12-15      | 4.9000%  | 0.0000% | $1162000.00        | $929683.28         | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    1LIEN GLBL 28       | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $2771.89           | Corporate Debt Securities                         |
| WELLFLEET CLO LTD 2024-1       E      20370719 FLT | 2037-07-19      | 11.2144% | 0.0000% | $3500000.00        | $3450730.08        | Asset-Backed Securities                           |
| AI CANDELARIA SPAIN S.A.       SR SEC GLBL 33      | 2033-06-15      | 5.7500%  | 0.0000% | $385000.00         | $344404.00         | Corporate Debt Securities                         |
| PPM CLO 2 LT 13.3359 16APR37 144A F                | 2037-04-16      | 11.9036% | 0.0000% | $3000000.00        | $3030968.66        | Asset-Backed Securities                           |
| POLESTAR RE LTD                -C-20261 144A 29    | 2029-01-08      | 14.1172% | 0.0000% | $8250000.00        | $8254125.00        | Corporate Debt Securities                         |
| PAGAYA AI DEBT TRUST 2023-7    D1     20310715 9.0 | 2031-07-15      | 9.0000%  | 0.0000% | $6333000.00        | $6418845.77        | Asset-Backed Securities                           |
| PACIFIC LIFE GLOBAL FDG II MED FR 1.45%012028      | 2028-01-20      | 1.4500%  | 0.0000% | $5000.00           | $4789.72           | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 28       | 2028-06-01      | 4.3500%  | 0.0000% | $2000.00           | $2017.99           | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.0262%  | 0.0000% | $300000.00         | $885.42            | Asset-Backed Securities                           |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $652000.00         | $127974.02         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 10.6300% | 0.0000% | $4750000.00        | $4932875.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.2919%  | 0.0000% | $11465000.00       | $11807803.50       | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.1300% | 0.0000% | $9375000.00        | $9628125.00        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $4000.00           | $4000.62           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4302.92           | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-06-05      | 14.2400% | 0.0000% | $7535000.00        | $7851470.00        | Corporate Debt Securities                         |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29    | 2029-10-15      | 5.5000%  | 0.0000% | $103000.00         | $103022.77         | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $295000.00         | $211524.22         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 28       | 2028-06-01      | 4.4500%  | 0.0000% | $3000.00           | $3014.00           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1064.78           | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A VR 144A BD 27    | 2027-06-07      | 34.6600% | 0.0000% | $3500000.00        | $4021500.00        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT2.5%27    | 2027-04-15      | 2.5000%  | 0.0000% | $5000.00           | $4946.79           | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL REGS 33     | 2033-08-15      | 3.2500%  | 0.0000% | $3000.00           | $2732.84           | Corporate Debt Securities                         |
| RR LTD 2021-16                 D      20360715 FLT | 2036-07-15      | 10.4162% | 0.0000% | $4000000.00        | $4013115.95        | Asset-Backed Securities                           |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 12.6334% | 0.0000% | $4310000.00        | $4614836.93        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $211000.00         | $215357.27         | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $293000.00         | $299098.80         | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012122-012127    | 2027-01-21      | 4.6513%  | 0.0000% | $4000.00           | $4054.56           | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28    | 2028-04-15      | 6.0500%  | 0.0000% | $34000.00          | $35631.74          | Corporate Debt Securities                         |
| CENTERFIELD MEDIA PARENT INC   SR SEC 144A NT26    | 2026-08-01      | 6.6250%  | 0.0000% | $3000.00           | $2962.81           | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 34     | 2034-03-01      | 5.8750%  | 0.0000% | $65000.00          | $65776.68          | Corporate Debt Securities                         |
| LSB INDS INC                   SR SEC GLBL 28      | 2028-10-15      | 6.2500%  | 0.0000% | $20000.00          | $20202.49          | Corporate Debt Securities                         |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 6.3078%  | 0.0000% | $5750000.00        | $5878800.00        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT30    | 2030-01-15      | 7.0000%  | 0.0000% | $35000.00          | $34725.52          | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT3.7%28    | 2028-04-01      | 3.7000%  | 0.0000% | $3000.00           | $3002.04           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 0.9%030226       | 2026-03-02      | 0.9000%  | 0.0000% | $3000.00           | $2993.53           | Corporate Debt Securities                         |
| DANAHER CORP DEL               SR GLBL NT2.6%50    | 2050-10-01      | 2.6000%  | 0.0000% | $5000.00           | $3101.60           | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31    | 2031-09-01      | 3.1000%  | 0.0000% | $4000.00           | $3643.79           | Corporate Debt Securities                         |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $1750000.00        | $1780540.61        | Asset-Backed Securities                           |
| CARLYLE GROUP INC              SR GLBL NT 35       | 2035-09-19      | 5.0500%  | 0.0000% | $1000.00           | $1003.77           | Corporate Debt Securities                         |
| CARRIAGE PURCHASER INC         SR 144A NT 29       | 2029-10-15      | 7.8750%  | 0.0000% | $5000.00           | $4876.32           | Corporate Debt Securities                         |
| CTR PARTNERSHIP LP/ CARETRUST  SR GLBL 144A 28     | 2028-06-30      | 3.8750%  | 0.0000% | $305000.00         | $300315.20         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 022724-022726    | 2026-02-27      | 4.2724%  | 0.0000% | $3000.00           | $3014.11           | Corporate Debt Securities                         |
| CHARLES RIV RE LTD             EXTND SR 144A 31    | 2031-05-10      | 11.2820% | 0.0000% | $4700000.00        | $4921840.00        | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 31     | 2031-02-01      | 5.0000%  | 0.0000% | $47000.00          | $48712.84          | Corporate Debt Securities                         |
| CARVANA CO                     1LIEN GLBL PIK31    | 2031-06-01      | 9.0000%  | 0.0000% | $18452000.00       | $21821868.26       | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.71              | Asset-Backed Securities                           |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $1016.00           | $1813.42           | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $88000.00          | $89607.08          | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2803.68           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL NT4.5%32    | 2032-05-01      | 4.5000%  | 0.0000% | $9043000.00        | $8190245.10        | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-1     A      20300815 4.0 | 2030-08-15      | 4.0000%  | 0.0000% | $5000.00           | $2916.14           | Asset-Backed Securities                           |
| ATHENE GLOBAL FDG              SR SEC REGS NT26    | 2026-06-29      | 1.6080%  | 0.0000% | $3000.00           | $2962.50           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT4.5%33    | 2033-08-15      | 4.5000%  | 0.0000% | $2000.00           | $2040.52           | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 9.0200%  | 0.0000% | $5750000.00        | $5958725.00        | Corporate Debt Securities                         |
| APIDOS CLO LTD 2023-45R        E-R    20380726 FLT | 2038-07-26      | 9.0080%  | 0.0000% | $1870000.00        | $1746722.88        | Asset-Backed Securities                           |
| AMERICAN WTR CAP CORP          SR GLBL NT 34       | 2034-03-01      | 5.1500%  | 0.0000% | $2000.00           | $2098.07           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.693%091527     | 2027-09-15      | 4.6930%  | 0.0000% | $3000.00           | $3081.35           | Corporate Debt Securities                         |
| XP INC                         SR REGS NT 29       | 2029-07-02      | 6.7500%  | 0.0000% | $223000.00         | $237721.35         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR NT-T   5.7%33    | 2033-02-15      | 5.7000%  | 0.0000% | $1000.00           | $1091.18           | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT 26       | 2026-09-15      | 2.8750%  | 0.0000% | $2000.00           | $2002.93           | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-1     A      20290715 4.1 | 2029-07-15      | 4.1000%  | 0.0000% | $3000.00           | $1725.38           | Asset-Backed Securities                           |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $368.00            | $386.81            | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $230.00            | $223.41            | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $576.00            | $561.45            | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $586.63            | Corporate Debt Securities                         |
| XHR LP                         SR GLBL 144A 30     | 2030-05-15      | 6.6250%  | 0.0000% | $184000.00         | $191964.49         | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL REGS 27     | 2027-09-15      | 4.5000%  | 0.0000% | $140000.00         | $141484.70         | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR REGS32    | 2032-01-23      | 6.3750%  | 0.0000% | $3000.00           | $3272.49           | Corporate Debt Securities                         |
| VIBRANT CLO III LTD 2015-3RR   D-RR   20311020 FLT | 2031-10-20      | 10.4961% | 0.0000% | $600000.00         | $580384.86         | Asset-Backed Securities                           |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $42000.00          | $45707.74          | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30      | 2030-04-15      | 3.2000%  | 0.0000% | $587000.00         | $488240.51         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 32       | 2032-10-15      | 5.7500%  | 0.0000% | $17000.00          | $17515.42          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.5%060129       | 2029-06-01      | 5.5000%  | 0.0000% | $4000.00           | $4186.09           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL TTT BD49    | 2049-06-15      | 4.1000%  | 0.0000% | $5000.00           | $3983.31           | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31    | 2031-01-03      | 5.6000%  | 0.0000% | $765000.00         | $791395.05         | Corporate Debt Securities                         |
| PIKES PEAK CLO LTD 2025-18     E      20380420 FLT | 2038-04-20      | 9.6344%  | 0.0000% | $4000000.00        | $4109515.52        | Asset-Backed Securities                           |
| KOSMOS ENERGY LTD              SR GLBL REGS 26     | 2026-04-04      | 7.1250%  | 0.0000% | $230000.00         | $230519.51         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-12-15      | 2.8500%  | 0.0000% | $2000.00           | $1801.01           | Corporate Debt Securities                         |
| URSA RE II LIMITED             -E-20252 144A 29    | 2029-12-07      | 8.5419%  | 0.0000% | $13000000.00       | $13032500.00       | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 5.7900%  | 0.0000% | $6855000.00        | $6875565.00        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023C 26    | 2026-06-01      | 4.9000%  | 0.0000% | $4000.00           | $4021.33           | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 3%26     | 2026-11-15      | 3.0000%  | 0.0000% | $3000.00           | $2984.77           | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 34       | 2034-09-15      | 6.1500%  | 0.0000% | $2000.00           | $2167.04           | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 28     | 2028-07-15      | 5.0000%  | 0.0000% | $31000.00          | $31682.48          | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $3000.00           | $2669.77           | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 40       | 2040-11-13      | 2.3500%  | 0.0000% | $3000.00           | $2145.22           | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $1200000.00        | $1361040.50        | Corporate Debt Securities                         |
| AMNEAL PHARMACEUTICALS INC     1LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $1009000.00        | $1093338.11        | Corporate Debt Securities                         |
| AMERICAN BLDRS & CONTRACTORS   SR SEC 144A NT28    | 2028-01-15      | 4.0000%  | 0.0000% | $31000.00          | $31355.40          | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $402000.00         | $398227.45         | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 28      | 2028-09-01      | 3.2500%  | 0.0000% | $200000.00         | $193148.50         | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT4.3%28    | 2028-06-15      | 4.3000%  | 0.0000% | $2000.00           | $2025.82           | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL NT4.9%44    | 2044-06-01      | 4.9000%  | 0.0000% | $2000.00           | $1606.69           | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL S NT2.55%31    | 2031-03-15      | 2.5500%  | 0.0000% | $5000.00           | $4566.39           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.45%010930      | 2030-01-09      | 2.4500%  | 0.0000% | $1000.00           | $957.90            | Corporate Debt Securities                         |
| ELMWOOD CLO 26 LTD             E      20370420 FLT | 2037-04-20      | 10.3344% | 0.0000% | $3500000.00        | $3541716.08        | Asset-Backed Securities                           |
| ENTERGY TEXAS INC              1M GLBL BD 31       | 2031-03-15      | 1.7500%  | 0.0000% | $1000.00           | $889.02            | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT1.3%31    | 2031-01-30      | 1.3000%  | 0.0000% | $4000.00           | $3503.63           | Corporate Debt Securities                         |
| DUKE UNIVERSITY                SR GLBL SINK 50     | 2050-10-01      | 2.7570%  | 0.0000% | $4000.00           | $2607.29           | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 16.5419% | 0.0000% | $3000000.00        | $3169500.00        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32     | 2032-04-01      | 6.1250%  | 0.0000% | $2000.00           | $2102.03           | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32     | 2032-02-15      | 3.6250%  | 0.0000% | $5000.00           | $4710.47           | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 31     | 2031-02-15      | 6.8750%  | 0.0000% | $5000.00           | $4797.94           | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4923.58           | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN SR NT 27     | 2027-02-15      | 4.2000%  | 0.0000% | $2000.00           | $2024.87           | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4816%  | 0.0000% | $35433000.00       | $102.98            | Private Label Collateralized Mortgage Obligations |
| FIGRE TRUST 2024-HE6           E      20541225 FLT | 2054-12-25      | 7.1360%  | 0.0000% | $4695000.00        | $4835181.75        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.6412%  | 0.0000% | $4000000.00        | $2618.45           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 4.4612%  | 0.0000% | $5000000.00        | $3148.07           | Asset-Backed Securities                           |
| MOUNTAIN RE LTD                EXTND-A 144A 30     | 2030-06-05      | 10.3900% | 0.0000% | $5490000.00        | $5632191.00        | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.3462%  | 0.0000% | $7000000.00        | $4232.48           | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 2007-NC4    A-2A   20370525 FLT | 2037-05-25      | 3.9262%  | 0.0000% | $80000000.00       | $11407522.60       | Asset-Backed Securities                           |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 9.8800%  | 0.0000% | $8750000.00        | $9168250.00        | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $399000.00         | $404473.89         | Corporate Debt Securities                         |
| PEEBLES PARK CLO LTD 2024      E      20370421 FLT | 2037-04-21      | 10.3200% | 0.0000% | $3000000.00        | $2952399.76        | Asset-Backed Securities                           |
| ABBVIE INC                     SR GLBL NT 42       | 2042-10-01      | 4.6250%  | 0.0000% | $5000.00           | $4637.11           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26    | 2026-04-15      | 3.8000%  | 0.0000% | $2000.00           | $2013.36           | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        SR GLBL NT 52       | 2052-10-15      | 3.1250%  | 0.0000% | $5000.00           | $3211.14           | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 6%33     | 2033-12-07      | 6.0000%  | 0.0000% | $4000.00           | $4263.09           | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.3500% | 0.0000% | $2750000.00        | $2901250.00        | Corporate Debt Securities                         |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $814.08            | Asset-Backed Securities                           |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $4000.00           | $3189.76           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.4%030328       | 2028-03-03      | 4.4000%  | 0.0000% | $2000.00           | $2051.72           | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.1%44        | 2044-03-15      | 4.1000%  | 0.0000% | $4000.00           | $3411.85           | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            3.65%48             | 2048-02-03      | 3.6500%  | 0.0000% | $3000.00           | $2343.10           | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $4000.00           | $4177.84           | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.1300%  | 0.0000% | $23450000.00       | $24036250.00       | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $4473.21           | Asset-Backed Securities                           |
| FERTITTA ENTMT LLC / FERTITTA  SR 144A NT 30       | 2030-01-15      | 6.7500%  | 0.0000% | $490000.00         | $480746.35         | Corporate Debt Securities                         |
| FIGRE TRUST 2025-PF2           C      20551025 FLT | 2055-10-25      | 5.2180%  | 0.0000% | $2000000.00        | $1902937.22        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.4962%  | 0.0000% | $5000000.00        | $3866.82           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 4.3562%  | 0.0000% | $7600000.00        | $4674.22           | Asset-Backed Securities                           |
| HOME DEPOT INC                 SR GLBL NT3.3%40    | 2040-04-15      | 3.3000%  | 0.0000% | $5000.00           | $4142.68           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2937.38           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $3032.04           | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 29       | 2029-03-01      | 4.7500%  | 0.0000% | $58000.00          | $57176.01          | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.5728%  | 0.0000% | $3000.00           | $3019.58           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $4000.00           | $3135.04           | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3074.79           | Private Label Collateralized Mortgage Obligations |
| VALERO ENERGY CORP             SR GLBL NT 27       | 2027-09-15      | 2.1500%  | 0.0000% | $3000.00           | $2924.22           | Corporate Debt Securities                         |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29      | 2029-05-03      | 7.6250%  | 0.0000% | $35000.00          | $3450.78           | Corporate Debt Securities                         |
| TWILIO INC                     SR GLBL NT 31       | 2031-03-15      | 3.8750%  | 0.0000% | $4000.00           | $3867.56           | Corporate Debt Securities                         |
| GRUPO NUTRESA SA               SR 144A NT 9%35     | 2035-05-12      | 9.0000%  | 0.0000% | $1320000.00        | $1507598.40        | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL REGS 30     | 2030-08-01      | 7.0000%  | 0.0000% | $4000.00           | $4131.81           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 013125-013128    | 2028-01-31      | 4.7009%  | 0.0000% | $3000.00           | $3036.37           | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $2000.00           | $2011.21           | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $3656000.00        | $3671081.00        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR NT 2.9%27        | 2027-11-03      | 2.9000%  | 0.0000% | $4000.00           | $3979.01           | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK REGS NT29    | 2029-09-30      | 11.1750% | 0.0000% | $1014.00           | $795.99            | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD 35       | 2035-07-15      | 5.2500%  | 0.0000% | $4000.00           | $4185.43           | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      1LIEN GLBL 29       | 2029-05-15      | 5.5000%  | 0.0000% | $300000.00         | $297274.50         | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4950.80           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1089.30           | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $5547000.00        | $4292973.53        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL NT 26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1370.94           | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-A 144A 30     | 2030-01-07      | 10.4400% | 0.0000% | $2123000.00        | $2120877.00        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $2666000.00        | $3037653.73        | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-A 144A 31     | 2031-01-07      | 9.4300%  | 0.0000% | $3170000.00        | $3232132.00        | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2017-2      M-1    20560825 FLT | 2056-08-25      | 4.0000%  | 0.0000% | $290000.00         | $1207.34           | Private Label Collateralized Mortgage Obligations |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 14.4100% | 0.0000% | $11000000.00       | $11616000.00       | Corporate Debt Securities                         |
| RASC SERIES TRUST 2006-EMX8    A-I-3  20360825 FLT | 2036-08-25      | 4.1862%  | 0.0000% | $700000.00         | $48578.79          | Asset-Backed Securities                           |
| PUBLIC SVC CO OKLA             SR GLBL -K NT 51    | 2051-08-15      | 3.1500%  | 0.0000% | $3000.00           | $2017.08           | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR 144A NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $4677000.00        | $4779161.27        | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT 35       | 2035-06-01      | 5.8750%  | 0.0000% | $3000.00           | $3205.78           | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $1630352.00        | $1806294.15        | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     1LIEN 144A NT 30    | 2030-04-15      | 7.8750%  | 0.0000% | $395000.00         | $397088.07         | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 26       | 2026-04-15      | 1.6500%  | 0.0000% | $5000.00           | $4983.17           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 28       | 2028-03-01      | 4.5500%  | 0.0000% | $3000.00           | $3103.04           | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $2000.00           | $2151.89           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.5947%  | 0.0000% | $9705000.00        | $4232.76           | Private Label Collateralized Mortgage Obligations |
| MEDSTAR HEALTH INC             SR GLBL SINK 49     | 2049-08-15      | 3.6260%  | 0.0000% | $5000.00           | $3745.44           | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1ST MTG BD4.4%44    | 2044-10-15      | 4.4000%  | 0.0000% | $5000.00           | $4378.29           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $2000.00           | $1858.87           | Corporate Debt Securities                         |
| OCTAGON INV PTN XXII 2014-22R2 E-RR   20300122 FLT | 2030-01-22      | 9.5690%  | 0.0000% | $3500000.00        | $3428867.09        | Asset-Backed Securities                           |
| CONTINENTAL FIN  CR TR 2024-A  C      20321215 6.5 | 2032-12-15      | 6.5200%  | 0.0000% | $1500000.00        | $1521983.67        | Asset-Backed Securities                           |
| MCDONALDS CORP                 FR 4.6%052645       | 2045-05-26      | 4.6000%  | 0.0000% | $4000.00           | $3560.53           | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      1LIEN GLBL 31       | 2031-01-15      | 6.5000%  | 0.0000% | $6000.00           | $6174.74           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 4.5062%  | 0.0000% | $4000000.00        | $2543.45           | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4127.33           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $2973.35           | Private Label Collateralized Mortgage Obligations |
| YALE UNIV                      SR GLBL 2020A 30    | 2030-04-15      | 1.4820%  | 0.0000% | $5000.00           | $4520.74           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 5.8712%  | 0.0000% | $3000000.00        | $2476.34           | Asset-Backed Securities                           |
| MARLON LTD                     EXTND SR GLBL 31    | 2031-06-09      | 10.9660% | 0.0000% | $750000.00         | $796350.00         | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 40       | 2040-11-15      | 5.1250%  | 0.0000% | $5000.00           | $4925.69           | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.1300%  | 0.0000% | $11750000.00       | $12039050.00       | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $2000.00           | $1851.78           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $2143.25           | Asset-Backed Securities                           |
| XHR LP                         SR SEC GLBL 29      | 2029-06-01      | 4.8750%  | 0.0000% | $48000.00          | $47517.72          | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-B 144A 31     | 2031-03-11      | 21.2300% | 0.0000% | $6240000.00        | $6481488.00        | Corporate Debt Securities                         |
| SURGERY CTR HLDGS INC          SR GLBL 144A 32     | 2032-04-15      | 7.2500%  | 0.0000% | $250000.00         | $257078.89         | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2190.66           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.0462%  | 0.0000% | $3981000.00        | $2829.95           | Asset-Backed Securities                           |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $26744000.00       | $29075928.22       | Corporate Debt Securities                         |
| WOM MOBILE SPA                 1LIEN GLBL PIK31    | 2031-04-01      | 11.0000% | 0.0000% | $1798136.00        | $1815567.93        | Corporate Debt Securities                         |
| WEST TECHNOLOGY GROUP LLC      SR 144A NT8.5%27    | 2027-04-10      | 8.5000%  | 0.0000% | $25000.00          | $3473.88           | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 41     | 2041-02-10      | 2.5000%  | 0.0000% | $5000.00           | $3511.26           | Corporate Debt Securities                         |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 33     | 2033-11-01      | 5.8750%  | 0.0000% | $254000.00         | $261596.29         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $18574000.00       | $18597712.81       | Corporate Debt Securities                         |
| POPULAR INC                    SR GLBL NT 28       | 2028-03-13      | 7.2500%  | 0.0000% | $15000.00          | $16128.13          | Corporate Debt Securities                         |
| AVID AUTOMOBILE REC TR 2023-1  D      20280717 8.7 | 2028-07-17      | 8.7500%  | 0.0000% | $10800000.00       | $10812667.20       | Asset-Backed Securities                           |
| BALDWIN RE LIMITED             -A VR 144A BD 29    | 2029-07-09      | 7.3800%  | 0.0000% | $12000000.00       | $12342000.00       | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1259083.54        | Corporate Debt Securities                         |
| ARCHES BUYER INC               1LIEN GLBL 28       | 2028-06-01      | 4.2500%  | 0.0000% | $2000.00           | $1969.56           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 6.75%27      | 2027-12-15      | 6.7500%  | 0.0000% | $2000.00           | $2108.38           | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT2.4%31    | 2031-12-15      | 2.4000%  | 0.0000% | $5000.00           | $4460.78           | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827     | 2027-03-18      | 4.3750%  | 0.0000% | $220000.00         | $222746.88         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT2.4%26    | 2026-08-15      | 2.4000%  | 0.0000% | $3000.00           | $2999.39           | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $4000.00           | $4105.68           | Corporate Debt Securities                         |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $200000.00         | $209979.11         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30    | 2030-11-15      | 7.0500%  | 0.0000% | $915000.00         | $975132.27         | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 14.0700% | 0.0000% | $3000000.00        | $3196800.00        | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28    | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $166036.11         | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A VR 144A BD 29    | 2029-04-10      | 13.3834% | 0.0000% | $6500000.00        | $6773000.00        | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED SR SEC FL 144A26    | 2026-06-04      | 4.4079%  | 0.0000% | $4000.00           | $4019.75           | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-03-09      | 9.2500%  | 0.0000% | $2208584.00        | $2134581.10        | Corporate Debt Securities                         |
| LUCA RE LTD                    -A VR 144A NT 28    | 2028-07-22      | 10.9100% | 0.0000% | $6970000.00        | $7193040.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A5       1-A-2  20371025 FLT | 2037-10-25      | 0.0000%  | 0.0000% | $1194000.00        | $0.00              | Private Label Collateralized Mortgage Obligations |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT33    | 2033-05-01      | 6.7500%  | 0.0000% | $2260000.00        | $2387644.80        | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT3.4%32    | 2032-03-01      | 3.4000%  | 0.0000% | $4000.00           | $3756.21           | Corporate Debt Securities                         |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $478000.00         | $501456.79         | Corporate Debt Securities                         |
| MASTR ABS TRUST 2007-HE1       M-1    20370525 FLT | 2037-05-25      | 4.2962%  | 0.0000% | $1274800.00        | $433019.70         | Asset-Backed Securities                           |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $10000.00          | $93.21             | Asset-Backed Securities                           |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-01-15      | 4.0000%  | 0.0000% | $4000.00           | $4061.22           | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 26       | 2026-11-30      | 3.2500%  | 0.0000% | $2000.00           | $1994.40           | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 31     | 2031-11-15      | 4.8750%  | 0.0000% | $91000.00          | $88331.80          | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $257.88            | Asset-Backed Securities                           |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $30985000.00       | $34938066.30       | Corporate Debt Securities                         |
| GOLDENTREE LN MGMT US 2024-20  E      20370720 FLT | 2037-07-20      | 9.7844%  | 0.0000% | $5000000.00        | $5101794.40        | Asset-Backed Securities                           |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $4000.00           | $3930.30           | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.1300% | 0.0000% | $5500000.00        | $5871250.00        | Corporate Debt Securities                         |
| OSAT TRUST 2021-RPL1           A-1    20650525 FLT | 2065-05-25      | 6.1156%  | 0.0000% | $11400000.00       | $6433218.90        | Asset-Backed Securities                           |
| OPEN TEXT CORP                 SR SEC GLBL 27      | 2027-12-01      | 6.9000%  | 0.0000% | $165000.00         | $172502.27         | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28      | 2028-11-15      | 6.8750%  | 0.0000% | $3000.00           | $3248.29           | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $8164000.00        | $8393272.33        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $14589000.00       | $13179848.49       | Corporate Debt Securities                         |
| SHIFT4 PMTS LLC / SHIFT4 PMTS  SR GLBL 144A 32     | 2032-08-15      | 6.7500%  | 0.0000% | $91000.00          | $96286.19          | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             GTD SR NT 6%34      | 2034-09-30      | 6.0000%  | 0.0000% | $98000.00          | $101659.32         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $3000.00           | $2662.36           | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2005-HE2       A-5    20351125 FLT | 2035-11-25      | 6.1560%  | 0.0000% | $5784000.00        | $138496.75         | Asset-Backed Securities                           |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $868000.00         | $949257.82         | Corporate Debt Securities                         |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $990000.00         | $1045959.53        | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR NT     8.5%29    | 2029-07-15      | 8.5000%  | 0.0000% | $10035000.00       | $997925.00         | Corporate Debt Securities                         |
| LIFE TIME FITNESS              SR SEC GLBL 31      | 2031-11-15      | 6.0000%  | 0.0000% | $100000.00         | $103318.67         | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL REGS 33     | 2033-06-15      | 9.6250%  | 0.0000% | $50000.00          | $54101.39          | Corporate Debt Securities                         |
| NBM US HLDGS INC               SR GLBL REGS 29     | 2029-08-06      | 6.6250%  | 0.0000% | $200000.00         | $207536.81         | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $4000.00           | $4190.47           | Corporate Debt Securities                         |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.4462%  | 0.0000% | $942000.00         | $4451.67           | Asset-Backed Securities                           |
| NIKE INC                       SR GLBL NT 46       | 2046-11-01      | 3.3750%  | 0.0000% | $5000.00           | $3747.88           | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $272000.00         | $299161.92         | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $346.06            | Corporate Debt Securities                         |
| BANCO INDUSTRIAL S A           LW TIER II 31       | 2031-01-29      | 4.8750%  | 0.0000% | $404000.00         | $410018.76         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 14.6900% | 0.0000% | $2250000.00        | $1814366.87        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $24000.00          | $24449.70          | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            LW TIER II 33       | 2033-02-02      | 7.2500%  | 0.0000% | $292000.00         | $322723.35         | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             SR SEC GLBL 29      | 2029-01-18      | 2.7000%  | 0.0000% | $4000.00           | $3868.54           | Corporate Debt Securities                         |
| ZEGONA FIN PLC                 SR SEC GLBL 29      | 2029-07-15      | 8.6250%  | 0.0000% | $200000.00         | $219340.25         | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $95000.00          | $98249.63          | Corporate Debt Securities                         |
| BANCO DE GALICIA Y BUENOS AIRE GLBL REGS NT 28     | 2028-10-10      | 7.7500%  | 0.0000% | $90500.00          | $93411.59          | Corporate Debt Securities                         |
| VALSPAR CORP                   SR GLBL NT 26       | 2026-01-15      | 3.9500%  | 0.0000% | $10000.00          | $10173.54          | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 29       | 2029-03-15      | 4.1250%  | 0.0000% | $3000.00           | $3045.65           | Corporate Debt Securities                         |
| WIND RIVER CLO LTD 2016-1K     E-R2   20341016 FLT | 2034-10-16      | 11.5162% | 0.0000% | $4000000.00        | $3738327.06        | Asset-Backed Securities                           |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.1662%  | 0.0000% | $338000.00         | $1729.19           | Asset-Backed Securities                           |
| STEEL DYNAMICS INC             SR GLBL NT 34       | 2034-08-15      | 5.3750%  | 0.0000% | $3000.00           | $3178.79           | Corporate Debt Securities                         |
| BIRCH GROVE CLO LTD 2022-4R    E-R    20370715 FLT | 2037-07-15      | 10.4045% | 0.0000% | $3000000.00        | $3063762.46        | Asset-Backed Securities                           |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $80000.00          | $82551.47          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY INC DEL     SR GLBL NT 26       | 2026-03-15      | 3.1250%  | 0.0000% | $4000.00           | $4030.09           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL NT 27       | 2027-12-01      | 4.1250%  | 0.0000% | $5000.00           | $4961.04           | Corporate Debt Securities                         |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 9.0834%  | 0.0000% | $1395000.00        | $1439361.00        | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT 30       | 2030-03-01      | 4.7500%  | 0.0000% | $4000.00           | $4004.65           | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 8.8500%  | 0.0000% | $5000000.00        | $5106500.00        | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 27     | 2027-10-15      | 4.6250%  | 0.0000% | $2000.00           | $2019.45           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 0.75%012826      | 2026-01-28      | 0.7500%  | 0.0000% | $2000.00           | $2001.41           | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR DEB 7%27         | 2027-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.23           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           VR 091124-090828    | 2028-09-08      | 4.7834%  | 0.0000% | $2000.00           | $2015.98           | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33      | 2033-07-15      | 10.0000% | 0.0000% | $3000000.00        | $3448556.67        | Corporate Debt Securities                         |
| BAYARD PK CLO 0.01 24JUL38 144A FRN                | 2038-07-24      | 10.2154% | 0.0000% | $1300000.00        | $1344857.51        | Asset-Backed Securities                           |
| BLACK KITE RE LTD              VAR 144A NT 28      | 2028-05-08      | 11.6400% | 0.0000% | $3000000.00        | $3085028.33        | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -F NT 26    | 2026-12-01      | 3.1000%  | 0.0000% | $2000.00           | $1990.35           | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 30    | 2030-06-07      | 15.4800% | 0.0000% | $4700000.00        | $4909150.00        | Corporate Debt Securities                         |
| ELLINGTON CLO LTD 2019-4R      E-2-R  20290415 11. | 2029-04-15      | 11.0000% | 0.0000% | $960000.00         | $844055.25         | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-07-15      | 8.1250%  | 0.0000% | $1000.00           | $1325.19           | Corporate Debt Securities                         |
| CWABS INC 2006-18              1-A    20350225 FLT | 2035-02-25      | 4.1262%  | 0.0000% | $4400000.00        | $129989.02         | Asset-Backed Securities                           |
| CHEPLAPHARM ARZNEIMITTEL GMBH  SR SEC GLBL 28      | 2028-01-15      | 5.5000%  | 0.0000% | $285000.00         | $288314.07         | Corporate Debt Securities                         |
| EATON VANCE CLO LTD 2020-2R2   E-R2   20371015 FLT | 2037-10-15      | 10.4045% | 0.0000% | $2750000.00        | $2723803.93        | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL FL NT 27    | 2027-06-09      | 4.5515%  | 0.0000% | $2000.00           | $2007.62           | Corporate Debt Securities                         |
| E ON INTL FIN                  GLBL 144A NT 38     | 2038-04-30      | 6.6500%  | 0.0000% | $2000.00           | $2280.81           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M BDS 4.15%44      | 2044-12-01      | 4.1500%  | 0.0000% | $5000.00           | $4187.29           | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 13.3672% | 0.0000% | $4750000.00        | $4970875.00        | Corporate Debt Securities                         |
| CSFB HEQ MTG TR 2005-5         A-2A   20360425 FLT | 2036-04-25      | 4.5462%  | 0.0000% | $566693.00         | $19177.92          | Asset-Backed Securities                           |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $613000.00         | $607002.82         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-15      | 7.0000%  | 0.0000% | $5000.00           | $4678.37           | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 012425-012431    | 2031-01-24      | 4.9149%  | 0.0000% | $3000.00           | $3028.47           | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.1300%  | 0.0000% | $8260000.00        | $8582140.00        | Corporate Debt Securities                         |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $3000.00           | $3161.35           | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 28       | 2028-03-15      | 4.6500%  | 0.0000% | $2000.00           | $2061.48           | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $499000.00         | $515467.42         | Corporate Debt Securities                         |
| ACUSHNET CO DEL                SR GLBL 144A 33     | 2033-12-01      | 5.6250%  | 0.0000% | $600000.00         | $611424.75         | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 12.0340% | 0.0000% | $11300000.00       | $12034500.00       | Corporate Debt Securities                         |
| AFFINITY GAMING                SR SEC GLBL 27      | 2027-12-15      | 6.8750%  | 0.0000% | $3050000.00        | $1692777.96        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     FR 4.25%082128      | 2028-08-21      | 4.2500%  | 0.0000% | $1000.00           | $1018.69           | Corporate Debt Securities                         |
| API ESCROW CORPORATION         SR GLBL 144A 29     | 2029-10-15      | 4.7500%  | 0.0000% | $54000.00          | $53455.56          | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.6800%  | 0.0000% | $30287000.00       | $30323344.40       | Corporate Debt Securities                         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.1462%  | 0.0000% | $4508000.00        | $1972.24           | Asset-Backed Securities                           |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $12000.00          | $12077.68          | Corporate Debt Securities                         |
| PROVINCIA DEL CHACO            GLBL AMZ REGS 28    | 2028-02-18      | 8.2500%  | 0.0000% | $19000.00          | $9871.10           | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $8231000.00        | $3364421.25        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2025.22           | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL REGS 30     | 2030-03-15      | 5.8750%  | 0.0000% | $4000.00           | $4127.70           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.418%032748     | 2048-03-27      | 4.4180%  | 0.0000% | $1000.00           | $854.58            | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC          SR REGS NT5.5%29    | 2029-07-15      | 5.5000%  | 0.0000% | $200000.00         | $205341.67         | Corporate Debt Securities                         |
| MARATHON OIL CORP              GLBL NT 5.3%29      | 2029-04-01      | 5.3000%  | 0.0000% | $70000.00          | $72085.30          | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -B VR 144A NT 29    | 2029-01-08      | 11.3834% | 0.0000% | $3000000.00        | $3120000.00        | Corporate Debt Securities                         |
| MCCORMICK & CO INC             SR GLBL NT4.2%47    | 2047-08-15      | 4.2000%  | 0.0000% | $2000.00           | $1661.57           | Corporate Debt Securities                         |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $1860000.00        | $1902416.78        | Corporate Debt Securities                         |
| MOLEX ELECTRONIC TECHNOLOGIES  SR 144A NT 32       | 2032-04-30      | 5.2500%  | 0.0000% | $3000.00           | $3115.38           | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              3.669%28            | 2028-07-20      | 3.6690%  | 0.0000% | $4000.00           | $4056.35           | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC GLBL 33      | 2033-01-15      | 7.5000%  | 0.0000% | $9664000.00        | $10020150.61       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-02-03      | 5.2500%  | 0.0000% | $4000.00           | $4092.25           | Corporate Debt Securities                         |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3555.51           | Private Label Collateralized Mortgage Obligations |

### Security 655: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.800000%
- **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: ARP1DSV93, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DSV93
- **C.18 - Value (incl. sponsor support):** $3637000000.00
- **C.18.a - Value (excl. sponsor support):** $3637000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 06.000 CLQX2317 | 2054-12-01      | 6.0000%  | 0.0000% | $1695334.00        | $1641909.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3149 | 2055-08-01      | 6.0000%  | 0.0000% | $1440052.00        | $1486101.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9202 | 2055-07-01      | 6.0000%  | 0.0000% | $3314475.00        | $3414199.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3409 | 2055-09-01      | 6.5000%  | 0.0000% | $3819770.00        | $3342564.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3559 | 2056-01-01      | 5.0000%  | 0.0000% | $1106730.00        | $1112412.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2919 | 2056-01-01      | 6.0000%  | 0.0000% | $5966301.00        | $6214302.23        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL1318 | 2052-04-01      | 2.5000%  | 0.0000% | $1003643.00        | $818889.41         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0052 | 2055-09-01      | 7.0000%  | 0.0000% | $60000.00          | $58585.16          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTRB0760 | 2042-01-01      | 3.5000%  | 0.0000% | $1062205.00        | $887062.01         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3419 | 2053-04-01      | 4.5000%  | 0.0000% | $18771216.00       | $15671885.02       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CIRC3113 | 2039-01-01      | 7.0000%  | 0.0000% | $16643373.00       | $7412688.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  | 0.0000% | $10000.00          | $9310.36           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $600000.00         | $269326.06         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5264 | 2035-10-01      | 4.5000%  | 0.0000% | $20950169.00       | $19665211.10       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3562 | 2040-05-01      | 5.5000%  | 0.0000% | $1501970.00        | $1486774.12        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4036 | 2052-06-01      | 3.0000%  | 0.0000% | $23915376.00       | $17776931.91       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2116 | 2039-06-01      | 6.0000%  | 0.0000% | $614477.00         | $432324.33         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3499 | 2040-04-01      | 5.5000%  | 0.0000% | $670527.00         | $553813.84         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE7095 | 2052-08-01      | 4.0000%  | 0.0000% | $308857.00         | $223959.09         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD2139 | 2051-12-01      | 2.0000%  | 0.0000% | $2500000.00        | $1565700.71        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9613 | 2052-09-01      | 4.5000%  | 0.0000% | $605247.00         | $431763.84         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $29465226.00       | $19394431.46       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7238 | 2050-02-01      | 3.5000%  | 0.0000% | $40000.00          | $10872.89          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3629 | 2054-08-01      | 6.5000%  | 0.0000% | $120670600.00      | $128084199.47      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3381 | 2055-12-01      | 5.5000%  | 0.0000% | $96957410.00       | $100244224.90      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4257 | 2040-10-01      | 4.0000%  | 0.0000% | $1145752.00        | $1117659.94        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $12000.00          | $2539.84           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0364 | 2035-06-01      | 3.5000%  | 0.0000% | $86000.00          | $22259.99          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8372 | 2040-03-01      | 5.5000%  | 0.0000% | $91711232.00       | $65356799.81       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT2021 | 2034-05-01      | 3.5000%  | 0.0000% | $4564707.00        | $406620.53         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI2644 | 2034-07-01      | 5.0000%  | 0.0000% | $200000.00         | $3321.93           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8078 | 2050-07-01      | 5.0000%  | 0.0000% | $35000.00          | $12014.77          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $903.48            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4749 | 2053-11-01      | 6.5000%  | 0.0000% | $137260958.00      | $97156153.21       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3381 | 2052-11-01      | 5.5000%  | 0.0000% | $1177072.00        | $766686.97         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4717 | 2052-08-01      | 2.0000%  | 0.0000% | $1460000.00        | $1050173.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $124000.00         | $18385.52          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  | 0.0000% | $200000.00         | $156509.79         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $80000.00          | $57006.20          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5434 | 2053-06-01      | 5.0000%  | 0.0000% | $21033311.00       | $16636898.04       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $6000.00           | $3251.05           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $13000.00          | $7927.11           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI2196 | 2034-07-01      | 5.0000%  | 0.0000% | $300000.00         | $1524.76           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ5924 | 2032-04-01      | 7.5000%  | 0.0000% | $325000.00         | $1664.70           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $4000.00           | $692.67            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8279 | 2039-01-01      | 6.0000%  | 0.0000% | $320447.00         | $144816.12         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTSC0341 | 2043-01-01      | 4.0000%  | 0.0000% | $150000.00         | $111565.54         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $2000000.00        | $1576731.79        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1093 | 2052-05-01      | 2.0000%  | 0.0000% | $138000.00         | $87077.24          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2231 | 2052-12-01      | 5.5000%  | 0.0000% | $104412373.00      | $78145271.51       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $105000.00         | $66811.43          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0822 | 2032-04-01      | 7.0000%  | 0.0000% | $330000.00         | $658.66            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI5544 | 2036-12-01      | 5.0000%  | 0.0000% | $2002481.00        | $32027.98          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $289000.00         | $200015.47         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2115 | 2052-09-01      | 4.0000%  | 0.0000% | $380000.00         | $277902.66         | Agency Mortgage-Backed Securities |
| FEPC 07.000 4UZL1058 | 2035-01-01      | 7.0000%  | 0.0000% | $1384672.00        | $20248.14          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  | 0.0000% | $2040430.00        | $1024294.45        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5620 | 2054-06-01      | 7.0000%  | 0.0000% | $738906.00         | $504417.88         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $300000000.00      | $239383898.61      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG4368 | 2053-06-01      | 5.0000%  | 0.0000% | $7602000.00        | $6191620.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3066 | 2040-01-01      | 5.0000%  | 0.0000% | $3277726.00        | $2821197.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1571 | 2038-08-01      | 5.0000%  | 0.0000% | $1881362.00        | $1615825.42        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4820 | 2053-10-01      | 3.0000%  | 0.0000% | $1303837.00        | $1039600.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2319 | 2039-07-01      | 6.5000%  | 0.0000% | $1125301.00        | $678919.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $286000.00         | $199124.97         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5258 | 2035-08-01      | 4.0000%  | 0.0000% | $1657023.00        | $1561196.16        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI5740 | 2054-05-01      | 7.0000%  | 0.0000% | $51899.00          | $45718.69          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2752 | 2039-12-01      | 4.5000%  | 0.0000% | $1546736.00        | $1220988.03        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $8157711.00        | $4748915.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5092 | 2053-08-01      | 5.0000%  | 0.0000% | $150000.00         | $135948.76         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQO0257 | 2037-05-01      | 1.5000%  | 0.0000% | $144469.00         | $91978.47          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7302 | 2038-03-01      | 5.5000%  | 0.0000% | $1480637.00        | $10301.09          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3373 | 2047-06-01      | 4.0000%  | 0.0000% | $5600000.00        | $741426.91         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7746 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $720.98            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $147000.00         | $109857.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5277 | 2035-12-01      | 5.5000%  | 0.0000% | $50428.00          | $52478.37          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5254 | 2035-07-01      | 5.5000%  | 0.0000% | $295000.00         | $272021.81         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5002 | 2055-06-01      | 6.5000%  | 0.0000% | $41209799.00       | $38299832.53       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4452 | 2055-05-01      | 6.0000%  | 0.0000% | $5385841.00        | $5134671.54        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | 0.0000% | $2100000.00        | $1321124.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2562 | 2055-05-01      | 6.5000%  | 0.0000% | $2791520.00        | $2705583.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1840 | 2056-01-01      | 5.5000%  | 0.0000% | $7809105.00        | $7982477.54        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0396 | 2055-12-01      | 5.0000%  | 0.0000% | $17881981.00       | $17940875.93       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0402 | 2055-12-01      | 5.5000%  | 0.0000% | $3398245.00        | $3473690.57        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ3628 | 2055-03-01      | 7.0000%  | 0.0000% | $32834000.00       | $27427370.72       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0046 | 2040-12-01      | 4.0000%  | 0.0000% | $13496074.00       | $13300518.06       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0833 | 2055-12-01      | 6.0000%  | 0.0000% | $15352560.00       | $15854266.31       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1977 | 2054-07-01      | 6.5000%  | 0.0000% | $5000.00           | $4194.19           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4726 | 2041-01-01      | 5.0000%  | 0.0000% | $1058195.00        | $1080725.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3936 | 2040-08-01      | 5.5000%  | 0.0000% | $1308480.00        | $1315185.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4315 | 2040-10-01      | 5.0000%  | 0.0000% | $1352504.00        | $1367351.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3779 | 2040-07-01      | 5.5000%  | 0.0000% | $4140023.00        | $4186313.86        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3828 | 2040-07-01      | 5.0000%  | 0.0000% | $5026547.00        | $4262704.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3326 | 2040-03-01      | 6.0000%  | 0.0000% | $2915393.00        | $2475988.38        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS3721 | 2039-03-01      | 7.0000%  | 0.0000% | $5400000.00        | $210355.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2276 | 2038-08-01      | 6.0000%  | 0.0000% | $934890.00         | $6606.58           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0625 | 2032-04-01      | 7.0000%  | 0.0000% | $1608512.00        | $1224.07           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3488 | 2026-08-01      | 3.5000%  | 0.0000% | $3250000.00        | $8682.35           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1497 | 2040-04-01      | 5.0000%  | 0.0000% | $5445180.00        | $4358284.18        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0958 | 2037-01-01      | 2.0000%  | 0.0000% | $328725.00         | $211731.39         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7399 | 2054-12-01      | 4.5000%  | 0.0000% | $9993971.00        | $9613816.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0655 | 2052-08-01      | 5.0000%  | 0.0000% | $392857.00         | $297553.97         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $651.84            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8008 | 2049-07-01      | 5.0000%  | 0.0000% | $1028310.00        | $133203.28         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1218 | 2049-07-01      | 4.0000%  | 0.0000% | $210000.00         | $140490.13         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5554 | 2049-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $603028.79         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8053 | 2050-03-01      | 4.5000%  | 0.0000% | $7819472.00        | $1074606.44        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7556 | 2052-08-01      | 3.0000%  | 0.0000% | $3815000.00        | $2597896.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $223706.00         | $183211.08         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $106000.00         | $84121.44          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3349 | 2053-06-01      | 5.0000%  | 0.0000% | $92000.00          | $66536.66          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3320 | 2053-06-01      | 6.0000%  | 0.0000% | $12500000.00       | $9781287.68        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6610 | 2052-01-01      | 3.0000%  | 0.0000% | $750000.00         | $467588.29         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2665 | 2053-04-01      | 6.0000%  | 0.0000% | $100000.00         | $73755.39          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5817 | 2051-08-01      | 2.5000%  | 0.0000% | $3705279.00        | $1839725.94        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA8028 | 2052-02-01      | 2.5000%  | 0.0000% | $80171.00          | $50883.44          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5369 | 2054-01-01      | 2.5000%  | 0.0000% | $5759760.00        | $4431353.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8092 | 2052-10-01      | 5.5000%  | 0.0000% | $91975073.00       | $70692027.60       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9164 | 2054-11-01      | 5.0000%  | 0.0000% | $1764920.00        | $1257129.95        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8514 | 2036-11-01      | 2.0000%  | 0.0000% | $264987.00         | $153511.65         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4045 | 2050-10-01      | 2.5000%  | 0.0000% | $310000.00         | $144408.32         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $200000.00         | $165134.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8731 | 2053-04-01      | 5.0000%  | 0.0000% | $355000.00         | $295990.82         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN9630 | 2037-03-01      | 2.5000%  | 0.0000% | $637067.00         | $344121.57         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3218 | 2052-06-01      | 4.0000%  | 0.0000% | $9068933.00        | $8742012.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0077 | 2055-12-01      | 6.0000%  | 0.0000% | $9010108.00        | $9204441.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0056 | 2040-12-01      | 6.0000%  | 0.0000% | $1852873.00        | $1933372.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $90610563.00       | $78837693.58       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2084 | 2056-01-01      | 5.5000%  | 0.0000% | $5825010.00        | $5952183.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0040 | 2040-11-01      | 6.0000%  | 0.0000% | $4743635.00        | $4686119.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0390 | 2055-12-01      | 5.0000%  | 0.0000% | $1875389.00        | $1891140.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5487 | 2055-12-01      | 4.5000%  | 0.0000% | $4853504.00        | $4820485.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2153 | 2055-12-01      | 6.0000%  | 0.0000% | $1013650.00        | $1048152.62        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0045 | 2055-08-01      | 3.5000%  | 0.0000% | $6990258.00        | $6468300.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4738 | 2055-05-01      | 5.5000%  | 0.0000% | $947756.00         | $904373.21         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1966 | 2055-12-01      | 5.5000%  | 0.0000% | $4890190.00        | $5034139.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1870 | 2055-12-01      | 6.0000%  | 0.0000% | $2307920.00        | $2414241.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0521 | 2055-08-01      | 6.0000%  | 0.0000% | $4533365.00        | $4476550.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7095 | 2055-11-01      | 5.5000%  | 0.0000% | $3441329.00        | $3544037.01        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQZ5923 | 2055-10-01      | 7.5000%  | 0.0000% | $4476915.00        | $4698222.98        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4499 | 2052-05-01      | 3.5000%  | 0.0000% | $12000000.00       | $9771570.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4937 | 2055-10-01      | 6.5000%  | 0.0000% | $12137324.00       | $12651221.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2386 | 2055-12-01      | 5.5000%  | 0.0000% | $10517316.00       | $10743504.90       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3326 | 2056-01-01      | 5.0000%  | 0.0000% | $10412624.00       | $10460935.11       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3243 | 2056-01-01      | 5.5000%  | 0.0000% | $10005133.00       | $10303179.24       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF3955 | 2052-12-01      | 4.0000%  | 0.0000% | $419293.00         | $333522.99         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3147 | 2053-06-01      | 5.0000%  | 0.0000% | $18621769.00       | $18340645.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3619 | 2055-12-01      | 5.0000%  | 0.0000% | $26215063.00       | $26462288.53       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9247 | 2055-07-01      | 6.5000%  | 0.0000% | $5193674.00        | $4958365.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2559 | 2055-05-01      | 5.5000%  | 0.0000% | $2500000.00        | $2490755.14        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY7178 | 2055-06-01      | 4.5000%  | 0.0000% | $1114510.00        | $1087912.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9114 | 2055-03-01      | 6.0000%  | 0.0000% | $1265963.00        | $1069818.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1047 | 2055-04-01      | 6.0000%  | 0.0000% | $3859325.00        | $3987456.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0255 | 2055-12-01      | 6.0000%  | 0.0000% | $3316170.00        | $3438493.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2241 | 2056-01-01      | 5.5000%  | 0.0000% | $36446717.00       | $37287226.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0216 | 2055-11-01      | 5.5000%  | 0.0000% | $86351.00          | $88043.94          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3923 | 2055-09-01      | 6.0000%  | 0.0000% | $2514250.00        | $2613231.73        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE1005 | 2052-04-01      | 2.5000%  | 0.0000% | $932159.00         | $651504.89         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $41000.00          | $30150.15          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  | 0.0000% | $686200.00         | $592660.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3577 | 2040-05-01      | 5.5000%  | 0.0000% | $1015005.00        | $1009832.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $600000.00         | $566783.13         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8263 | 2052-11-01      | 3.0000%  | 0.0000% | $100000.00         | $73874.77          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  | 0.0000% | $31811.00          | $18493.64          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8499 | 2054-12-01      | 3.5000%  | 0.0000% | $9400518.00        | $8382771.45        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6141 | 2052-02-01      | 2.5000%  | 0.0000% | $218736.00         | $154695.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2885 | 2052-11-01      | 5.0000%  | 0.0000% | $1969543.00        | $1345010.75        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4177 | 2035-04-01      | 5.0000%  | 0.0000% | $395000.00         | $3884.78           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5078 | 2054-02-01      | 6.5000%  | 0.0000% | $183166112.00      | $136678139.19      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CNRD5239 | 2035-01-01      | 3.5000%  | 0.0000% | $5061270.00        | $3833451.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0914 | 2035-08-01      | 5.0000%  | 0.0000% | $1750000.00        | $16118.94          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5245 | 2035-04-01      | 5.5000%  | 0.0000% | $230000.00         | $194798.05         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1674 | 2037-03-01      | 5.5000%  | 0.0000% | $197762.00         | $1035.80           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7955 | 2048-09-01      | 4.0000%  | 0.0000% | $15239637.00       | $2852023.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS8843 | 2027-09-01      | 6.0000%  | 0.0000% | $16752356.00       | $38615.93          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1191 | 2036-09-01      | 6.0000%  | 0.0000% | $350000.00         | $1169.46           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  | 0.0000% | $98000.00          | $11449.56          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO3709 | 2040-06-01      | 3.5000%  | 0.0000% | $1347988.00        | $1227152.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1593 | 2040-06-01      | 6.0000%  | 0.0000% | $42707.00          | $37422.21          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1591 | 2040-07-01      | 5.0000%  | 0.0000% | $1903693.00        | $1718496.75        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1526 | 2048-11-01      | 4.0000%  | 0.0000% | $1100000.00        | $237067.68         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $2000000.00        | $174905.74         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8042 | 2049-12-01      | 5.0000%  | 0.0000% | $3800000.00        | $434354.54         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7360 | 2054-10-01      | 6.0000%  | 0.0000% | $48332.00          | $42349.56          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3184 | 2047-05-01      | 4.0000%  | 0.0000% | $10382819.00       | $2006285.38        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4007 | 2044-10-01      | 4.0000%  | 0.0000% | $23000000.00       | $2575731.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7125 | 2054-11-01      | 6.0000%  | 0.0000% | $1500000.00        | $1254476.22        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $184595.92         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8098 | 2050-10-01      | 2.0000%  | 0.0000% | $94000000.00       | $47829774.08       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZT1871 | 2034-04-01      | 3.0000%  | 0.0000% | $6600000.00        | $560932.37         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $705000.00         | $562289.87         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $161771.00         | $112905.78         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  | 0.0000% | $7042217.00        | $3959531.88        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8053 | 2035-07-01      | 2.5000%  | 0.0000% | $5400000.00        | $1555855.92        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  | 0.0000% | $153560.00         | $13826.36          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0803 | 2052-01-01      | 3.0000%  | 0.0000% | $30747.00          | $19771.60          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | 0.0000% | $2115042.00        | $1295796.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | 0.0000% | $100443957.00      | $62217019.66       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1122 | 2052-06-01      | 4.5000%  | 0.0000% | $25000.00          | $19926.65          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5949 | 2048-03-01      | 4.0000%  | 0.0000% | $2001000.00        | $204697.45         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8389 | 2040-04-01      | 6.5000%  | 0.0000% | $5468585.00        | $4825768.97        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  | 0.0000% | $3143000.00        | $2408391.07        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $20000.00          | $12013.78          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN1436 | 2048-11-01      | 5.0000%  | 0.0000% | $1200000.00        | $129173.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $22230012.00       | $20517376.15       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $83000.00          | $54019.68          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO4331 | 2040-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $1935677.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4324 | 2053-11-01      | 6.0000%  | 0.0000% | $102241927.00      | $82249368.41       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $123000.00         | $91734.54          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  | 0.0000% | $6909.00           | $2499.24           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3760 | 2053-08-01      | 6.0000%  | 0.0000% | $55000.00          | $35656.92          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $52000.00          | $32737.36          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0965 | 2053-09-01      | 6.5000%  | 0.0000% | $5757339.00        | $4392391.10        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9879 | 2055-10-01      | 5.5000%  | 0.0000% | $1545851.00        | $1600574.38        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0826 | 2055-02-01      | 5.0000%  | 0.0000% | $45468691.00       | $44225849.56       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4193 | 2040-09-01      | 5.0000%  | 0.0000% | $1060247.00        | $1060398.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3211 | 2040-01-01      | 5.5000%  | 0.0000% | $1338595.00        | $1308921.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3879 | 2040-07-01      | 5.0000%  | 0.0000% | $1849865.00        | $1859581.47        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4187 | 2040-09-01      | 5.0000%  | 0.0000% | $1675497.00        | $1696737.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3137 | 2040-02-01      | 5.0000%  | 0.0000% | $1803218.00        | $1559064.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO3898 | 2040-07-01      | 6.5000%  | 0.0000% | $1070859.00        | $808117.94         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ8586 | 2055-11-01      | 6.5000%  | 0.0000% | $6498651.00        | $6263626.23        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0802 | 2052-07-01      | 4.0000%  | 0.0000% | $3074098.00        | $2905801.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  | 0.0000% | $47000.00          | $31846.80          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7970 | 2052-08-01      | 4.5000%  | 0.0000% | $28338947.00       | $22219536.99       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1725 | 2036-12-01      | 1.5000%  | 0.0000% | $22304536.00       | $20056649.75       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8107 | 2036-06-01      | 2.0000%  | 0.0000% | $250000.00         | $128326.27         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $52000.00          | $43222.30          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9368 | 2052-08-01      | 4.5000%  | 0.0000% | $1027451.00        | $760871.82         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6574 | 2050-02-01      | 3.0000%  | 0.0000% | $9078016.00        | $1329321.70        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE3828 | 2052-06-01      | 4.5000%  | 0.0000% | $536097.00         | $345936.67         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH2991 | 2053-10-01      | 6.0000%  | 0.0000% | $12584683.00       | $8520669.31        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4514 | 2052-06-01      | 3.0000%  | 0.0000% | $874343.00         | $709922.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4430 | 2052-06-01      | 5.0000%  | 0.0000% | $1562600.00        | $1239170.74        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $810.05            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN9521 | 2037-02-01      | 1.5000%  | 0.0000% | $461743.00         | $274310.89         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD0162 | 2051-11-01      | 2.5000%  | 0.0000% | $391623.00         | $283396.61         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7837 | 2055-03-01      | 6.0000%  | 0.0000% | $13114173.00       | $9565596.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1993 | 2054-12-01      | 5.5000%  | 0.0000% | $5682355.00        | $5391540.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1499 | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $492539.67         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0566 | 2051-04-01      | 2.5000%  | 0.0000% | $3836330.00        | $2187128.63        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB9007 | 2051-02-01      | 1.5000%  | 0.0000% | $112128.00         | $43424.20          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8711 | 2033-08-01      | 3.5000%  | 0.0000% | $5000000.00        | $411866.97         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA3615 | 2049-10-01      | 3.0000%  | 0.0000% | $6210217.00        | $1651376.30        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2244 | 2046-07-01      | 3.0000%  | 0.0000% | $196177209.00      | $39145330.53       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  | 0.0000% | $61000.00          | $12328.51          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $53000.00          | $3871.99           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE1863 | 2052-05-01      | 2.5000%  | 0.0000% | $693640.00         | $426705.37         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3896 | 2040-07-01      | 6.0000%  | 0.0000% | $1476051.00        | $1512666.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4155 | 2040-09-01      | 5.0000%  | 0.0000% | $1057971.00        | $1061054.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3741 | 2040-06-01      | 5.0000%  | 0.0000% | $1143498.00        | $1139447.28        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQO0112 | 2037-04-01      | 2.0000%  | 0.0000% | $3563901.00        | $2206318.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA4670 | 2049-11-01      | 5.0000%  | 0.0000% | $116400.00         | $8743.24           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $625000.00         | $470440.12         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS8640 | 2032-02-01      | 2.0000%  | 0.0000% | $835000.00         | $143164.85         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6247 | 2026-06-01      | 4.0000%  | 0.0000% | $993606.00         | $1660.98           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $1210000.00        | $1049271.57        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $21137130.00       | $13088095.36       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2762 | 2053-05-01      | 5.5000%  | 0.0000% | $600000.00         | $482186.81         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2322 | 2033-11-01      | 4.0000%  | 0.0000% | $930000.00         | $80759.86          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2552 | 2048-04-01      | 4.0000%  | 0.0000% | $12928000.00       | $9193620.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3084 | 2053-06-01      | 6.0000%  | 0.0000% | $3983145.00        | $2832670.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3432 | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $79048.80          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $15000.00          | $12784.81          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $768.53            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $596000.00         | $425622.14         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8313 | 2053-04-01      | 4.0000%  | 0.0000% | $6460533.00        | $5176198.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0380 | 2034-02-01      | 3.5000%  | 0.0000% | $325000.00         | $81441.73          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $62000.00          | $49860.13          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  | 0.0000% | $77545000.00       | $16561704.18       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD3304 | 2051-02-01      | 1.5000%  | 0.0000% | $59000000.00       | $38753295.87       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4229 | 2053-11-01      | 6.0000%  | 0.0000% | $3040000.00        | $2572883.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZJ9283 | 2026-10-01      | 5.5000%  | 0.0000% | $4900000.00        | $874.37            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3167 | 2052-11-01      | 4.5000%  | 0.0000% | $471042.00         | $307113.23         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0482 | 2042-04-01      | 2.0000%  | 0.0000% | $44000000.00       | $33097787.09       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG5547 | 2053-06-01      | 5.5000%  | 0.0000% | $58631186.00       | $47078442.77       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1435 | 2052-05-01      | 3.0000%  | 0.0000% | $59506.00          | $40936.45          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1596.82           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9824 | 2052-09-01      | 5.0000%  | 0.0000% | $2131000.00        | $1948877.93        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3206 | 2050-08-01      | 2.0000%  | 0.0000% | $176000.00         | $89891.78          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6131 | 2054-10-01      | 5.5000%  | 0.0000% | $2177264.00        | $2037332.68        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSD8482 | 2054-09-01      | 7.5000%  | 0.0000% | $4509994.00        | $2131899.25        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $41667055.00       | $26027179.96       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $1092000.00        | $905861.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $445000.00         | $396321.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3657 | 2052-12-01      | 5.0000%  | 0.0000% | $160000.00         | $122542.20         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $2586842.00        | $1739689.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0008 | 2040-07-01      | 4.5000%  | 0.0000% | $2756207.00        | $2544977.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5115 | 2055-10-01      | 5.0000%  | 0.0000% | $37528771.00       | $37469550.77       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2404 | 2054-09-01      | 5.0000%  | 0.0000% | $24419905.00       | $22764409.08       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ0638 | 2054-01-01      | 5.0000%  | 0.0000% | $7881328.00        | $6966404.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3421 | 2055-09-01      | 5.5000%  | 0.0000% | $12584401.00       | $12789562.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4966 | 2055-10-01      | 5.5000%  | 0.0000% | $9220429.00        | $9366790.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2499 | 2055-09-01      | 5.5000%  | 0.0000% | $5704387.00        | $5644058.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4174 | 2055-09-01      | 6.0000%  | 0.0000% | $4297803.00        | $4491686.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3205 | 2053-06-01      | 6.0000%  | 0.0000% | $5000000.00        | $3397625.01        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6284 | 2049-05-01      | 4.5000%  | 0.0000% | $8047707.00        | $2674655.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | 0.0000% | $13554000.00       | $12400328.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8379 | 2040-04-01      | 5.5000%  | 0.0000% | $273939832.00      | $217909655.53      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6455 | 2050-01-01      | 3.5000%  | 0.0000% | $720000.00         | $403876.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5532 | 2054-09-01      | 5.5000%  | 0.0000% | $3900000.00        | $3894023.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2617 | 2053-03-01      | 5.0000%  | 0.0000% | $1035000.00        | $804504.07         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0995 | 2049-06-01      | 3.5000%  | 0.0000% | $310000.00         | $201081.15         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4580.39           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $285693131.00      | $250000000.04      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1465 | 2052-08-01      | 5.0000%  | 0.0000% | $1012911.00        | $774170.90         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | 0.0000% | $20000.00          | $14009.22          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2648 | 2053-03-01      | 5.5000%  | 0.0000% | $1751298.00        | $1310276.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2339 | 2053-02-01      | 6.5000%  | 0.0000% | $23898515.00       | $15273867.58       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  | 0.0000% | $70000.00          | $47681.50          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4341 | 2053-11-01      | 6.5000%  | 0.0000% | $14590000.00       | $11587891.60       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8429 | 2054-05-01      | 4.5000%  | 0.0000% | $713289.00         | $645337.61         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3609 | 2052-04-01      | 2.5000%  | 0.0000% | $171343.00         | $124566.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $105000.00         | $93567.60          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1729 | 2054-06-01      | 6.5000%  | 0.0000% | $747480.00         | $495524.60         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5211 | 2055-11-01      | 4.5000%  | 0.0000% | $15845016.00       | $15632328.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2269 | 2054-05-01      | 5.5000%  | 0.0000% | $30363.00          | $28384.43          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4826 | 2055-09-01      | 5.5000%  | 0.0000% | $5903574.00        | $6032972.84        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3240 | 2052-09-01      | 3.5000%  | 0.0000% | $12864553.00       | $11877101.57       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3456 | 2040-01-01      | 6.5000%  | 0.0000% | $4015298.00        | $3494836.79        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7918 | 2052-09-01      | 4.0000%  | 0.0000% | $5037918.00        | $4256854.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2541 | 2055-08-01      | 6.0000%  | 0.0000% | $1446755.00        | $1498890.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5897 | 2055-10-01      | 5.0000%  | 0.0000% | $2089389.00        | $2118518.15        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3642 | 2055-07-01      | 6.5000%  | 0.0000% | $62400501.00       | $65554825.55       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3661 | 2054-10-01      | 6.0000%  | 0.0000% | $42803050.00       | $44213110.88       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0326 | 2055-02-01      | 5.0000%  | 0.0000% | $505000.00         | $484507.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8162 | 2055-10-01      | 6.0000%  | 0.0000% | $1653604.00        | $1716436.09        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2845 | 2051-02-01      | 4.0000%  | 0.0000% | $11747519.00       | $11169117.35       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1978 | 2052-08-01      | 4.0000%  | 0.0000% | $31798436.00       | $29123528.10       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1295 | 2055-05-01      | 6.5000%  | 0.0000% | $115227881.00      | $94242725.52       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3294 | 2055-07-01      | 6.5000%  | 0.0000% | $156789385.00      | $157896131.55      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3224 | 2052-06-01      | 2.0000%  | 0.0000% | $10762274.00       | $8748476.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1822 | 2055-09-01      | 5.5000%  | 0.0000% | $10256039.00       | $9712574.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1478 | 2053-09-01      | 5.5000%  | 0.0000% | $392547.00         | $266616.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4306 | 2040-10-01      | 6.0000%  | 0.0000% | $1013042.00        | $949318.51         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CNRD5235 | 2035-01-01      | 6.5000%  | 0.0000% | $1284442.00        | $743457.62         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $205967720.00      | $166416573.41      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5365 | 2045-08-01      | 6.0000%  | 0.0000% | $2740958.00        | $2637481.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  | 0.0000% | $696000.00         | $605843.55         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7257 | 2055-11-01      | 5.5000%  | 0.0000% | $15551507.00       | $15839737.57       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5480 | 2055-12-01      | 4.5000%  | 0.0000% | $27159325.00       | $26793760.49       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0287 | 2055-12-01      | 5.5000%  | 0.0000% | $16742900.00       | $17077676.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2713 | 2056-01-01      | 6.0000%  | 0.0000% | $8640344.00        | $8990908.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2379 | 2034-05-01      | 5.0000%  | 0.0000% | $115526.00         | $1047.53           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4418 | 2035-06-01      | 5.5000%  | 0.0000% | $4020000.00        | $29692.15          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3226 | 2052-03-01      | 2.5000%  | 0.0000% | $934028.00         | $682509.49         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5790 | 2054-07-01      | 6.0000%  | 0.0000% | $162000.00         | $136051.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6265 | 2054-06-01      | 5.5000%  | 0.0000% | $13000000.00       | $10832396.35       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1991 | 2052-12-01      | 5.0000%  | 0.0000% | $818982.00         | $648448.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4292 | 2037-04-01      | 6.0000%  | 0.0000% | $500000.00         | $3461.91           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  | 0.0000% | $3600000.00        | $2888420.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $500000.00         | $356767.52         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5959 | 2054-07-01      | 6.5000%  | 0.0000% | $23715807.00       | $17975329.32       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5691 | 2054-06-01      | 6.0000%  | 0.0000% | $2000000.00        | $1910844.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2255 | 2053-01-01      | 6.0000%  | 0.0000% | $31665446.00       | $18960321.89       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6269 | 2049-05-01      | 4.5000%  | 0.0000% | $150000.00         | $18797.11          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  | 0.0000% | $50000.00          | $40746.37          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD5279 | 2052-08-01      | 3.0000%  | 0.0000% | $38000.00          | $29294.78          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8069 | 2033-05-01      | 3.0000%  | 0.0000% | $74000.00          | $8957.12           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2629 | 2038-09-01      | 6.0000%  | 0.0000% | $976288.00         | $7448.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1714 | 2041-07-01      | 4.5000%  | 0.0000% | $4600000.00        | $330661.14         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9440 | 2037-02-01      | 2.0000%  | 0.0000% | $1146543.00        | $754834.55         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7020 | 2052-03-01      | 2.5000%  | 0.0000% | $129991.00         | $87050.90          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $19000.00          | $17148.70          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CNRD5043 | 2030-12-01      | 2.0000%  | 0.0000% | $26000.00          | $7802.88           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6966 | 2052-03-01      | 2.0000%  | 0.0000% | $4138000.00        | $2594272.00        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RZM9224 | 2027-11-01      | 2.5000%  | 0.0000% | $70000.00          | $944.18            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7193 | 2052-04-01      | 3.5000%  | 0.0000% | $2149000.00        | $1511950.54        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4520 | 2040-11-01      | 5.5000%  | 0.0000% | $4337446.00        | $4107303.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4321 | 2053-11-01      | 6.5000%  | 0.0000% | $40000.00          | $29920.68          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5248 | 2049-12-01      | 3.0000%  | 0.0000% | $396000.00         | $147934.58         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4652 | 2040-12-01      | 5.0000%  | 0.0000% | $2481833.00        | $2531927.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5261 | 2035-09-01      | 5.5000%  | 0.0000% | $658428.00         | $611768.54         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5824 | 2039-01-01      | 6.0000%  | 0.0000% | $16000.00          | $14670.40          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3194 | 2040-02-01      | 6.0000%  | 0.0000% | $1307869.00        | $1321248.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3677 | 2040-06-01      | 5.5000%  | 0.0000% | $1220537.00        | $1002424.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3731 | 2053-05-01      | 5.5000%  | 0.0000% | $3177214.00        | $2348227.23        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $12000.00          | $8899.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1635 | 2052-09-01      | 5.5000%  | 0.0000% | $437000.00         | $324584.56         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2958 | 2056-01-01      | 6.5000%  | 0.0000% | $1110650.00        | $1178897.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3160 | 2056-01-01      | 5.0000%  | 0.0000% | $24750769.00       | $24948915.41       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0248 | 2055-12-01      | 4.5000%  | 0.0000% | $1003109.00        | $986472.33         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9029 | 2055-11-01      | 5.5000%  | 0.0000% | $26999000.00       | $27160272.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2042 | 2055-12-01      | 5.5000%  | 0.0000% | $1215000.00        | $1239904.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0364 | 2055-12-01      | 5.5000%  | 0.0000% | $2154315.00        | $2219268.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | 0.0000% | $50108.00          | $42280.99          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0014 | 2040-08-01      | 3.5000%  | 0.0000% | $6103757.00        | $5756021.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2751 | 2054-11-01      | 6.0000%  | 0.0000% | $190000.00         | $159691.17         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4735 | 2055-10-01      | 6.0000%  | 0.0000% | $41705990.00       | $41699172.28       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7786 | 2055-07-01      | 6.0000%  | 0.0000% | $5610000.00        | $5087929.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9879 | 2055-08-01      | 5.5000%  | 0.0000% | $5585000.00        | $5632808.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5136 | 2055-09-01      | 6.0000%  | 0.0000% | $5561315.00        | $5747363.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4709 | 2055-10-01      | 6.0000%  | 0.0000% | $7214048.00        | $7538843.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9647 | 2053-08-01      | 6.5000%  | 0.0000% | $5337451.00        | $3699307.47        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC2950 | 2038-07-01      | 4.0000%  | 0.0000% | $2088107.00        | $1479066.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3501 | 2040-04-01      | 6.0000%  | 0.0000% | $1124946.00        | $702178.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3505 | 2040-04-01      | 5.0000%  | 0.0000% | $1787060.00        | $1651742.16        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2344 | 2039-07-01      | 3.5000%  | 0.0000% | $1238586.00        | $1092655.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2617 | 2039-10-01      | 5.0000%  | 0.0000% | $1048096.00        | $920115.21         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5111 | 2054-05-01      | 5.5000%  | 0.0000% | $2913000.00        | $2903613.52        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5072 | 2031-11-01      | 1.5000%  | 0.0000% | $29715299.00       | $12793122.41       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3929 | 2055-09-01      | 6.0000%  | 0.0000% | $8116827.00        | $7980343.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3168 | 2055-08-01      | 6.0000%  | 0.0000% | $1041157.00        | $952126.92         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6631 | 2055-11-01      | 6.5000%  | 0.0000% | $2631050.00        | $2764825.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6843 | 2055-10-01      | 6.0000%  | 0.0000% | $2434314.00        | $2511274.39        | Agency Mortgage-Backed Securities |

### Security 656: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DT4P5, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1DT4P5
- **C.18 - Value (incl. sponsor support):** $281000000.00
- **C.18.a - Value (excl. sponsor support):** $281000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2055-11-15      | 4.6250%  | 0.0000% | $200.00            | $195.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $15524800.00       | $15732209.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $74.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $900900.00         | $895805.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $25000000.00       | $18716581.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $754000.00         | $766834.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $237421500.00      | $249915939.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $93300.00          | $82068.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $534500.00         | $510114.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $198.17            | U.S. Treasuries (including strips) |

### Security 657: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DTW33, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1DTW33
- **C.18 - Value (incl. sponsor support):** $34999556.20
- **C.18.a - Value (excl. sponsor support):** $34999556.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SOUTHERN CALIF EDISON CO       1M -2010A BD 40     | 2040-03-15      | 5.5000%  | 0.0000% | $824000.00         | $820658.22         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 29     | 2029-01-15      | 7.2500%  | 0.0000% | $23000.00          | $24319.52          | Corporate Debt Securities                         |
| DATA MTG TR 2023-CNTR          B      20430812 FLT | 2043-08-12      | 5.7281%  | 0.0000% | $6146000.00        | $6123649.44        | Private Label Collateralized Mortgage Obligations |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.7%34    | 2034-09-10      | 4.7000%  | 0.0000% | $9000.00           | $9155.63           | Corporate Debt Securities                         |
| ATRIUM HOTEL PORT TR 2017-ATRM F      20361215 FLT | 2036-12-15      | 7.9230%  | 0.0000% | $116931.00         | $95125.86          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2021-NQM1   B-1    20510925 FLT | 2051-09-25      | 4.3780%  | 0.0000% | $1162000.00        | $1036148.82        | Private Label Collateralized Mortgage Obligations |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.6%34     | 2034-10-01      | 4.6000%  | 0.0000% | $5000.00           | $5026.10           | Corporate Debt Securities                         |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30    | 2030-09-01      | 2.5000%  | 0.0000% | $7000.00           | $6438.69           | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $333246.00         | $325023.15         | Private Label Collateralized Mortgage Obligations |
| ORANGE S A                     SR GLBL NT5.5%44    | 2044-02-06      | 5.5000%  | 0.0000% | $30000.00          | $30345.00          | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -C BD 55    | 2055-05-15      | 5.8500%  | 0.0000% | $67000.00          | $69587.88          | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 5%30     | 2030-01-22      | 5.0000%  | 0.0000% | $1000.00           | $1057.11           | Corporate Debt Securities                         |
| METHANEX CORP                  GLBL NT 5.125%27    | 2027-10-15      | 5.1250%  | 0.0000% | $20000.00          | $20323.59          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 30       | 2030-04-15      | 4.3500%  | 0.0000% | $552000.00         | $559861.86         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.979%012429     | 2029-01-24      | 4.9790%  | 0.0000% | $12000.00          | $12493.13          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2010 B DB 40    | 2040-06-15      | 5.7000%  | 0.0000% | $77000.00          | $80593.08          | Corporate Debt Securities                         |
| EFMT 2025-INV1                 M-1    20700325 FLT | 2070-03-25      | 6.4890%  | 0.0000% | $1542465.00        | $1575064.23        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   EXTND GLBL 29       | 2029-04-28      | 4.8049%  | 0.0000% | $802000.00         | $814534.67         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.439%100336     | 2036-10-03      | 5.4390%  | 0.0000% | $1000.00           | $1018.55           | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 4.8750%  | 0.0000% | $211000.00         | $212754.99         | Corporate Debt Securities                         |
| MF1 2024-FL14 LLC              A-S    20390321 FLT | 2039-03-21      | 5.9710%  | 0.0000% | $157005.00         | $157648.20         | Private Label Collateralized Mortgage Obligations |
| GNII SF DM5824 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $2376.00           | $2405.19           | Agency Mortgage-Backed Securities                 |
| AMGEN INC                      SR GLBL NT 28       | 2028-08-15      | 1.6500%  | 0.0000% | $3000.00           | $2848.36           | Corporate Debt Securities                         |
| BMO MORTGAGE TR 2023-5C2       D      20561117 FLT | 2056-11-17      | 5.0000%  | 0.0000% | $280657.00         | $258495.67         | Private Label Collateralized Mortgage Obligations |
| CRIBS MTG TR 2025-RTL1         A1     20400525 FLT | 2040-05-25      | 5.8110%  | 0.0000% | $100088.00         | $101243.27         | Private Label Collateralized Mortgage Obligations |
| COLT 2021-HX1 MTG LN TR        A-1    20661025 FLT | 2066-10-25      | 1.1100%  | 0.0000% | $1444569.00        | $713222.77         | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.75%30     | 2030-01-15      | 2.7500%  | 0.0000% | $2273000.00        | $2173065.66        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 26       | 2026-02-21      | 4.7500%  | 0.0000% | $27000.00          | $27471.50          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT 36       | 2036-07-01      | 6.7500%  | 0.0000% | $48000.00          | $49249.92          | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT 26       | 2026-01-15      | 2.8750%  | 0.0000% | $100000.00         | $101241.69         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.192%041731     | 2031-04-17      | 5.1920%  | 0.0000% | $3051000.00        | $3182353.01        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $1409000.00        | $1460441.81        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.532%071726     | 2026-07-17      | 5.5320%  | 0.0000% | $2000.00           | $2066.68           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27    | 2027-05-15      | 3.7500%  | 0.0000% | $723000.00         | $725206.36         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 28       | 2028-06-30      | 4.1250%  | 0.0000% | $186000.00         | $187209.00         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29    | 2029-01-10      | 5.1904%  | 0.0000% | $985000.00         | $1000928.54        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $19000.00          | $14479.39          | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  GLBL NT 6%27        | 2027-04-26      | 6.0000%  | 0.0000% | $174000.00         | $180641.00         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           VR 091124-090828    | 2028-09-08      | 4.7834%  | 0.0000% | $8889000.00        | $8960028.95        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34    | 2034-04-10      | 4.9890%  | 0.0000% | $1595000.00        | $1648999.12        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $2359000.00        | $2373398.42        | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 35     | 2035-03-01      | 5.2000%  | 0.0000% | $36000.00          | $37718.76          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 47       | 2047-10-15      | 4.0300%  | 0.0000% | $457000.00         | $372965.82         | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $2262000.00        | $2155520.12        | Corporate Debt Securities                         |
| HOMEWARD OPPORTI FD 2024-RRTL2 A1     20390925 FLT | 2039-09-25      | 5.9890%  | 0.0000% | $166000.00         | $166607.42         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  A-S    20520712 FLT | 2052-07-12      | 3.4120%  | 0.0000% | $163559.00         | $151936.39         | Private Label Collateralized Mortgage Obligations |

### Security 658: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.730000%
- **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: ARP1DTWV1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1DTWV1
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2024-076 KB | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $52067600.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 HA | 2055-05-20      | 4.0000%  | 0.0000% | $6980000.00        | $6795740.90        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $76085949.97       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GA | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $3060441.84        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EC | 2055-05-20      | 4.5000%  | 0.0000% | $1387829.00        | $1327645.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51332616.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MB | 2051-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $38265368.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 DP | 2054-10-20      | 5.0000%  | 0.0000% | $27721000.00       | $26883470.87       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-091 CB | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $12506.88          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL | 2054-02-20      | 5.5000%  | 0.0000% | $70076490.00       | $61624663.14       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AY | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51376033.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 PM | 2041-01-20      | 4.5000%  | 0.0000% | $4708853.00        | $4647619.75        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19849753.34       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24763591.67       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $84801994.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FH | 2055-10-20      | 5.4577%  | 0.0000% | $229061412.00      | $227564770.05      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $50093983.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2004-018 WD | 2034-02-20      | 5.5000%  | 0.0000% | $6000.00           | $967.93            | Agency Collateralized Mortgage Obligation |
| GNRM 2024-003 DY | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50797716.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-076 DA | 2052-02-20      | 5.5000%  | 0.0000% | $23000000.00       | $11684931.76       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51234316.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50728316.70       | Agency Collateralized Mortgage Obligation |

### Security 659: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.730000%
- **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: ARP1DTX16, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DTX16
- **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:** 3.7300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQX4028 | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $11549566.15       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2239 | 2054-12-01      | 5.5000%  | 0.0000% | $1691165.00        | $1626071.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  | 0.0000% | $26559361.00       | $24432002.53       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1497 | 2054-12-01      | 5.0000%  | 0.0000% | $1200000.00        | $1168449.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1855 | 2054-06-01      | 5.0000%  | 0.0000% | $65290.00          | $60711.62          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2218 | 2054-08-01      | 6.5000%  | 0.0000% | $1000000.00        | $844024.67         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8832 | 2055-11-01      | 6.0000%  | 0.0000% | $5444870.00        | $5639806.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9806 | 2055-11-01      | 5.0000%  | 0.0000% | $2139534.00        | $2148612.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9564 | 2055-12-01      | 6.0000%  | 0.0000% | $2049749.00        | $2158147.48        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0844 | 2055-04-01      | 6.5000%  | 0.0000% | $2852000.00        | $2228850.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3371 | 2055-02-01      | 5.5000%  | 0.0000% | $34842032.00       | $35898728.45       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO3628 | 2040-05-01      | 4.5000%  | 0.0000% | $1782135.00        | $1556296.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3875 | 2040-07-01      | 5.5000%  | 0.0000% | $6699430.00        | $6293936.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3025 | 2040-01-01      | 5.0000%  | 0.0000% | $1000105.00        | $849811.79         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3005 | 2040-01-01      | 6.0000%  | 0.0000% | $1525489.00        | $1163896.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3924 | 2040-08-01      | 6.0000%  | 0.0000% | $1435098.00        | $1314195.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3175 | 2040-02-01      | 5.0000%  | 0.0000% | $1494850.00        | $1292482.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3913 | 2041-10-01      | 5.0000%  | 0.0000% | $205038.00         | $21152.37          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0152 | 2046-05-01      | 4.5000%  | 0.0000% | $38415.00          | $7611.83           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM8774 | 2048-10-01      | 5.0000%  | 0.0000% | $700000.00         | $75096.44          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8805 | 2050-04-01      | 3.0000%  | 0.0000% | $27000.00          | $7504.38           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  | 0.0000% | $869886.00         | $403493.76         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4587 | 2045-10-01      | 4.0000%  | 0.0000% | $23750000.00       | $3299197.79        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4940 | 2047-06-01      | 4.5000%  | 0.0000% | $32694892.00       | $8640068.99        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8704 | 2033-07-01      | 3.0000%  | 0.0000% | $110000.00         | $9766.75           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0530 | 2047-01-01      | 4.0000%  | 0.0000% | $255000.00         | $50276.12          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $3124000.00        | $407987.72         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1700 | 2037-11-01      | 6.0000%  | 0.0000% | $283551.00         | $990.22            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1059 | 2036-02-01      | 6.0000%  | 0.0000% | $200000.00         | $1017.82           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI1341 | 2030-01-01      | 7.0000%  | 0.0000% | $44680.00          | $649.91            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3549 | 2052-11-01      | 5.0000%  | 0.0000% | $10929919.00       | $8052238.48        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB8658 | 2051-02-01      | 1.5000%  | 0.0000% | $1500000.00        | $884932.64         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8115 | 2036-08-01      | 2.0000%  | 0.0000% | $369000.00         | $196942.46         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD1503 | 2051-11-01      | 2.0000%  | 0.0000% | $1929913.00        | $957145.59         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8125 | 2036-07-01      | 3.0000%  | 0.0000% | $1514012.00        | $585331.20         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  | 0.0000% | $701220.00         | $474216.92         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7899 | 2036-09-01      | 2.0000%  | 0.0000% | $2226268.00        | $1144753.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $260000.00         | $202630.88         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7781 | 2052-08-01      | 4.5000%  | 0.0000% | $25483554.00       | $19269791.34       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  | 0.0000% | $70000.00          | $58785.71          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4456 | 2051-01-01      | 1.5000%  | 0.0000% | $520614.00         | $289492.08         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5082 | 2051-08-01      | 2.5000%  | 0.0000% | $150000.00         | $90066.00          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5130 | 2041-10-01      | 1.5000%  | 0.0000% | $280000.00         | $170605.39         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7091 | 2052-03-01      | 2.5000%  | 0.0000% | $816636.00         | $558730.94         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2924 | 2054-11-01      | 6.0000%  | 0.0000% | $47430000.00       | $37055725.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2305 | 2055-12-01      | 5.5000%  | 0.0000% | $28896198.00       | $29502652.13       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0373 | 2055-12-01      | 5.5000%  | 0.0000% | $10142748.00       | $10351310.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2656 | 2056-01-01      | 5.5000%  | 0.0000% | $28266033.00       | $28830599.89       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $5374565.00        | $5371184.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5207 | 2055-11-01      | 4.5000%  | 0.0000% | $4459760.00        | $4353850.26        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3516 | 2056-01-01      | 6.5000%  | 0.0000% | $3134316.00        | $3299408.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  | 0.0000% | $14868591.00       | $14929594.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4979 | 2055-06-01      | 5.5000%  | 0.0000% | $50917.00          | $50246.07          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5483 | 2055-12-01      | 4.5000%  | 0.0000% | $21010137.00       | $20772050.13       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3017 | 2055-08-01      | 6.0000%  | 0.0000% | $1566185.00        | $1206431.49        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0844 | 2055-08-01      | 6.0000%  | 0.0000% | $1048798.00        | $1082504.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7381 | 2055-03-01      | 6.0000%  | 0.0000% | $9381988.00        | $8820419.07        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1564 | 2052-06-01      | 3.0000%  | 0.0000% | $9000000.00        | $7772516.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2465 | 2056-01-01      | 5.5000%  | 0.0000% | $3968607.00        | $4065430.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0376 | 2055-12-01      | 6.0000%  | 0.0000% | $1558920.00        | $1614705.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0483 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $95948.60          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQN2103 | 2035-04-01      | 3.5000%  | 0.0000% | $1212486.00        | $561771.78         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2967 | 2053-03-01      | 4.5000%  | 0.0000% | $13483390.00       | $10727414.73       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO3743 | 2040-06-01      | 4.5000%  | 0.0000% | $451622.00         | $443662.85         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4088 | 2040-09-01      | 4.5000%  | 0.0000% | $1962893.00        | $1944170.12        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQB0647 | 2050-06-01      | 4.0000%  | 0.0000% | $198070.00         | $96658.10          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5356 | 2045-07-01      | 6.0000%  | 0.0000% | $11971919.00       | $10809239.53       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3805 | 2040-06-01      | 6.0000%  | 0.0000% | $2571318.00        | $2621746.54        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4103 | 2040-08-01      | 5.5000%  | 0.0000% | $1334423.00        | $1193172.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $4522151.00        | $4410756.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2848 | 2056-01-01      | 5.0000%  | 0.0000% | $10043271.00       | $10150328.92       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0013 | 2052-07-01      | 3.5000%  | 0.0000% | $8241258.00        | $7251995.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2447 | 2056-01-01      | 6.5000%  | 0.0000% | $2086914.00        | $2201006.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0543 | 2047-07-01      | 5.0000%  | 0.0000% | $65000.00          | $26262.56          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8049 | 2035-06-01      | 2.5000%  | 0.0000% | $3000.00           | $758.07            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8171 | 2037-06-01      | 4.0000%  | 0.0000% | $65000.00          | $36031.12          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3490 | 2042-08-01      | 3.5000%  | 0.0000% | $262814.00         | $28260.74          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $2000000.00        | $1183206.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2479 | 2050-03-01      | 5.0000%  | 0.0000% | $144000.00         | $102061.76         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3994 | 2052-12-01      | 5.0000%  | 0.0000% | $3295946.00        | $2741641.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8551 | 2053-03-01      | 5.5000%  | 0.0000% | $180000.00         | $95195.35          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5565 | 2054-05-01      | 5.5000%  | 0.0000% | $367766.00         | $332880.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  | 0.0000% | $522000.00         | $450549.38         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2922 | 2053-05-01      | 5.0000%  | 0.0000% | $277000.00         | $234912.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6890 | 2054-11-01      | 5.5000%  | 0.0000% | $1000000.00        | $958673.25         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  | 0.0000% | $1214876.00        | $433499.39         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK6623 | 2029-05-01      | 4.0000%  | 0.0000% | $1208385.00        | $51822.18          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $13000.00          | $7664.65           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7990 | 2038-08-01      | 6.0000%  | 0.0000% | $4974315.00        | $94145.49          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM0856 | 2046-03-01      | 4.0000%  | 0.0000% | $8910456.00        | $1663097.88        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $240000.00         | $136231.27         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1349 | 2048-11-01      | 4.5000%  | 0.0000% | $3243253.00        | $415748.21         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4020 | 2035-12-01      | 5.5000%  | 0.0000% | $464504.00         | $13884.88          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $58335046.00       | $38472505.54       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI2452 | 2054-03-01      | 6.5000%  | 0.0000% | $200000.00         | $166270.79         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9763 | 2054-07-01      | 6.5000%  | 0.0000% | $132925.00         | $89782.86          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CNRD5058 | 2031-05-01      | 2.0000%  | 0.0000% | $3000000.00        | $1058075.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8400 | 2054-02-01      | 5.0000%  | 0.0000% | $2025381.00        | $1818771.38        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $908.10            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4485 | 2040-11-01      | 5.5000%  | 0.0000% | $1184111.00        | $1217746.30        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0005 | 2040-06-01      | 3.5000%  | 0.0000% | $5373013.00        | $4900895.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0226 | 2055-02-01      | 6.0000%  | 0.0000% | $100000.00         | $93615.14          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3211 | 2053-09-01      | 4.5000%  | 0.0000% | $31142512.00       | $30711550.95       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3654 | 2053-02-01      | 5.5000%  | 0.0000% | $7089830.00        | $7333524.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6412 | 2055-10-01      | 5.5000%  | 0.0000% | $8886587.00        | $8980964.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0691 | 2054-12-01      | 5.0000%  | 0.0000% | $1438205.00        | $1431500.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3103 | 2055-09-01      | 6.5000%  | 0.0000% | $5622407.00        | $5089185.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4063 | 2055-09-01      | 6.0000%  | 0.0000% | $7289625.00        | $7267297.02        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5175 | 2055-10-01      | 5.0000%  | 0.0000% | $1023587.00        | $1031609.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  | 0.0000% | $40000.00          | $30716.19          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0892 | 2055-08-01      | 6.0000%  | 0.0000% | $32799679.00       | $30986402.88       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3779 | 2052-11-01      | 5.0000%  | 0.0000% | $10987.00          | $7895.35           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4237 | 2053-05-01      | 6.0000%  | 0.0000% | $4229310.00        | $3291200.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2068 | 2055-12-01      | 6.0000%  | 0.0000% | $1173711.00        | $1226833.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4533 | 2055-09-01      | 6.0000%  | 0.0000% | $1440482.00        | $1498433.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1107 | 2055-12-01      | 5.5000%  | 0.0000% | $1023664.00        | $1061845.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6034 | 2055-01-01      | 5.0000%  | 0.0000% | $1142339.00        | $1102320.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2604 | 2056-01-01      | 5.5000%  | 0.0000% | $5874646.00        | $5994437.86        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  | 0.0000% | $9940334.00        | $9235640.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2818 | 2055-09-01      | 6.0000%  | 0.0000% | $1096763.00        | $1151613.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2357 | 2055-09-01      | 5.0000%  | 0.0000% | $1701845.00        | $1706088.68        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8449 | 2052-02-01      | 3.5000%  | 0.0000% | $56083.00          | $48768.18          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6585 | 2055-01-01      | 5.0000%  | 0.0000% | $1031126.00        | $1026176.67        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX8507 | 2055-03-01      | 7.5000%  | 0.0000% | $2553780.00        | $1586209.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1872 | 2055-11-01      | 6.0000%  | 0.0000% | $1600323.00        | $1659000.44        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5349 | 2049-12-01      | 3.0000%  | 0.0000% | $404000.00         | $161067.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4392 | 2040-10-01      | 5.5000%  | 0.0000% | $1131525.00        | $1161580.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6052 | 2052-07-01      | 4.5000%  | 0.0000% | $3729231.00        | $2716605.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO3486 | 2040-04-01      | 4.5000%  | 0.0000% | $1021163.00        | $832404.40         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0805 | 2047-12-01      | 5.0000%  | 0.0000% | $963070.00         | $119145.09         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2425 | 2036-11-01      | 2.0000%  | 0.0000% | $1194387.00        | $826965.43         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0498 | 2048-08-01      | 4.0000%  | 0.0000% | $8254000.00        | $1196862.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2729 | 2039-11-01      | 5.0000%  | 0.0000% | $1006146.00        | $969759.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3860 | 2040-07-01      | 5.5000%  | 0.0000% | $1046294.00        | $1061012.37        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA3270 | 2048-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $98423.21          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4388 | 2039-06-01      | 5.5000%  | 0.0000% | $210633.00         | $5913.86           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4145 | 2040-09-01      | 4.5000%  | 0.0000% | $2139515.00        | $2118511.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZA1976 | 2027-01-01      | 6.0000%  | 0.0000% | $357675.00         | $544.62            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $50291627.00       | $35826787.87       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1439 | 2052-02-01      | 2.0000%  | 0.0000% | $110000.00         | $72844.03          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0093 | 2040-10-01      | 2.0000%  | 0.0000% | $200000.00         | $100095.77         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1461 | 2052-05-01      | 3.0000%  | 0.0000% | $400000.00         | $291617.71         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1314 | 2052-07-01      | 3.5000%  | 0.0000% | $939992.00         | $686357.45         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTSC0706 | 2045-05-01      | 6.5000%  | 0.0000% | $119725.00         | $101867.15         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  | 0.0000% | $780000.00         | $120010.86         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3692 | 2053-08-01      | 6.0000%  | 0.0000% | $3218000.00        | $2679179.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0156 | 2054-07-01      | 6.5000%  | 0.0000% | $272000.00         | $229133.74         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6727 | 2054-07-01      | 6.5000%  | 0.0000% | $4872951.00        | $4035610.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4196 | 2040-09-01      | 5.0000%  | 0.0000% | $1593055.00        | $1503474.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3118 | 2056-01-01      | 5.5000%  | 0.0000% | $1079500.00        | $1105733.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2765 | 2056-01-01      | 5.5000%  | 0.0000% | $1390620.00        | $1426983.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0034 | 2040-10-01      | 6.0000%  | 0.0000% | $166824.00         | $164267.97         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5500 | 2055-12-01      | 4.5000%  | 0.0000% | $2648983.00        | $2637420.19        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3622 | 2055-10-01      | 6.5000%  | 0.0000% | $32654199.00       | $34228251.13       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9253 | 2055-07-01      | 7.0000%  | 0.0000% | $1170894.00        | $1006885.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4841 | 2055-06-01      | 5.0000%  | 0.0000% | $2287454.00        | $2288651.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2875 | 2055-09-01      | 6.0000%  | 0.0000% | $1276437.00        | $1338054.84        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF9074 | 2053-02-01      | 5.0000%  | 0.0000% | $506647.00         | $473116.67         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $385251.00         | $215824.93         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6503 | 2053-12-01      | 7.5000%  | 0.0000% | $988562.00         | $489629.92         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4370 | 2052-06-01      | 3.5000%  | 0.0000% | $6569552.00        | $4605891.17        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  | 0.0000% | $1596000.00        | $523909.07         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8243 | 2038-07-01      | 5.0000%  | 0.0000% | $32000.00          | $19258.48          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1321 | 2039-11-01      | 5.0000%  | 0.0000% | $115471.00         | $88281.75          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7074 | 2053-02-01      | 5.0000%  | 0.0000% | $15163726.00       | $11642165.15       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $1171931.00        | $615526.78         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4071 | 2052-03-01      | 2.0000%  | 0.0000% | $27019068.00       | $19846312.78       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2726 | 2052-06-01      | 3.5000%  | 0.0000% | $27837050.00       | $21423730.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4884 | 2054-02-01      | 6.0000%  | 0.0000% | $8709655.00        | $8042374.04        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1857 | 2049-03-01      | 4.5000%  | 0.0000% | $1082207.00        | $286495.68         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0422 | 2035-10-01      | 2.0000%  | 0.0000% | $370000.00         | $154235.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $73808436.00       | $58928866.48       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $278278.00         | $214900.15         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $574125.00         | $343493.95         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2639 | 2055-07-01      | 6.5000%  | 0.0000% | $4926605.00        | $5077615.38        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4719 | 2041-01-01      | 4.0000%  | 0.0000% | $1908670.00        | $1892368.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2993 | 2040-01-01      | 5.0000%  | 0.0000% | $1438903.00        | $1094570.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9346 | 2055-11-01      | 5.5000%  | 0.0000% | $1486525.00        | $1517640.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3573 | 2040-05-01      | 5.0000%  | 0.0000% | $1180511.00        | $974106.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3718 | 2040-06-01      | 5.0000%  | 0.0000% | $2126046.00        | $2035934.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9870 | 2055-11-01      | 6.0000%  | 0.0000% | $30270662.00       | $31446874.34       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0826 | 2055-02-01      | 5.0000%  | 0.0000% | $9752876.00        | $9486290.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9956 | 2055-12-01      | 5.5000%  | 0.0000% | $1537954.00        | $1588516.10        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6054 | 2055-06-01      | 5.5000%  | 0.0000% | $18333000.00       | $18028185.85       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF0588 | 2052-09-01      | 6.0000%  | 0.0000% | $1552597.00        | $1125584.28        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9765 | 2052-04-01      | 2.5000%  | 0.0000% | $303663.00         | $204162.67         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9323 | 2052-04-01      | 2.5000%  | 0.0000% | $390785.00         | $264941.36         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8292 | 2039-04-01      | 4.5000%  | 0.0000% | $82437.00          | $58657.01          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $159000.00         | $116274.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA1206 | 2049-07-01      | 3.0000%  | 0.0000% | $261000.00         | $75381.82          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $77223000.00       | $39875176.85       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD0951 | 2051-11-01      | 3.5000%  | 0.0000% | $1053000.00        | $653192.96         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7225 | 2036-08-01      | 2.0000%  | 0.0000% | $32214.00          | $18189.32          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8274 | 2052-12-01      | 4.0000%  | 0.0000% | $22000.00          | $17683.16          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $129000.00         | $117049.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5653 | 2055-10-01      | 5.5000%  | 0.0000% | $26119427.00       | $25596320.27       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1686 | 2055-05-01      | 5.0000%  | 0.0000% | $17702069.00       | $17713277.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4523 | 2055-09-01      | 6.0000%  | 0.0000% | $1190073.00        | $907912.76         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $604000.00         | $387314.32         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3477 | 2040-05-01      | 5.0000%  | 0.0000% | $1036100.00        | $979749.57         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3728 | 2040-06-01      | 5.5000%  | 0.0000% | $1012922.00        | $969711.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1174 | 2049-07-01      | 4.5000%  | 0.0000% | $1944313.00        | $413455.82         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3214 | 2040-03-01      | 5.5000%  | 0.0000% | $1310101.00        | $1027430.14        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA7516 | 2050-03-01      | 3.0000%  | 0.0000% | $314853.00         | $154979.32         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $31000.00          | $2233.01           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4341 | 2040-09-01      | 4.0000%  | 0.0000% | $694223.00         | $682682.34         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6919 | 2052-07-01      | 4.0000%  | 0.0000% | $51605.00          | $46129.38          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2626 | 2039-10-01      | 4.5000%  | 0.0000% | $1013024.00        | $922325.27         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9442 | 2051-10-01      | 2.5000%  | 0.0000% | $470432.00         | $289516.59         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4113 | 2040-08-01      | 5.0000%  | 0.0000% | $1326710.00        | $1289450.63        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9057 | 2051-02-01      | 2.0000%  | 0.0000% | $40000.00          | $22310.31          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6335 | 2026-09-01      | 4.0000%  | 0.0000% | $571000.00         | $800.74            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5112 | 2052-07-01      | 3.5000%  | 0.0000% | $5538303.00        | $4406477.89        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6680 | 2052-02-01      | 3.0000%  | 0.0000% | $25000.00          | $16316.48          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8154 | 2037-05-01      | 2.5000%  | 0.0000% | $900000.00         | $556283.45         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZS9100 | 2028-11-01      | 5.5000%  | 0.0000% | $158686.00         | $1130.70           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3807 | 2039-05-01      | 6.0000%  | 0.0000% | $778823.00         | $67040.63          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8353 | 2040-01-01      | 5.5000%  | 0.0000% | $9300405.00        | $7025442.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3510 | 2040-04-01      | 5.0000%  | 0.0000% | $1923146.00        | $1882569.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2321 | 2039-07-01      | 5.5000%  | 0.0000% | $1005258.00        | $642856.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3143 | 2040-02-01      | 5.0000%  | 0.0000% | $414764.00         | $335104.90         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7678 | 2052-07-01      | 5.0000%  | 0.0000% | $450000.00         | $346820.91         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7385 | 2055-11-01      | 5.5000%  | 0.0000% | $2161713.00        | $2220536.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3635 | 2055-12-01      | 6.5000%  | 0.0000% | $23359369.00       | $24625088.63       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3464 | 2055-07-01      | 6.0000%  | 0.0000% | $21135024.00       | $22118457.83       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3226 | 2054-01-01      | 4.5000%  | 0.0000% | $15051948.00       | $14763003.95       | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQZ2460 | 2055-08-01      | 7.5000%  | 0.0000% | $1179095.00        | $1255931.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3343 | 2052-06-01      | 3.5000%  | 0.0000% | $13069577.00       | $12141426.47       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5743 | 2055-10-01      | 6.0000%  | 0.0000% | $1734708.00        | $587545.04         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3625 | 2055-11-01      | 5.0000%  | 0.0000% | $15438269.00       | $15606062.40       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6254 | 2051-11-01      | 2.5000%  | 0.0000% | $650000.00         | $377084.56         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0717 | 2054-01-01      | 6.5000%  | 0.0000% | $78000.00          | $56992.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0050 | 2053-10-01      | 5.5000%  | 0.0000% | $1013977.00        | $808863.63         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1366 | 2054-04-01      | 5.0000%  | 0.0000% | $4549011.00        | $4068002.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $275297096.00      | $249999999.56      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5104 | 2055-10-01      | 6.5000%  | 0.0000% | $35198981.00       | $37356798.86       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK7772 | 2030-10-01      | 3.5000%  | 0.0000% | $1214095.00        | $63703.71          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2737 | 2042-02-01      | 4.0000%  | 0.0000% | $14384641.00       | $2036539.26        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4492 | 2047-10-01      | 4.5000%  | 0.0000% | $10722532.00       | $3281140.81        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0968 | 2037-01-01      | 2.0000%  | 0.0000% | $7003000.00        | $4754469.59        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB8251 | 2051-02-01      | 2.0000%  | 0.0000% | $1627000.00        | $847822.46         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $4456000.00        | $3218640.28        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  | 0.0000% | $8193351.00        | $5138599.36        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8072 | 2050-02-01      | 3.0000%  | 0.0000% | $115500.00         | $61501.18          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $1558.45           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  | 0.0000% | $170000.00         | $72205.62          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB7808 | 2051-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $2523049.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $163000.00         | $145266.69         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1574 | 2052-10-01      | 4.5000%  | 0.0000% | $1267633.00        | $892238.03         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQG1084 | 2053-03-01      | 4.0000%  | 0.0000% | $534878.00         | $488709.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8247 | 2038-08-01      | 5.0000%  | 0.0000% | $65000.00          | $40191.72          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | 0.0000% | $51241.00          | $29588.10          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3907 | 2052-11-01      | 4.5000%  | 0.0000% | $128546.00         | $101930.39         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1086 | 2052-06-01      | 3.5000%  | 0.0000% | $69000.00          | $49605.29          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN0180 | 2034-07-01      | 3.0000%  | 0.0000% | $400000.00         | $70785.89          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1480 | 2053-09-01      | 5.5000%  | 0.0000% | $1086419.00        | $879904.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8479 | 2054-11-01      | 5.0000%  | 0.0000% | $1377000.00        | $1367880.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  | 0.0000% | $5000.00           | $4738.03           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2533 | 2049-05-01      | 4.0000%  | 0.0000% | $1011419.00        | $948746.18         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN9643 | 2037-03-01      | 2.5000%  | 0.0000% | $396908.00         | $225384.01         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5355 | 2051-05-01      | 2.5000%  | 0.0000% | $1870511.00        | $856757.99         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $928384.00         | $539435.21         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $86000000.00       | $78300015.26       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1272 | 2055-02-01      | 6.5000%  | 0.0000% | $8954916.00        | $8841743.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5893 | 2055-10-01      | 6.0000%  | 0.0000% | $3501631.00        | $3401774.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8076 | 2052-11-01      | 5.0000%  | 0.0000% | $299000.00         | $233345.53         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5117 | 2041-07-01      | 1.5000%  | 0.0000% | $100000.00         | $59692.33          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3639 | 2055-12-01      | 6.5000%  | 0.0000% | $20821638.00       | $21975066.53       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3703 | 2040-06-01      | 5.5000%  | 0.0000% | $2622994.00        | $2612633.67        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL0069 | 2051-11-01      | 3.0000%  | 0.0000% | $47707626.00       | $40165680.85       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1628 | 2055-06-01      | 6.0000%  | 0.0000% | $7049239.00        | $7200606.74        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3664 | 2052-06-01      | 2.0000%  | 0.0000% | $24568222.00       | $20062352.77       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3632 | 2055-10-01      | 6.5000%  | 0.0000% | $67634667.00       | $72097653.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7086 | 2055-11-01      | 5.5000%  | 0.0000% | $5722509.00        | $5846134.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8579 | 2055-11-01      | 5.5000%  | 0.0000% | $70045264.00       | $70498188.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2615 | 2056-01-01      | 5.0000%  | 0.0000% | $5336442.00        | $5357812.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2119 | 2055-12-01      | 5.5000%  | 0.0000% | $5213490.00        | $5325310.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3162 | 2056-01-01      | 5.0000%  | 0.0000% | $20098656.00       | $20280240.66       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7292 | 2055-10-01      | 4.5000%  | 0.0000% | $1044154.00        | $1029809.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2641 | 2055-08-01      | 6.5000%  | 0.0000% | $5635584.00        | $5646544.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2841 | 2053-08-01      | 5.5000%  | 0.0000% | $56010899.00       | $54317297.40       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3346 | 2053-06-01      | 5.0000%  | 0.0000% | $50426050.00       | $50349942.16       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3028 | 2038-12-01      | 6.5000%  | 0.0000% | $241723.00         | $5712.00           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6023 | 2054-07-01      | 6.5000%  | 0.0000% | $41840853.00       | $35377154.25       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0496 | 2030-06-01      | 7.0000%  | 0.0000% | $25534284.00       | $8888.78           | Agency Mortgage-Backed Securities |
| FEPC 05.000 4UZL1054 | 2035-03-01      | 5.0000%  | 0.0000% | $2329550.00        | $25335.44          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8611 | 2031-05-01      | 3.0000%  | 0.0000% | $4790000.00        | $445049.32         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK6679 | 2029-05-01      | 4.0000%  | 0.0000% | $1086549.00        | $78874.24          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8970 | 2039-07-01      | 5.0000%  | 0.0000% | $3010000.00        | $68934.21          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2344 | 2053-02-01      | 5.0000%  | 0.0000% | $325000.00         | $255048.69         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZM9217 | 2026-09-01      | 3.5000%  | 0.0000% | $1635000.00        | $5637.88           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3638 | 2053-08-01      | 6.0000%  | 0.0000% | $48144834.00       | $37756609.35       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  | 0.0000% | $4000000.00        | $3442445.68        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $26000.00          | $20603.43          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRC1668 | 2035-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $1171298.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2507 | 2038-12-01      | 6.0000%  | 0.0000% | $3690075.00        | $40773.88          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1444 | 2037-03-01      | 6.5000%  | 0.0000% | $1901938.00        | $27461.51          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN1349 | 2035-01-01      | 3.0000%  | 0.0000% | $1230000.00        | $331125.29         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | 0.0000% | $2141224.00        | $2175256.67        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $72366.91          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3664 | 2040-05-01      | 5.5000%  | 0.0000% | $482585.00         | $480140.74         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4010 | 2040-08-01      | 4.5000%  | 0.0000% | $3822948.00        | $3679268.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3853 | 2040-07-01      | 5.0000%  | 0.0000% | $8830989.00        | $7354722.54        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3721 | 2040-06-01      | 5.5000%  | 0.0000% | $1395910.00        | $1413822.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8230 | 2052-06-01      | 4.5000%  | 0.0000% | $119737662.00      | $87390024.02       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4729 | 2041-01-01      | 4.5000%  | 0.0000% | $2291617.00        | $2305533.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG4484 | 2053-06-01      | 6.5000%  | 0.0000% | $845000.00         | $594631.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD1962 | 2052-12-01      | 6.0000%  | 0.0000% | $10000000.00       | $5597808.47        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2229 | 2054-12-01      | 5.0000%  | 0.0000% | $2203382.00        | $2179845.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2596 | 2056-01-01      | 5.5000%  | 0.0000% | $13073992.00       | $13376253.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2491 | 2055-12-01      | 5.5000%  | 0.0000% | $4429199.00        | $4569101.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $699000.00         | $688363.24         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6042 | 2050-04-01      | 3.5000%  | 0.0000% | $89485150.00       | $8127560.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5380 | 2045-11-01      | 6.0000%  | 0.0000% | $523172.00         | $539863.08         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7745 | 2055-11-01      | 5.5000%  | 0.0000% | $2770310.00        | $2829500.69        | Agency Mortgage-Backed Securities |

### Security 660: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.730000%
- **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: ARP1DTXN8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DTXN8
- **C.18 - Value (incl. sponsor support):** $839000000.00
- **C.18.a - Value (excl. sponsor support):** $839000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLQY6327 | 2055-06-01      | 6.0000%  | 0.0000% | $9628663.00        | $8865534.72        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ5160 | 2055-10-01      | 4.5000%  | 0.0000% | $1131423.00        | $1032304.81        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3663 | 2051-02-01      | 2.0000%  | 0.0000% | $8634473.00        | $7076957.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0109 | 2052-09-01      | 4.5000%  | 0.0000% | $17010527.00       | $13321003.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8118 | 2052-08-01      | 5.0000%  | 0.0000% | $7961312.00        | $6194085.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0731 | 2055-12-01      | 6.0000%  | 0.0000% | $1071641.00        | $1130917.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2044 | 2055-12-01      | 5.5000%  | 0.0000% | $8316543.00        | $8486128.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0202 | 2055-12-01      | 5.5000%  | 0.0000% | $1461204.00        | $1498056.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5264 | 2052-07-01      | 4.5000%  | 0.0000% | $681959.00         | $634225.22         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7822 | 2055-07-01      | 5.5000%  | 0.0000% | $3568790.00        | $3603540.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3360 | 2040-03-01      | 5.5000%  | 0.0000% | $3287677.00        | $2898874.12        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQG0719 | 2053-04-01      | 4.0000%  | 0.0000% | $629138.00         | $431200.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $812013.00         | $750793.69         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA5045 | 2049-11-01      | 4.0000%  | 0.0000% | $490000.00         | $97192.92          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3566 | 2040-05-01      | 5.0000%  | 0.0000% | $1782192.00        | $1574600.06        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2307 | 2052-05-01      | 3.5000%  | 0.0000% | $9000000.00        | $6435617.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8287 | 2052-12-01      | 4.5000%  | 0.0000% | $20890452.00       | $16314387.52       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8174 | 2051-10-01      | 3.0000%  | 0.0000% | $500000.00         | $278976.75         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $711.91            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4410 | 2051-01-01      | 2.5000%  | 0.0000% | $925000.00         | $458348.23         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CNQS0092 | 2030-07-01      | 3.0000%  | 0.0000% | $2370212.00        | $735723.15         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZA1995 | 2027-06-01      | 5.5000%  | 0.0000% | $2451919.00        | $4318.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6603 | 2053-04-01      | 5.0000%  | 0.0000% | $510000.00         | $475579.79         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2625 | 2051-01-01      | 6.0000%  | 0.0000% | $1025750.00        | $1061574.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2697 | 2055-12-01      | 6.5000%  | 0.0000% | $3097431.00        | $3265645.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1993 | 2055-12-01      | 5.0000%  | 0.0000% | $9056545.00        | $9105574.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3937 | 2055-09-01      | 6.0000%  | 0.0000% | $1445731.00        | $1497736.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3176 | 2055-09-01      | 6.0000%  | 0.0000% | $1339818.00        | $1389017.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5485 | 2055-10-01      | 6.0000%  | 0.0000% | $9696318.00        | $9986814.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3640 | 2055-12-01      | 6.5000%  | 0.0000% | $43401698.00       | $45989683.40       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9808 | 2054-11-01      | 7.0000%  | 0.0000% | $1005232.00        | $1065206.27        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5052 | 2031-03-01      | 1.5000%  | 0.0000% | $55000000.00       | $18914530.48       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2194 | 2053-04-01      | 6.0000%  | 0.0000% | $107930.00         | $62831.17          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  | 0.0000% | $70000000.00       | $23422118.33       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1612 | 2052-10-01      | 5.0000%  | 0.0000% | $760000.00         | $545935.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0619 | 2050-07-01      | 4.0000%  | 0.0000% | $4963000.00        | $2105058.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $1976921.00        | $213491.78         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $3806000.00        | $3077536.95        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9957 | 2033-08-01      | 3.5000%  | 0.0000% | $2082276.00        | $311898.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2835 | 2055-10-01      | 5.5000%  | 0.0000% | $96400404.00       | $97778740.41       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5841 | 2055-10-01      | 5.5000%  | 0.0000% | $1377167.00        | $1420620.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7655 | 2055-11-01      | 6.0000%  | 0.0000% | $9626286.00        | $9969556.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI5867 | 2054-05-01      | 5.0000%  | 0.0000% | $2874871.00        | $2413578.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2908 | 2039-12-01      | 4.5000%  | 0.0000% | $1032674.00        | $958071.26         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7281 | 2055-01-01      | 5.0000%  | 0.0000% | $600000.00         | $573688.46         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3208 | 2055-04-01      | 6.5000%  | 0.0000% | $151000.00         | $150936.81         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7570 | 2055-11-01      | 6.0000%  | 0.0000% | $8333671.00        | $8664834.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5013 | 2054-10-01      | 6.0000%  | 0.0000% | $12486500.00       | $12152511.46       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1193 | 2049-08-01      | 4.0000%  | 0.0000% | $10000.00          | $1686.91           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB0935 | 2050-06-01      | 3.5000%  | 0.0000% | $1470822.00        | $273696.43         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7739 | 2051-09-01      | 2.5000%  | 0.0000% | $36253.00          | $21256.58          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA7102 | 2050-02-01      | 3.0000%  | 0.0000% | $1108818.00        | $533976.51         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  | 0.0000% | $300000.00         | $134474.42         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3291 | 2055-09-01      | 6.0000%  | 0.0000% | $2151653.00        | $2260312.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2735 | 2039-11-01      | 5.0000%  | 0.0000% | $1378053.00        | $1085659.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3656 | 2053-07-01      | 4.5000%  | 0.0000% | $13202041.00       | $13006862.03       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5482 | 2055-12-01      | 4.5000%  | 0.0000% | $18640815.00       | $18418765.61       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRJ4072 | 2055-01-01      | 4.0000%  | 0.0000% | $6656599.00        | $6250271.12        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD4680 | 2051-10-01      | 1.5000%  | 0.0000% | $120000.00         | $82563.22          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7861 | 2053-07-01      | 6.5000%  | 0.0000% | $3209528.00        | $1613879.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8211 | 2053-08-01      | 5.0000%  | 0.0000% | $3212698.00        | $2491170.84        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $63000.00          | $12434.90          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | 0.0000% | $7922622.00        | $6513539.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $1427000.00        | $277486.51         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0887 | 2035-07-01      | 5.0000%  | 0.0000% | $8798000.00        | $71107.08          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $70000.00          | $8185.53           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6869 | 2029-01-01      | 3.5000%  | 0.0000% | $500000.00         | $19768.72          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD5545 | 2052-01-01      | 3.0000%  | 0.0000% | $30000.00          | $20434.75          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7127 | 2055-10-01      | 6.0000%  | 0.0000% | $6308094.00        | $6634632.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4814 | 2055-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $1002093.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $221548539.00      | $195500548.67      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0491 | 2055-12-01      | 5.5000%  | 0.0000% | $2440822.00        | $2500192.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY8745 | 2055-07-01      | 6.5000%  | 0.0000% | $53823510.00       | $54057946.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6641 | 2053-07-01      | 5.0000%  | 0.0000% | $4125456.00        | $3586607.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4811 | 2055-09-01      | 6.5000%  | 0.0000% | $46038514.00       | $47523853.44       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2906 | 2055-09-01      | 6.0000%  | 0.0000% | $1293387.00        | $1354803.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8089 | 2055-11-01      | 5.5000%  | 0.0000% | $1882634.00        | $1939193.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2932 | 2055-09-01      | 6.0000%  | 0.0000% | $1412434.00        | $1465833.53        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  | 0.0000% | $7753120.00        | $5807402.17        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $1635000.00        | $888762.34         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4274 | 2047-09-01      | 4.0000%  | 0.0000% | $19632580.00       | $6641371.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8347 | 2055-11-01      | 6.0000%  | 0.0000% | $4407939.00        | $4494302.64        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $202329.00         | $146951.12         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0164 | 2049-12-01      | 3.5000%  | 0.0000% | $1010000.00        | $286854.74         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6376 | 2054-09-01      | 6.5000%  | 0.0000% | $44896.00          | $36270.69          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | 0.0000% | $100000.00         | $27107.50          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0221 | 2052-09-01      | 5.0000%  | 0.0000% | $539743.00         | $421170.59         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7323 | 2054-12-01      | 5.0000%  | 0.0000% | $58000.00          | $52451.74          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0539 | 2048-03-01      | 4.0000%  | 0.0000% | $7375000.00        | $1721334.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3470 | 2055-11-01      | 6.0000%  | 0.0000% | $56693956.00       | $59352821.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9860 | 2055-12-01      | 5.5000%  | 0.0000% | $1946050.00        | $1995284.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3475 | 2040-02-01      | 5.5000%  | 0.0000% | $4503254.00        | $3838306.96        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC3009 | 2039-01-01      | 4.0000%  | 0.0000% | $1139134.00        | $752172.25         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4183 | 2040-09-01      | 5.0000%  | 0.0000% | $1909210.00        | $1908899.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3806 | 2040-06-01      | 6.0000%  | 0.0000% | $1434104.00        | $1450832.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2032 | 2039-04-01      | 6.5000%  | 0.0000% | $1058726.00        | $586091.56         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4095 | 2040-09-01      | 5.5000%  | 0.0000% | $2509185.00        | $2554539.64        | Agency Mortgage-Backed Securities |
| FEPC 02.000 ZLSI2038 | 2050-07-01      | 2.0000%  | 0.0000% | $140000.00         | $95253.00          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $9000.00           | $4071.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8093 | 2052-10-01      | 5.5000%  | 0.0000% | $21162090.00       | $16738590.70       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7574 | 2052-06-01      | 5.0000%  | 0.0000% | $305000.00         | $222794.55         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8815 | 2055-07-01      | 5.0000%  | 0.0000% | $1158992.00        | $1157343.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2315 | 2055-09-01      | 5.5000%  | 0.0000% | $12524430.00       | $12352407.16       | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RZA3051 | 2028-01-01      | 2.5000%  | 0.0000% | $135000.00         | $4922.19           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA5869 | 2048-11-01      | 4.0000%  | 0.0000% | $405000.00         | $16041.81          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTQK1377 | 2042-02-01      | 2.5000%  | 0.0000% | $220000.00         | $150834.64         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $25000.00          | $20249.93          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6652 | 2054-11-01      | 3.5000%  | 0.0000% | $43000.00          | $37169.71          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0311 | 2052-09-01      | 5.0000%  | 0.0000% | $7401579.00        | $5469247.01        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  | 0.0000% | $43316.00          | $7868.32           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS9406 | 2041-06-01      | 5.5000%  | 0.0000% | $75175.00          | $7522.71           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3155 | 2040-04-01      | 5.0000%  | 0.0000% | $201000.00         | $6806.78           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3479 | 2040-05-01      | 5.0000%  | 0.0000% | $2793205.00        | $2298786.02        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO0920 | 2037-10-01      | 3.5000%  | 0.0000% | $3017.00           | $1713.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3377 | 2055-12-01      | 5.5000%  | 0.0000% | $6270901.00        | $6363468.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0003 | 2055-03-01      | 5.5000%  | 0.0000% | $20850000.00       | $18097344.04       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5574 | 2051-07-01      | 2.5000%  | 0.0000% | $15000000.00       | $9014703.04        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6702 | 2055-02-01      | 6.5000%  | 0.0000% | $584032.00         | $470423.14         | Agency Mortgage-Backed Securities |

### Security 661: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.740000%
- **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: ARP1DU4C1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DU4C1
- **C.18 - Value (incl. sponsor support):** $2426000000.00
- **C.18.a - Value (excl. sponsor support):** $2426000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $139933000.00      | $82872295.90       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $795.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8716 | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $837.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5450 | 2045-07-01      | 3.5000%  | 0.0000% | $1037.00           | $230.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  | 0.0000% | $1008.00           | $492.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $416999.00         | $266947.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5563 | 2054-10-01      | 5.0000%  | 0.0000% | $6669800.00        | $6405768.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $12273135.00       | $5773566.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBN8997 | 2051-03-01      | 2.0000%  | 0.0000% | $294013.00         | $174001.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $793.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3729 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $893.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3166 | 2055-07-01      | 6.0000%  | 0.0000% | $15571561.00       | $15232842.51       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625 | 2050-05-01      | 2.5000%  | 0.0000% | $10858128.00       | $3770045.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA1349 | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1564.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1236 | 2052-10-01      | 4.5000%  | 0.0000% | $24977000.00       | $20116330.09       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1715 | 2040-08-01      | 6.0000%  | 0.0000% | $16984.00          | $17138.11          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ3675 | 2054-09-01      | 4.5000%  | 0.0000% | $53259.00          | $49831.61          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $4901.00           | $173.08            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $8525.00           | $352.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD1951 | 2046-07-01      | 3.0000%  | 0.0000% | $1001.00           | $239.71            | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 TF     | 2053-01-20      | 4.9177%  | 0.0000% | $49999000.00       | $38693873.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC     | 2054-08-20      | 4.9777%  | 0.0000% | $2547328.00        | $1891611.75        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLBY4569 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $580.87            | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FE     | 2054-11-20      | 5.0277%  | 0.0000% | $26823044.00       | $17197128.27       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | 0.0000% | $18019968.00       | $14670653.51       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7605 | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $560.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2189 | 2048-08-01      | 4.0000%  | 0.0000% | $45074426.00       | $15123863.04       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  | 0.0000% | $11027166.00       | $8003752.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4085 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $223.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBP9142 | 2050-07-01      | 5.0000%  | 0.0000% | $1000.00           | $349.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3099 | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $883.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.82           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7294 | 2050-10-01      | 2.5000%  | 0.0000% | $25467123.00       | $13317794.34       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6977 | 2050-09-01      | 2.0000%  | 0.0000% | $126208288.00      | $63070748.53       | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 AF     | 2055-08-20      | 5.1677%  | 0.0000% | $50000000.00       | $49575408.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FC     | 2055-07-20      | 5.0177%  | 0.0000% | $99995892.00       | $99468867.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $125811000.00      | $72938294.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  | 0.0000% | $25047092.00       | $15118825.11       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQJ4518 | 2054-09-01      | 5.0000%  | 0.0000% | $2839564.00        | $2324010.66        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5377 | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $2072.00           | $1686.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $75053.00          | $55174.75          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5279 | 2052-08-01      | 3.0000%  | 0.0000% | $51000.00          | $39316.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $861.86            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6529 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $796.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6442 | 2054-08-01      | 6.0000%  | 0.0000% | $6278952.00        | $5923961.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $822.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $1112.00           | $844.69            | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $3234246.00        | $2193715.76        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFA2836 | 2055-09-01      | 5.5000%  | 0.0000% | $16705705.00       | $16787698.06       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  | 0.0000% | $994000.00         | $506243.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $907.24            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9175 | 2054-09-01      | 7.0000%  | 0.0000% | $9633900.00        | $8592775.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8166 | 2051-06-01      | 3.0000%  | 0.0000% | $1897000.00        | $1012609.84        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $439000.00         | $153024.86         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8038 | 2051-07-01      | 3.0000%  | 0.0000% | $5219600.00        | $2779642.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1109 | 2051-07-01      | 2.0000%  | 0.0000% | $677000.00         | $395574.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE2117 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 AF     | 2054-10-20      | 4.9677%  | 0.0000% | $121580700.00      | $91510324.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 GF     | 2055-10-20      | 4.9177%  | 0.0000% | $29262619.00       | $29234952.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XF     | 2065-02-20      | 5.1177%  | 0.0000% | $1001.00           | $711.93            | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF7912 | 2053-02-01      | 5.0000%  | 0.0000% | $8367085.00        | $6762671.10        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2104 | 2052-05-01      | 3.5000%  | 0.0000% | $312000.00         | $213356.09         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  | 0.0000% | $38016853.00       | $4874575.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2680 | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $364.55            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $6802.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | 0.0000% | $1312496.00        | $1274107.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $526.98            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $7238992.00        | $5497177.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $264.67            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $40879.00          | $774.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $771.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | 0.0000% | $1971.00           | $457.38            | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 FW     | 2055-08-20      | 5.0177%  | 0.0000% | $100000000.00      | $99800637.30       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CIQO2835 | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $717.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $959.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 I4BF0606 | 2062-03-01      | 5.0000%  | 0.0000% | $1000.00           | $732.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  | 0.0000% | $8992000.00        | $8013968.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | 0.0000% | $1152.00           | $1190.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9513 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $871.25            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD2128 | 2051-11-01      | 2.5000%  | 0.0000% | $566129.00         | $355997.35         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $989.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0861 | 2055-03-01      | 5.5000%  | 0.0000% | $1021.00           | $992.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX4207 | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $788.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY1255 | 2053-05-01      | 6.0000%  | 0.0000% | $3192756.00        | $2380997.92        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q42771 G | 2046-09-01      | 4.0000%  | 0.0000% | $1757468.00        | $260038.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $456654.00         | $358052.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0478 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.20            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ3218 | 2054-09-01      | 7.0000%  | 0.0000% | $2351728.00        | $2203466.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2889 | 2054-09-01      | 5.5000%  | 0.0000% | $1019035.00        | $1037927.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4566 | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $947.64            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $255417.00         | $163785.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $3833207.00        | $3324029.03        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $9210.00           | $170.64            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $12241.00          | $909.06            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $367878.00         | $44876.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAR1400 | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $116.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  | 0.0000% | $52700000.00       | $46371052.65       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  | 0.0000% | $1809.00           | $164.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $40074009.00       | $32987819.42       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $8027083.00        | $6251234.18        | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  | 0.0000% | $32959338.00       | $18659170.21       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  | 0.0000% | $31707392.00       | $8938403.69        | Agency Mortgage-Backed Securities         |
| GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $11680638.00       | $6833096.18        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS0847 | 2052-02-01      | 3.0000%  | 0.0000% | $63534597.00       | $39446166.13       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4057 | 2040-08-01      | 4.5000%  | 0.0000% | $3995512.00        | $3537263.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6760 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $803.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3065 | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $233.73            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ9374 | 2051-01-01      | 2.5000%  | 0.0000% | $996000.00         | $624599.33         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  | 0.0000% | $13538442.00       | $13762134.75       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $1402168.00        | $1118596.78        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $699.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1808 | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4150 | 2050-09-01      | 2.5000%  | 0.0000% | $30802840.00       | $14147440.72       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $910.93            | Agency Mortgage-Backed Securities         |
| GNRA 2025-010 FB     | 2055-01-20      | 4.9877%  | 0.0000% | $67251000.00       | $59346945.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF     | 2054-09-20      | 5.1177%  | 0.0000% | $113617792.00      | $93324220.31       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLCB3057 | 2052-03-01      | 3.0000%  | 0.0000% | $1152.00           | $826.32            | Agency Mortgage-Backed Securities         |
| GNRA 2025-198 FE     | 2055-11-20      | 4.9377%  | 0.0000% | $3809105.00        | $3809035.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FC     | 2055-10-20      | 4.9177%  | 0.0000% | $1300.00           | $1284.53           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD     | 2055-02-20      | 4.9877%  | 0.0000% | $4212014.00        | $3366351.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD     | 2055-05-20      | 5.3177%  | 0.0000% | $49997956.00       | $45949099.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG     | 2055-05-20      | 5.3177%  | 0.0000% | $46624970.00       | $45542334.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF     | 2053-02-20      | 4.8177%  | 0.0000% | $50000000.00       | $25581266.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 FN     | 2055-08-20      | 4.9977%  | 0.0000% | $22738000.00       | $22713170.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $165961588.00      | $102851246.68      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD     | 2054-11-20      | 4.9677%  | 0.0000% | $10848600.00       | $8386767.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA     | 2054-10-20      | 5.0677%  | 0.0000% | $38985142.00       | $31982048.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE     | 2055-04-20      | 4.9677%  | 0.0000% | $69202987.00       | $62937180.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE     | 2055-11-20      | 5.3677%  | 0.0000% | $2521344.00        | $2432967.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA     | 2055-02-20      | 5.0277%  | 0.0000% | $100000000.00      | $84916634.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA     | 2054-05-20      | 5.0477%  | 0.0000% | $45293329.00       | $39579722.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 YF     | 2055-03-20      | 5.1177%  | 0.0000% | $1414500.00        | $1089166.40        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZM2601 | 2047-02-01      | 4.0000%  | 0.0000% | $1040.00           | $202.20            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1582 | 2052-05-01      | 3.0000%  | 0.0000% | $476462.00         | $336868.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  | 0.0000% | $827000.00         | $213118.91         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3RSF1009 | 2036-06-01      | 2.5000%  | 0.0000% | $2877925.00        | $1906736.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3144 | 2054-09-01      | 6.0000%  | 0.0000% | $275438.00         | $262646.59         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5725 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.55           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $1008.00           | $736.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $3988990.00        | $629309.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8551 | 2053-03-01      | 5.5000%  | 0.0000% | $961000.00         | $508237.41         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $1219908.00        | $244887.33         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB4274 | 2052-07-01      | 2.5000%  | 0.0000% | $20878450.00       | $14848165.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7946 | 2052-09-01      | 5.5000%  | 0.0000% | $885000.00         | $681186.44         | Agency Mortgage-Backed Securities         |
| GNAR AF MB0697 M     | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $762.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4139 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $729.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6931 | 2053-08-01      | 6.5000%  | 0.0000% | $14884200.00       | $12543343.74       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  | 0.0000% | $7178632.00        | $7368204.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2915 | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $1117211.00        | $1080145.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $1035.00           | $475.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5671 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2880 | 2055-11-01      | 5.0000%  | 0.0000% | $3602907.00        | $3628222.58        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3307 | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0588 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $997.23            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $445943.00         | $314251.14         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8195 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2097 | 2051-11-01      | 3.0000%  | 0.0000% | $505000.00         | $340446.27         | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FH     | 2054-10-20      | 5.1177%  | 0.0000% | $36770560.00       | $25869245.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA     | 2054-11-20      | 5.0177%  | 0.0000% | $52256128.00       | $37471863.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $99307430.00       | $61765738.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 FH     | 2055-01-20      | 5.2177%  | 0.0000% | $32243969.00       | $23633816.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF     | 2054-04-20      | 4.9677%  | 0.0000% | $17549590.00       | $10644616.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN     | 2055-04-20      | 5.2177%  | 0.0000% | $50000000.00       | $48115843.71       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFM2213 | 2048-11-01      | 3.0000%  | 0.0000% | $1275998.00        | $238277.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9919 | 2051-12-01      | 3.0000%  | 0.0000% | $24999000.00       | $15972867.82       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3695 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $999.47            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4051 | 2040-08-01      | 4.5000%  | 0.0000% | $1006808.00        | $984920.71         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | 0.0000% | $744000.00         | $431886.26         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  | 0.0000% | $146991360.00      | $75911776.34       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0502 | 2050-08-01      | 3.0000%  | 0.0000% | $600000.00         | $279367.11         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5125 | 2054-04-01      | 7.0000%  | 0.0000% | $3521448.00        | $2582711.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1992 | 2052-12-01      | 5.0000%  | 0.0000% | $17487.00          | $15305.21          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4957 | 2054-09-01      | 6.0000%  | 0.0000% | $769735.00         | $789121.39         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $894.95            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  | 0.0000% | $1292986.00        | $1250643.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9174 | 2053-06-01      | 6.5000%  | 0.0000% | $23699.00          | $15785.40          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN9402 | 2037-02-01      | 2.0000%  | 0.0000% | $318078.00         | $162611.29         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5555 | 2054-09-01      | 6.5000%  | 0.0000% | $3200640.00        | $2712383.86        | Agency Mortgage-Backed Securities         |
| GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $123702530.00      | $76515318.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 FH     | 2055-09-20      | 5.0177%  | 0.0000% | $100000000.00      | $98021164.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $6659999.00        | $4089539.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC     | 2053-09-20      | 5.1177%  | 0.0000% | $22291818.00       | $6916797.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-121 FD     | 2055-07-20      | 5.2177%  | 0.0000% | $50000000.00       | $49134230.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB     | 2055-02-20      | 5.0677%  | 0.0000% | $100000000.00      | $78981882.11       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $92000.00          | $30881.85          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5582 | 2055-12-01      | 5.5000%  | 0.0000% | $53985664.00       | $55222331.58       | Agency Mortgage-Backed Securities         |
| GNRA 2025-196 FN     | 2055-11-20      | 5.3177%  | 0.0000% | $114625182.00      | $109562819.98      | Agency Collateralized Mortgage Obligation |

### Security 662: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC SSBTC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DURD4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DURD4
- **C.18 - Value (incl. sponsor support):** $7585000000.00
- **C.18.a - Value (excl. sponsor support):** $7585000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $617099400.00      | $635919469.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1307600000.00     | $1344626590.02     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $619600000.00      | $593019358.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $813000000.00      | $878616197.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $25000000.00       | $53604765.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $259779000.00      | $252134501.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $480000000.00      | $458779896.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $2890525100.00     | $2994140741.58     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $504902900.00      | $525858622.22      | U.S. Treasuries (including strips) |

### Security 663: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC SSBTC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DURG7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DURG7
- **C.18 - Value (incl. sponsor support):** $7904000000.00
- **C.18.a - Value (excl. sponsor support):** $7904000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1016094200.00     | $1050629900.61     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $50604530.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $104000000.00      | $101860652.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $3277126000.00     | $3378990742.65     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $286000000.00      | $283128831.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $70675800.00       | $66504271.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $3061361000.00     | $3130361229.87     | U.S. Treasuries (including strips) |

### Security 664: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC BNY 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUSW1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DUSW1
- **C.18 - Value (incl. sponsor support):** $8281000000.00
- **C.18.a - Value (excl. sponsor support):** $8281000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1826774000.00     | $1867803344.04     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1950000000.00     | $1968480150.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $2023092700.00     | $2060078814.05     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $1884060000.00     | $1886534360.84     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $10117900.00       | $8518298.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $497051400.00      | $655205080.28      | U.S. Treasuries (including strips) |

### Security 665: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC BNY 3.820000%
- **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: ARP1DUSY7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DUSY7
- **C.18 - Value (incl. sponsor support):** $6058000000.00
- **C.18.a - Value (excl. sponsor support):** $6058000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 04.500 FGPC G30680 G   | 2029-07-01      | 4.5000%  | 0.0000% | $2827.00           | $41.77             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC D98141 G   | 2029-04-01      | 5.0000%  | 0.0000% | $9302.00           | $89.58             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2943   | 2042-04-01      | 4.0000%  | 0.0000% | $3517.00           | $139.46            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G07630 G   | 2044-02-01      | 4.5000%  | 0.0000% | $1999.00           | $188.36            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH8983   | 2054-01-01      | 6.0000%  | 0.0000% | $103942.00         | $91622.09          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3875   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $792.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR8635   | 2043-03-01      | 3.0000%  | 0.0000% | $1027.00           | $207.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL745932   | 2036-11-01      | 6.5000%  | 0.0000% | $1024.00           | $5.75              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5318   | 2054-04-01      | 6.5000%  | 0.0000% | $6801616.00        | $5505907.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5566   | 2045-08-01      | 3.5000%  | 0.0000% | $1113395.00        | $246722.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6520   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $676.36            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4924   | 2052-12-01      | 6.0000%  | 0.0000% | $296999.00         | $165988.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2180   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $704.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAU1624   | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $231.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ7716   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $856.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3912   | 2053-06-01      | 5.5000%  | 0.0000% | $452767.00         | $436960.04         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5846   | 2051-09-01      | 2.0000%  | 0.0000% | $248000.00         | $148035.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3531   | 2055-08-01      | 5.5000%  | 0.0000% | $4261328.00        | $3694163.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8496   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $811.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA4518   | 2051-02-01      | 3.5000%  | 0.0000% | $240000.00         | $114615.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8981   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $510.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7103   | 2051-12-01      | 2.0000%  | 0.0000% | $1281.00           | $783.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7048   | 2054-11-01      | 4.5000%  | 0.0000% | $1200616.00        | $1162088.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7792   | 2054-08-01      | 6.0000%  | 0.0000% | $32800000.00       | $21789193.12       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4162   | 2053-05-01      | 5.5000%  | 0.0000% | $8247570.00        | $6251548.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6536   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $934.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4911   | 2054-09-01      | 5.5000%  | 0.0000% | $11021074.00       | $9157328.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7892   | 2052-10-01      | 5.0000%  | 0.0000% | $1007.00           | $899.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8859   | 2053-08-01      | 5.5000%  | 0.0000% | $155000.00         | $131296.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8676   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $749.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4262   | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1697.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTQK1730   | 2045-04-01      | 6.5000%  | 0.0000% | $1000.00           | $797.49            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG7047   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1903.42           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLQJ1002   | 2054-07-01      | 8.0000%  | 0.0000% | $1060066.00        | $220400.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5943   | 2054-06-01      | 6.0000%  | 0.0000% | $1054.00           | $923.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTQK1717   | 2044-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0752   | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $829.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7913   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1143.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8520   | 2055-03-01      | 3.5000%  | 0.0000% | $2376.00           | $2084.98           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60995 G   | 2046-09-01      | 3.5000%  | 0.0000% | $29975920.00       | $7967439.34        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G03344 G   | 2037-10-01      | 6.5000%  | 0.0000% | $1000.00           | $8.79              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD5209   | 2052-01-01      | 2.5000%  | 0.0000% | $4214.00           | $2765.64           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5845   | 2052-11-01      | 3.5000%  | 0.0000% | $1580.00           | $1322.86           | Agency Mortgage-Backed Securities  |
| 06.050 FGPC T31195 G   | 2038-04-01      | 6.0500%  | 0.0000% | $1168.00           | $35.40             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8967   | 2050-04-01      | 3.0000%  | 0.0000% | $822000.00         | $243246.67         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8064   | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $220.63            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07346 G   | 2043-04-01      | 3.5000%  | 0.0000% | $1048.00           | $185.41            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3288   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $136.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL7427   | 2043-12-01      | 4.0000%  | 0.0000% | $1000.00           | $174.56            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $16778.00          | $692.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM7489   | 2048-07-01      | 5.0000%  | 0.0000% | $188800.00         | $81955.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8510   | 2055-02-01      | 3.5000%  | 0.0000% | $29373999.00       | $26650823.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300   | 2053-02-01      | 5.5000%  | 0.0000% | $105978.00         | $79297.07          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20119 G   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $43.52             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51366 G   | 2036-11-01      | 5.5000%  | 0.0000% | $1544.00           | $33.01             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2489   | 2038-01-01      | 3.5000%  | 0.0000% | $2334000.00        | $377665.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8087   | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $506.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL3427   | 2050-08-01      | 3.0000%  | 0.0000% | $1024.00           | $916.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1017   | 2051-05-01      | 2.0000%  | 0.0000% | $206911170.00      | $124136977.65      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4316   | 2046-11-01      | 3.0000%  | 0.0000% | $999000.00         | $262750.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7331   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $459.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3683   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0912   | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $606.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3421   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $654.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4004   | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $805.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBU5708   | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1772.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6425   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $529.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4775   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1521.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $19152.00          | $15500.99          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2459   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $872.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU3981   | 2053-04-01      | 6.5000%  | 0.0000% | $2016.00           | $1525.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1678   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $719.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518   | 2050-11-01      | 2.0000%  | 0.0000% | $11887014.00       | $6535151.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9209   | 2051-02-01      | 2.0000%  | 0.0000% | $45312.00          | $25124.04          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7189   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $708.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0002   | 2054-07-01      | 5.5000%  | 0.0000% | $56636.00          | $57172.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6314   | 2050-07-01      | 3.0000%  | 0.0000% | $139135.00         | $56391.43          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6652   | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $692.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8376   | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $1033.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9368   | 2053-07-01      | 5.0000%  | 0.0000% | $668722.00         | $544238.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8684   | 2051-01-01      | 2.0000%  | 0.0000% | $44288.00          | $25128.71          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA5379   | 2050-03-01      | 4.5000%  | 0.0000% | $1729000.00        | $559216.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7282   | 2050-10-01      | 2.0000%  | 0.0000% | $185833216.00      | $100513911.09      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8725   | 2051-02-01      | 2.0000%  | 0.0000% | $5216.00           | $2742.38           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7280   | 2050-10-01      | 2.0000%  | 0.0000% | $193378016.00      | $105690233.96      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7988   | 2050-12-01      | 2.0000%  | 0.0000% | $49801.00          | $26795.29          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8010   | 2050-12-01      | 1.5000%  | 0.0000% | $1024.00           | $523.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8099   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $558.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7330   | 2050-10-01      | 2.0000%  | 0.0000% | $231102.00         | $126053.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7449   | 2050-10-01      | 2.0000%  | 0.0000% | $218811392.00      | $116105967.14      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7614   | 2050-11-01      | 2.0000%  | 0.0000% | $46592.00          | $25096.83          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7329   | 2050-10-01      | 2.0000%  | 0.0000% | $184144516.00      | $99224968.61       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6987   | 2050-09-01      | 2.0000%  | 0.0000% | $533251.00         | $323710.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7620   | 2054-06-01      | 5.5000%  | 0.0000% | $319200.00         | $250004.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6645   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $452.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8033   | 2050-12-01      | 2.0000%  | 0.0000% | $251221910.00      | $141027689.37      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2167   | 2048-08-01      | 4.5000%  | 0.0000% | $70072192.00       | $20876003.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8063   | 2050-12-01      | 2.0000%  | 0.0000% | $236002053.00      | $132566371.23      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7234   | 2050-10-01      | 2.5000%  | 0.0000% | $2048.00           | $851.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6769   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.19           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6800   | 2050-08-01      | 2.5000%  | 0.0000% | $50608057.00       | $20939780.77       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLCA2172   | 2048-08-01      | 4.5000%  | 0.0000% | $241000.00         | $97767.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340   | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $534.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983   | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $553.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3JRE0004   | 2049-07-01      | 4.0000%  | 0.0000% | $4971902.00        | $923384.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7338   | 2050-10-01      | 2.0000%  | 0.0000% | $221724928.00      | $115711531.59      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5340   | 2045-04-01      | 5.0000%  | 0.0000% | $219059.00         | $181395.68         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $22649229.00       | $10739051.27       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6478   | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $419.05            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CNRD5217   | 2034-10-01      | 4.0000%  | 0.0000% | $65000.00          | $54340.28          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7265   | 2050-10-01      | 2.0000%  | 0.0000% | $250092099.00      | $129103249.98      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6017   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $402.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7332   | 2050-10-01      | 2.0000%  | 0.0000% | $2016.00           | $1121.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6929   | 2050-09-01      | 2.0000%  | 0.0000% | $7197719.00        | $3432353.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272   | 2050-10-01      | 2.0000%  | 0.0000% | $179255296.00      | $91069319.44       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 GLCA1146   | 2048-02-01      | 3.5000%  | 0.0000% | $300000.00         | $112003.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2118   | 2052-06-01      | 4.5000%  | 0.0000% | $1087.00           | $758.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX0215   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $859.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9286   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $608.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882005   | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $12.00             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1380   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $639.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289   | 2052-03-01      | 3.0000%  | 0.0000% | $95076.00          | $61272.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY3002   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $941.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1861   | 2037-05-01      | 3.0000%  | 0.0000% | $22000.00          | $12850.86          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC1290   | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $888.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2865   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $774.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA1914   | 2038-06-01      | 4.5000%  | 0.0000% | $1000.00           | $246.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3021   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $729.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0124   | 2047-08-01      | 4.0000%  | 0.0000% | $2240.00           | $432.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0180   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $628.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1237   | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $642.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5859   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $883.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4776   | 2053-07-01      | 5.0000%  | 0.0000% | $442100.00         | $414432.84         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1904   | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1082.87           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8361   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $520.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3390   | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $289.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0350   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $619.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0720   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3829   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $841.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9133   | 2054-01-01      | 4.5000%  | 0.0000% | $938440.00         | $800061.67         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9039   | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $752.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6458   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $896.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8077   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1775.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1238   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1457   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0853   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $842.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4606   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $704.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783   | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1981.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0500   | 2047-04-01      | 4.0000%  | 0.0000% | $7008.00           | $1679.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0500   | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1111.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7821   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $378.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0293   | 2048-07-01      | 3.0000%  | 0.0000% | $2000.00           | $506.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBE2947   | 2046-12-01      | 3.5000%  | 0.0000% | $3135190.00        | $796013.90         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3993   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.92           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5073   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4554   | 2055-07-01      | 5.5000%  | 0.0000% | $1040.00           | $1009.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1421   | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $899.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6727   | 2042-03-01      | 3.5000%  | 0.0000% | $717056.00         | $103227.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3978   | 2050-07-01      | 4.0000%  | 0.0000% | $2003.00           | $527.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4138   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $373.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9778   | 2055-01-01      | 5.0000%  | 0.0000% | $23316224.00       | $22082735.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9784   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $914.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9834   | 2055-01-01      | 6.5000%  | 0.0000% | $517923.00         | $389949.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9780   | 2055-01-01      | 5.0000%  | 0.0000% | $43240983.00       | $41287878.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8696   | 2054-06-01      | 6.0000%  | 0.0000% | $101679552.00      | $91925160.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $61858.00          | $57917.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0446   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $931.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7342   | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1724.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8685   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $953.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8639   | 2054-06-01      | 5.5000%  | 0.0000% | $50714702.00       | $47701137.75       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $2032.00           | $1849.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6892   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $871.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0093   | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $828.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9013   | 2053-08-01      | 6.0000%  | 0.0000% | $1001.00           | $726.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7243   | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $930164.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4799   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1049.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBJ4579   | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $519.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0209   | 2042-02-01      | 3.5000%  | 0.0000% | $665000.00         | $164766.78         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3814   | 2052-06-01      | 2.0000%  | 0.0000% | $1008.00           | $824.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6707   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $386.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $421.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1066   | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3907.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBO5799   | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $541.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2700   | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $235.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN5340   | 2049-03-01      | 5.0000%  | 0.0000% | $2048.00           | $549.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $1004.00           | $31.39             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $231.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8092   | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2248.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2685   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $303.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4839   | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1597.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1743   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0545   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $856.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1897   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $967.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3162   | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1993.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1017   | 2055-02-01      | 6.0000%  | 0.0000% | $1022.00           | $945.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117   | 2045-09-01      | 4.0000%  | 0.0000% | $1007.00           | $697.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP2917   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $166.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8243   | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1865.76           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1586   | 2053-05-01      | 6.0000%  | 0.0000% | $4871.00           | $4434.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3861   | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $228.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2375   | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $70.77             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $456.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6711   | 2049-06-01      | 4.5000%  | 0.0000% | $2016.00           | $457.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR2037   | 2051-06-01      | 3.0000%  | 0.0000% | $1024.00           | $610.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3829   | 2049-08-01      | 3.5000%  | 0.0000% | $3190.00           | $2994.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0630   | 2050-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1020.41           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3849   | 2052-04-01      | 2.5000%  | 0.0000% | $1040.00           | $898.20            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA4258   | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $540.59            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2262   | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2541.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ3722   | 2054-09-01      | 5.0000%  | 0.0000% | $5217879.00        | $5149202.41        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ9730   | 2054-11-01      | 4.5000%  | 0.0000% | $1150706.00        | $926092.13         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ7696   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $928.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA0848   | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $342.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0853   | 2047-12-01      | 3.5000%  | 0.0000% | $121000.00         | $31483.95          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6578   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $418.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7037   | 2050-09-01      | 2.5000%  | 0.0000% | $86513173.00       | $35362670.14       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA8789   | 2047-09-01      | 3.5000%  | 0.0000% | $324000.00         | $205173.97         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48578 G   | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $361.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9899   | 2052-10-01      | 4.5000%  | 0.0000% | $21018.00          | $13503.07          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5906   | 2051-09-01      | 2.5000%  | 0.0000% | $506076.00         | $313665.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6730   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $527.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4064   | 2034-08-01      | 3.0000%  | 0.0000% | $1001.00           | $256.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $176426.00         | $144260.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9340   | 2053-08-01      | 5.5000%  | 0.0000% | $298704.00         | $230352.04         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7681   | 2052-07-01      | 5.0000%  | 0.0000% | $8453268.00        | $5599608.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3905   | 2054-10-01      | 5.5000%  | 0.0000% | $1342252.00        | $1189994.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6633   | 2050-08-01      | 2.0000%  | 0.0000% | $12716835.00       | $6163832.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6984   | 2050-09-01      | 2.0000%  | 0.0000% | $198717000.00      | $102545509.51      | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7777   | 2052-08-01      | 4.5000%  | 0.0000% | $167788.00         | $129774.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7306   | 2053-09-01      | 5.5000%  | 0.0000% | $249560.00         | $203649.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3975   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9171   | 2053-06-01      | 6.0000%  | 0.0000% | $12070645.00       | $9724783.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1949   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $745.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4521   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $869.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $877.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3117   | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $906.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3223   | 2053-05-01      | 6.0000%  | 0.0000% | $1207657.00        | $979652.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6209   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $808.95            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7676   | 2053-12-01      | 7.5000%  | 0.0000% | $1899150.00        | $294129.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7102   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $870.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9810   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5447   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $611.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9789   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $674.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9387   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $439.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9004   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6438   | 2053-02-01      | 6.0000%  | 0.0000% | $5902834.00        | $4616492.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0758   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $793.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9135   | 2053-04-01      | 5.0000%  | 0.0000% | $301186.00         | $236561.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0687   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $674.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7290   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $865.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY4909   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $928.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3534   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2435   | 2055-08-01      | 5.5000%  | 0.0000% | $3083.00           | $3107.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2122   | 2049-12-01      | 3.5000%  | 0.0000% | $3031.00           | $950.29            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3604   | 2052-05-01      | 2.0000%  | 0.0000% | $1024.00           | $848.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9693   | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8813   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2155   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1026.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9208   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $956.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3249   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $206.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7430   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $798.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1542.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4941   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $729.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6893   | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $711.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5909   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $825.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7587   | 2054-04-01      | 5.5000%  | 0.0000% | $308000.00         | $265096.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7251   | 2052-05-01      | 3.0000%  | 0.0000% | $4300000.00        | $3212410.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5985   | 2047-02-01      | 3.5000%  | 0.0000% | $33027.00          | $25296.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6545   | 2053-12-01      | 6.0000%  | 0.0000% | $2188.00           | $1878.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5262   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $800.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7062   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8669   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1026.70           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL2693   | 2051-01-01      | 3.5000%  | 0.0000% | $1024.00           | $946.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1051   | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $998.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $2022.00           | $1672.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8383   | 2054-04-01      | 5.5000%  | 0.0000% | $2091.00           | $1891.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB9257   | 2039-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1593.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8804   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1509   | 2055-11-01      | 5.0000%  | 0.0000% | $2048.00           | $2058.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1560   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2385   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.37           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3002   | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $131.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8681   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $986.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA1211   | 2049-08-01      | 5.0000%  | 0.0000% | $2291516.00        | $259991.59         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $715.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4967   | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1281.65           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2443   | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $60.23             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA7767   | 2052-10-01      | 3.0000%  | 0.0000% | $732531.00         | $567928.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4387   | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $215.56            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3515   | 2050-09-01      | 2.5000%  | 0.0000% | $531000.00         | $258052.55         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7484   | 2052-06-01      | 4.0000%  | 0.0000% | $343821.00         | $260302.07         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7122   | 2052-04-01      | 3.5000%  | 0.0000% | $1462000.00        | $998744.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546   | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $807.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508   | 2055-02-01      | 6.5000%  | 0.0000% | $1976.00           | $1470.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTRB5182   | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $691.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3779   | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI7762   | 2037-11-01      | 6.5000%  | 0.0000% | $2380.00           | $145.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $1016864.00        | $756560.00         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $820.62            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5010   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $298000.00         | $178533.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5643   | 2054-09-01      | 6.5000%  | 0.0000% | $11665968.00       | $9334253.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5209   | 2042-12-01      | 5.0000%  | 0.0000% | $55000.00          | $38300.61          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8293   | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $872.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3883   | 2054-09-01      | 5.5000%  | 0.0000% | $1074738.00        | $1059097.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7667   | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $357.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5280   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876   | 2054-05-01      | 6.0000%  | 0.0000% | $300000.00         | $283391.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $9000.00           | $8170.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8437   | 2054-06-01      | 5.0000%  | 0.0000% | $34557526.00       | $31438226.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA4754   | 2049-11-01      | 5.0000%  | 0.0000% | $1014.00           | $145.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8609   | 2047-03-01      | 4.0000%  | 0.0000% | $1001.00           | $153.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9050   | 2048-11-01      | 4.5000%  | 0.0000% | $1010.00           | $351.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5136   | 2046-06-01      | 4.0000%  | 0.0000% | $1600000.00        | $463404.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $13000.00          | $10321.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN1207   | 2048-11-01      | 4.0000%  | 0.0000% | $1003.00           | $264.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH7573   | 2047-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1426.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3864   | 2049-03-01      | 4.5000%  | 0.0000% | $9114.00           | $2459.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7251   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $964.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6882   | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $588.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $2001.00           | $277.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN3678   | 2049-02-01      | 5.0000%  | 0.0000% | $1196160.00        | $219441.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1354   | 2052-10-01      | 5.5000%  | 0.0000% | $5039.00           | $3495.66           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF4053   | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $704.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQC2124   | 2051-05-01      | 3.5000%  | 0.0000% | $1100000.00        | $545677.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6717   | 2053-07-01      | 4.5000%  | 0.0000% | $16268041.00       | $14037066.08       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7955   | 2054-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1899.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136   | 2052-11-01      | 5.5000%  | 0.0000% | $2112.00           | $1637.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9326   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $956.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1847.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0086   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $813.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV9645   | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1446.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1859   | 2040-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1881.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083   | 2053-12-01      | 5.5000%  | 0.0000% | $2055.00           | $1806.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $7080.00           | $5656.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9137   | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $964.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7308   | 2053-10-01      | 6.5000%  | 0.0000% | $6008.00           | $4741.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541   | 2054-05-01      | 6.0000%  | 0.0000% | $100193152.00      | $89799639.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8551   | 2054-05-01      | 6.5000%  | 0.0000% | $2006.00           | $1667.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7985   | 2054-02-01      | 5.5000%  | 0.0000% | $82288.00          | $71088.81          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166   | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $608.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBV5974   | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $961.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177   | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1626.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9557   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $323.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9626   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $313.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5462   | 2053-06-01      | 6.0000%  | 0.0000% | $597000.00         | $426467.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV4078   | 2037-02-01      | 2.0000%  | 0.0000% | $499662.00         | $310624.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT2222   | 2037-03-01      | 2.0000%  | 0.0000% | $485099.00         | $299349.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1457   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV4011   | 2052-04-01      | 4.0000%  | 0.0000% | $4360.00           | $3520.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8435   | 2053-04-01      | 5.5000%  | 0.0000% | $816550.00         | $626475.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7190   | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $200.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6369   | 2052-08-01      | 5.0000%  | 0.0000% | $1138147.00        | $715808.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1111   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $733.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5065   | 2053-01-01      | 5.5000%  | 0.0000% | $97999.00          | $79772.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT6813   | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $491.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4982   | 2045-05-01      | 3.0000%  | 0.0000% | $1120.00           | $151.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN6701   | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $98.20             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5245   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $606.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2521   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $813.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7631   | 2053-07-01      | 6.0000%  | 0.0000% | $413803.00         | $115424.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7874   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $308.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0508   | 2028-09-01      | 3.5000%  | 0.0000% | $7716704.00        | $199298.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $15247184.00       | $13699810.97       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7198   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $835.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5162   | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $803.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0425   | 2052-11-01      | 5.5000%  | 0.0000% | $92000.00          | $61477.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8465   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $565.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $582645008.00      | $79599026.55       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4334   | 2049-02-01      | 4.5000%  | 0.0000% | $1006.00           | $64.09             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0962   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6534   | 2049-03-01      | 5.0000%  | 0.0000% | $11010.00          | $1814.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT4813   | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $928.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5097   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1579.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0960   | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $50.98             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5471   | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $177.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP5140   | 2050-04-01      | 4.0000%  | 0.0000% | $1282791.00        | $620863.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1147   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $363.30            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3248   | 2053-05-01      | 6.0000%  | 0.0000% | $1050489.00        | $844148.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7150   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $958.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7563   | 2051-03-01      | 2.0000%  | 0.0000% | $193236511.00      | $111477011.67      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5063   | 2054-03-01      | 5.5000%  | 0.0000% | $695000.00         | $612639.58         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3VZN0798   | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $202.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5880   | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $92336460.52       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PSE9010   | 2050-04-01      | 3.5000%  | 0.0000% | $467378.00         | $131158.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7643   | 2053-12-01      | 6.0000%  | 0.0000% | $5348676.00        | $4319519.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $850.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $848.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $896.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7472   | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1925.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7518   | 2053-11-01      | 6.5000%  | 0.0000% | $1033.00           | $819.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7336   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $781.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6434   | 2053-06-01      | 5.0000%  | 0.0000% | $165000.00         | $148558.67         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5344   | 2045-05-01      | 5.5000%  | 0.0000% | $3871668.00        | $3397304.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2114   | 2051-02-25      | 2.5000%  | 0.0000% | $1000.00           | $812.59            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO2611   | 2039-10-01      | 4.5000%  | 0.0000% | $1296744.00        | $1168483.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7641   | 2053-12-01      | 6.0000%  | 0.0000% | $2080.00           | $1678.60           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6028   | 2050-04-01      | 3.0000%  | 0.0000% | $246000.00         | $29971.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $722.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5765   | 2053-02-01      | 6.5000%  | 0.0000% | $6028.00           | $3596.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6915   | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3411.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6612   | 2053-06-01      | 5.5000%  | 0.0000% | $2241.00           | $1845.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0834   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.91           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9652   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $889.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110   | 2053-09-01      | 5.5000%  | 0.0000% | $46099742.00       | $40123927.14       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793   | 2053-02-01      | 4.5000%  | 0.0000% | $1004.00           | $811.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7790   | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $890.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7306   | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1656.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503   | 2053-11-01      | 6.0000%  | 0.0000% | $36533696.00       | $31017318.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6549   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $782.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8226   | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $668.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8340   | 2054-04-01      | 6.0000%  | 0.0000% | $3072.00           | $2657.81           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $895.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2103   | 2051-07-01      | 2.5000%  | 0.0000% | $159844352.00      | $93998436.84       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA1135   | 2054-06-01      | 7.0000%  | 0.0000% | $1015.00           | $856.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849   | 2053-08-01      | 5.5000%  | 0.0000% | $27182761.00       | $23632948.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7052   | 2053-09-01      | 6.0000%  | 0.0000% | $29806384.00       | $24336566.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $975.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $6000.00           | $5105.15           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821   | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $829.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5429   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $678.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7481   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $861.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7101   | 2053-09-01      | 5.5000%  | 0.0000% | $125196040.00      | $102495045.37      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8119   | 2054-03-01      | 5.0000%  | 0.0000% | $2027.00           | $1696.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6323   | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3402.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6930   | 2053-08-01      | 6.5000%  | 0.0000% | $2020.00           | $1465.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9345   | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $966.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7778   | 2054-01-01      | 5.5000%  | 0.0000% | $1042.00           | $840.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1190   | 2054-07-01      | 6.0000%  | 0.0000% | $255995.00         | $201437.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3603   | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1019.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8789   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $867.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1176   | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $862.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8314   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $906.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $975.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5711   | 2053-02-01      | 6.5000%  | 0.0000% | $41870.00          | $30825.06          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2129   | 2051-11-01      | 2.0000%  | 0.0000% | $263031.00         | $171666.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1495   | 2055-10-01      | 5.5000%  | 0.0000% | $1082800.00        | $1105794.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6637   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $862.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1214   | 2055-09-01      | 6.0000%  | 0.0000% | $806532.00         | $831959.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7301   | 2053-10-01      | 5.5000%  | 0.0000% | $120100000.00      | $105775566.86      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8701   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9291   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $491.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7561   | 2047-04-01      | 3.5000%  | 0.0000% | $138325.00         | $110425.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6475   | 2053-06-01      | 5.0000%  | 0.0000% | $427566.00         | $374329.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2581   | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $1002.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTCB7842   | 2044-01-01      | 6.0000%  | 0.0000% | $498000.00         | $332853.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $2076.00           | $1717.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8118   | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1695.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0371   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2743   | 2054-04-01      | 5.5000%  | 0.0000% | $427423.00         | $295597.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284   | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $723.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4339   | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $694.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3871   | 2049-04-01      | 4.0000%  | 0.0000% | $17004.00          | $2170.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486   | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $410.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5385   | 2049-12-01      | 3.5000%  | 0.0000% | $4047.00           | $1248.74           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0628   | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $551.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0299   | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $456.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1133   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $435.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8761   | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1383.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6496   | 2051-04-01      | 2.5000%  | 0.0000% | $699000.00         | $347205.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1492   | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $433.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2660   | 2052-02-01      | 2.5000%  | 0.0000% | $1010.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8162   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $600.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1626   | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1012.68           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90953 G   | 2040-02-01      | 5.5000%  | 0.0000% | $3566.00           | $133.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2342   | 2038-08-01      | 5.5000%  | 0.0000% | $1202.00           | $12.15             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2380   | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2049.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7487   | 2048-07-01      | 4.5000%  | 0.0000% | $1165050.00        | $267547.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7097   | 2054-06-01      | 5.5000%  | 0.0000% | $29329248.00       | $26993456.06       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBK1958   | 2048-03-01      | 3.5000%  | 0.0000% | $397450.00         | $50323.04          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3RSF1000   | 2034-06-01      | 3.5000%  | 0.0000% | $373644.00         | $112492.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI0015   | 2054-02-01      | 6.5000%  | 0.0000% | $1186747.00        | $995787.69         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8106   | 2050-11-01      | 2.0000%  | 0.0000% | $13355.00          | $7018.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9213   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2432   | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $1020.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8319   | 2055-08-01      | 6.0000%  | 0.0000% | $3384650.00        | $3505846.60        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $365000.00         | $128732.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9573   | 2055-10-01      | 6.0000%  | 0.0000% | $3946618.00        | $4031160.82        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3RSF1009   | 2036-06-01      | 2.5000%  | 0.0000% | $1000.00           | $662.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1680   | 2055-10-01      | 5.5000%  | 0.0000% | $1168000.00        | $1189763.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD7724   | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $304.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6683   | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $32.68             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $5934951.00        | $3752360.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1515   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH2943   | 2053-10-01      | 6.5000%  | 0.0000% | $397000.00         | $172997.58         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG2762   | 2053-05-01      | 6.5000%  | 0.0000% | $1019162.00        | $707406.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0650   | 2053-04-01      | 5.0000%  | 0.0000% | $72705.00          | $63865.92          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299   | 2053-02-01      | 5.0000%  | 0.0000% | $2294.00           | $1862.75           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7272   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ6379   | 2054-10-01      | 6.0000%  | 0.0000% | $2112.00           | $1583.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8138   | 2053-08-01      | 6.0000%  | 0.0000% | $1118092.00        | $890948.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3982   | 2054-09-01      | 6.0000%  | 0.0000% | $454930.00         | $397423.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8225   | 2052-07-01      | 3.0000%  | 0.0000% | $1097000.00        | $807554.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6908   | 2050-09-01      | 2.0000%  | 0.0000% | $12536248.00       | $6160292.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2634   | 2048-11-01      | 4.5000%  | 0.0000% | $20311.00          | $4690.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8013   | 2050-12-01      | 2.0000%  | 0.0000% | $1153.00           | $646.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $387.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6610   | 2050-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1165.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5513   | 2050-04-01      | 4.0000%  | 0.0000% | $60251513.00       | $20081385.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4905   | 2055-03-01      | 6.0000%  | 0.0000% | $171176.00         | $173834.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5359   | 2045-08-01      | 5.5000%  | 0.0000% | $511688.00         | $499877.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTRB5028   | 2040-01-01      | 3.5000%  | 0.0000% | $1185000.00        | $193688.52         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8728   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $778.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $775.73            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA9338   | 2053-05-01      | 2.5000%  | 0.0000% | $128078.00         | $82238.17          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8057   | 2050-04-01      | 3.5000%  | 0.0000% | $6000.00           | $1208.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $724.15            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8222   | 2052-06-01      | 4.0000%  | 0.0000% | $1231000.00        | $922069.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG6247   | 2053-06-01      | 5.0000%  | 0.0000% | $81560.00          | $65121.05          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5452   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $652.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3099   | 2053-02-01      | 3.5000%  | 0.0000% | $2500.00           | $1851.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1101   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $651.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6598   | 2054-10-01      | 5.5000%  | 0.0000% | $100491428.00      | $92984655.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6539   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $437.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0311   | 2052-09-01      | 5.0000%  | 0.0000% | $159879.00         | $118139.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8195   | 2053-02-01      | 6.0000%  | 0.0000% | $1004.00           | $617.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4334   | 2052-08-01      | 4.0000%  | 0.0000% | $1008.00           | $737.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7669   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $728.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTCB2136   | 2041-11-01      | 3.0000%  | 0.0000% | $99000.00          | $70077.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3308   | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $699.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4800   | 2052-10-01      | 4.5000%  | 0.0000% | $1716000.00        | $1320768.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0263   | 2036-04-01      | 2.0000%  | 0.0000% | $265844.00         | $150282.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6746   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $335.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6118   | 2053-09-01      | 5.5000%  | 0.0000% | $38702.00          | $38061.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4787   | 2053-05-01      | 6.5000%  | 0.0000% | $1001.00           | $773.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $99271337.00       | $77970409.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4956   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $734.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9762   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $759.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1374   | 2052-11-01      | 4.5000%  | 0.0000% | $22613364.00       | $18707070.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4322   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $560.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4511   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $732.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1598   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3918   | 2052-06-01      | 4.5000%  | 0.0000% | $33186624.00       | $24116594.95       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8272   | 2053-01-01      | 6.0000%  | 0.0000% | $1085.00           | $895.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8123   | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $86.32             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3155   | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $928.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618   | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $663.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3154   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $473.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161   | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2572.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4643   | 2049-11-01      | 3.0000%  | 0.0000% | $361591832.00      | $120102377.31      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5887   | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5065   | 2035-01-01      | 3.0000%  | 0.0000% | $1998.00           | $608.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1005   | 2048-01-01      | 4.0000%  | 0.0000% | $75091598.00       | $21586272.29       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7385   | 2046-06-01      | 3.5000%  | 0.0000% | $1029.00           | $287.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7307   | 2043-08-01      | 4.0000%  | 0.0000% | $4633.00           | $497.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5194   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3293   | 2044-09-01      | 4.0000%  | 0.0000% | $2140000.00        | $139285.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0076   | 2055-12-01      | 5.5000%  | 0.0000% | $6588582.00        | $6680165.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4616   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1026.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0004   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2982   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $54629055.00       | $5111666.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5110   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $958.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8607   | 2055-10-01      | 6.5000%  | 0.0000% | $1617.00           | $1351.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7287   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1777.91           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8113   | 2050-12-01      | 2.0000%  | 0.0000% | $2036344.00        | $1092166.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615   | 2052-10-01      | 5.5000%  | 0.0000% | $222849.00         | $176854.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA1210   | 2049-08-01      | 5.0000%  | 0.0000% | $1242966.00        | $131026.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5740   | 2055-07-01      | 6.5000%  | 0.0000% | $1081800.00        | $1137505.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7223   | 2055-08-01      | 5.5000%  | 0.0000% | $25560.00          | $26185.32          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7192   | 2055-08-01      | 6.0000%  | 0.0000% | $24066.00          | $25148.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613   | 2055-07-01      | 5.5000%  | 0.0000% | $16495.00          | $16085.45          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48657 G   | 2047-06-01      | 3.5000%  | 0.0000% | $11632.00          | $3413.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3973   | 2055-11-01      | 5.0000%  | 0.0000% | $1541525.00        | $1555752.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4818   | 2055-11-01      | 6.5000%  | 0.0000% | $1217119.00        | $1280822.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $10017.00          | $9208.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $724.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3RSF1004   | 2032-03-01      | 3.0000%  | 0.0000% | $507000.00         | $48012.41          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6358   | 2051-12-01      | 2.0000%  | 0.0000% | $136450.00         | $88289.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $851.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1248   | 2055-09-01      | 6.5000%  | 0.0000% | $1349222.00        | $1415047.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2231   | 2051-08-01      | 2.0000%  | 0.0000% | $1750000.00        | $1106982.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U3BF0198   | 2040-11-01      | 4.0000%  | 0.0000% | $2000.00           | $379.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2775   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $638.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2896   | 2052-02-01      | 3.0000%  | 0.0000% | $285966.00         | $210346.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0830   | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $581.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7706   | 2052-07-01      | 5.0000%  | 0.0000% | $241000.00         | $169906.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBD8428   | 2046-09-01      | 2.5000%  | 0.0000% | $2000.00           | $553.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0032   | 2051-04-01      | 2.5000%  | 0.0000% | $41984.00          | $25166.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7398   | 2047-08-01      | 3.5000%  | 0.0000% | $1040.00           | $151.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0983   | 2051-07-01      | 2.5000%  | 0.0000% | $1159000.00        | $670132.42         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $733.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8018   | 2046-09-01      | 3.0000%  | 0.0000% | $5161.00           | $1073.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4553   | 2052-09-01      | 4.5000%  | 0.0000% | $46129131.00       | $35643913.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6083   | 2053-04-01      | 5.5000%  | 0.0000% | $2079.00           | $1864.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5150   | 2052-10-01      | 6.0000%  | 0.0000% | $218086.00         | $120669.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3851   | 2052-06-01      | 4.0000%  | 0.0000% | $4863000.00        | $3478025.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $122919658.00      | $94458910.49       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB9065   | 2051-02-01      | 2.5000%  | 0.0000% | $1577866.00        | $720561.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $757.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK2590   | 2050-05-01      | 2.5000%  | 0.0000% | $11787200.00       | $4739588.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $104484480.00      | $88131056.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5536   | 2053-01-01      | 5.0000%  | 0.0000% | $4673752.00        | $3733671.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5472   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $762.43            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7256   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $227.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3253   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $673.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3911   | 2052-06-01      | 4.0000%  | 0.0000% | $1010.00           | $730.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5303   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $705.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBW0439   | 2037-05-01      | 2.0000%  | 0.0000% | $41431.00          | $29469.09          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9702   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $811.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3542   | 2055-11-01      | 5.0000%  | 0.0000% | $1264000.00        | $1269426.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8658   | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $656.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2775   | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1002.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0475   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $676.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5336   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $821.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7245   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $670.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA2356   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $982.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2315   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $977.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1667   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX5100   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $556.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2587   | 2052-08-01      | 4.5000%  | 0.0000% | $54810.00          | $41627.87          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1785   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4611   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $748.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9383   | 2051-03-01      | 2.0000%  | 0.0000% | $43008.00          | $25103.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2054   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7015   | 2050-09-01      | 2.0000%  | 0.0000% | $197680640.00      | $105927065.46      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8523   | 2051-01-01      | 2.0000%  | 0.0000% | $45824.00          | $25163.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $735.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6501   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $836.87            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7411   | 2054-02-01      | 7.0000%  | 0.0000% | $2048.00           | $1685.73           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC6994   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $658.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4393   | 2052-08-01      | 4.5000%  | 0.0000% | $1066.00           | $872.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3863   | 2052-06-01      | 4.5000%  | 0.0000% | $18750931.00       | $13712445.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8223   | 2054-06-01      | 6.0000%  | 0.0000% | $3107944.00        | $2727099.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8303   | 2054-06-01      | 6.0000%  | 0.0000% | $1003632.00        | $916732.36         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7446   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3623   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $725.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5316   | 2052-12-01      | 6.0000%  | 0.0000% | $99000.00          | $68920.14          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD4052   | 2052-01-01      | 2.5000%  | 0.0000% | $599000.00         | $406838.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1081   | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3482.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4573   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $793.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $9216.00           | $7805.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7273   | 2050-10-01      | 2.0000%  | 0.0000% | $1004.00           | $515.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5314   | 2052-12-01      | 6.0000%  | 0.0000% | $4358.00           | $3429.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3591   | 2048-06-01      | 4.5000%  | 0.0000% | $1010.00           | $398.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620   | 2047-08-01      | 3.5000%  | 0.0000% | $139360088.00      | $21183210.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4846   | 2052-09-01      | 5.5000%  | 0.0000% | $1002.00           | $860.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0292   | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $406.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4037   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $727.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $74109824.00       | $59014521.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331   | 2053-05-01      | 6.0000%  | 0.0000% | $4056.00           | $3407.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7107   | 2053-09-01      | 5.5000%  | 0.0000% | $350618.00         | $269588.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5992   | 2053-03-01      | 6.0000%  | 0.0000% | $3069.00           | $2275.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7129   | 2053-09-01      | 6.0000%  | 0.0000% | $8272.00           | $6378.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3484   | 2048-02-01      | 3.0000%  | 0.0000% | $845000.00         | $252832.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3596   | 2048-08-01      | 4.5000%  | 0.0000% | $4000.00           | $452.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913   | 2053-08-01      | 5.5000%  | 0.0000% | $1120.00           | $908.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6481   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $914.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6241   | 2053-05-01      | 4.5000%  | 0.0000% | $160566.00         | $131287.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4683   | 2052-09-01      | 5.0000%  | 0.0000% | $2008.00           | $1525.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4759   | 2037-09-01      | 5.0000%  | 0.0000% | $307000.00         | $160565.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7054   | 2053-09-01      | 6.0000%  | 0.0000% | $4072.00           | $3317.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3511   | 2052-05-01      | 4.0000%  | 0.0000% | $1225.00           | $890.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2959   | 2049-01-01      | 4.5000%  | 0.0000% | $243528192.00      | $18107420.85       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223   | 2042-01-01      | 3.5000%  | 0.0000% | $131719680.00      | $16526337.26       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5087   | 2055-04-01      | 6.0000%  | 0.0000% | $2442.00           | $2520.43           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0036   | 2051-04-01      | 2.5000%  | 0.0000% | $37376.00          | $25142.30          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7980   | 2050-12-01      | 2.0000%  | 0.0000% | $2037.00           | $1111.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7987   | 2050-12-01      | 2.0000%  | 0.0000% | $12587600.00       | $6357555.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1672   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1039.89           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2886   | 2055-03-01      | 7.0000%  | 0.0000% | $1091368.00        | $1154313.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7733   | 2051-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1438.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5387   | 2054-06-01      | 5.0000%  | 0.0000% | $7357872.00        | $6666751.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6639   | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $857.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6320   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $815.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4887   | 2049-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1657.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2985   | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $856.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7969   | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $901.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1293   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $447.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBO3219   | 2034-10-01      | 2.5000%  | 0.0000% | $990000.00         | $245624.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL255813   | 2035-08-01      | 5.0000%  | 0.0000% | $28581882.00       | $181016.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH3583   | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $40.77             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $602.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $1047.00           | $788.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0994   | 2054-08-01      | 6.0000%  | 0.0000% | $393358.00         | $337045.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM5679   | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $236.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4595   | 2050-09-01      | 3.0000%  | 0.0000% | $1034.00           | $407.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM6627   | 2049-09-01      | 4.5000%  | 0.0000% | $2000.00           | $716.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6957   | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $531.39            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2531   | 2053-02-01      | 4.5000%  | 0.0000% | $555713.00         | $460066.13         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8208   | 2053-01-01      | 5.0000%  | 0.0000% | $30000.00          | $25893.64          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831395   | 2036-04-01      | 6.0000%  | 0.0000% | $1040.00           | $13.80             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4530   | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $630.77            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN4824   | 2036-01-01      | 2.0000%  | 0.0000% | $816366.00         | $330893.92         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA8061   | 2054-01-01      | 7.5000%  | 0.0000% | $1213908.00        | $432045.58         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5711   | 2053-12-01      | 7.5000%  | 0.0000% | $410615.00         | $434023.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2948   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $846.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5139   | 2054-04-01      | 6.5000%  | 0.0000% | $724416.00         | $499846.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5818   | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $164.61            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7928   | 2052-09-01      | 4.5000%  | 0.0000% | $25643.00          | $20349.45          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4446   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5069   | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1908.63           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q34969 G   | 2045-07-01      | 4.5000%  | 0.0000% | $1008.00           | $192.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $4001.00           | $2928.24           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U49047 G   | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $74.41             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6768   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $633.05            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q54740 G   | 2048-03-01      | 3.5000%  | 0.0000% | $1013472.00        | $106079.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8234   | 2054-11-01      | 5.0000%  | 0.0000% | $387153.00         | $383689.27         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN4926   | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $504.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5193   | 2034-05-01      | 5.0000%  | 0.0000% | $563469.00         | $272109.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9208   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.23           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA6686   | 2052-01-01      | 4.0000%  | 0.0000% | $95000.00          | $49889.67          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3263   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.65           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7091   | 2052-03-01      | 2.5000%  | 0.0000% | $495019.00         | $338685.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA1488   | 2049-09-01      | 5.0000%  | 0.0000% | $1347490.00        | $140615.92         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53147 G   | 2047-12-01      | 4.0000%  | 0.0000% | $2000.00           | $646.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $191000.00         | $157703.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8600   | 2052-01-01      | 3.0000%  | 0.0000% | $1001.00           | $710.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV2683   | 2037-03-01      | 2.0000%  | 0.0000% | $371174.00         | $234659.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2583   | 2055-07-01      | 6.5000%  | 0.0000% | $1129500.00        | $1181269.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8050   | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2038.49           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5324   | 2044-12-01      | 5.0000%  | 0.0000% | $546427.00         | $478904.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5213   | 2034-10-01      | 5.0000%  | 0.0000% | $389771.00         | $270599.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8329   | 2052-12-01      | 5.5000%  | 0.0000% | $770610.00         | $619925.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9431   | 2053-07-01      | 5.5000%  | 0.0000% | $1474000.00        | $1236795.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1695   | 2037-06-01      | 2.0000%  | 0.0000% | $7849134.00        | $7135275.02        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08466 G   | 2041-11-01      | 3.5000%  | 0.0000% | $10770.00          | $659.06            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC O20139 G   | 2031-09-01      | 5.5000%  | 0.0000% | $15869.00          | $45.65             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2563   | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1555.45           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G07655 G   | 2035-12-01      | 5.5000%  | 0.0000% | $6404.00           | $486.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $729.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0729   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $674.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4327   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $585.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0519   | 2050-12-01      | 3.0000%  | 0.0000% | $114970.00         | $61366.13          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191   | 2052-01-01      | 3.5000%  | 0.0000% | $180447.00         | $106389.52         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G   | 2044-08-01      | 4.0000%  | 0.0000% | $3168.00           | $494.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8193   | 2052-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1956.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9090   | 2051-02-01      | 2.5000%  | 0.0000% | $1002.00           | $577.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6943   | 2050-09-01      | 2.0000%  | 0.0000% | $21000.00          | $10863.33          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1383   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $599.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7274   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $505.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8012   | 2050-12-01      | 2.0000%  | 0.0000% | $215827068.00      | $115988399.75      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3254   | 2048-02-01      | 4.0000%  | 0.0000% | $10885461.00       | $3211749.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5634   | 2035-04-01      | 3.0000%  | 0.0000% | $1024.00           | $285.90            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7344   | 2050-10-01      | 2.0000%  | 0.0000% | $227440131.00      | $122200880.45      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0223   | 2039-05-01      | 6.0000%  | 0.0000% | $1024.00           | $7.33              | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6583   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $378.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6738   | 2050-08-01      | 3.0000%  | 0.0000% | $658019.00         | $248414.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8482   | 2051-01-01      | 2.5000%  | 0.0000% | $44032.00          | $25133.68          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6992   | 2050-09-01      | 2.5000%  | 0.0000% | $5172.00           | $2595.09           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6397   | 2051-11-01      | 2.5000%  | 0.0000% | $721848.00         | $442735.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE0628   | 2040-11-01      | 4.0000%  | 0.0000% | $2324.00           | $231.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8716   | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $578.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2276   | 2051-11-01      | 2.5000%  | 0.0000% | $1796000.00        | $1141340.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3857   | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $623.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8867   | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $575.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7450   | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $550.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $1053.00           | $547.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4349   | 2049-10-01      | 3.5000%  | 0.0000% | $70005000.00       | $25845808.63       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4781   | 2055-09-01      | 6.0000%  | 0.0000% | $1120.00           | $1162.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4695   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1037.93           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4173   | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1053.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1846   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $679.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW9364   | 2052-09-01      | 4.0000%  | 0.0000% | $1001.00           | $692.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4381   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1040.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0984   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $665.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2254   | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $663.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7862   | 2053-03-01      | 6.0000%  | 0.0000% | $1009.00           | $737.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5143   | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $1007.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917   | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1437.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1346   | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $719.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1536   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $606.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9020   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $914.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3385   | 2052-12-01      | 5.5000%  | 0.0000% | $450950.00         | $338833.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7732   | 2050-11-01      | 2.5000%  | 0.0000% | $270613.00         | $140408.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTFS4616   | 2043-05-01      | 5.0000%  | 0.0000% | $1038.00           | $768.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5464   | 2035-03-01      | 3.0000%  | 0.0000% | $2000.00           | $612.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5510   | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $796.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4612   | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $789.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0247   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $668.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6910   | 2050-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1039.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7218   | 2050-10-01      | 2.0000%  | 0.0000% | $1086.00           | $548.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3315   | 2052-04-01      | 3.5000%  | 0.0000% | $41561206.00       | $31208697.93       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7739   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $516.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1674   | 2051-09-01      | 2.5000%  | 0.0000% | $44714431.00       | $26940087.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8516   | 2051-01-01      | 2.0000%  | 0.0000% | $46080.00          | $25204.95          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2608   | 2055-07-01      | 6.0000%  | 0.0000% | $94459.00          | $98418.71          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0835   | 2051-06-01      | 2.5000%  | 0.0000% | $43264.00          | $25127.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7359   | 2050-10-01      | 2.5000%  | 0.0000% | $116712962.00      | $61079440.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8017   | 2050-12-01      | 2.0000%  | 0.0000% | $3072.00           | $1742.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $110999.00         | $45120.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8579   | 2051-01-01      | 2.0000%  | 0.0000% | $48128.00          | $25150.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6976   | 2050-09-01      | 2.0000%  | 0.0000% | $298940075.00      | $147490281.59      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8807   | 2051-01-01      | 2.0000%  | 0.0000% | $48640.00          | $25079.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0856   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $524.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6810   | 2050-08-01      | 2.0000%  | 0.0000% | $4393197.00        | $2123995.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $9121.00           | $7003.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8459   | 2051-01-01      | 2.0000%  | 0.0000% | $41216.00          | $25124.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7864   | 2050-11-01      | 2.0000%  | 0.0000% | $46080.00          | $25086.82          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8848   | 2051-02-01      | 2.0000%  | 0.0000% | $44544.00          | $25184.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3500   | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2037.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $524.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7833   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804   | 2051-02-01      | 2.0000%  | 0.0000% | $45824.00          | $25090.18          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0502   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $593.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7713   | 2050-11-01      | 2.0000%  | 0.0000% | $48640.00          | $25172.82          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0791   | 2051-06-01      | 2.0000%  | 0.0000% | $1120.00           | $639.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8715   | 2051-01-01      | 2.0000%  | 0.0000% | $1395.00           | $769.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB2448   | 2051-12-01      | 3.5000%  | 0.0000% | $1024.00           | $631.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4136   | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1622.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7612   | 2050-11-01      | 2.0000%  | 0.0000% | $48128.00          | $25175.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6916   | 2055-12-01      | 5.5000%  | 0.0000% | $1018.00           | $1043.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8925   | 2051-02-01      | 2.0000%  | 0.0000% | $45824.00          | $25152.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8855   | 2051-02-01      | 2.0000%  | 0.0000% | $45056.00          | $25150.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $71301656.00       | $35336049.40       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9220   | 2051-02-01      | 2.0000%  | 0.0000% | $1030.00           | $593.58            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6044   | 2050-03-01      | 4.5000%  | 0.0000% | $841572.00         | $111137.63         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8032   | 2050-12-01      | 2.0000%  | 0.0000% | $142000342.00      | $76531544.61       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7349   | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1038.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8868   | 2051-02-01      | 3.0000%  | 0.0000% | $6598000.00        | $3747462.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2948   | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $536.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ7541   | 2048-12-01      | 5.0000%  | 0.0000% | $1503520.00        | $711564.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0058   | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1023.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2439   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5140   | 2055-11-01      | 5.0000%  | 0.0000% | $1040.00           | $1032.52           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4252   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $475.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAU4738   | 2043-09-01      | 3.5000%  | 0.0000% | $1008.00           | $178.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6780   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $496.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0362   | 2055-01-01      | 6.0000%  | 0.0000% | $2027.00           | $1796.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1408   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1912.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8805   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM1007   | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $159.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2068   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $989.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $879.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6572   | 2050-08-01      | 2.5000%  | 0.0000% | $1025.00           | $415.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6497   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $713.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5110   | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1044.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4684   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3014   | 2054-12-01      | 5.0000%  | 0.0000% | $1040.00           | $978.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3890   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $959.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4088   | 2047-10-01      | 4.5000%  | 0.0000% | $1034.00           | $317.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383   | 2047-11-01      | 3.5000%  | 0.0000% | $5000.00           | $2111.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM1920   | 2046-07-01      | 4.5000%  | 0.0000% | $375000.00         | $85846.12          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1045   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $988.48            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C91440 G   | 2032-03-01      | 3.5000%  | 0.0000% | $14221.00          | $690.97            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $9154100.00        | $9310000.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $37485400.00       | $24336119.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $275500.00         | $261445.31         | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQY2554   | 2055-05-01      | 6.0000%  | 0.0000% | $17695558.00       | $17632006.07       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY2689   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3424   | 2055-11-01      | 5.0000%  | 0.0000% | $1055.00           | $1060.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3080   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $910.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1834   | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $977.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3282   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $802.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8706   | 2054-06-01      | 6.0000%  | 0.0000% | $9024.00           | $7323.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9792   | 2055-01-01      | 5.5000%  | 0.0000% | $2395354.00        | $2280758.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $34708208.00       | $30857693.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $51695656.00       | $35876878.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $990.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9299   | 2053-06-01      | 6.0000%  | 0.0000% | $1650000.00        | $1398231.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714   | 2054-06-01      | 6.0000%  | 0.0000% | $98426380.00       | $94303018.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344   | 2054-04-01      | 6.0000%  | 0.0000% | $31527165.00       | $26411188.79       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8374   | 2054-04-01      | 7.0000%  | 0.0000% | $2000.00           | $1258.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5209   | 2034-09-01      | 5.0000%  | 0.0000% | $1000.00           | $591.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PSE9116   | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $889.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1632.68           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8890   | 2054-07-01      | 7.0000%  | 0.0000% | $4296.00           | $2861.68           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2045   | 2036-06-01      | 2.0000%  | 0.0000% | $178751.00         | $88439.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1008   | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0434   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1550.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195   | 2051-05-01      | 4.0000%  | 0.0000% | $59176.00          | $17672.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5181   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.65           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3619   | 2047-05-01      | 4.0000%  | 0.0000% | $846000.00         | $84673.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8807   | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5514   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7120   | 2053-09-01      | 6.0000%  | 0.0000% | $1001.00           | $789.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8542   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $873.11            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $738.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810   | 2054-01-01      | 6.5000%  | 0.0000% | $96464466.00       | $54211547.16       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3605   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $806.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9461   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1846.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $4096.00           | $3366.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0226   | 2051-09-01      | 2.5000%  | 0.0000% | $167512832.00      | $104294481.94      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8852   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $920.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835   | 2054-07-01      | 5.5000%  | 0.0000% | $2080.00           | $1876.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBU5195   | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $941.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4651   | 2045-03-01      | 3.5000%  | 0.0000% | $1795.00           | $169.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9268   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $239.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2131   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7925   | 2054-01-01      | 5.0000%  | 0.0000% | $5122768.00        | $4456645.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA4139   | 2052-04-01      | 2.0000%  | 0.0000% | $1024.00           | $840.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1416   | 2052-01-01      | 3.0000%  | 0.0000% | $40000.00          | $25802.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7516   | 2053-11-01      | 6.5000%  | 0.0000% | $7026508.00        | $5573365.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT7406   | 2036-08-01      | 2.0000%  | 0.0000% | $393673.00         | $249282.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8168   | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3039.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4122   | 2052-03-01      | 2.0000%  | 0.0000% | $150000.00         | $95882.66          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9074   | 2054-08-01      | 4.5000%  | 0.0000% | $26314337.00       | $24406688.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $921.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1423   | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $927.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP4450   | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $102.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2714   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $300.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $940.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9663   | 2054-12-01      | 5.5000%  | 0.0000% | $129964.00         | $122168.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9961   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2178.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5282   | 2053-05-01      | 5.0000%  | 0.0000% | $200858.00         | $173973.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2581   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $950.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4616   | 2042-11-01      | 3.0000%  | 0.0000% | $1001.00           | $65.17             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $378.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX6481   | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1177173.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV0953   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $954.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8840   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.56             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030   | 2054-02-01      | 7.0000%  | 0.0000% | $6138.00           | $4740.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6628   | 2053-06-01      | 5.0000%  | 0.0000% | $22141068.00       | $18783370.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8700   | 2054-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $870298.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM3485   | 2050-06-01      | 2.0000%  | 0.0000% | $1008.00           | $490.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4009   | 2039-12-01      | 3.5000%  | 0.0000% | $9524552.00        | $652362.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8946   | 2052-09-01      | 5.0000%  | 0.0000% | $346612.00         | $251571.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBT6626   | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $571.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4051   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $917.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9891   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $708.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU5836   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $610.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8001   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2202.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6431   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $525.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8189   | 2046-10-01      | 3.0000%  | 0.0000% | $38855.00          | $10193.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2296   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $634.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3911   | 2052-11-01      | 5.5000%  | 0.0000% | $1060.00           | $685.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4634   | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2969.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1439.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $533888.00         | $388664.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4834   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $789.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8795   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $968.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV7773   | 2052-04-01      | 2.5000%  | 0.0000% | $125000.00         | $86589.14          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8941   | 2051-02-01      | 2.0000%  | 0.0000% | $45824.00          | $25120.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4423   | 2052-08-01      | 5.5000%  | 0.0000% | $3072.00           | $2152.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5382   | 2052-04-01      | 3.0000%  | 0.0000% | $3051.00           | $2052.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6140   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $534.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4364   | 2054-02-01      | 6.0000%  | 0.0000% | $2003.00           | $2045.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV2467   | 2037-06-01      | 2.0000%  | 0.0000% | $102468.00         | $59607.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1479   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $737.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7909   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $968.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8588   | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $962.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3155   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $657.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7268   | 2055-09-01      | 5.5000%  | 0.0000% | $3983128.00        | $4088098.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0883   | 2055-10-01      | 6.0000%  | 0.0000% | $1357694.00        | $1402402.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2002   | 2055-06-01      | 6.5000%  | 0.0000% | $1230556.00        | $878947.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8300   | 2054-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3238.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0550   | 2054-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1828.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3396   | 2055-03-01      | 5.5000%  | 0.0000% | $2001.00           | $2042.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4925   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $732.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6366   | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $780.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6676   | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3014.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6355   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $875.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349   | 2055-06-01      | 5.5000%  | 0.0000% | $24598.00          | $25137.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8066   | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1671.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7278   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $890.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB1486   | 2036-06-01      | 3.0000%  | 0.0000% | $1000.00           | $361.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2145   | 2051-11-01      | 2.0000%  | 0.0000% | $554218.00         | $303836.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9437   | 2053-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $779957.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4845   | 2052-10-01      | 5.5000%  | 0.0000% | $12300.00          | $10693.08          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5049   | 2052-11-01      | 6.0000%  | 0.0000% | $1131.00           | $912.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5104   | 2052-11-01      | 4.5000%  | 0.0000% | $498000.00         | $401442.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $673.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5086   | 2052-11-01      | 5.0000%  | 0.0000% | $5056.00           | $3646.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4053   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $817.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627   | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $690.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $38000.00          | $27758.01          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9992   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $821.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5133   | 2052-11-01      | 5.5000%  | 0.0000% | $6253383.00        | $5091774.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5592   | 2053-02-01      | 5.5000%  | 0.0000% | $996000.00         | $761920.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6246   | 2053-05-01      | 5.0000%  | 0.0000% | $2134.00           | $1647.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5135   | 2052-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1582.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5476   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $745.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618   | 2053-06-01      | 5.5000%  | 0.0000% | $77679360.00       | $68989049.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5658   | 2053-02-01      | 6.5000%  | 0.0000% | $2024.00           | $1621.88           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB0454   | 2054-04-01      | 7.0000%  | 0.0000% | $472192.00         | $490009.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1434   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $704.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6318   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1744.80           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2887   | 2052-09-01      | 4.0000%  | 0.0000% | $1024.00           | $753.92            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA0309   | 2054-01-01      | 7.0000%  | 0.0000% | $1372881.00        | $806228.85         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7715   | 2054-01-01      | 7.5000%  | 0.0000% | $1062410.00        | $805642.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $821025.00         | $467710.35         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB5424   | 2054-06-01      | 7.5000%  | 0.0000% | $1369068.00        | $735700.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7236   | 2053-10-01      | 5.5000%  | 0.0000% | $10000.00          | $8861.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8209   | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $870.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6310   | 2053-05-01      | 5.0000%  | 0.0000% | $510997.00         | $421573.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304   | 2053-10-01      | 6.0000%  | 0.0000% | $32001885.00       | $24592259.05       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856   | 2053-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1487.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4454   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $766.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031   | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1812.96           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4602   | 2053-11-01      | 7.0000%  | 0.0000% | $1814520.00        | $1007052.90        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0975   | 2049-01-01      | 4.5000%  | 0.0000% | $4000.00           | $545.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0026   | 2051-04-01      | 2.5000%  | 0.0000% | $10601490.00       | $6139142.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7350   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $535.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8570   | 2051-01-01      | 2.0000%  | 0.0000% | $45056.00          | $25141.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7706   | 2050-11-01      | 2.0000%  | 0.0000% | $31454080.00       | $17161961.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8927   | 2051-02-01      | 2.0000%  | 0.0000% | $45056.00          | $25133.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8059   | 2050-12-01      | 2.0000%  | 0.0000% | $168955918.00      | $105022643.11      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1698   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9375   | 2051-03-01      | 2.0000%  | 0.0000% | $105240.00         | $59664.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2212   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1783   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $623.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1051   | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $528.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8728   | 2051-01-01      | 2.0000%  | 0.0000% | $44800.00          | $25109.07          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290   | 2050-10-01      | 2.0000%  | 0.0000% | $1934858.00        | $978279.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200   | 2050-10-01      | 2.0000%  | 0.0000% | $13402442.00       | $6732445.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7111   | 2050-09-01      | 2.0000%  | 0.0000% | $235823333.00      | $122944792.39      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6577   | 2050-08-01      | 2.5000%  | 0.0000% | $64000.00          | $31103.38          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7346   | 2050-10-01      | 2.0000%  | 0.0000% | $37006144.00       | $20877646.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343   | 2050-10-01      | 2.0000%  | 0.0000% | $221214730.00      | $113331363.14      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN7868   | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $123.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7726   | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1098.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7231   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9736   | 2049-04-01      | 4.5000%  | 0.0000% | $6001.00           | $2913.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0208   | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $483.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9654   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $605.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6341   | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $106.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4624   | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $199.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3421   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1552.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7668   | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $294.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0618   | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1720.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE4774   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $236.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD9463   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $682.01            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQF0925   | 2052-09-01      | 3.0000%  | 0.0000% | $448719.00         | $339159.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9646   | 2052-09-01      | 5.0000%  | 0.0000% | $1109.00           | $968.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3697   | 2047-06-01      | 4.0000%  | 0.0000% | $1049.00           | $252.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1683.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2333   | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $258.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9215   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $733.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5818   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3187.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5573   | 2055-12-01      | 5.5000%  | 0.0000% | $1156328.00        | $1185663.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3600   | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4503.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $121.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8645   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $696.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1753   | 2052-10-01      | 5.0000%  | 0.0000% | $279967.00         | $241563.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $2058.00           | $606.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTBM1257   | 2037-04-01      | 2.5000%  | 0.0000% | $384071.00         | $72147.78          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO1749   | 2038-11-01      | 6.0000%  | 0.0000% | $1431702.00        | $806899.00         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8965   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1667.67           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9161   | 2052-09-01      | 4.5000%  | 0.0000% | $125000.00         | $98485.79          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5091   | 2055-11-01      | 6.0000%  | 0.0000% | $2109099.00        | $2194199.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9263   | 2054-07-01      | 5.5000%  | 0.0000% | $5565288.00        | $4979494.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9275   | 2053-06-01      | 5.5000%  | 0.0000% | $7970965.00        | $6433245.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8110   | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $457.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5233   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1346.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9987   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $384.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2977   | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $355.62            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535533   | 2030-10-01      | 8.0000%  | 0.0000% | $4075.00           | $1.71              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7498   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $845.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8756   | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2782.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6255   | 2053-05-01      | 5.5000%  | 0.0000% | $6186.00           | $4947.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0738   | 2063-06-01      | 4.5000%  | 0.0000% | $766317.00         | $599149.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4913   | 2052-10-01      | 5.5000%  | 0.0000% | $6764197.00        | $5321456.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6732   | 2042-03-01      | 3.5000%  | 0.0000% | $15506591.00       | $1198724.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7051   | 2053-09-01      | 6.0000%  | 0.0000% | $2067.00           | $1676.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821   | 2053-08-01      | 5.5000%  | 0.0000% | $1243.00           | $1008.33           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3065   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $233.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7218   | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1740.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6244   | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $797.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4912   | 2052-10-01      | 5.5000%  | 0.0000% | $5136.00           | $4054.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4459   | 2049-01-01      | 5.0000%  | 0.0000% | $2000.00           | $95.40             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5766   | 2053-02-01      | 5.5000%  | 0.0000% | $2176.00           | $1876.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2227   | 2051-08-01      | 2.5000%  | 0.0000% | $1135.00           | $703.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4917   | 2052-10-01      | 5.5000%  | 0.0000% | $839000.00         | $587885.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5762   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $758.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4840   | 2052-10-01      | 5.5000%  | 0.0000% | $6000.00           | $4532.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $3048.00           | $2622.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6311   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7601   | 2053-12-01      | 6.0000%  | 0.0000% | $149765777.00      | $120730643.64      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9453   | 2054-11-01      | 4.5000%  | 0.0000% | $2311.00           | $2171.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8552   | 2054-05-01      | 6.5000%  | 0.0000% | $8192.00           | $6658.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6098   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $519.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5647   | 2053-02-01      | 5.5000%  | 0.0000% | $106616460.00      | $89580178.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $4023.00           | $2923.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6682   | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1137.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8535   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $929.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $4096.00           | $3791.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP1033   | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $531.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0325   | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $407.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1254   | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $573.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9838   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $760.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8977   | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $948.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8356   | 2054-04-01      | 6.5000%  | 0.0000% | $70543995.00       | $55095499.37       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $8074017.00        | $4463534.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $17999.00          | $15596.08          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7785   | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $868.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6745   | 2053-07-01      | 5.5000%  | 0.0000% | $64053.00          | $52629.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8268   | 2049-11-01      | 3.5000%  | 0.0000% | $6001.00           | $2243.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $362.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6561   | 2053-06-01      | 5.0000%  | 0.0000% | $43661.00          | $34632.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8065   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $853.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $31805289.00       | $23621954.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3816   | 2055-09-01      | 6.0000%  | 0.0000% | $1571139.00        | $1623618.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2228   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $777.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6468   | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $724.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4782   | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1758.77           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5704   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $688.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8833   | 2052-09-01      | 4.5000%  | 0.0000% | $264944.00         | $166441.88         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8252   | 2052-08-01      | 4.5000%  | 0.0000% | $1132124.00        | $857025.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7696   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS6135   | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $706.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298   | 2053-11-01      | 5.5000%  | 0.0000% | $800384.00         | $676487.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8394   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $879.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0233   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1535.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9255   | 2052-09-01      | 5.0000%  | 0.0000% | $20486.00          | $14593.42          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5074   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $985.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0150   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5477   | 2053-01-01      | 6.0000%  | 0.0000% | $32634270.00       | $24291898.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $1011.00           | $810.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6850   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6055   | 2053-04-01      | 5.0000%  | 0.0000% | $74826240.00       | $56413655.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $29790.00          | $24444.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462   | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1376.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7141   | 2053-09-01      | 6.5000%  | 0.0000% | $3079.00           | $2097.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8870   | 2049-05-01      | 3.5000%  | 0.0000% | $4357200.00        | $1088195.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8713   | 2054-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1875.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5289   | 2052-12-01      | 5.5000%  | 0.0000% | $2045.00           | $1564.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4354   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4808   | 2052-10-01      | 4.0000%  | 0.0000% | $200000.00         | $158197.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $794.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286   | 2052-12-01      | 5.5000%  | 0.0000% | $13297.00          | $9575.17           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD9576   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $692.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6416   | 2055-07-01      | 6.0000%  | 0.0000% | $24122.00          | $25148.31          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363   | 2052-05-01      | 3.5000%  | 0.0000% | $114000.00         | $83832.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6192   | 2053-05-01      | 6.0000%  | 0.0000% | $392050.00         | $321827.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450   | 2053-01-01      | 5.0000%  | 0.0000% | $275078.00         | $228342.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $2369359.00        | $1818982.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $3020.00           | $2172.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2205.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4538   | 2052-08-01      | 5.0000%  | 0.0000% | $544786.00         | $382085.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653   | 2053-02-01      | 6.0000%  | 0.0000% | $6120.00           | $5043.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5087   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $794.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5287   | 2052-12-01      | 5.5000%  | 0.0000% | $76158432.00       | $57757159.48       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5624   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $858.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5602   | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $760.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $633.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828   | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $351.38            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4183   | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $195.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3542   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $276.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9672   | 2053-08-01      | 6.5000%  | 0.0000% | $743499.00         | $597724.87         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC V80167 G   | 2043-07-01      | 3.0000%  | 0.0000% | $6003.00           | $1153.10           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3180   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $216.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZM8819   | 2048-09-01      | 6.0000%  | 0.0000% | $315299.00         | $122366.59         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8529   | 2055-03-01      | 3.5000%  | 0.0000% | $23246336.00       | $20183534.20       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4287   | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VSF5016   | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $700.13            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2071   | 2036-06-01      | 2.0000%  | 0.0000% | $11000.00          | $5431.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5147   | 2033-04-01      | 5.0000%  | 0.0000% | $317669.00         | $153190.52         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA7748   | 2052-08-01      | 3.0000%  | 0.0000% | $406471.00         | $304876.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5358   | 2045-08-01      | 5.0000%  | 0.0000% | $500346.00         | $486657.06         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7784   | 2052-08-01      | 4.5000%  | 0.0000% | $209454.00         | $158742.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB5279   | 2044-02-01      | 6.0000%  | 0.0000% | $12000.00          | $7528.39           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083   | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $459.29            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8614   | 2031-06-01      | 2.5000%  | 0.0000% | $2000.00           | $225.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2208   | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7308   | 2053-06-01      | 6.0000%  | 0.0000% | $827246.00         | $566769.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2188   | 2052-11-01      | 5.5000%  | 0.0000% | $20000.00          | $12440.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6181   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $488.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349   | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $500.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2175   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $871.25            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17953 G   | 2043-05-01      | 4.0000%  | 0.0000% | $1000.00           | $209.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8098   | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $229.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $846.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3719   | 2053-09-01      | 5.5000%  | 0.0000% | $875000.00         | $798149.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5959   | 2054-01-01      | 6.5000%  | 0.0000% | $388779.00         | $263220.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $886.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1141   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $751.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $922.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH4289   | 2053-11-01      | 5.5000%  | 0.0000% | $99988.00          | $78177.80          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4311   | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1332.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY1604   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $958.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7385   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $735.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7661   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $783.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $879.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5463   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $901.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5056   | 2053-11-01      | 6.5000%  | 0.0000% | $99044.00          | $100947.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2728   | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $187.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3539   | 2054-09-01      | 5.5000%  | 0.0000% | $1030729.00        | $763925.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG4575   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $766.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5819   | 2045-09-01      | 3.5000%  | 0.0000% | $238599168.00      | $26610911.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH1855   | 2053-08-01      | 5.5000%  | 0.0000% | $124231.00         | $104055.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599   | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $156.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0913   | 2053-03-01      | 6.5000%  | 0.0000% | $1733499.00        | $1226730.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV8166   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $656.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2840   | 2053-06-01      | 5.5000%  | 0.0000% | $1230620.00        | $934774.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3940   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $763.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBN7756   | 2049-09-01      | 3.0000%  | 0.0000% | $1001.00           | $326.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7560   | 2045-01-01      | 3.5000%  | 0.0000% | $1152.00           | $114.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6726   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $779.80            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG0506   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1721   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $657.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8662   | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4762.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU9237   | 2038-10-01      | 4.0000%  | 0.0000% | $1000.00           | $130.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8516   | 2055-03-01      | 6.0000%  | 0.0000% | $3072.00           | $2561.54           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0566   | 2054-08-01      | 6.0000%  | 0.0000% | $1006.00           | $854.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8586   | 2052-10-01      | 4.5000%  | 0.0000% | $1039994.00        | $591705.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 R3BF0554   | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $858.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4448   | 2049-01-01      | 5.0000%  | 0.0000% | $2016.00           | $42.33             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59601 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $172.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5945   | 2049-06-01      | 3.5000%  | 0.0000% | $10002.00          | $2616.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $23014.00          | $4419.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6064   | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $101.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN5069   | 2049-02-01      | 5.5000%  | 0.0000% | $2032.00           | $34.44             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $618472.00         | $514072.76         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8262   | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1441.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0393   | 2041-06-01      | 4.5000%  | 0.0000% | $2627930.00        | $148716.04         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255   | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $771.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2431   | 2049-07-01      | 3.5000%  | 0.0000% | $1002.00           | $209.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7822   | 2049-03-01      | 4.5000%  | 0.0000% | $2002.00           | $398.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO7141   | 2042-07-01      | 3.5000%  | 0.0000% | $259070406.00      | $24277601.03       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q24102 G   | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $136.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7786   | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $2068.04           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81756 G   | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $363.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8879   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $45.30             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872   | 2049-04-01      | 4.0000%  | 0.0000% | $8999.00           | $478.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569   | 2049-06-01      | 3.5000%  | 0.0000% | $18487.00          | $4442.25           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287   | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1676.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI3685   | 2041-04-01      | 4.5000%  | 0.0000% | $1795000.00        | $59203.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1864   | 2048-09-01      | 4.5000%  | 0.0000% | $2997.00           | $1246.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBO9325   | 2050-03-01      | 5.0000%  | 0.0000% | $1003.00           | $121.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0306   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $323.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2370   | 2049-11-01      | 3.5000%  | 0.0000% | $5002.00           | $931.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $601.02            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $2907.00           | $621.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBN5968   | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $304.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6911   | 2050-09-01      | 2.5000%  | 0.0000% | $1008.00           | $490.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7559   | 2050-11-01      | 2.0000%  | 0.0000% | $2136.00           | $1132.12           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P50483 G   | 2035-05-01      | 5.0000%  | 0.0000% | $18487.00          | $209.14            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10154 G   | 2034-01-01      | 5.5000%  | 0.0000% | $1704.00           | $5.81              | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $3187100.00        | $3190660.27        | U.S. Treasuries (including strips) |
| FEPC 05.000 CLQE9582   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $812.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0225   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $747.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0818   | 2042-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1756.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6778   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $796.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9092   | 2052-08-01      | 5.0000%  | 0.0000% | $1005.00           | $619.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2770   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $697.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1829   | 2053-04-01      | 5.0000%  | 0.0000% | $794515.00         | $675185.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG9407   | 2053-08-01      | 5.0000%  | 0.0000% | $2192.00           | $1409.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7728   | 2046-08-01      | 3.0000%  | 0.0000% | $2750000.00        | $589755.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG4666   | 2053-06-01      | 5.5000%  | 0.0000% | $473850.00         | $353082.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH9078   | 2054-01-01      | 5.5000%  | 0.0000% | $162773.00         | $145573.70         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5793   | 2051-08-01      | 3.0000%  | 0.0000% | $1145000.00        | $609988.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBP6566   | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $466.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP881738   | 2036-03-01      | 6.5000%  | 0.0000% | $1128.00           | $6.01              | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0862   | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $588.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8385   | 2053-12-01      | 6.5000%  | 0.0000% | $1048963.00        | $552782.79         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF3213   | 2052-11-01      | 4.5000%  | 0.0000% | $244630.00         | $191629.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8748   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $784.16            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8160   | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1229.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9358   | 2052-09-01      | 5.0000%  | 0.0000% | $11539424.00       | $8166601.86        | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLDB0628   | 2054-01-01      | 8.0000%  | 0.0000% | $379062.00         | $406365.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0921   | 2052-09-01      | 5.0000%  | 0.0000% | $600000.00         | $422115.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK1516   | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $114.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7190   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $750.95            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6139   | 2050-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1831.91           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE0367   | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $12786.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7093   | 2045-05-01      | 4.0000%  | 0.0000% | $3300000.00        | $561557.83         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8329   | 2039-09-01      | 6.0000%  | 0.0000% | $5000.00           | $3349.98           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2792   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $703.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF6790   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $728.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8533   | 2052-07-01      | 4.0000%  | 0.0000% | $90000.00          | $58002.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR5877   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $228.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2785   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $690.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $510956.00         | $370699.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF5465   | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $148530.39         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9651   | 2052-09-01      | 4.5000%  | 0.0000% | $1639646.00        | $877193.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0021   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $961.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1615.95           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6274   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $724.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8711   | 2053-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2812.87           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4926   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $528.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH0312   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $843.35            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQF6211   | 2052-12-01      | 7.0000%  | 0.0000% | $518570.00         | $540862.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8537   | 2055-05-01      | 3.5000%  | 0.0000% | $32731518.00       | $29768989.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0492   | 2052-09-01      | 5.5000%  | 0.0000% | $66479.00          | $41609.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD6942   | 2052-02-01      | 3.0000%  | 0.0000% | $132460.00         | $92715.58          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1895   | 2054-03-01      | 7.0000%  | 0.0000% | $811844.00         | $631430.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5275   | 2054-06-01      | 5.5000%  | 0.0000% | $240069.00         | $229320.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3713   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2002.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3039   | 2053-05-01      | 6.0000%  | 0.0000% | $6338456.00        | $5532311.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7997   | 2053-07-01      | 6.5000%  | 0.0000% | $1867949.00        | $1192130.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9670   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $991.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO9365   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $259.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4756   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $508.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9989   | 2054-07-01      | 6.5000%  | 0.0000% | $1027689.00        | $802889.37         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18298 G   | 2043-05-01      | 3.5000%  | 0.0000% | $2000.00           | $262.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8813   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9800   | 2054-06-01      | 5.5000%  | 0.0000% | $604084.00         | $603315.59         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQB1355   | 2050-07-01      | 3.5000%  | 0.0000% | $2497900.00        | $954821.17         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC6635   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $654.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0338   | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $385698.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZL310167   | 2044-02-01      | 4.5000%  | 0.0000% | $1825350.00        | $200798.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4064   | 2040-08-01      | 5.0000%  | 0.0000% | $600000.00         | $600959.21         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61698 G   | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $702.97            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81946 G   | 2045-09-01      | 4.0000%  | 0.0000% | $14183164.00       | $3866688.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $800.57            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81946 G   | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $545.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 ZLZT2387   | 2046-06-01      | 3.5000%  | 0.0000% | $4176816.00        | $3061440.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8238   | 2052-08-01      | 4.5000%  | 0.0000% | $558772.00         | $427122.63         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0325   | 2035-04-01      | 2.5000%  | 0.0000% | $34768446.00       | $10624908.59       | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A61517 G   | 2036-10-01      | 6.0000%  | 0.0000% | $89961.00          | $733.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8689   | 2033-03-01      | 2.5000%  | 0.0000% | $3020.00           | $412.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2723   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $861.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1686   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $787.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144   | 2053-09-01      | 6.5000%  | 0.0000% | $5003.00           | $3950.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5859   | 2053-03-01      | 6.0000%  | 0.0000% | $6188365.00        | $4587558.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5121   | 2052-11-01      | 4.5000%  | 0.0000% | $145000.00         | $109654.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5138   | 2052-11-01      | 5.5000%  | 0.0000% | $2171.00           | $1696.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $4000.00           | $3266.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $846.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2639   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $693.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6700   | 2053-07-01      | 6.0000%  | 0.0000% | $29521728.00       | $23227552.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5541   | 2053-01-01      | 5.5000%  | 0.0000% | $424000.00         | $318853.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $743.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6257   | 2053-05-01      | 5.5000%  | 0.0000% | $95623328.00       | $78681831.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6905   | 2053-08-01      | 5.0000%  | 0.0000% | $39638170.00       | $33515277.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $3200.00           | $2553.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4812   | 2052-10-01      | 5.0000%  | 0.0000% | $4096.00           | $3044.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7279   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $748.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288   | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $827.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5231   | 2052-12-01      | 5.5000%  | 0.0000% | $5040.00           | $4038.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1495.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7053   | 2053-09-01      | 6.0000%  | 0.0000% | $1056.00           | $842.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5165   | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $626.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6696   | 2053-07-01      | 5.5000%  | 0.0000% | $2040.00           | $1613.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7241   | 2053-10-01      | 6.5000%  | 0.0000% | $5624.00           | $3989.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $787.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7930   | 2054-01-01      | 6.5000%  | 0.0000% | $1029.00           | $508.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6547   | 2053-06-01      | 6.5000%  | 0.0000% | $267868.00         | $190627.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5009   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $745.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8362   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $907.89            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL3692   | 2048-07-01      | 3.5000%  | 0.0000% | $1024.00           | $982.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1530   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $816.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2469   | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $855.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5303   | 2055-11-01      | 5.0000%  | 0.0000% | $1040.00           | $1044.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0033   | 2040-10-01      | 5.5000%  | 0.0000% | $1019.00           | $979.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5608   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1040.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3058   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $871.45            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151   | 2051-06-01      | 2.5000%  | 0.0000% | $5000.00           | $2879.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5308   | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $233.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $1040.00           | $679.78            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8166   | 2051-09-01      | 2.0000%  | 0.0000% | $1189094.00        | $736286.13         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7549   | 2052-01-01      | 2.0000%  | 0.0000% | $24994000.00       | $15403350.16       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $37003820.00       | $25793288.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $111120703.00      | $90896449.40       | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $8453.00           | $110.28            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC T30440 G   | 2038-02-01      | 6.0000%  | 0.0000% | $1567.00           | $98.64             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5457   | 2050-05-01      | 4.0000%  | 0.0000% | $1024.00           | $288.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $5909016.00        | $4817756.60        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1893   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5298   | 2050-10-01      | 3.5000%  | 0.0000% | $2000.00           | $571.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0479   | 2054-05-01      | 6.5000%  | 0.0000% | $1170412.00        | $822759.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4566   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $686.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7756   | 2036-06-01      | 2.0000%  | 0.0000% | $786000.00         | $403168.18         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA4661   | 2053-12-01      | 7.5000%  | 0.0000% | $2325920.00        | $376703.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5684   | 2049-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $438497.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9026   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $707.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4106   | 2053-02-01      | 5.0000%  | 0.0000% | $1526524.00        | $1252396.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2251   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $770.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2799   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $959.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV8545   | 2052-05-01      | 3.5000%  | 0.0000% | $131000.00         | $79031.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $754958.00         | $748322.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8521   | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1370.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9042   | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $481.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3122   | 2051-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2872.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5721   | 2040-12-01      | 3.0000%  | 0.0000% | $3000.00           | $1554.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4135   | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $944.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2451   | 2052-06-01      | 3.0000%  | 0.0000% | $4016.00           | $3036.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4208   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $307.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1224   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $907.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8940   | 2052-09-01      | 5.0000%  | 0.0000% | $7006.00           | $5925.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0716   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $657.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5134   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $460.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3184   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $491.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6302   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $809.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH5370   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $203.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1330   | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $810.93            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE4038   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $723.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2148   | 2048-11-01      | 4.5000%  | 0.0000% | $4001.00           | $792.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5947   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $239.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0507   | 2048-09-01      | 5.0000%  | 0.0000% | $8000.00           | $767.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1953   | 2053-11-01      | 5.0000%  | 0.0000% | $1020.00           | $945.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH9292   | 2033-02-01      | 3.0000%  | 0.0000% | $1998.00           | $438.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWBM6665   | 2032-12-01      | 2.5000%  | 0.0000% | $1000.00           | $235.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0388   | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $934.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9207   | 2054-09-01      | 5.0000%  | 0.0000% | $318560.00         | $285924.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0892   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $978.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ8086   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3601   | 2048-11-01      | 4.5000%  | 0.0000% | $1001.00           | $217.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0202   | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $241.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8832   | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $947.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3067   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $337.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0158   | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $174.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTQK1733   | 2045-04-01      | 5.5000%  | 0.0000% | $1001.00           | $1012.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9761   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $756.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4076   | 2054-05-01      | 5.5000%  | 0.0000% | $520932.00         | $445204.64         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4567   | 2054-06-01      | 7.0000%  | 0.0000% | $1052314.00        | $551007.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1098   | 2053-12-01      | 6.5000%  | 0.0000% | $231380.00         | $138957.91         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61942 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1008.00           | $213.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3468   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $984.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8318   | 2053-08-01      | 6.0000%  | 0.0000% | $1022.00           | $749.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6996   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $271.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL735141   | 2035-01-01      | 5.5000%  | 0.0000% | $1000.00           | $8.25              | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBP8820   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $223.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP6118   | 2050-05-01      | 4.0000%  | 0.0000% | $2000.00           | $433.34            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48725 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $192.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8306   | 2053-08-01      | 6.0000%  | 0.0000% | $2022.00           | $1773.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7472   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $616.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8729   | 2053-03-01      | 6.0000%  | 0.0000% | $1018.00           | $1022.67           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1055   | 2054-07-01      | 7.0000%  | 0.0000% | $1127190.00        | $568751.81         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4215   | 2050-12-01      | 2.0000%  | 0.0000% | $84000.00          | $46951.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6994   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $684.71            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17118 G   | 2043-04-01      | 4.0000%  | 0.0000% | $2999.00           | $519.61            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0086   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $427.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4869   | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $768.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $99000.00          | $52806.05          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5035   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $691.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0632   | 2052-09-01      | 5.0000%  | 0.0000% | $8128640.00        | $6707541.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7745   | 2051-03-01      | 2.0000%  | 0.0000% | $1280.00           | $716.23            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $49619000.00       | $38113076.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6805   | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $833.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0980   | 2049-07-01      | 4.5000%  | 0.0000% | $21963040.00       | $7744966.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8242   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $516.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7888   | 2049-05-01      | 4.5000%  | 0.0000% | $9000.00           | $3267.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6357   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $825.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102   | 2049-11-01      | 3.5000%  | 0.0000% | $1003.00           | $182.22            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5613   | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $785.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9928   | 2052-09-01      | 5.0000%  | 0.0000% | $1006.00           | $792.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $829.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8789   | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $880.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8271   | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1581.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4977   | 2045-05-01      | 3.0000%  | 0.0000% | $2182.00           | $308.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8749   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $280.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL190350   | 2034-03-01      | 5.5000%  | 0.0000% | $12146794.00       | $83216.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9194   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $959.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC5576   | 2051-08-01      | 2.5000%  | 0.0000% | $25005856.00       | $12912123.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8943   | 2047-03-01      | 3.0000%  | 0.0000% | $478015631.00      | $103271993.42      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3685   | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $3819.49           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD7578   | 2052-03-01      | 2.5000%  | 0.0000% | $770000.00         | $522197.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5911   | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $114.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264   | 2052-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1533.66           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD4256   | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1361.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1030   | 2052-10-01      | 5.0000%  | 0.0000% | $1846839.00        | $1769062.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0036   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $976.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9899   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $605.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0030   | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2087.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3779   | 2052-09-01      | 4.5000%  | 0.0000% | $5480328.00        | $4801316.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4959   | 2055-11-01      | 5.5000%  | 0.0000% | $1005.00           | $1032.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8852   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $779.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6883   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $776.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 DLDE7924   | 2055-08-01      | 6.0000%  | 0.0000% | $86951.00          | $89147.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8320   | 2054-06-01      | 5.5000%  | 0.0000% | $460766.00         | $437943.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3570   | 2055-08-01      | 6.0000%  | 0.0000% | $1002.00           | $1038.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH4799   | 2053-11-01      | 6.0000%  | 0.0000% | $176062.00         | $102492.03         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1426   | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2102.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9012   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $912.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9486   | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $953.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0199   | 2053-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1858.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA1178   | 2032-08-01      | 2.5000%  | 0.0000% | $1000.00           | $774.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0920   | 2031-12-01      | 4.0000%  | 0.0000% | $20724.00          | $1022.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1478   | 2055-11-01      | 6.5000%  | 0.0000% | $4162200.00        | $4382643.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1538   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $755.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0512   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $759.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4281   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $563.26            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7328   | 2053-12-01      | 7.5000%  | 0.0000% | $1335000.00        | $300008.25         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1422   | 2054-08-01      | 6.0000%  | 0.0000% | $5473529.00        | $3371644.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7754   | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1558.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7345   | 2053-02-01      | 5.5000%  | 0.0000% | $4003.00           | $2764.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4944   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $750.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9709   | 2053-08-01      | 6.0000%  | 0.0000% | $927042.00         | $382670.00         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5272   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $898.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1933   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.77           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0270   | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2079.69           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG3235   | 2053-04-01      | 4.5000%  | 0.0000% | $100307.00         | $82686.10          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1384   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $861.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH3273   | 2053-10-01      | 5.5000%  | 0.0000% | $201157.00         | $190596.79         | Agency Mortgage-Backed Securities  |

### Security 666: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUT18, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUT18
- **C.18 - Value (incl. sponsor support):** $6072000000.00
- **C.18.a - Value (excl. sponsor support):** $6072000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $1000.00           | $955.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $7000900.00        | $7215725.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $23429400.00       | $23597385.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $454709800.00      | $462449666.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $14830500.00       | $14445864.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $94.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $400.00            | $404.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $45001300.00       | $46004063.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $102362800.00      | $101162448.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $900.00            | $742.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | 0.0000% | $6959800.00        | $6947502.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $28354000.00       | $24778241.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $1000000.00        | $1008755.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $2041000.00        | $2059882.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $200.00            | $194.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $400.00            | $394.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $34000.00          | $34040.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $4596300.00        | $2938936.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $138596700.00      | $142985711.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $50100000.00       | $50595313.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $19833300.00       | $19938535.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $496360000.00      | $456374975.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $25434500.00       | $26453774.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $211599200.00      | $166312633.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $78984500.00       | $80443067.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $107291000.00      | $108326686.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $98075600.00       | $100948511.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $600.00            | $517.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $33193100.00       | $24086948.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $500.00            | $491.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $7625500.00        | $7510419.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $400.00            | $398.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $314786000.00      | $291388743.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $2000000.00        | $1978536.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $800.00            | $752.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $263426800.00      | $260135018.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1115312200.00     | $1146166936.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $96.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $80840100.00       | $42909352.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $122899100.00      | $79788056.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $941400.00         | $956108.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $96950800.00       | $98788991.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $45890800.00       | $47104741.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $64592800.00       | $64396308.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.7922%  | 0.0000% | $855999500.00      | $862427087.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $198550000.00      | $174648590.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $23000000.00       | $22636736.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $30227300.00       | $29095485.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $453000.00         | $457078.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $70200.00          | $69391.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $3537400.00        | $3616301.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $143015400.00      | $148613767.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $15935900.00       | $16080964.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $34219700.00       | $35053135.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1357800.00        | $1296444.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $62594700.00       | $62134821.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $1969200.00        | $1995639.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $843700.00         | $816999.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $8748800.00        | $9108963.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $9441100.00        | $9528543.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $1100.00           | $1043.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $22685100.00       | $22504703.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $175.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $17203200.00       | $17393465.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $900.00            | $904.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $6259200.00        | $6389572.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $8560700.00        | $8817173.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $5161000.00        | $5079649.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $33841300.00       | $24657228.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $376061300.00      | $239745079.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $18680700.00       | $18869386.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $103684400.00      | $104205079.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $74950600.00       | $71083769.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $16455300.00       | $16372990.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $6015500.00        | $5682887.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $85400.00          | $86916.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $58751400.00       | $60206613.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $827900.00         | $857303.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1904800.00        | $1432969.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $7797900.00        | $5532430.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $52756500.00       | $39363593.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $49992400.00       | $50380491.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $14000400.00       | $13977985.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $28052000.00       | $28674634.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $32834500.00       | $28780974.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $63189200.00       | $62877102.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $15460700.00       | $15165046.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-03      | 0.0000%  | 0.0000% | $84600.00          | $84336.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $37500.00          | $38562.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $11678300.00       | $12092892.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $148000.00         | $147163.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $12965300.00       | $13360928.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $31000000.00       | $31758754.97       | U.S. Treasuries (including strips) |

### Security 667: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.860000%
- **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: ARP1DUT34, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUT34
- **C.18 - Value (incl. sponsor support):** $2181000000.00
- **C.18.a - Value (excl. sponsor support):** $2181000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 06.000 CLCC0119 | 2055-03-01      | 6.0000%  | 0.0000% | $132269630.00      | $128959422.66      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $259032000.00      | $123693443.25      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3398 | 2050-12-01      | 3.5000%  | 0.0000% | $113214048.00      | $105317364.19      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $301570048.00      | $249092393.42      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1695 | 2055-12-01      | 5.5000%  | 0.0000% | $142318394.00      | $146372234.98      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5334 | 2054-05-01      | 7.0000%  | 0.0000% | $564449914.00      | $280435542.36      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $571472000.00      | $360404171.97      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $344513802.00      | $285154805.68      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $396498944.00      | $249535358.09      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $500000000.00      | $317465263.69      | Agency Mortgage-Backed Securities |

### Security 668: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC BNY 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUT67, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DUT67
- **C.18 - Value (incl. sponsor support):** $1676000000.00
- **C.18.a - Value (excl. sponsor support):** $1676000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2041-11-15      | 2.0000%  | 0.0000% | $2085175100.00     | $1467695192.92     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $750000.00         | $759315.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $237866400.00      | $241065558.52      | U.S. Treasuries (including strips) |

### Security 669: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.840000%
- **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: ARP1DUUG3, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1DUUG3
- **C.18 - Value (incl. sponsor support):** $2707000000.00
- **C.18.a - Value (excl. sponsor support):** $2707000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $45174048.00       | $38650053.16       | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F        | 2065-06-20      | 4.8177%  | 0.0000% | $140110265.00      | $123152700.55      | Agency Collateralized Mortgage Obligation |
| GNII SP 786981 C       | 2052-04-20      | 3.0000%  | 0.0000% | $35349.00          | $25919.19          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5098   | 2055-09-01      | 6.5000%  | 0.0000% | $1002044.00        | $1052148.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111   | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $539.88            | Agency Mortgage-Backed Securities         |
| GNMI SP 783402 X       | 2032-10-15      | 5.6000%  | 0.0000% | $11755256.00       | $670451.75         | Agency Mortgage-Backed Securities         |
| GNRM 2023-133 AL       | 2053-09-20      | 6.5000%  | 0.0000% | $4000000.00        | $4297162.67        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ1887   | 2055-08-01      | 6.0000%  | 0.0000% | $6157975.00        | $6411623.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $86970119.00       | $53953695.34       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4355   | 2055-06-01      | 5.0000%  | 0.0000% | $5909168.00        | $5848674.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $166442685.00      | $157713055.45      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046   | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $34810899.34       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8417   | 2055-08-01      | 5.5000%  | 0.0000% | $51765997.00       | $49818135.97       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1573   | 2055-03-01      | 6.0000%  | 0.0000% | $5501977.00        | $4695882.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6319   | 2053-05-01      | 5.5000%  | 0.0000% | $640000.00         | $536755.64         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5776   | 2055-10-01      | 6.0000%  | 0.0000% | $9456319.00        | $9695144.24        | Agency Mortgage-Backed Securities         |
| GNII SF MB0744 M       | 2055-11-20      | 4.5000%  | 0.0000% | $418742.00         | $409708.92         | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 GF       | 2065-08-20      | 4.9677%  | 0.0000% | $31470821.00       | $29224712.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-120 MJ       | 2050-10-20      | 5.0000%  | 0.0000% | $19164395.00       | $19096419.84       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0814 M       | 2055-10-20      | 5.5000%  | 0.0000% | $79209.00          | $80539.74          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 4.8742%  | 0.0000% | $19075500.00       | $17204041.63       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQF0693   | 2052-09-01      | 5.5000%  | 0.0000% | $1072775.00        | $488687.37         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9484   | 2041-09-01      | 4.5000%  | 0.0000% | $2911.00           | $46.64             | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4921   | 2054-01-01      | 7.0000%  | 0.0000% | $13767000.00       | $11712955.41       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9653   | 2047-07-01      | 4.0000%  | 0.0000% | $510000.00         | $70358.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-03-25      | 4.9742%  | 0.0000% | $43135112.00       | $30688450.10       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLSD8218   | 2052-06-01      | 2.0000%  | 0.0000% | $621000.00         | $422508.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8481   | 2054-10-01      | 4.0000%  | 0.0000% | $7900000.00        | $7078711.20        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4707   | 2047-11-01      | 3.5000%  | 0.0000% | $453900.00         | $100485.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $14041088.00       | $11884692.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5364   | 2045-09-01      | 5.5000%  | 0.0000% | $9890128.00        | $9492811.10        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244   | 2042-11-01      | 3.5000%  | 0.0000% | $3000005.00        | $430792.96         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5100   | 2055-09-01      | 6.0000%  | 0.0000% | $1661350.00        | $1714907.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $1570260.00        | $1169048.98        | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $1194591.00        | $794295.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0022   | 2055-05-01      | 5.5000%  | 0.0000% | $1012843.00        | $966095.66         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1113   | 2055-10-01      | 6.0000%  | 0.0000% | $1134978.00        | $1181606.86        | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M       | 2049-12-20      | 3.5000%  | 0.0000% | $39631348.00       | $5010863.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9961   | 2055-12-01      | 5.5000%  | 0.0000% | $4322650.00        | $4442101.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1076510.00        | $1083770.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4864   | 2054-10-01      | 6.5000%  | 0.0000% | $1026345.00        | $927251.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2378   | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $3688911.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0758   | 2054-03-01      | 5.5000%  | 0.0000% | $1358065.00        | $1171577.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0814   | 2054-04-01      | 5.5000%  | 0.0000% | $635000.00         | $516425.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0396   | 2054-09-01      | 5.5000%  | 0.0000% | $1300000.00        | $1124109.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $12341401.00       | $11231880.92       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5618   | 2040-02-01      | 5.5000%  | 0.0000% | $810809.00         | $591880.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498   | 2054-10-01      | 6.0000%  | 0.0000% | $327614.00         | $258747.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654   | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $106461.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421   | 2054-07-01      | 6.0000%  | 0.0000% | $1090099.00        | $795753.66         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4431   | 2054-09-01      | 6.5000%  | 0.0000% | $12504000.00       | $11442551.00       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2316   | 2055-09-01      | 5.5000%  | 0.0000% | $44216127.00       | $44560129.98       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5106   | 2055-10-01      | 6.0000%  | 0.0000% | $1454557.00        | $1501515.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M       | 2052-08-20      | 4.0000%  | 0.0000% | $40648000.00       | $29930290.41       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540   | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13415084.65       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $657000.00         | $567515.60         | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD6299   | 2054-09-01      | 5.5000%  | 0.0000% | $2237.00           | $1825.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432   | 2054-05-01      | 6.0000%  | 0.0000% | $34008094.00       | $24564591.81       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7322   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $715.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC2972   | 2054-10-01      | 5.5000%  | 0.0000% | $1041202.00        | $1054008.37        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837923   | 2035-08-01      | 6.4270%  | 0.0000% | $20487.00          | $136.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349   | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $578839.25         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713   | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $305525.70         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515   | 2055-03-01      | 5.5000%  | 0.0000% | $165000.00         | $150371.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5446   | 2054-10-01      | 5.5000%  | 0.0000% | $2243590.00        | $2172205.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $21903830.00       | $18784127.24       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5298   | 2054-04-01      | 6.0000%  | 0.0000% | $9965540.00        | $8791091.41        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $753.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357   | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $78331.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5709   | 2054-07-01      | 6.0000%  | 0.0000% | $200000.00         | $166692.25         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232   | 2054-08-01      | 7.0000%  | 0.0000% | $12325000.00       | $10776525.14       | Agency Mortgage-Backed Securities         |
| GNRM 2024-043 JA       | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $4261480.36        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCB9949   | 2055-02-01      | 4.5000%  | 0.0000% | $409000.00         | $393617.92         | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $641.36            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA3017   | 2055-09-01      | 6.0000%  | 0.0000% | $105985116.00      | $99117501.47       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2816   | 2055-09-01      | 6.0000%  | 0.0000% | $109950343.00      | $105742319.45      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3882   | 2055-12-01      | 5.0000%  | 0.0000% | $38913271.00       | $39301573.57       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1860   | 2054-06-01      | 6.5000%  | 0.0000% | $32509370.00       | $25409382.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0034   | 2055-06-01      | 5.5000%  | 0.0000% | $9821034.00        | $8924024.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041   | 2055-08-01      | 6.0000%  | 0.0000% | $1937641.00        | $1859978.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0049   | 2055-09-01      | 5.5000%  | 0.0000% | $64768.00          | $63972.08          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155   | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $138.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0234   | 2055-06-01      | 6.0000%  | 0.0000% | $7479502.00        | $6118989.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1120   | 2055-10-01      | 6.5000%  | 0.0000% | $1523000.00        | $1601617.94        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851   | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20399800.19       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6254   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $580.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5955   | 2045-12-01      | 5.0000%  | 0.0000% | $3926295.00        | $3965741.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5830   | 2040-09-01      | 5.5000%  | 0.0000% | $975502.00         | $915931.39         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865   | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $12317507.43       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5102   | 2055-09-01      | 6.0000%  | 0.0000% | $2115050.00        | $2198944.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6756   | 2055-11-01      | 6.0000%  | 0.0000% | $8121660.00        | $8449750.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3631   | 2055-09-01      | 5.0000%  | 0.0000% | $1314473.00        | $1324095.30        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $600.00            | $610.88            | U.S. Treasuries (including strips)        |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $10461007.00       | $9903789.01        | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $10772524.00       | $10725107.10       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $900.00            | $924.90            | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLMA5247   | 2054-01-01      | 6.0000%  | 0.0000% | $26065.00          | $18140.19          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4808   | 2054-01-01      | 7.0000%  | 0.0000% | $14285000.00       | $10465166.39       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6798   | 2054-05-01      | 6.0000%  | 0.0000% | $585815.00         | $474715.18         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4100   | 2054-04-01      | 6.0000%  | 0.0000% | $1157871.00        | $887200.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $7797605.00        | $6761268.95        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0029   | 2040-10-01      | 3.5000%  | 0.0000% | $75837.00          | $72275.58          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5956   | 2045-12-01      | 5.5000%  | 0.0000% | $418000.00         | $428002.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5772   | 2040-07-01      | 5.5000%  | 0.0000% | $305376.00         | $269701.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $30533362.00       | $29323736.77       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5920   | 2045-12-01      | 5.0000%  | 0.0000% | $3846683.00        | $3866180.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647   | 2055-03-01      | 6.0000%  | 0.0000% | $17220000.00       | $14258021.74       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823   | 2055-09-01      | 6.0000%  | 0.0000% | $277570.00         | $270994.41         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314   | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $170141.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792   | 2055-08-01      | 5.5000%  | 0.0000% | $352368.00         | $344172.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558   | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2950282.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674   | 2055-04-01      | 6.0000%  | 0.0000% | $42560797.00       | $36135636.76       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-10-25      | 5.1742%  | 0.0000% | $50000000.00       | $31167992.55       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-04-25      | 4.9242%  | 0.0000% | $24197433.00       | $17399558.82       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLCB4364   | 2052-08-01      | 3.5000%  | 0.0000% | $3299419.00        | $2412095.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503   | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1228116.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7232   | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $8372518.95        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401   | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $8651617.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5821   | 2055-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $1974832.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673   | 2055-04-01      | 5.5000%  | 0.0000% | $2089876.00        | $1906209.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483   | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $768113.22         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2766   | 2052-02-01      | 2.0000%  | 0.0000% | $897569.00         | $574074.25         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388   | 2052-08-01      | 4.5000%  | 0.0000% | $5000000.00        | $3661716.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997   | 2053-10-01      | 5.0000%  | 0.0000% | $1811.00           | $1580.14           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $775.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2744   | 2054-04-01      | 5.5000%  | 0.0000% | $695606.00         | $583360.99         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002   | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $105.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1907.00           | $1731.13           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $652.12            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $657.18            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3597   | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $604.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZJ9406   | 2032-01-01      | 3.5000%  | 0.0000% | $1366.00           | $81.06             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $825.67            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5383   | 2045-12-01      | 4.5000%  | 0.0000% | $2191561.00        | $2175911.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915   | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $23250339.34       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $173.24            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $362.02            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5707   | 2054-06-01      | 7.0000%  | 0.0000% | $13692000.00       | $9146712.93        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051   | 2052-07-01      | 4.0000%  | 0.0000% | $9397871.00        | $7073408.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550   | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8322829.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6901   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $764.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5737419.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390   | 2054-09-01      | 5.5000%  | 0.0000% | $1232212.00        | $1050340.73        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $41749.00          | $32180.03          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697   | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $39357303.21       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644   | 2052-01-01      | 2.5000%  | 0.0000% | $7535651.00        | $5262439.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1876   | 2051-10-01      | 3.0000%  | 0.0000% | $442799.00         | $315724.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0836   | 2055-10-01      | 6.0000%  | 0.0000% | $1582738.00        | $1633570.48        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 4.8742%  | 0.0000% | $61352647.00       | $56649201.45       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-08-25      | 5.1242%  | 0.0000% | $13201164.00       | $6846054.00        | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLRJ2476   | 2054-09-01      | 7.0000%  | 0.0000% | $12923000.00       | $8716058.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026   | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $6650.63           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $20820530.00       | $19539168.29       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $84895100.00       | $86173724.10       | U.S. Treasuries (including strips)        |
| GNRA 2025-041 MF       | 2065-03-20      | 4.7177%  | 0.0000% | $126666666.00      | $88121695.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 FA       | 2053-12-20      | 5.0177%  | 0.0000% | $123448217.00      | $41196622.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 MF       | 2054-02-20      | 4.9177%  | 0.0000% | $5479056.00        | $4190332.61        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-127 UV       | 2035-06-20      | 6.0000%  | 0.0000% | $120000.00         | $111177.06         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAB6929   | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1330963.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3973   | 2055-04-01      | 6.5000%  | 0.0000% | $12464000.00       | $12843340.88       | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP       | 2055-01-20      | 4.8177%  | 0.0000% | $8642982.00        | $4964089.00        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $21833833.41       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $133.02            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5307   | 2055-11-01      | 4.5000%  | 0.0000% | $24444049.00       | $24090351.81       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084   | 2055-12-01      | 5.0000%  | 0.0000% | $6479747.00        | $6501788.94        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014   | 2055-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $2223097.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0040   | 2055-08-01      | 5.5000%  | 0.0000% | $120608.00         | $118189.43         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2155   | 2055-05-01      | 6.0000%  | 0.0000% | $7768580.00        | $7354227.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306   | 2055-03-01      | 5.0000%  | 0.0000% | $18358367.00       | $17233309.27       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $46598.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2881   | 2056-01-01      | 5.0000%  | 0.0000% | $21077.00          | $21318.32          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 ZLZT2491   | 2047-01-15      | 3.0000%  | 0.0000% | $6873512.00        | $6060633.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1457   | 2040-03-01      | 5.5000%  | 0.0000% | $403956.00         | $325249.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1130   | 2055-10-01      | 6.5000%  | 0.0000% | $1121800.00        | $1185142.98        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8233   | 2054-05-01      | 7.0000%  | 0.0000% | $13822000.00       | $11172848.53       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 5.0242%  | 0.0000% | $33900000.00       | $17577972.90       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSL3258   | 2055-11-01      | 5.5000%  | 0.0000% | $10973153.00       | $11250687.35       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $2012665.08        | Agency Collateralized Mortgage Obligation |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $902190.00         | $961337.51         | Agency Collateralized Mortgage Obligation |
| FKAR 04.400 WNWN4115   | 2035-03-01      | 4.4000%  | 0.0000% | $14334000.00       | $14203699.17       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 4.7742%  | 0.0000% | $1464680.00        | $1214173.67        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2042-01-25      | 3.0000%  | 0.0000% | $19384594.00       | $11571073.83       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5736   | 2055-06-01      | 6.0000%  | 0.0000% | $3134000.00        | $2907020.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5097   | 2055-10-01      | 6.0000%  | 0.0000% | $1358975.00        | $1410523.49        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4215   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $558.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $206.13            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934   | 2053-05-01      | 5.4890%  | 0.0000% | $148420.00         | $108492.46         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT2872   | 2043-06-01      | 3.0000%  | 0.0000% | $185589.00         | $17227.22          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228   | 2034-03-01      | 6.0000%  | 0.0000% | $2203.00           | $11.82             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $655.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2733   | 2053-05-01      | 5.5000%  | 0.0000% | $3210870.00        | $2246685.60        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB9848   | 2054-10-01      | 7.0000%  | 0.0000% | $1079024.00        | $1136921.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2709   | 2053-05-01      | 5.5000%  | 0.0000% | $1701575.00        | $864514.31         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496   | 2055-01-01      | 6.0000%  | 0.0000% | $841803.00         | $677521.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $13009837.00       | $11586692.41       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1789   | 2052-10-01      | 5.0000%  | 0.0000% | $353588.00         | $267576.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-11-25      | 5.4242%  | 0.0000% | $41072683.00       | $20506081.53       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $768.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325   | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $40100.57          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04153 G   | 2038-03-01      | 5.5000%  | 0.0000% | $8439.00           | $47.49             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607   | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1201483.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470   | 2054-10-01      | 6.0000%  | 0.0000% | $39400.00          | $31078.96          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB1328   | 2037-11-01      | 1.5000%  | 0.0000% | $89875.00          | $71771.14          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534   | 2055-05-01      | 6.0000%  | 0.0000% | $2244377.00        | $1956353.67        | Agency Mortgage-Backed Securities         |
| GNMI SF 704544 X       | 2039-05-15      | 5.0000%  | 0.0000% | $426362.00         | $7655.30           | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $11435745.00       | $5115940.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA7135 M       | 2051-01-20      | 2.0000%  | 0.0000% | $132379574.00      | $64816608.63       | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRJ3133   | 2054-10-01      | 7.5000%  | 0.0000% | $12022000.00       | $10026925.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033   | 2040-10-01      | 5.5000%  | 0.0000% | $1294005.00        | $1243840.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324   | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $37528.76          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3859   | 2055-09-01      | 5.5000%  | 0.0000% | $3947350.00        | $4014579.59        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1691   | 2038-07-01      | 2.0000%  | 0.0000% | $958657.00         | $871746.02         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5350   | 2054-05-01      | 6.0000%  | 0.0000% | $4396788.00        | $2908483.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077   | 2041-10-01      | 4.0000%  | 0.0000% | $2633.00           | $182.44            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 5.0742%  | 0.0000% | $1597859.00        | $1226906.06        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-06-25      | 4.8742%  | 0.0000% | $64294511.00       | $60188982.40       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2046-01-25      | 4.5000%  | 0.0000% | $13000000.00       | $13264082.00       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBX4200   | 2053-01-01      | 5.0000%  | 0.0000% | $1420000.00        | $973683.57         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343   | 2046-06-01      | 3.0000%  | 0.0000% | $1002.00           | $143.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5865   | 2045-10-01      | 5.5000%  | 0.0000% | $1303161.00        | $1285749.11        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5696   | 2045-03-01      | 7.0000%  | 0.0000% | $481775.00         | $341034.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5681   | 2053-09-01      | 6.0000%  | 0.0000% | $65575.00          | $57317.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0054   | 2040-12-01      | 5.0000%  | 0.0000% | $5647218.00        | $5748707.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $49249094.00       | $47419315.36       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1525   | 2054-05-01      | 6.0000%  | 0.0000% | $11751580.00       | $9215581.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061   | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $4016.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597   | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $48899724.07       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-12-25      | 4.8242%  | 0.0000% | $34449170.00       | $34485514.98       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI4071   | 2054-04-01      | 5.5000%  | 0.0000% | $909524.00         | $768615.38         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 4.7742%  | 0.0000% | $76803345.00       | $58194417.67       | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQY0917   | 2055-04-01      | 7.0000%  | 0.0000% | $3619750.00        | $2928895.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0055   | 2040-12-01      | 5.5000%  | 0.0000% | $7493992.00        | $7724652.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5944   | 2055-12-01      | 5.0000%  | 0.0000% | $8382756.00        | $8411271.34        | Agency Mortgage-Backed Securities         |
| GNII SF MB0812 M       | 2055-12-20      | 4.5000%  | 0.0000% | $11268213.00       | $11044065.71       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRQ0067   | 2055-11-01      | 7.0000%  | 0.0000% | $193281.00         | $199774.20         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2231   | 2054-08-01      | 7.0000%  | 0.0000% | $12760000.00       | $10335128.53       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504   | 2055-08-01      | 7.0000%  | 0.0000% | $607848.00         | $640444.07         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412   | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $7654851.41        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $61166600.00       | $53687729.23       | U.S. Treasuries (including strips)        |
| GNRA 2025-190 FA       | 2055-11-20      | 4.8177%  | 0.0000% | $13456905.00       | $13446029.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FA       | 2054-05-20      | 5.0177%  | 0.0000% | $3241873.00        | $2734234.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 FA       | 2054-02-20      | 4.9677%  | 0.0000% | $50861500.00       | $36089442.88       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY1386   | 2055-04-01      | 5.5000%  | 0.0000% | $11086326.00       | $10906785.00       | Agency Mortgage-Backed Securities         |
| GNII JM MB0800 M       | 2055-12-20      | 5.0000%  | 0.0000% | $468259.00         | $468538.39         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $15842900.00       | $15945194.28       | U.S. Treasuries (including strips)        |
| GNII SF MB0625 M       | 2055-08-20      | 6.5000%  | 0.0000% | $27325198.00       | $28163851.28       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3282   | 2055-02-01      | 6.0000%  | 0.0000% | $40608.00          | $32313.80          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313   | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $509545.40         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7902   | 2053-12-01      | 6.5000%  | 0.0000% | $9200000.00        | $6309596.96        | Agency Mortgage-Backed Securities         |
| GNII SF MB0682 M       | 2055-10-20      | 3.5000%  | 0.0000% | $8216353.00        | $7494202.31        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5350   | 2052-10-01      | 4.0000%  | 0.0000% | $3614029.00        | $2673367.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $13439148.00       | $8448465.66        | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 GF       | 2065-10-20      | 4.9177%  | 0.0000% | $70414292.00       | $63391112.14       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ6795   | 2055-11-01      | 6.0000%  | 0.0000% | $4408418.00        | $4565935.00        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879   | 2050-07-01      | 2.5000%  | 0.0000% | $26347156.00       | $11815755.12       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9182   | 2054-09-01      | 7.0000%  | 0.0000% | $12519000.00       | $9065693.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32766401.25       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8193   | 2054-03-01      | 7.0000%  | 0.0000% | $13311000.00       | $11875972.68       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076   | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $264.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6766   | 2055-10-01      | 6.5000%  | 0.0000% | $1028462.00        | $1083521.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760   | 2055-07-01      | 5.5000%  | 0.0000% | $370063.00         | $356383.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5854   | 2055-09-01      | 6.0000%  | 0.0000% | $4667689.00        | $4816448.78        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5608   | 2055-10-01      | 6.0000%  | 0.0000% | $4047757.00        | $4198278.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0660   | 2055-04-01      | 6.0000%  | 0.0000% | $48596000.00       | $46083592.83       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0553   | 2054-12-01      | 6.0000%  | 0.0000% | $2626672.00        | $2197036.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7503   | 2054-02-01      | 6.0000%  | 0.0000% | $286029.00         | $208815.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4867   | 2054-04-01      | 5.5000%  | 0.0000% | $730552.00         | $634770.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO1427   | 2038-06-01      | 5.5000%  | 0.0000% | $484391.00         | $176756.56         | Agency Mortgage-Backed Securities         |

### Security 670: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUUH1, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1DUUH1
- **C.18 - Value (incl. sponsor support):** $351000000.00
- **C.18.a - Value (excl. sponsor support):** $351000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $21629000.00       | $21768653.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $200000.00         | $202185.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $437700.00         | $442200.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $612393.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $35500.00          | $34622.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $7606000.00        | $7735465.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $75000000.00       | $77595349.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $11900000.00       | $11832701.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $300000.00         | $298398.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $95000.00          | $95218.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $100000.00         | $99086.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $25000000.00       | $25586328.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $21250200.00       | $21574119.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $32190000.00       | $30660761.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $5922300.00        | $5700548.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $32326000.00       | $31815440.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $11909900.00       | $12224950.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $78300.00          | $79004.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $199400.00         | $204810.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $25009600.00       | $26042667.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $8794400.00        | $8902560.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $8309300.00        | $8604289.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $933000.00         | $928391.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $28401300.00       | $33533533.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $10100.00          | $9799.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $14201000.00       | $13415791.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $18000.00          | $16999.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $800000.00         | $805658.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $10500.00          | $10883.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $300.00            | $316.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $9855600.00        | $10132384.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $5000000.00        | $5045515.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $226600.00         | $229106.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $1798000.00        | $1779829.98        | U.S. Treasuries (including strips) |

### Security 671: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.900000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUUK4, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1DUUK4
- **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:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| PALANTIR TECHNOLOGIES INC      CL A         | 2500-12-31      | N/A      | 0.0000% | $110595.00         | $19999999.80       | Equities   |
| SNOWFLAKE INC                  COM SHS      | 2500-12-31      | N/A      | 0.0000% | $21612.00          | $4798944.60        | Equities   |
| SCHWAB CHARLES CORP            COM          | 2500-12-31      | N/A      | 0.0000% | $198906.00         | $19999998.30       | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2500-12-31      | N/A      | 0.0000% | $56329.00          | $18217925.18       | Equities   |
| MICRON TECHNOLOGY INC          COM          | 2500-12-31      | N/A      | 0.0000% | $68345.00          | $19999797.35       | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $44011.00          | $19999918.73       | Equities   |
| CHEVRON CORP NEW               COM          | 2500-12-31      | N/A      | 0.0000% | $131311.00         | $19999978.41       | Equities   |
| COSTAR GROUP INC               COM          | 2500-12-31      | N/A      | 0.0000% | $294724.00         | $19999970.64       | Equities   |
| JOHNSON CTLS INTL PLC          SHS          | 2500-12-31      | N/A      | 0.0000% | $104097.00         | $12589491.18       | Equities   |
| RIOT PLATFORMS INC             COM          | 2500-12-31      | N/A      | 0.0000% | $1574803.00        | $19999998.10       | Equities   |
| NETFLIX INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $213265.00         | $19999991.70       | Equities   |
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $138734.00         | $19999893.44       | Equities   |
| WALMART INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $14863.00          | $1663466.96        | Equities   |
| COMCAST CORP NEW               CL A         | 2500-12-31      | N/A      | 0.0000% | $117863.00         | $3532354.11        | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $57167.00          | $19999874.95       | Equities   |
| ADVANCED MICRO DEVICES INC     COM          | 2500-12-31      | N/A      | 0.0000% | $92876.00          | $19999917.84       | Equities   |
| ATMOS ENERGY CORP              COM          | 2500-12-31      | N/A      | 0.0000% | $118638.00         | $19999994.04       | Equities   |
| FEDEX CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $26622.00          | $7748599.32        | Equities   |
| FIDELITY NATL INFORMATION SVCS COM          | 2500-12-31      | N/A      | 0.0000% | $297751.00         | $19999934.67       | Equities   |
| JOHNSON & JOHNSON              COM          | 2500-12-31      | N/A      | 0.0000% | $12196.00          | $2523474.36        | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $18522.00          | $19999129.50       | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW     | 2500-12-31      | N/A      | 0.0000% | $12849.00          | $6472169.79        | Equities   |
| SOUTHWEST AIRLS CO             COM          | 2500-12-31      | N/A      | 0.0000% | $484613.00         | $19999978.51       | Equities   |
| WABTEC                         COM          | 2500-12-31      | N/A      | 0.0000% | $92297.00          | $19999836.93       | Equities   |
| ALPHABET INC                   CAP STK CL C | 2500-12-31      | N/A      | 0.0000% | $53041.00          | $16684046.55       | Equities   |
| ANALOG DEVICES INC             COM          | 2500-12-31      | N/A      | 0.0000% | $64666.00          | $17771510.12       | Equities   |
| META PLATFORMS INC             CL A         | 2500-12-31      | N/A      | 0.0000% | $30032.00          | $19999810.40       | Equities   |

### Security 672: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.850000%
- **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: ARP1DUUL2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1DUUL2
- **C.18 - Value (incl. sponsor support):** $1413000000.00
- **C.18.a - Value (excl. sponsor support):** $1413000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLFM2395   | 2050-01-01      | 3.5000%  | 0.0000% | $2475000.00        | $667389.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR4238   | 2043-02-01      | 3.0000%  | 0.0000% | $4016064.00        | $1037453.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619   | 2053-09-01      | 5.5000%  | 0.0000% | $20000.00          | $15678.16          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL708631   | 2033-06-01      | 6.0000%  | 0.0000% | $1000.00           | $19.23             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4032   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $944.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1346   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $755.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $24689590.00       | $23427750.98       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU7509   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $666.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9852   | 2052-09-01      | 5.0000%  | 0.0000% | $10810.00          | $7888.95           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56256.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151   | 2053-12-01      | 6.0000%  | 0.0000% | $120760.00         | $97823.99          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $14384500.00       | $13002606.09       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0491   | 2053-09-01      | 6.0000%  | 0.0000% | $79246.00          | $64524.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2822   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $563.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $259947.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1686   | 2055-05-01      | 5.0000%  | 0.0000% | $2461325.00        | $2439856.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $619.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4789   | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $267.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $5043.00           | $43.74             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848   | 2052-07-01      | 3.5000%  | 0.0000% | $42000.00          | $32200.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9738   | 2047-06-01      | 3.0000%  | 0.0000% | $2843880.00        | $820720.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $880.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $856.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $101759.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW8980   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $770.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $26020.00          | $21501.42          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $53.59             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL9378   | 2031-09-01      | 3.0000%  | 0.0000% | $242000.00         | $33431.98          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129   | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $939.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $374.90            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL545189   | 2031-08-01      | 7.5000%  | 0.0000% | $1523367.00        | $856.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $56024800.00       | $51800976.67       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4234   | 2046-09-01      | 3.5000%  | 0.0000% | $1088.00           | $801.62            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173   | 2051-10-01      | 2.5000%  | 0.0000% | $1013.00           | $623.18            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $810.29            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $599.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $48000.00          | $41776.27          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8486   | 2053-01-01      | 6.0000%  | 0.0000% | $1187958.00        | $779235.08         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $719.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0547   | 2042-12-01      | 4.0000%  | 0.0000% | $1705.00           | $236.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $995.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $376000.00         | $318113.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $357.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $697.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $6580852.00        | $5248718.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1523.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $730.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075   | 2053-04-01      | 5.5000%  | 0.0000% | $14166792.00       | $11096155.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6903   | 2053-08-01      | 5.0000%  | 0.0000% | $29763478.00       | $26047846.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1976   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $660.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270   | 2052-03-01      | 2.0000%  | 0.0000% | $398997.00         | $270198.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0590   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $593.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012   | 2053-03-01      | 5.5000%  | 0.0000% | $1011.00           | $803.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1782   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $597.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228   | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2340.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4295   | 2053-03-01      | 4.5000%  | 0.0000% | $365196.00         | $259674.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8433   | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $586.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1858   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1375.96           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1070.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $592.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0995   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $640.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $61785.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8579   | 2051-09-01      | 2.5000%  | 0.0000% | $241000.00         | $139402.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2620   | 2052-08-01      | 5.0000%  | 0.0000% | $20000.00          | $14987.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $147091.00         | $83792.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $435000.00         | $299549.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2521   | 2052-08-01      | 4.5000%  | 0.0000% | $65000.00          | $47909.43          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9494   | 2051-11-01      | 2.5000%  | 0.0000% | $2074870.00        | $1347981.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 K0724886   | 2033-06-01      | 5.0000%  | 0.0000% | $3995.00           | $58.24             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $642747.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $3084.00           | $1875.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0189   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $525.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7743   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $598.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92120575.00       | $11155399.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2674.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $480402.00         | $32610.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7493   | 2042-09-01      | 3.5000%  | 0.0000% | $34530437.00       | $4279433.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $458.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG4005   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $717.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1997.00           | $277.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1295   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $638.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3636330.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1243   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1040.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $828.33            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $1045225.00        | $1115445.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1753   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1725.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0295   | 2048-08-01      | 4.0000%  | 0.0000% | $1216000.00        | $218762.26         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $2003.00           | $540.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM4151   | 2032-06-01      | 2.5000%  | 0.0000% | $1000.00           | $174.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1189952.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO0611   | 2049-05-01      | 4.0000%  | 0.0000% | $1561090.00        | $552487.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $157252.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $48067.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4371   | 2052-08-01      | 3.5000%  | 0.0000% | $113000.00         | $87808.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6841   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $889.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6186   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $838.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4323   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $730.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24209320.00       | $22412186.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $1943765.00        | $564148.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627519.00        | $2175263.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $49956.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15560786.00       | $12504145.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CVAL5579   | 2029-05-01      | 3.0000%  | 0.0000% | $1293.00           | $95.50             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4522   | 2053-05-01      | 5.0000%  | 0.0000% | $45000.00          | $36132.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5299462.00        | $4233705.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523   | 2053-04-01      | 5.0000%  | 0.0000% | $1003.00           | $876.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $51000.00          | $39800.30          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823   | 2055-09-01      | 6.0000%  | 0.0000% | $1040.00           | $1015.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8360   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $837.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8587   | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $841.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4798   | 2052-10-01      | 5.0000%  | 0.0000% | $255000.00         | $201387.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3088   | 2047-08-01      | 4.0000%  | 0.0000% | $1024.00           | $107.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2474672.00        | $2175198.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4097   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $292.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3768   | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $106.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991   | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $512.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX3925   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $622.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $797.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $1550654.00        | $1190454.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $15699633.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2613   | 2052-01-01      | 2.0000%  | 0.0000% | $168508.00         | $108634.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $4143792.40        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $9900.00           | $10420.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $2855700.00        | $2826660.39        | U.S. Treasuries (including strips) |
| FEPC 05.000 CLQZ7705   | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8171   | 2054-03-01      | 6.5000%  | 0.0000% | $4975647.00        | $4006398.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2692   | 2036-07-01      | 3.5000%  | 0.0000% | $1000.00           | $127.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8483   | 2054-02-01      | 5.5000%  | 0.0000% | $3099000.00        | $2722153.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTFS7907   | 2044-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3221   | 2027-12-01      | 3.0000%  | 0.0000% | $1000.00           | $47.26             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB8700   | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $197.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0136   | 2053-08-01      | 6.0000%  | 0.0000% | $50000.00          | $32805.47          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9985   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120   | 2050-09-01      | 2.5000%  | 0.0000% | $15000.00          | $6043.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2835   | 2055-10-01      | 6.0000%  | 0.0000% | $2174644.00        | $2241731.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0838   | 2064-09-01      | 2.5000%  | 0.0000% | $14518623.00       | $11556905.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9442   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $916.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9206   | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $971.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4838   | 2052-12-01      | 3.5000%  | 0.0000% | $59000.00          | $46156.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104   | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $294.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4699   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $763.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $2166142.00        | $1780468.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2888   | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $191.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $12679725.00       | $12358251.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1544   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $972.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1010   | 2048-07-01      | 3.5000%  | 0.0000% | $1008.00           | $182.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395   | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $52996.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $59382.00          | $47966.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1353   | 2039-08-01      | 4.5000%  | 0.0000% | $1000.00           | $227.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $130000.00         | $26796.95          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3473   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8440   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $814.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6470   | 2053-11-01      | 5.0000%  | 0.0000% | $1003.00           | $772.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8280   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $691.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6825   | 2053-12-01      | 6.0000%  | 0.0000% | $24561107.00       | $20856007.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $197000.00         | $159193.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $761.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3000   | 2051-12-01      | 2.0000%  | 0.0000% | $70000.00          | $46395.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $719.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4847   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $744.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $745.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4299   | 2052-08-01      | 4.5000%  | 0.0000% | $7051928.00        | $5420362.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $121000.00         | $83779.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2164   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $647.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $745000.00         | $512619.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2489   | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $301255.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $337800.00         | $269763.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $46697.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2583   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $863.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2185   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $739.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2496   | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $154136.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2296   | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $63474.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $577034.00         | $360453.99         | Agency Mortgage-Backed Securities  |
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $4661692.00        | $2293687.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2573.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8296   | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $804.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542   | 2048-07-01      | 4.0000%  | 0.0000% | $2000.00           | $426.69            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1649.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470   | 2054-10-01      | 6.0000%  | 0.0000% | $1935.00           | $1526.34           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $399.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1042.00           | $803.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3674.35           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1775   | 2052-11-01      | 4.5000%  | 0.0000% | $1002.00           | $816.39            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG8329   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $803.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS6537   | 2031-01-01      | 2.5000%  | 0.0000% | $1000.00           | $96.57             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL735141   | 2035-01-01      | 5.5000%  | 0.0000% | $1002.00           | $8.27              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $533.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $1901.00           | $18.19             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL745870   | 2036-10-01      | 5.0000%  | 0.0000% | $2440000.00        | $26166.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9327   | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $138.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY1306   | 2045-03-01      | 3.5000%  | 0.0000% | $325000.00         | $39908.00          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $96491.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67002.00          | $40230.63          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $639.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $8228653.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1591163.00        | $1285618.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8349   | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $660.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $16839125.61       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3513   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $462.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1301120.00        | $662894.69         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1898187.52        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8435   | 2054-06-01      | 4.0000%  | 0.0000% | $15000.00          | $13286.32          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $598.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2433.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3026.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4689   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $968.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3835   | 2053-05-01      | 5.0000%  | 0.0000% | $3506060.00        | $3555900.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $745.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $465173.00         | $251825.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS4802   | 2038-05-01      | 4.0000%  | 0.0000% | $49000.00          | $32411.78          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5893   | 2053-02-01      | 6.0000%  | 0.0000% | $22141330.00       | $16896278.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5985   | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $784.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6421   | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $806.20            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS5598   | 2037-08-01      | 1.5000%  | 0.0000% | $4220673.00        | $2964030.04        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS6337   | 2037-03-01      | 2.0000%  | 0.0000% | $1024.00           | $705.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0214   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5209   | 2053-07-01      | 6.0000%  | 0.0000% | $509000.00         | $406392.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $105749.00         | $79359.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $618146.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $135564.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2572   | 2051-11-01      | 2.0000%  | 0.0000% | $85000.00          | $55270.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2660   | 2052-02-01      | 2.5000%  | 0.0000% | $91000.00          | $62889.53          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $95000.00          | $74970.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1435.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4310649.00        | $3223386.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $483946.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $2835263.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $222000.00         | $161613.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $297928.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5311609.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6308   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $849.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6905   | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $865.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7775.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0694   | 2049-11-01      | 5.0000%  | 0.0000% | $3669748.00        | $3300325.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2258890.45        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1282.50           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480001.00         | $203015.67         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1630.00           | $288.76            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $48613529.00       | $29923358.38       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $18912540.92       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2477   | 2053-03-01      | 5.5000%  | 0.0000% | $675000.00         | $597833.40         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS9384   | 2043-10-01      | 3.0000%  | 0.0000% | $1000.00           | $226.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8764   | 2053-03-01      | 5.0000%  | 0.0000% | $2310779.00        | $1926152.09        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107   | 2043-03-01      | 3.5000%  | 0.0000% | $299687.00         | $43231.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2598   | 2053-08-01      | 6.0000%  | 0.0000% | $290832.00         | $292474.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4001   | 2056-01-01      | 5.0000%  | 0.0000% | $1073.00           | $1083.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3628   | 2035-04-01      | 3.5000%  | 0.0000% | $113000.00         | $33191.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM5575   | 2036-01-01      | 3.5000%  | 0.0000% | $1058.00           | $449.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9765   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1536.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9336   | 2032-01-01      | 3.0000%  | 0.0000% | $312688.00         | $27161.01          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1254   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $649.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8841   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $60.06             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2120.97           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM3572   | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $251.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9134   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $549.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4317   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $240.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8482   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $575.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1124   | 2054-07-01      | 5.5000%  | 0.0000% | $3864654.00        | $3721888.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $90.95             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1413   | 2054-11-01      | 6.0000%  | 0.0000% | $9323840.00        | $8788005.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $1288.00           | $1231.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2072   | 2055-08-01      | 6.0000%  | 0.0000% | $45731584.00       | $44027728.32       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0354   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $766.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.25           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9660   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3229   | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $362.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8471   | 2036-09-01      | 2.5000%  | 0.0000% | $7358176.00        | $3896379.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8591   | 2032-01-01      | 2.0000%  | 0.0000% | $500000.00         | $89457.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0440   | 2044-08-01      | 3.5000%  | 0.0000% | $2264312.00        | $729671.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3131.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7777   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $986.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $720.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM2174   | 2035-01-01      | 3.5000%  | 0.0000% | $500000.00         | $76718.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328986.00         | $22875.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $193.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9292   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $615.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612   | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1184.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL5759   | 2029-07-01      | 3.5000%  | 0.0000% | $1000.00           | $46.41             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $132.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $42563.70          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4288   | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $793.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1146   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $111.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6059   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $554.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB3770   | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $559.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU3968   | 2043-07-01      | 3.0250%  | 0.0000% | $211850.00         | $134351.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8474679.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2975.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0752   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $369.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108   | 2053-01-01      | 5.5000%  | 0.0000% | $3369390.00        | $2766649.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6794   | 2054-07-01      | 6.0000%  | 0.0000% | $35792.00          | $29485.91          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8516   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $679.96            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4215   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $558.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $961.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2832.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $805.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $106950.00         | $82966.99          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1785.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5132   | 2053-12-01      | 6.5000%  | 0.0000% | $1186434.00        | $994935.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL870628   | 2036-06-01      | 5.0000%  | 0.0000% | $1000.00           | $28.48             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1632.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $7845.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $163651474.00      | $85596173.30       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1798.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448160.00        | $3065622.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $965718.00         | $697526.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0856   | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $949.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1606   | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $971.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0614   | 2055-03-01      | 6.5000%  | 0.0000% | $1041.00           | $1003.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0724   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $942.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1953   | 2053-11-01      | 5.0000%  | 0.0000% | $1375.00           | $1273.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9917   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0569   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $22900528.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2524   | 2055-09-01      | 5.5000%  | 0.0000% | $519936.00         | $515391.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2141   | 2055-09-01      | 6.0000%  | 0.0000% | $1040.00           | $1058.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4529   | 2053-03-01      | 5.5000%  | 0.0000% | $10646608.00       | $9087374.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8509   | 2053-03-01      | 3.5000%  | 0.0000% | $601000.00         | $507566.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9316   | 2054-10-01      | 5.0000%  | 0.0000% | $50000.00          | $47292.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0550   | 2054-06-01      | 5.0000%  | 0.0000% | $7925824.00        | $7248105.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA1610   | 2038-03-01      | 4.5000%  | 0.0000% | $422655.00         | $356310.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9867   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $814.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0833   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1028.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1693   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553   | 2052-10-01      | 5.5000%  | 0.0000% | $101000.00         | $68496.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7323   | 2055-11-01      | 5.5000%  | 0.0000% | $3500624.00        | $3562160.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4379   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $580.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4894   | 2053-01-01      | 6.0000%  | 0.0000% | $1029.00           | $648.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $780.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $631.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8977   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $554.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126442.00         | $26062.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $199995.00         | $29548.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5259   | 2050-11-01      | 3.5000%  | 0.0000% | $1113000.00        | $428088.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $160051.00         | $54866.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8122   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $435.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $36028.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1112   | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $11586214.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1616   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $974.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $203000.00         | $187355.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1373488.00        | $1207652.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1918   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $793.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM6840   | 2036-04-01      | 2.5000%  | 0.0000% | $302445.00         | $116322.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3447   | 2049-11-01      | 4.0000%  | 0.0000% | $7254130.00        | $1843054.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6147   | 2036-02-01      | 2.0000%  | 0.0000% | $413000.00         | $151127.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9418   | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $83.50             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6578   | 2036-01-01      | 2.0000%  | 0.0000% | $96000.00          | $50417.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607   | 2042-05-01      | 2.5000%  | 0.0000% | $500000.00         | $336755.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4977   | 2053-04-01      | 4.5000%  | 0.0000% | $396971.00         | $325675.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2163   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $198.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9646   | 2054-12-01      | 5.0000%  | 0.0000% | $336040.00         | $321399.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1089   | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $815.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $24793947.00       | $24115736.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1860   | 2049-07-01      | 6.0000%  | 0.0000% | $1008.00           | $947.07            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $3353900.00        | $3378136.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $1100.00           | $1086.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $2000.00           | $2035.39           | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $3042.00           | $2471.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3049   | 2044-04-01      | 4.0000%  | 0.0000% | $500000.00         | $160344.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3225   | 2050-05-01      | 3.0000%  | 0.0000% | $12065000.00       | $4449256.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4946   | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $91073.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1843   | 2034-11-01      | 3.5000%  | 0.0000% | $200000.00         | $27461.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4101   | 2047-11-01      | 3.5000%  | 0.0000% | $18454314.00       | $7677247.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5644   | 2051-02-01      | 2.0000%  | 0.0000% | $271000.00         | $156490.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2897   | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $240.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4174   | 2052-02-01      | 3.0000%  | 0.0000% | $1063.00           | $954.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2400   | 2055-07-01      | 5.5000%  | 0.0000% | $1029.00           | $928.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5026   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $547.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2081   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $438.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987   | 2055-03-01      | 6.0000%  | 0.0000% | $934935.00         | $894063.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1678   | 2052-04-01      | 4.0000%  | 0.0000% | $21731552.00       | $15640228.21       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8988   | 2036-09-01      | 2.0000%  | 0.0000% | $108023.00         | $55550.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4793   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $485.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0879   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $650.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $49142234.00       | $12663643.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0408   | 2052-01-01      | 3.0000%  | 0.0000% | $1199000.00        | $736217.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8613   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $409.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1205   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $643.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0599   | 2051-04-01      | 2.0000%  | 0.0000% | $99000.00          | $54187.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2768   | 2052-01-01      | 2.0000%  | 0.0000% | $100000.00         | $65112.43          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0436   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $953.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3120   | 2052-09-01      | 5.0000%  | 0.0000% | $165000.00         | $121930.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2587   | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2278.48           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1107   | 2051-12-01      | 2.5000%  | 0.0000% | $2400000.00        | $1451220.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4000   | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $684.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2254   | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $663.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $1917081.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $627.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1632   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $651.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM9318   | 2036-11-01      | 2.0000%  | 0.0000% | $132849.00         | $72305.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0633   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $665.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $60727188.00       | $31595408.22       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1233   | 2055-04-01      | 6.0000%  | 0.0000% | $1200194.00        | $1091444.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX7600   | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA3537   | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $62.22             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $97000.00          | $63289.09          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $24575.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $97098.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5302.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $786.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54270.27          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $501.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $15667200.00       | $8222447.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6987   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $607.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440   | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $481.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1044276.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1878   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $596.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $577.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $28662.57          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $733.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9366   | 2055-09-01      | 6.0000%  | 0.0000% | $8975859.00        | $9029010.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE8061   | 2040-08-01      | 5.0000%  | 0.0000% | $145876.00         | $146071.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6074   | 2050-06-01      | 2.5000%  | 0.0000% | $490000.00         | $165152.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253   | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $107.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $838.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1182   | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $977.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA0886   | 2041-09-01      | 5.0000%  | 0.0000% | $1000.00           | $59.22             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4943   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $779.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0588   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1025.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3165   | 2051-06-01      | 3.0000%  | 0.0000% | $270055.00         | $185250.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB4453   | 2042-02-01      | 4.0000%  | 0.0000% | $1024.00           | $90.36             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $36129.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $811.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125   | 2051-10-01      | 2.5000%  | 0.0000% | $16000.00          | $11543.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5448   | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $758.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7262   | 2053-11-01      | 4.0000%  | 0.0000% | $1000.00           | $799.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9877   | 2054-06-01      | 5.5000%  | 0.0000% | $925280.00         | $850690.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3698   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $719.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3339   | 2052-06-01      | 3.5000%  | 0.0000% | $605000.00         | $440554.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437   | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $625.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4467   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $582.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $2093.00           | $1059.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $25693334.00       | $18239982.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $1005.00           | $765.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $551.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $979.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $14187773.77       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4218   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $524.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4521   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $839.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $26180.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1619.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601   | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1764.44           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7543   | 2052-06-01      | 4.0000%  | 0.0000% | $321984.00         | $245607.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5599   | 2054-05-01      | 5.5000%  | 0.0000% | $1020160.00        | $933495.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $723.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5696   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1757.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $40299.28          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3737   | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1618.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3531   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4667   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277008.00        | $3811327.44        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6531   | 2052-01-01      | 3.5000%  | 0.0000% | $323000.00         | $201654.04         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790   | 2049-08-01      | 3.0000%  | 0.0000% | $3000.00           | $495.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $612.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0503   | 2055-06-01      | 6.5000%  | 0.0000% | $1028690.00        | $1087573.63        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6507   | 2051-12-01      | 2.0000%  | 0.0000% | $5760870.00        | $3682879.94        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA4516   | 2051-02-01      | 3.5000%  | 0.0000% | $8473999.00        | $3197569.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $5105745.00        | $3837840.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9493   | 2052-09-01      | 4.5000%  | 0.0000% | $4352936.00        | $3692300.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $3173.00           | $671.58            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151   | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $2030.35           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8887   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $658.08            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945245.00         | $227908.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1138312.00        | $1086444.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1965.00           | $1783.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $37124498.00       | $26849753.16       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1739.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1023.00           | $782.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $862.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832   | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $780.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3498   | 2056-01-01      | 5.5000%  | 0.0000% | $1021.00           | $1042.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $202918.00         | $131103.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $624.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $860.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838   | 2053-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1673.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $104300.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7570   | 2050-11-01      | 2.0000%  | 0.0000% | $1893.00           | $1014.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL990834   | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $14.72             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5920   | 2045-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $22573829.00       | $19040678.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $22362700.56       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165910.00        | $736278.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3115   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $672.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13221273.00       | $33292.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $215619.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1598000.00        | $1011327.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7155   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $769.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0255   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1018.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8879   | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $964.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153718.00         | $70463.71          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9899   | 2054-08-01      | 6.0000%  | 0.0000% | $118631.00         | $111981.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1739017.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2715.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6707   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2568.38           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB4948   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $529.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $14312640.00       | $10304789.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5497   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $658.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232245.00        | $2349131.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0174   | 2057-02-01      | 3.0000%  | 0.0000% | $18000.00          | $5836.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5300   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1602.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $102000.00         | $74488.45          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1514.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC7500   | 2051-09-01      | 3.0000%  | 0.0000% | $3448000.00        | $2130261.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1026.00           | $272.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $677.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $51887.44          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $200000.00         | $65555.62          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6254   | 2051-11-01      | 2.5000%  | 0.0000% | $258000.00         | $149673.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4163   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $857.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $7463700.00        | $5862193.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3499   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $713.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $666.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $110000.00         | $73749.00          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113   | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $636.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $30603.69          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8680   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $996.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $514425.00         | $327005.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $673.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6176   | 2053-05-01      | 5.0000%  | 0.0000% | $41046082.00       | $33894990.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3405   | 2052-12-01      | 5.5000%  | 0.0000% | $2052.00           | $1412.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0831   | 2052-03-01      | 3.0000%  | 0.0000% | $3062344.00        | $2222714.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $80969.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1900000.00        | $1408363.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3603   | 2053-08-01      | 5.5000%  | 0.0000% | $9254284.00        | $8126177.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5788   | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $914.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $84440.00          | $42783.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $1348.00           | $126.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5916   | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5984   | 2049-05-01      | 5.0000%  | 0.0000% | $1181999.00        | $165054.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $296.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM8546   | 2034-07-01      | 4.0000%  | 0.0000% | $4901128.00        | $1393575.96        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $12414000.00       | $12188781.71       | U.S. Treasuries (including strips) |
| FEPC 02.500 CLRA7021   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $683.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708   | 2053-12-01      | 5.5000%  | 0.0000% | $125000.00         | $99560.38          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1751.00           | $259.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $939.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4698   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $885.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7625   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $893.61            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $550.51            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1528.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0952   | 2052-04-01      | 3.0000%  | 0.0000% | $2016.00           | $1392.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8261   | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1173.29           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $557700.00         | $569523.33         | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQH7648   | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1668.53           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G   | 2047-10-01      | 3.5000%  | 0.0000% | $5909.00           | $392.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1083.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH1618   | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $877.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342645.00       | $8300568.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8397   | 2054-01-01      | 6.5000%  | 0.0000% | $835665.00         | $419503.25         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ0020   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $926.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0107   | 2053-08-01      | 5.0000%  | 0.0000% | $4473458.00        | $2696025.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $3170109.00        | $2516933.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $16048675.00       | $11897872.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $4377250.00        | $3795494.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1836.16           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1264.50           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $352.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7146   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992961.00        | $7146418.23        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $2094.00           | $1564.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0230   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $35430.58          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2799915.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615   | 2051-01-01      | 4.5000%  | 0.0000% | $2000.00           | $663.41            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $172700.00         | $168647.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $28764300.00       | $28831033.18       | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $34000.00          | $29089.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3990   | 2050-04-01      | 2.5000%  | 0.0000% | $3080000.00        | $672553.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6740   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $330.77            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $5400.00           | $5334.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $3492100.00        | $3476764.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $870000.00         | $894334.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $5000000.00        | $4904385.58        | U.S. Treasuries (including strips) |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $30894.50          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $9018200.00        | $6224334.49        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $688.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA824391   | 2035-07-01      | 4.4900%  | 0.0000% | $341000.00         | $31389.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL879108   | 2036-05-01      | 5.0000%  | 0.0000% | $1000.00           | $17.77             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416   | 2043-01-01      | 3.5000%  | 0.0000% | $1030.00           | $398.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1581   | 2052-09-01      | 2.5000%  | 0.0000% | $76000.00          | $52502.93          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0662   | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1205.37           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $753.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU4479   | 2043-07-01      | 3.5000%  | 0.0000% | $2014570.00        | $248848.92         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3049.42           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352   | 2052-07-01      | 3.5000%  | 0.0000% | $1020.00           | $714.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $820.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4942   | 2054-08-01      | 5.5000%  | 0.0000% | $17853683.00       | $15959788.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC2101   | 2054-11-01      | 4.0000%  | 0.0000% | $59000.00          | $53566.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8350   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $904.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0953   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.98           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $829.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1289.00           | $1041.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3123.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $852.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $22299.48          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $3472404.00        | $167312.18         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1683   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $769.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $775.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNAS8537   | 2026-12-01      | 2.0000%  | 0.0000% | $1000.00           | $20.59             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1606120.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $16066056.48       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $421019.00         | $189848.36         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08789 G   | 2047-11-01      | 4.0000%  | 0.0000% | $8687.00           | $1015.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2336   | 2050-01-01      | 4.0000%  | 0.0000% | $1484000.00        | $295878.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7230   | 2051-04-01      | 2.5000%  | 0.0000% | $3225000.00        | $2078501.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP8713   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $385.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3158   | 2048-11-01      | 4.0000%  | 0.0000% | $99000.00          | $29149.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $158000.00         | $35048.59          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5798   | 2036-01-01      | 2.0000%  | 0.0000% | $160999.00         | $70276.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3070   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $315.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM4457   | 2035-07-01      | 3.0000%  | 0.0000% | $352341.00         | $65544.21          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $759.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3869   | 2035-06-01      | 3.0000%  | 0.0000% | $299999.00         | $50458.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1183.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $22969548.00       | $12270213.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1957   | 2054-07-01      | 5.5000%  | 0.0000% | $11585480.00       | $10652538.39       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7605   | 2050-11-01      | 3.0000%  | 0.0000% | $1145964.00        | $641804.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA6097   | 2050-06-01      | 3.5000%  | 0.0000% | $213000.00         | $61343.62          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $2496975.00        | $1672226.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $540.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4030   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $113.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5466   | 2035-04-01      | 3.0000%  | 0.0000% | $68384.00          | $22115.58          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $176.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1354   | 2048-03-01      | 3.5000%  | 0.0000% | $270000.00         | $65436.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2929   | 2045-12-01      | 3.5000%  | 0.0000% | $2036169.00        | $289467.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1030.91           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3263737.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5281   | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $992.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $331.69            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI5313   | 2054-05-01      | 7.0000%  | 0.0000% | $1040754.00        | $1097410.73        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS3221   | 2037-02-01      | 1.5000%  | 0.0000% | $108939.00         | $62529.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $718.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477   | 2037-05-01      | 2.5000%  | 0.0000% | $195000.00         | $128630.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8339   | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $874.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS3231   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $639.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2914   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1503.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5059   | 2048-11-01      | 3.5000%  | 0.0000% | $100000.00         | $75337.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5270   | 2053-07-01      | 5.5000%  | 0.0000% | $600000.00         | $484434.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5231   | 2053-07-01      | 6.0000%  | 0.0000% | $33250.00          | $24340.13          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4540   | 2049-07-01      | 2.5000%  | 0.0000% | $1892930.00        | $1427788.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $785.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3810   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $750.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2821   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $771.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270179.00        | $1352954.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $313423.00         | $236485.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS4061   | 2037-10-01      | 3.0000%  | 0.0000% | $40000.00          | $26577.92          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5322   | 2052-04-01      | 2.0000%  | 0.0000% | $50000.00          | $34639.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427   | 2053-08-01      | 5.5000%  | 0.0000% | $43500.00          | $36933.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5865   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $869.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5837   | 2053-09-01      | 5.5000%  | 0.0000% | $1394000.00        | $1112215.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0436   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1012.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $11006.00          | $8353.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3458   | 2050-08-01      | 3.5000%  | 0.0000% | $1008.00           | $724.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2805   | 2052-09-01      | 2.5000%  | 0.0000% | $107000.00         | $74390.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3044   | 2052-11-01      | 4.5000%  | 0.0000% | $35000.00          | $26840.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS2500   | 2037-03-01      | 3.0000%  | 0.0000% | $170297.00         | $92620.27          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3298   | 2051-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $763257.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3806   | 2052-07-01      | 2.5000%  | 0.0000% | $600004.00         | $427889.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3062.47           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8503   | 2036-04-01      | 2.5000%  | 0.0000% | $1421000.00        | $489003.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $149851.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5329   | 2053-03-01      | 3.0000%  | 0.0000% | $1960000.00        | $1478861.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $124.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $755.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3835   | 2052-11-01      | 4.5000%  | 0.0000% | $1110964.00        | $899831.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134   | 2049-12-01      | 3.5000%  | 0.0000% | $3453212.00        | $2577607.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $407497.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5619   | 2053-07-01      | 4.5000%  | 0.0000% | $278000.00         | $211436.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $763.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6400   | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $53957.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1199   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA3811   | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $80.05             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $684.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $36326.80          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL5883   | 2030-08-01      | 4.0000%  | 0.0000% | $1000.00           | $45.98             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694635.00        | $944256.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $268.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5510   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $560.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $100.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $46343.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $300.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1045   | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $185.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3375   | 2035-02-01      | 3.5000%  | 0.0000% | $229015.00         | $54771.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4252   | 2050-09-01      | 2.0000%  | 0.0000% | $98431.00          | $46820.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2274   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $228.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $161866.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041   | 2033-08-01      | 4.0000%  | 0.0000% | $1002.00           | $86.44             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $838.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $192701.00         | $175357.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9820   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $890.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4504   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $842.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $253656.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6721   | 2053-07-01      | 4.5000%  | 0.0000% | $77000.00          | $64063.56          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5156   | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $684.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0191   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $864.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131   | 2053-05-01      | 5.5000%  | 0.0000% | $510614.00         | $358278.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $806.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683   | 2055-12-01      | 6.5000%  | 0.0000% | $1011.00           | $1069.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0861   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $994.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2972   | 2054-09-01      | 6.0000%  | 0.0000% | $2696819.00        | $2522884.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3571   | 2035-06-01      | 3.0000%  | 0.0000% | $290000.00         | $69056.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $895.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ3096   | 2041-12-01      | 3.5000%  | 0.0000% | $71099099.00       | $3538066.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0564   | 2054-05-01      | 5.5000%  | 0.0000% | $2307003.00        | $2096363.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9743   | 2055-01-01      | 6.5000%  | 0.0000% | $8083313.00        | $7453870.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667   | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $563.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1586   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $932.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5165   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $231.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0969   | 2055-03-01      | 5.0000%  | 0.0000% | $1053.00           | $1026.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1774   | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $219.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT1205   | 2051-07-01      | 3.0000%  | 0.0000% | $560000.00         | $268051.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345   | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $323.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3771   | 2050-10-01      | 2.5000%  | 0.0000% | $7500000.00        | $4522757.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4723   | 2037-09-01      | 2.5000%  | 0.0000% | $1000.00           | $657.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $939.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9673   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $864.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $14041120.00       | $12322484.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1635.36           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2429   | 2048-10-01      | 4.0000%  | 0.0000% | $1035.00           | $229.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKCA4928   | 2050-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $109342.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4166   | 2050-08-01      | 3.0000%  | 0.0000% | $1817000.00        | $437060.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $815.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448   | 2035-12-01      | 6.0000%  | 0.0000% | $1000.00           | $16.38             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2649   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1430.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1146   | 2052-03-01      | 3.0000%  | 0.0000% | $1026.00           | $669.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4696   | 2050-10-01      | 3.0000%  | 0.0000% | $5441572.00        | $1872376.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8479   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $609.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $34779701.00       | $14922699.03       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $8997456.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7100   | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $437.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1112   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $612.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646999.00        | $1675611.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434   | 2051-11-01      | 2.5000%  | 0.0000% | $641000.00         | $382101.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $566.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4599   | 2053-11-01      | 6.5000%  | 0.0000% | $73877.00          | $40850.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6184   | 2051-03-01      | 2.0000%  | 0.0000% | $1599000.00        | $806492.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4386   | 2047-07-01      | 5.0000%  | 0.0000% | $72000.00          | $25838.65          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM7144   | 2034-01-01      | 4.0000%  | 0.0000% | $1063640.00        | $405859.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6448   | 2051-03-01      | 2.0000%  | 0.0000% | $1300000.00        | $766402.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $367859.00         | $229554.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1861   | 2037-05-01      | 3.0000%  | 0.0000% | $9000.00           | $5257.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009   | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1325.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $102117.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $309790.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $205544.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0631   | 2052-02-01      | 3.0000%  | 0.0000% | $632000.00         | $411714.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $314629.00         | $252063.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1415   | 2054-08-01      | 6.5000%  | 0.0000% | $1127225.00        | $839088.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1628   | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $65004.87          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289   | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $645.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599   | 2051-01-01      | 3.5000%  | 0.0000% | $2024.00           | $676.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5171   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $742.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1002.00           | $491.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5465.74           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4499258.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310   | 2048-09-01      | 4.5000%  | 0.0000% | $88180540.00       | $26584036.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1795   | 2054-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3039.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7774   | 2036-07-01      | 2.0000%  | 0.0000% | $33000.00          | $18710.77          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3285   | 2034-03-01      | 4.0000%  | 0.0000% | $2996.00           | $568.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0903   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $63584.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2048   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $785.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5269   | 2053-06-01      | 6.0000%  | 0.0000% | $2079196.00        | $1549743.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $596090.00         | $462305.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $140764.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8105   | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $734.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $20548.63          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ6394   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $3596199.00        | $3190548.69        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $309600.00         | $260813.80         | U.S. Treasuries (including strips) |
| FEPC 06.500 CLSL2500   | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $1052.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1086   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $881.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ9853   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1070.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2469   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.15           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $3495.00           | $2782.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5568   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $319.65            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $51.52             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $944.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $61769057.00       | $56929861.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9298   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.23            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $713.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $2065.00           | $1681.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1797.20           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6605   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $658.82            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q05925 G   | 2042-02-01      | 3.5000%  | 0.0000% | $930000.00         | $78699.87          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $569.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $679.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $953.56            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $738.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1166.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790   | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1466.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3722   | 2053-05-01      | 5.0000%  | 0.0000% | $73000.00          | $54027.60          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $59058.00          | $44861.45          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0646   | 2062-06-01      | 2.5000%  | 0.0000% | $100000.00         | $66641.75          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484   | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1805.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $680.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167621215.00      | $12677251.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0292   | 2054-12-01      | 5.5000%  | 0.0000% | $60309.00          | $54015.16          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $238000.00         | $244293.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $2419600.00        | $2422468.34        | U.S. Treasuries (including strips) |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $816.67            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI3074   | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $593.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $829.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9162   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $789.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955   | 2052-09-01      | 5.0000%  | 0.0000% | $3041940.00        | $1995219.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3887.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6809   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $830.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1454   | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $71590.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9784   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $938.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0526   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1018.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3885   | 2055-11-01      | 5.5000%  | 0.0000% | $1150.00           | $1172.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $836605.00         | $680315.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $52000.00          | $40727.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5073747.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1483299.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $34659.89          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $32536342.00       | $29354612.81       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $480.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993   | 2055-02-01      | 6.0000%  | 0.0000% | $27510.00          | $22591.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3741   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAK5545   | 2027-03-01      | 3.5000%  | 0.0000% | $1028.00           | $15.69             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1433896.00        | $1145586.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2491   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $894.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $890602.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2714   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $300.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $747.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6508   | 2053-06-01      | 4.5000%  | 0.0000% | $1999000.00        | $1642991.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9662   | 2054-12-01      | 5.5000%  | 0.0000% | $1587000.00        | $1492428.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2425   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $947.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1110   | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $936.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $23927040.00       | $23147166.96       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5153   | 2055-02-01      | 5.5000%  | 0.0000% | $6280384.00        | $6069214.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000022.00       | $19310352.40       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $11999.00          | $8011.17           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154   | 2035-10-01      | 1.5000%  | 0.0000% | $2556624.00        | $1092909.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $154000.00         | $114991.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1682   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0231   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $699.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3520   | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $93.41             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3896   | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $177.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3181   | 2055-04-01      | 6.0000%  | 0.0000% | $1164734.00        | $1019289.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3704   | 2055-05-01      | 5.5000%  | 0.0000% | $1210000.00        | $1235795.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3243   | 2038-01-01      | 3.5000%  | 0.0000% | $2916000.00        | $409231.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0219   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14288956.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8298   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $820.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5081   | 2050-10-01      | 2.0000%  | 0.0000% | $14679301.00       | $7511825.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5198   | 2053-07-01      | 5.5000%  | 0.0000% | $119000.00         | $91241.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6401   | 2054-11-01      | 5.0000%  | 0.0000% | $24943.00          | $21213.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $5537657.00        | $4237839.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2939   | 2052-09-01      | 4.5000%  | 0.0000% | $99000.00          | $78647.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $29000.00          | $19387.79          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $22128.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749   | 2053-09-01      | 6.5000%  | 0.0000% | $1011.00           | $636.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4049   | 2036-09-01      | 2.5000%  | 0.0000% | $113000.00         | $67079.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4273   | 2053-04-01      | 5.0000%  | 0.0000% | $4658920.00        | $3810532.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $722.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2195   | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $794.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNFS4500   | 2032-01-01      | 3.0000%  | 0.0000% | $2193304.00        | $1222097.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD0883   | 2055-01-01      | 5.0000%  | 0.0000% | $1591184.00        | $1585505.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1299547.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $808.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $2814.00           | $18.86             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3102   | 2052-10-01      | 4.5000%  | 0.0000% | $603608.00         | $480858.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1066   | 2051-07-01      | 2.5000%  | 0.0000% | $775000.00         | $488708.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7531   | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $467.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6849   | 2049-12-01      | 3.5000%  | 0.0000% | $29561.00          | $10719.26          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $733.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9419   | 2051-10-01      | 3.0000%  | 0.0000% | $60000.00          | $37884.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1283.42           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $460000.00         | $321794.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7676   | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $119301.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $718.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1173   | 2052-03-01      | 3.5000%  | 0.0000% | $100000.00         | $64216.63          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0835   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1316.63           | Agency Mortgage-Backed Securities  |

### Security 673: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.830000%
- **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: ARP1DUUM0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1DUUM0
- **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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $466804551.00      | $249999999.69      | Agency Mortgage-Backed Securities |
| GNII SF MB0745 M | 2055-11-20      | 5.0000%  | 0.0000% | $161758398.00      | $162087665.68      | Agency Mortgage-Backed Securities |

### Security 674: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUUN8, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1DUUN8
- **C.18 - Value (incl. sponsor support):** $449000000.00
- **C.18.a - Value (excl. sponsor support):** $449000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-06-30      | 3.7500%  | 0.0000% | $156311300.00      | $156989691.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $129805500.00      | $132697793.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $177447100.00      | $168389810.02      | U.S. Treasuries (including strips) |

### Security 675: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUUZ1, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1DUUZ1
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NATIONAL HEALTH INVS INC       SR GLBL NT 33    | 2033-02-01      | 5.3500%  | 0.0000% | $2635000.00        | $2671094.38        | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.7%32 | 2032-06-15      | 4.7000%  | 0.0000% | $145000.00         | $146803.64         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $62000.00          | $63155.47          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5%092027      | 2027-09-20      | 4.9562%  | 0.0000% | $10000.00          | $10005.84          | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL FL NT 28 | 2028-04-28      | 4.7215%  | 0.0000% | $13000.00          | $13183.23          | Corporate Debt Securities |
| PAYCHEX INC                    SR GLBL NT 32    | 2032-04-15      | 5.3500%  | 0.0000% | $226000.00         | $236971.04         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 54    | 2054-09-15      | 5.9500%  | 0.0000% | $30000.00          | $30345.58          | Corporate Debt Securities |
| SYNOVUS BK COLUMBUS GA         LW TIER II 36    | 2036-01-15      | 5.9570%  | 0.0000% | $5000000.00        | $5061651.94        | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34    | 2034-07-01      | 6.3750%  | 0.0000% | $1664000.00        | $1753731.20        | Corporate Debt Securities |
| HALLIBURTON CO                 SR GLBL NT 35    | 2035-11-15      | 4.8500%  | 0.0000% | $53000.00          | $52782.55          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.4%52 | 2052-10-15      | 3.4000%  | 0.0000% | $78000.00          | $53305.81          | Corporate Debt Securities |
| ROSS STORES INC                SR GLBL NT 31    | 2031-04-15      | 1.8750%  | 0.0000% | $2000000.00        | $1773136.67        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        LW TIER II GLBL  | 2031-09-15      | 3.6250%  | 0.0000% | $50000.00          | $50247.65          | Corporate Debt Securities |
| TRUIST FINL CORP               PERP SUB GLBL -Q | 2079-12-31      | 5.1000%  | 0.0000% | $10000.00          | $10269.30          | Corporate Debt Securities |
| TRUIST BK                      SR FLT NT 28     | 2028-07-24      | 4.6870%  | 0.0000% | $8133000.00        | $8203315.03        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $14342000.00       | $11871801.65       | Corporate Debt Securities |
| OTIS WORLDWIDE CORP            GLBL NT 5.125%31 | 2031-11-19      | 5.1250%  | 0.0000% | $42000.00          | $43905.93          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.8%28 | 2028-08-03      | 4.8000%  | 0.0000% | $225000.00         | $230664.00         | Corporate Debt Securities |
| PROGRESSIVE CORP               SR GLBL NT 3%32  | 2032-03-15      | 3.0000%  | 0.0000% | $53000.00          | $49541.93          | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT 45    | 2045-08-15      | 5.8500%  | 0.0000% | $2000.00           | $2018.88           | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT5.8%53 | 2053-03-27      | 5.8000%  | 0.0000% | $72000.00          | $73310.64          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 32    | 2032-01-29      | 5.6310%  | 0.0000% | $1441000.00        | $1549889.65        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 66    | 2066-05-17      | 6.4709%  | 0.0000% | $160000.00         | $139822.22         | Corporate Debt Securities |
| GENERAL MILLS INC              GLBL NT 3%51     | 2051-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $1326500.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.85%061541   | 2041-06-15      | 5.8500%  | 0.0000% | $40000.00          | $41526.00          | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          GLBL NT 4.5%30   | 2030-01-15      | 4.5000%  | 0.0000% | $3000.00           | $3071.97           | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50  | 2050-10-01      | 2.9500%  | 0.0000% | $5000000.00        | $2818575.00        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30 | 2030-01-31      | 2.8000%  | 0.0000% | $501000.00         | $482606.62         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $5089000.00        | $5701970.05        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 34    | 2034-06-11      | 5.6500%  | 0.0000% | $20000.00          | $20766.58          | Corporate Debt Securities |
| ENBRIDGE INC                   SR GLBL NT4.5%31 | 2031-02-15      | 4.5000%  | 0.0000% | $4690000.00        | $4716662.65        | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   4.5%28           | 2028-12-01      | 4.5000%  | 0.0000% | $21000.00          | $21216.93          | Corporate Debt Securities |
| ELECTRONIC ARTS INC            SR GLBL NT 31    | 2031-02-15      | 1.8500%  | 0.0000% | $1240000.00        | $1202786.22        | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47 | 2047-06-22      | 4.7000%  | 0.0000% | $164000.00         | $121227.98         | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33 | 2033-01-15      | 4.9000%  | 0.0000% | $3000000.00        | $3044980.00        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55 | 2055-04-01      | 6.2000%  | 0.0000% | $700000.00         | $699916.00         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $3735000.00        | $3693358.90        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL31 | 2031-05-01      | 6.3880%  | 0.0000% | $100000.00         | $109746.67         | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT4.5%29 | 2029-01-15      | 4.5000%  | 0.0000% | $5173000.00        | $5297152.00        | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 5.05%27  | 2027-07-12      | 5.0500%  | 0.0000% | $4000.00           | $4167.31           | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33    | 2033-10-01      | 2.4500%  | 0.0000% | $2000.00           | $1672.25           | Corporate Debt Securities |
| CAMDEN PPTY TR                 SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $13000.00          | $12334.63          | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.786%011333  | 2033-01-13      | 5.7860%  | 0.0000% | $2000000.00        | $2158261.22        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%32  | 2032-09-15      | 5.0000%  | 0.0000% | $35000.00          | $36479.41          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 50    | 2050-04-01      | 4.2500%  | 0.0000% | $4177000.00        | $3294504.33        | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 6.7%53   | 2053-11-15      | 6.7000%  | 0.0000% | $1578000.00        | $1754491.41        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            ALT TIER I PERP  | 2079-12-31      | 5.0000%  | 0.0000% | $230000.00         | $224074.43         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34    | 2034-10-01      | 5.5840%  | 0.0000% | $39000.00          | $40006.20          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          CR SEN GLBL JJ27 | 2027-10-15      | 5.0000%  | 0.0000% | $208000.00         | $213779.40         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $5207000.00        | $3360143.63        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 30    | 2030-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3082.49           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.95%042327   | 2027-04-23      | 3.9500%  | 0.0000% | $145000.00         | $145990.51         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.375%072442  | 2042-07-24      | 6.3750%  | 0.0000% | $5017000.00        | $5753405.71        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 5.8710%  | 0.0000% | $50000.00          | $51147.87          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $11061000.00       | $9940424.84        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.892%091536  | 2036-09-15      | 4.8920%  | 0.0000% | $2500000.00        | $2538660.56        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 33    | 2033-07-01      | 5.1500%  | 0.0000% | $9000.00           | $9552.06           | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31    | 2031-06-01      | 5.2500%  | 0.0000% | $24000.00          | $25120.68          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 34    | 2034-03-15      | 6.7500%  | 0.0000% | $240000.00         | $270047.40         | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27  | 2027-10-31      | 13.0000% | 0.0000% | $1057711.00        | $1323901.60        | Corporate Debt Securities |
| XCEL ENERGY INC                SR NT 6.5%36     | 2036-07-01      | 6.5000%  | 0.0000% | $450000.00         | $509161.50         | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -B 56 | 2056-03-15      | 6.2000%  | 0.0000% | $3204000.00        | $3248532.04        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.572%021131  | 2031-02-11      | 2.5720%  | 0.0000% | $7076000.00        | $6691293.60        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.7%061547    | 2047-06-15      | 4.7000%  | 0.0000% | $30000.00          | $25473.27          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.5%44 | 2044-07-08      | 4.5000%  | 0.0000% | $206000.00         | $162481.47         | Corporate Debt Securities |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33    | 2033-10-01      | 7.1500%  | 0.0000% | $105000.00         | $114407.48         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 30    | 2030-11-01      | 1.7500%  | 0.0000% | $155000.00         | $138812.83         | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT2.4%31 | 2031-03-15      | 2.4000%  | 0.0000% | $5925000.00        | $5284073.00        | Corporate Debt Securities |
| ING GROEP N.V.                 VR 040121-040127 | 2027-04-01      | 5.0574%  | 0.0000% | $200000.00         | $202850.75         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 50    | 2050-03-25      | 4.7500%  | 0.0000% | $390000.00         | $325941.20         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-03-15      | 5.6212%  | 0.0000% | $199000.00         | $202347.69         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  FR 5.75%121554   | 2054-12-15      | 5.7500%  | 0.0000% | $1860000.00        | $1815370.33        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 6.1861%  | 0.0000% | $10117000.00       | $8319938.54        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL FL NT 29 | 2029-03-20      | 5.3874%  | 0.0000% | $100000.00         | $101130.97         | Corporate Debt Securities |
| SABAL TRAIL TRANSMISSION LLC   SR GLBL 144A 48  | 2048-05-01      | 4.8320%  | 0.0000% | $1072000.00        | $934830.45         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34 | 2034-10-15      | 4.9000%  | 0.0000% | $14000.00          | $14157.28          | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 30    | 2030-02-15      | 5.1250%  | 0.0000% | $218000.00         | $229874.70         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT1.4%27 | 2027-09-15      | 1.4000%  | 0.0000% | $3000.00           | $2885.59           | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $81000.00          | $84354.03          | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 31    | 2031-10-15      | 4.8500%  | 0.0000% | $10000.00          | $10387.09          | Corporate Debt Securities |
| HASBRO INC                     SR GLBL NT 34    | 2034-05-14      | 6.0500%  | 0.0000% | $1201000.00        | $1286893.85        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 5%34  | 2034-10-15      | 5.0000%  | 0.0000% | $13000000.00       | $13070012.22       | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 5%28  | 2028-10-01      | 5.0000%  | 0.0000% | $49000.00          | $50555.26          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-24      | 3.1020%  | 0.0000% | $10000000.00       | $9336631.67        | Corporate Debt Securities |
| GTE CALIF INC                  DEB-F MBIA    27 | 2027-05-15      | 6.7500%  | 0.0000% | $2000.00           | $2063.13           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.35%090826   | 2026-09-08      | 4.3500%  | 0.0000% | $200000.00         | $203148.83         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $140000.00         | $148318.57         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 5.2%031435    | 2035-03-14      | 5.2000%  | 0.0000% | $166000.00         | $173333.14         | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT4.2%27 | 2027-10-01      | 4.2000%  | 0.0000% | $216000.00         | $218587.68         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-02-24      | 4.9413%  | 0.0000% | $84000.00          | $84950.38          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-03-09      | 4.5915%  | 0.0000% | $5000.00           | $5019.29           | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012425-012428 | 2028-01-24      | 4.6970%  | 0.0000% | $16000.00          | $16178.53          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $9985000.00        | $10589347.12       | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $2950000.00        | $3137477.42        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5%021336      | 2036-02-13      | 5.0000%  | 0.0000% | $1585000.00        | $1632109.72        | 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        | $3162176.29        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 52    | 2052-04-22      | 3.3280%  | 0.0000% | $6896000.00        | $4960559.45        | Corporate Debt Securities |
| FEDEX CORP                     GLBL NT 2.4%31   | 2031-05-15      | 2.4000%  | 0.0000% | $3861000.00        | $3522261.60        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT 35    | 2035-05-30      | 5.2500%  | 0.0000% | $19149000.00       | $19930757.93       | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT 33    | 2033-01-15      | 5.2500%  | 0.0000% | $55000.00          | $59260.21          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 31    | 2031-04-01      | 2.6250%  | 0.0000% | $190000.00         | $175925.27         | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 35    | 2035-11-13      | 5.3750%  | 0.0000% | $2350000.00        | $2371377.17        | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 49    | 2049-01-25      | 5.5760%  | 0.0000% | $26000.00          | $25731.23          | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 29    | 2029-01-25      | 4.7090%  | 0.0000% | $33000.00          | $34126.48          | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 29  | 2029-04-30      | 4.2500%  | 0.0000% | $2917000.00        | $2852339.83        | Corporate Debt Securities |
| FS KKR CAP CORP                SR GLBL NT 29    | 2029-08-15      | 6.8750%  | 0.0000% | $50000.00          | $51749.61          | Corporate Debt Securities |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55 | 2055-03-28      | 6.7000%  | 0.0000% | $3000.00           | $3175.67           | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $667000.00         | $426379.75         | Corporate Debt Securities |
| EVERSOURCE ENERGY              SR GLBL -R NT 30 | 2030-08-15      | 1.6500%  | 0.0000% | $7000.00           | $6233.31           | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $3600000.00        | $3708766.00        | Corporate Debt Securities |
| ESSENT GROUP LTD               SR GLBL NT 29    | 2029-07-01      | 6.2500%  | 0.0000% | $894000.00         | $962262.61         | Corporate Debt Securities |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.7%34 | 2034-09-10      | 4.7000%  | 0.0000% | $55000.00          | $55951.04          | Corporate Debt Securities |
| CONCENTRIX CORP                GLBL NT 6.85%33  | 2033-08-02      | 6.8500%  | 0.0000% | $885000.00         | $924640.38         | Corporate Debt Securities |
| HCA INC.                       SR DEB 7.5%95    | 2095-11-15      | 7.5000%  | 0.0000% | $9000.00           | $9759.18           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-06-03      | 2.5720%  | 0.0000% | $1565000.00        | $1455748.05        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-06-08      | 6.3770%  | 0.0000% | $720000.00         | $783139.82         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR NT 3.7%27     | 2027-06-06      | 3.7000%  | 0.0000% | $65000.00          | $64907.66          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 30    | 2030-04-30      | 3.2500%  | 0.0000% | $9000.00           | $8655.99           | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL 144A 31  | 2031-02-01      | 7.3750%  | 0.0000% | $1000000.00        | $1069699.17        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 28    | 2028-03-02      | 5.1500%  | 0.0000% | $18000.00          | $18738.78          | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1440000.00        | $1233043.20        | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 7%27  | 2027-01-15      | 7.0000%  | 0.0000% | $593000.00         | $627113.97         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090524-100526 | 2026-10-05      | 4.7313%  | 0.0000% | $50000.00          | $50685.76          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $580000.00         | $677861.93         | Corporate Debt Securities |
| ASHTEAD CAP INC                SR 144A NT 33    | 2033-10-15      | 5.9500%  | 0.0000% | $10522000.00       | $11292748.19       | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $100000.00         | $85099.11          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31    | 2031-03-15      | 2.5500%  | 0.0000% | $126000.00         | $116202.03         | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT3.2%31 | 2031-11-15      | 3.2000%  | 0.0000% | $13000.00          | $11615.49          | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 5.625%33   | 2033-09-07      | 5.6250%  | 0.0000% | $30000.00          | $32418.08          | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT 49    | 2049-08-15      | 4.1500%  | 0.0000% | $1081000.00        | $821460.31         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $6600000.00        | $7130618.00        | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL NT5.5%32 | 2032-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3110.10           | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT4.1%29 | 2029-03-15      | 4.1000%  | 0.0000% | $20000.00          | $20308.04          | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 36    | 2036-01-15      | 6.2500%  | 0.0000% | $5000.00           | $5328.55           | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT39 | 2039-06-15      | 5.1250%  | 0.0000% | $300000.00         | $291728.33         | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 53    | 2053-02-27      | 5.3750%  | 0.0000% | $90000.00          | $88446.05          | Corporate Debt Securities |
| S&P GLOBAL INC                 SR GLBL 144A 35  | 2035-12-04      | 4.8000%  | 0.0000% | $2000000.00        | $2008700.00        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL FL NT 29 | 2029-03-15      | 4.3598%  | 0.0000% | $9890000.00        | $9940437.24        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30 | 2030-03-15      | 4.8000%  | 0.0000% | $4000.00           | $4148.33           | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $60000.00          | $42080.62          | Corporate Debt Securities |
| SMUCKER J M CO                 SR GLBL NT 35    | 2035-03-15      | 4.2500%  | 0.0000% | $167000.00         | $159869.75         | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT2.3%30 | 2030-05-15      | 2.3000%  | 0.0000% | $77000.00          | $71254.17          | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL NT 29    | 2029-05-15      | 6.3750%  | 0.0000% | $54000.00          | $58299.79          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%070127    | 2027-07-01      | 3.5000%  | 0.0000% | $242000.00         | $245008.06         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%030127    | 2027-03-01      | 3.5000%  | 0.0000% | $284000.00         | $286041.01         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.95%081433   | 2033-08-14      | 4.9500%  | 0.0000% | $6000.00           | $6317.32           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 29    | 2029-05-15      | 5.5500%  | 0.0000% | $1430000.00        | $1486616.08        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40 | 2040-07-01      | 4.5000%  | 0.0000% | $3486711.00        | $3131763.82        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $1545000.00        | $1037225.45        | Corporate Debt Securities |
| HERCULES CAPITAL INC           SR GLBL NT 26    | 2026-09-16      | 2.6250%  | 0.0000% | $13000.00          | $12921.95          | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 30  | 2030-06-01      | 2.2000%  | 0.0000% | $1000000.00        | $911143.33         | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT42 | 2042-03-15      | 4.3750%  | 0.0000% | $1635000.00        | $1422534.93        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54 | 2054-10-15      | 5.6000%  | 0.0000% | $7651000.00        | $7200296.59        | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%27   | 2027-01-15      | 5.4000%  | 0.0000% | $7000.00           | $7278.46           | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT4.6%27 | 2027-04-06      | 4.6000%  | 0.0000% | $5000.00           | $5080.56           | Corporate Debt Securities |
| EASTMAN CHEM CO                GLBL NT 5%29     | 2029-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15636.95          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 35    | 2035-09-15      | 4.9500%  | 0.0000% | $40000.00          | $40446.20          | Corporate Debt Securities |
| ENGIE SA                       SR 144A NT 34    | 2034-04-10      | 5.6250%  | 0.0000% | $1525000.00        | $1623377.75        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $15000.00          | $15696.14          | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     LW TIER II 26    | 2026-07-21      | 3.7500%  | 0.0000% | $535000.00         | $542453.89         | Corporate Debt Securities |
| UBS GROUP AG                   SR 144A NT 27    | 2027-02-02      | 1.3050%  | 0.0000% | $10345000.00       | $10368534.88       | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 55    | 2055-09-30      | 5.7500%  | 0.0000% | $500000.00         | $496197.50         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 36    | 2036-01-15      | 5.2500%  | 0.0000% | $3000.00           | $3117.28           | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT2.1%30 | 2030-11-15      | 2.1000%  | 0.0000% | $4200000.00        | $3734990.00        | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT3.9%27 | 2027-10-01      | 3.9000%  | 0.0000% | $12000.00          | $12065.88          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL G STP 31 | 2031-08-31      | 3.0000%  | 0.0000% | $10000.00          | $9489.00           | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 31    | 2031-07-12      | 2.5000%  | 0.0000% | $1673000.00        | $1527292.85        | Corporate Debt Securities |
| OTIS WORLDWIDE CORP            GLBL NT 2.565%30 | 2030-02-15      | 2.5650%  | 0.0000% | $175000.00         | $165810.75         | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        VR 062321-092327 | 2027-09-23      | 4.6897%  | 0.0000% | $250000.00         | $250838.80         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 30    | 2030-05-20      | 2.8230%  | 0.0000% | $102000.00         | $96655.72          | Corporate Debt Securities |
| BLACKROCK INC                  SR GLBL NT3.2%27 | 2027-03-15      | 3.2000%  | 0.0000% | $19000.00          | $19067.87          | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 50    | 2050-02-01      | 3.7500%  | 0.0000% | $73000.00          | $54614.58          | Corporate Debt Securities |
| ALBEMARLE CORP                 SR GLBL NT 52    | 2052-06-01      | 5.6500%  | 0.0000% | $2000000.00        | $1822356.67        | Corporate Debt Securities |
| AIR LEASE CORP                 FR 1.875%081526  | 2026-08-15      | 1.8750%  | 0.0000% | $431000.00         | $427725.84         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.834%102533  | 2033-10-25      | 5.8340%  | 0.0000% | $6117000.00        | $6676067.29        | Corporate Debt Securities |
| ABBVIE INC                     GLBL NT 5.4%54   | 2054-03-15      | 5.4000%  | 0.0000% | $222000.00         | $220650.24         | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%032834     | 2034-03-28      | 2.0970%  | 0.0000% | $11000.00          | $8469.01           | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.3%54 | 2054-02-26      | 5.3000%  | 0.0000% | $10863000.00       | $10673470.83       | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 55    | 2055-05-15      | 6.4500%  | 0.0000% | $100000.00         | $106514.17         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $175000.00         | $178224.38         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-07-23      | 4.6500%  | 0.0000% | $25000.00          | $22695.46          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30  | 2030-07-15      | 6.2000%  | 0.0000% | $2249000.00        | $2469826.81        | Corporate Debt Securities |
| DOLLAR GEN CORP                SR GLBL NT 5%32  | 2032-11-01      | 5.0000%  | 0.0000% | $69000.00          | $70654.16          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 32    | 2032-07-23      | 5.7180%  | 0.0000% | $937000.00         | $1008695.18        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 33    | 2033-08-09      | 5.7460%  | 0.0000% | $3175000.00        | $3412284.15        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $30000.00          | $31624.25          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J  | 2500-12-31      | 6.3000%  | 0.0000% | $45000.00          | $47292.97          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.744%021236  | 2036-02-12      | 5.7440%  | 0.0000% | $2000.00           | $2134.68           | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL40 | 2040-05-01      | 5.7050%  | 0.0000% | $146000.00         | $151252.84         | Corporate Debt Securities |
| BELROSE FDG TR II              SR 144A NT 55    | 2055-05-15      | 6.7920%  | 0.0000% | $2000000.00        | $2104177.33        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $45000.00          | $45291.41          | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 46    | 2046-08-11      | 5.8600%  | 0.0000% | $6000000.00        | $6310416.67        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34    | 2034-04-05      | 5.7500%  | 0.0000% | $2098000.00        | $2233313.42        | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL NT 28    | 2028-12-01      | 2.2720%  | 0.0000% | $22000.00          | $20821.31          | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $10879000.00       | $9767498.61        | Corporate Debt Securities |
| DELTA AIR LINES INC            GLBL NT 3.75%29  | 2029-10-28      | 3.7500%  | 0.0000% | $50000.00          | $49276.12          | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 30    | 2030-07-10      | 5.2500%  | 0.0000% | $29000.00          | $30698.60          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 54    | 2054-04-18      | 5.7500%  | 0.0000% | $4100000.00        | $3946740.86        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.2%34 | 2034-09-01      | 5.2000%  | 0.0000% | $5000.00           | $5152.42           | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT 5%34  | 2034-10-15      | 5.0000%  | 0.0000% | $7000.00           | $7173.50           | Corporate Debt Securities |
| CENOVUS ENERGY INC             SR NT 5.4%36     | 2036-03-20      | 5.4000%  | 0.0000% | $90000.00          | $90753.30          | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $1200000.00        | $1209124.00        | Corporate Debt Securities |
| BANK AMERICA CORP              VR 012425-012431 | 2031-01-24      | 4.9149%  | 0.0000% | $35000.00          | $35332.11          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 1.65%28  | 2028-02-01      | 1.6500%  | 0.0000% | $21000.00          | $20173.54          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32 | 2032-01-30      | 3.3000%  | 0.0000% | $3175000.00        | $2983738.00        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 27    | 2027-03-01      | 4.2500%  | 0.0000% | $38000.00          | $38625.73          | Corporate Debt Securities |
| ABN AMRO BANK N.V.             VR 120324-120328 | 2028-12-03      | 4.7915%  | 0.0000% | $500000.00         | $503612.44         | Corporate Debt Securities |
| AIA GROUP LTD HONG KONG        FR 4.5%031646    | 2046-03-16      | 4.5000%  | 0.0000% | $647000.00         | $590465.14         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%27 | 2027-02-15      | 3.8000%  | 0.0000% | $53000.00          | $53642.65          | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9844016.67        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 35    | 2035-03-15      | 4.5500%  | 0.0000% | $141000.00         | $141304.17         | Corporate Debt Securities |
| ABBVIE INC                     GLBL NT 5.05%34  | 2034-03-15      | 5.0500%  | 0.0000% | $224000.00         | $234232.20         | Corporate Debt Securities |
| AES CORP                       GLBL NT 2.45%31  | 2031-01-15      | 2.4500%  | 0.0000% | $89000.00          | $81844.15          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 56    | 2056-08-15      | 6.0500%  | 0.0000% | $150000.00         | $156770.33         | Corporate Debt Securities |
| AFFILIATED MANAGERS GROUP      SR GLBL NT5.5%36 | 2036-02-15      | 5.5000%  | 0.0000% | $4025000.00        | $4054525.61        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 5%061548      | 2048-06-15      | 5.0000%  | 0.0000% | $50000.00          | $44220.11          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.8%30 | 2030-11-01      | 5.8000%  | 0.0000% | $409000.00         | $435865.85         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.5%121547    | 2047-12-15      | 4.5000%  | 0.0000% | $20000.00          | $16621.00          | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 28    | 2028-02-15      | 4.8750%  | 0.0000% | $100000.00         | $103767.67         | Corporate Debt Securities |
| POSCO                          SR 144A NT 28    | 2028-01-17      | 5.7500%  | 0.0000% | $3500000.00        | $3701091.53        | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 6%31     | 2031-03-15      | 6.0000%  | 0.0000% | $46000.00          | $50433.33          | Corporate Debt Securities |
| PFIZER INC                     SR GLBL FL NT 27 | 2027-11-15      | 4.3243%  | 0.0000% | $3971000.00        | $4002298.45        | Corporate Debt Securities |
| RADIAN GROUP INC               SR GLBL NT6.2%29 | 2029-05-15      | 6.2000%  | 0.0000% | $72000.00          | $76144.48          | Corporate Debt Securities |
| REPUBLIC SVCS INC              GLBL NT 2.375%33 | 2033-03-15      | 2.3750%  | 0.0000% | $3000.00           | $2646.79           | Corporate Debt Securities |
| PUBLIC SVC CO OKLA             SR GLBL -M NT 35 | 2035-01-15      | 5.2000%  | 0.0000% | $59000.00          | $61249.54          | Corporate Debt Securities |
| METLIFE INC                    JR SB GLBL DB 55 | 2055-03-15      | 6.3500%  | 0.0000% | $210000.00         | $225388.22         | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    -2018C SNK BD 48 | 2048-11-01      | 5.2460%  | 0.0000% | $2747000.00        | $2292600.42        | Corporate Debt Securities |
| GE AEROSPACE                   VR 050506-050526 | 2026-05-05      | 4.5422%  | 0.0000% | $193000.00         | $194635.80         | Corporate Debt Securities |
| HP INC                         SR GLBL NT 31    | 2031-06-17      | 2.6500%  | 0.0000% | $336000.00         | $303925.63         | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 49  | 2049-04-01      | 4.5500%  | 0.0000% | $2163000.00        | $1874942.48        | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 33  | 2033-10-06      | 6.5000%  | 0.0000% | $321000.00         | $360437.17         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-07-15      | 5.3500%  | 0.0000% | $66000.00          | $68793.08          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.75%071541   | 2041-07-15      | 5.7500%  | 0.0000% | $3000.00           | $3109.25           | Corporate Debt Securities |
| GENUINE PARTS CO               GLBL NT 4.95%29  | 2029-08-15      | 4.9500%  | 0.0000% | $4000.00           | $4145.56           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.375%012247  | 2047-01-22      | 4.3750%  | 0.0000% | $4000.00           | $3548.73           | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31    | 2031-05-24      | 2.7500%  | 0.0000% | $736000.00         | $677095.26         | Corporate Debt Securities |
| METLIFE INC                    SR NT 5.7%35     | 2035-06-15      | 5.7000%  | 0.0000% | $93000.00          | $99870.22          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%50 | 2050-04-01      | 3.6000%  | 0.0000% | $3000.00           | $1907.88           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%46  | 2046-07-15      | 4.0000%  | 0.0000% | $5153000.00        | $3691632.10        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 55    | 2055-09-15      | 5.6500%  | 0.0000% | $90000.00          | $91670.47          | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $1000000.00        | $1065105.28        | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT 50    | 2050-03-12      | 3.3500%  | 0.0000% | $810000.00         | $565277.18         | Corporate Debt Securities |
| SOUTHWEST AIRLS CO             SR GLBL NT 27    | 2027-06-15      | 5.1250%  | 0.0000% | $34000.00          | $34515.70          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49 | 2049-11-15      | 3.7000%  | 0.0000% | $30000.00          | $21608.25          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30 | 2030-05-01      | 4.4000%  | 0.0000% | $2000.00           | $2034.79           | Corporate Debt Securities |
| NNN REIT INC                   SR GLBL NT4.6%31 | 2031-02-15      | 4.6000%  | 0.0000% | $8000.00           | $8255.68           | Corporate Debt Securities |
| KINROSS GOLD CORP              SR GLBL NT 33    | 2033-07-15      | 6.2500%  | 0.0000% | $1967000.00        | $2208323.03        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $52000.00          | $55173.52          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 110217-011587 | 2087-01-15      | 5.0654%  | 0.0000% | $6066000.00        | $5685425.15        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $3510000.00        | $3757533.00        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR -A NT 6%38    | 2038-02-28      | 5.1646%  | 0.0000% | $30000.00          | $24919.33          | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 34    | 2034-02-20      | 6.3500%  | 0.0000% | $2030000.00        | $2206319.60        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%051530    | 2030-05-15      | 4.6000%  | 0.0000% | $1000.00           | $1024.61           | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT3.8%28 | 2028-03-01      | 3.8000%  | 0.0000% | $2000.00           | $1996.71           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%101537    | 2037-10-15      | 6.3000%  | 0.0000% | $4214000.00        | $4747871.66        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.125%030130  | 2030-03-01      | 2.1250%  | 0.0000% | $93000.00          | $86678.17          | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT5.1%33 | 2033-07-15      | 5.1000%  | 0.0000% | $142000.00         | $150431.49         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $2219000.00        | $2269948.24        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55 | 2055-03-01      | 5.9000%  | 0.0000% | $11000.00          | $10900.74          | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL NT5.4%29 | 2029-03-01      | 5.4000%  | 0.0000% | $5427000.00        | $5721577.56        | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 51    | 2051-01-15      | 4.0000%  | 0.0000% | $83000.00          | $84270.27          | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT2.7%30 | 2030-03-11      | 2.7000%  | 0.0000% | $425000.00         | $403499.25         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55 | 2055-09-15      | 5.7000%  | 0.0000% | $127000.00         | $126477.61         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $127000.00         | $112706.79         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.4%26 | 2026-05-01      | 3.4000%  | 0.0000% | $300000.00         | $301130.00         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL G STP 35 | 2035-08-31      | 2.0000%  | 0.0000% | $150000.00         | $117572.50         | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 35    | 2035-03-15      | 4.1250%  | 0.0000% | $790000.00         | $741826.79         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT5.2%54 | 2054-06-01      | 5.2000%  | 0.0000% | $365000.00         | $344561.22         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30    | 2030-01-23      | 4.1500%  | 0.0000% | $25000.00          | $25142.60          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 32    | 2032-11-01      | 5.6500%  | 0.0000% | $121000.00         | $128643.17         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 53    | 2053-02-06      | 5.5500%  | 0.0000% | $3641000.00        | $3121590.11        | Corporate Debt Securities |
| MELLON CAP IV                  PERP JR SB GLBL  | 2079-12-31      | 4.5212%  | 0.0000% | $10000.00          | $8088.61           | Corporate Debt Securities |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT5.2%30 | 2030-07-01      | 5.2000%  | 0.0000% | $3000000.00        | $3141476.67        | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34    | 2034-04-03      | 5.4380%  | 0.0000% | $8310000.00        | $8708313.53        | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT2.2%32 | 2032-03-15      | 2.2000%  | 0.0000% | $2000.00           | $1771.46           | Corporate Debt Securities |
| SOUTHWEST AIRLS CO             SR GLBL NT 35    | 2035-11-15      | 5.2500%  | 0.0000% | $3924000.00        | $3886793.94        | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 33  | 2033-01-15      | 4.7500%  | 0.0000% | $308000.00         | $314011.65         | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 27    | 2027-03-15      | 5.1500%  | 0.0000% | $34000.00          | $34877.67          | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT5.6%32 | 2032-10-15      | 5.6000%  | 0.0000% | $47000.00          | $49829.50          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL LKD NT32 | 2032-05-15      | 3.0000%  | 0.0000% | $3099000.00        | $2798149.08        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $1199000.00        | $1307957.13        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $7023000.00        | $7563583.72        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-09-06      | 5.4500%  | 0.0000% | $25000.00          | $25871.74          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.245%31 | 2031-01-13      | 5.2450%  | 0.0000% | $6240000.00        | $6597121.27        | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT3.1%27 | 2027-10-01      | 3.1000%  | 0.0000% | $1000000.00        | $994970.00         | Corporate Debt Securities |
| CHURCH & DWIGHT CO INC         SR GLBL NT5.6%32 | 2032-11-15      | 5.6000%  | 0.0000% | $1500000.00        | $1609418.33        | Corporate Debt Securities |
| BEIGNET INV LLC                SR SEC 144A 49   | 2049-05-30      | 6.5810%  | 0.0000% | $10902000.00       | $11564187.48       | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 47    | 2047-06-06      | 4.6690%  | 0.0000% | $90000.00          | $79036.41          | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.1%33 | 2033-05-01      | 5.1000%  | 0.0000% | $5000.00           | $5097.95           | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT6.5%33 | 2033-11-21      | 6.5000%  | 0.0000% | $2132000.00        | $2330600.54        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 32    | 2032-10-06      | 4.7500%  | 0.0000% | $12292000.00       | $12444854.43       | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 35    | 2035-05-15      | 5.7500%  | 0.0000% | $270000.00         | $287203.65         | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $5876000.00        | $6889468.00        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $389000.00         | $400578.48         | Corporate Debt Securities |
| BAC CAP TR XIII                PERP JR SB       | 2500-12-31      | 4.3848%  | 0.0000% | $25000.00          | $18720.97          | Corporate Debt Securities |
| BAC CAP TR XIV                 PERP JR SB -G NT | 2099-01-01      | 4.3848%  | 0.0000% | $150000.00         | $118609.32         | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB 6.4%66  | 2066-12-15      | 6.3648%  | 0.0000% | $30000.00          | $26034.86          | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.1250%  | 0.0000% | $300000.00         | $310254.50         | Corporate Debt Securities |
| BPCE                           FR 6.612%101927  | 2027-10-19      | 6.6120%  | 0.0000% | $400000.00         | $412804.13         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 52    | 2052-04-01      | 4.2500%  | 0.0000% | $181000.00         | $145153.86         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 31    | 2031-02-13      | 5.1250%  | 0.0000% | $368000.00         | $389202.63         | Corporate Debt Securities |
| WELLS FARGO & CO               VR 091525-091529 | 2029-09-15      | 4.6512%  | 0.0000% | $1937000.00        | $1942232.72        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $30000.00          | $29584.05          | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL 55    | 2055-04-01      | 6.6250%  | 0.0000% | $1488000.00        | $1527510.12        | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.8%31 | 2031-09-01      | 4.8000%  | 0.0000% | $125000.00         | $130231.25         | Corporate Debt Securities |
| SIGNATURE BK NEW YORK N Y      LW TIER II 30    | 2030-10-15      | 9.3323%  | 0.0000% | $700000.00         | $517972.50         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  FR 6%062639      | 2039-06-26      | 6.4503%  | 0.0000% | $16000.00          | $14668.10          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT FXD/FLT 37 | 2037-12-28      | 5.4126%  | 0.0000% | $370000.00         | $312247.09         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL53 | 2053-08-15      | 5.9500%  | 0.0000% | $330000.00         | $352234.67         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $2800000.00        | $2007279.71        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 1.8948%  | 0.0000% | $25000.00          | $23007.95          | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $2347000.00        | $2490123.97        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $23099000.00       | $21233341.89       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 6.1%042845    | 2045-04-28      | 6.1000%  | 0.0000% | $5000.00           | $5355.32           | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT5.2%33 | 2033-11-15      | 5.2000%  | 0.0000% | $4000.00           | $4203.50           | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 48    | 2048-03-25      | 5.0500%  | 0.0000% | $20000.00          | $17990.13          | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT6.5%27 | 2027-07-01      | 6.5000%  | 0.0000% | $5000.00           | $5260.40           | Corporate Debt Securities |
| DOLLAR GEN CORP                SR GLBL NT 50    | 2050-04-03      | 4.1250%  | 0.0000% | $4500000.00        | $3599430.00        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 27    | 2027-01-05      | 4.8500%  | 0.0000% | $6000.00           | $6197.65           | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35 | 2035-01-15      | 5.8000%  | 0.0000% | $330000.00         | $358246.17         | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.5%081554    | 2054-08-15      | 5.5000%  | 0.0000% | $30000.00          | $27273.83          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $1900000.00        | $2039137.00        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT3.3%26 | 2026-12-01      | 3.3000%  | 0.0000% | $1000000.00        | $997730.00         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29 | 2029-03-21      | 5.2000%  | 0.0000% | $37000.00          | $38486.82          | Corporate Debt Securities |
| CNO FINL GROUP INC             SR GLBL NT 34    | 2034-06-15      | 6.4500%  | 0.0000% | $1204000.00        | $1281027.91        | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31 | 2031-02-09      | 4.4000%  | 0.0000% | $210000.00         | $212879.57         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT4.9%38 | 2038-02-15      | 4.9000%  | 0.0000% | $1612000.00        | $1608134.78        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 31    | 2031-03-24      | 3.1250%  | 0.0000% | $278000.00         | $262593.28         | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 43    | 2043-04-15      | 4.7500%  | 0.0000% | $1725000.00        | $1368369.67        | Corporate Debt Securities |
| AMEREN CORP                    SR GLBL NT 35    | 2035-03-15      | 5.3750%  | 0.0000% | $169000.00         | $176859.58         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 27    | 2027-01-15      | 2.7500%  | 0.0000% | $56000.00          | $55979.31          | Corporate Debt Securities |
| AMERIPRISE FINL INC            SR GLBL NT5.2%35 | 2035-04-15      | 5.2000%  | 0.0000% | $40000.00          | $41393.51          | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV        SR NT6.375%35    | 2035-03-01      | 6.3750%  | 0.0000% | $1370000.00        | $1538198.90        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 071024-070927 | 2027-07-09      | 4.6945%  | 0.0000% | $2277000.00        | $2304888.64        | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT 50    | 2050-04-24      | 3.1250%  | 0.0000% | $765000.00         | $507689.17         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $6020000.00        | $6240974.13        | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 5.75%26  | 2026-11-08      | 5.7500%  | 0.0000% | $37000.00          | $37827.15          | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 5.9%28   | 2028-11-15      | 5.9000%  | 0.0000% | $29000.00          | $30629.48          | Corporate Debt Securities |
| SBL HOLDINGS LLC               CR SEN SR 144A28 | 2028-09-26      | 5.9000%  | 0.0000% | $3000000.00        | $3035188.33        | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT 31    | 2031-02-15      | 1.7500%  | 0.0000% | $202000.00         | $178994.44         | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 1.9%31   | 2031-09-01      | 1.9000%  | 0.0000% | $6699000.00        | $5937881.95        | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 3.5%27   | 2027-03-15      | 3.5000%  | 0.0000% | $60000.00          | $60336.93          | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     FR 4.655%082228  | 2028-08-22      | 4.6550%  | 0.0000% | $3175000.00        | $3260284.03        | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT 37    | 2037-06-15      | 6.6250%  | 0.0000% | $4536000.00        | $5030988.48        | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%40 | 2040-06-21      | 6.2000%  | 0.0000% | $5000.00           | $5138.66           | Corporate Debt Securities |
| USB CAPITAL IX                 PERP JR SB GLBL  | 2079-12-31      | 5.1862%  | 0.0000% | $135000.00         | $107255.15         | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     FR 1.106%022427  | 2027-02-24      | 1.1060%  | 0.0000% | $5313000.00        | $5309604.99        | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL 2020A 30 | 2030-04-30      | 3.7000%  | 0.0000% | $106000.00         | $104320.61         | Corporate Debt Securities |
| SOCIETE GENERALE               FR 4.027%012143  | 2043-01-21      | 4.0270%  | 0.0000% | $10000000.00       | $7909759.17        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 32    | 2032-11-17      | 5.7500%  | 0.0000% | $183000.00         | $197398.03         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 29    | 2029-11-17      | 5.6250%  | 0.0000% | $145000.00         | $153632.58         | Corporate Debt Securities |
| SEMPRA                         3.4%28           | 2028-02-01      | 3.4000%  | 0.0000% | $65000.00          | $64977.68          | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT2.2%31 | 2031-09-15      | 2.2000%  | 0.0000% | $130000.00         | $117258.41         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT3.8%29 | 2029-08-15      | 3.8000%  | 0.0000% | $12000.00          | $12004.87          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 49    | 2049-02-14      | 5.9500%  | 0.0000% | $75000.00          | $77006.48          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $121000.00         | $87827.65          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.7%011228    | 2028-01-12      | 4.7000%  | 0.0000% | $240000.00         | $248684.13         | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 54 | 2054-10-01      | 6.8750%  | 0.0000% | $40000.00          | $41809.90          | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL 144A 56  | 2056-03-15      | 5.7500%  | 0.0000% | $3950000.00        | $3955643.01        | Corporate Debt Securities |
| SOCIETE GENERALE               SUB 144A NT 55   | 2055-01-19      | 7.1320%  | 0.0000% | $3923000.00        | $4250318.99        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34 | 2034-03-01      | 5.5000%  | 0.0000% | $975000.00         | $984022.00         | Corporate Debt Securities |
| PARKER-HANNIFIN CORP           SR GLBL NT 29    | 2029-06-14      | 3.2500%  | 0.0000% | $1409000.00        | $1374908.85        | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $2000.00           | $2011.04           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50 | 2050-07-01      | 4.9500%  | 0.0000% | $36000.00          | $31548.24          | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30    | 2030-09-15      | 1.7500%  | 0.0000% | $146000.00         | $131231.05         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.9%051547    | 2047-05-15      | 4.9000%  | 0.0000% | $9000.00           | $7904.26           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46    | 2046-08-21      | 4.8620%  | 0.0000% | $2000.00           | $1817.59           | Corporate Debt Securities |
| REPUBLIC SVCS INC              GLBL NT 4.875%29 | 2029-04-01      | 4.8750%  | 0.0000% | $243000.00         | $252277.13         | Corporate Debt Securities |
| PAYPAL HLDGS INC               SR GLBL NT 29    | 2029-10-01      | 2.8500%  | 0.0000% | $252000.00         | $243418.14         | Corporate Debt Securities |
| ROCHE HOLDINGS INC             SR 144A NT 29    | 2029-09-09      | 4.2030%  | 0.0000% | $318000.00         | $324559.07         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT3.5%30 | 2030-09-01      | 3.5000%  | 0.0000% | $14000.00          | $13639.87          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.2%051734    | 2034-05-17      | 5.2000%  | 0.0000% | $20000.00          | $21025.71          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 35    | 2035-11-01      | 6.0500%  | 0.0000% | $1900000.00        | $2053849.33        | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2022A 32 | 2032-05-15      | 4.7000%  | 0.0000% | $193000.00         | $197191.10         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31 | 2031-06-18      | 5.6000%  | 0.0000% | $192000.00         | $200834.35         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844    | 2044-07-08      | 4.8000%  | 0.0000% | $50000.00          | $47648.83          | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32 | 2032-03-24      | 3.6250%  | 0.0000% | $432000.00         | $415963.02         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 34    | 2034-02-13      | 5.2500%  | 0.0000% | $11306000.00       | $11949367.93       | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $7000.00           | $7360.01           | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 32   | 2032-11-29      | 5.8750%  | 0.0000% | $1125000.00        | $1221887.50        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT3.2%61 | 2061-08-12      | 3.2000%  | 0.0000% | $250000.00         | $146501.39         | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.377%40 | 2040-04-05      | 3.3770%  | 0.0000% | $300000.00         | $245900.18         | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT3.2%29 | 2029-11-18      | 3.2000%  | 0.0000% | $157000.00         | $151532.04         | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67 | 2067-05-01      | 6.4984%  | 0.0000% | $50000.00          | $47808.68          | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT3.6%27 | 2027-06-05      | 3.6000%  | 0.0000% | $63000.00          | $62836.20          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.75%33  | 2033-02-15      | 4.7500%  | 0.0000% | $236000.00         | $241492.77         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.125%070728  | 2028-07-07      | 5.1250%  | 0.0000% | $2354000.00        | $2475115.26        | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 36    | 2036-02-15      | 4.6250%  | 0.0000% | $6176000.00        | $6130619.27        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT5.4%35 | 2035-01-31      | 5.4000%  | 0.0000% | $10000.00          | $10552.50          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227    | 2027-03-12      | 4.9000%  | 0.0000% | $128000.00         | $131269.90         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT2.2%27 | 2027-02-21      | 2.2000%  | 0.0000% | $589000.00         | $582541.29         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       GLBL -R NT5.2%29 | 2029-01-15      | 5.2000%  | 0.0000% | $68000.00          | $71796.29          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430   | 2030-10-04      | 5.8500%  | 0.0000% | $2417000.00        | $2607961.13        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $90000.00          | $88738.80          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%070927    | 2027-07-09      | 4.9000%  | 0.0000% | $68000.00          | $70526.96          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%102227   | 2027-10-22      | 4.4500%  | 0.0000% | $311000.00         | $316563.53         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 51    | 2051-06-15      | 4.6630%  | 0.0000% | $6000.00           | $5180.60           | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.375%34 | 2034-06-15      | 5.3750%  | 0.0000% | $8000.00           | $8309.19           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $4541000.00        | $4811784.88        | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT 34    | 2034-02-15      | 5.1250%  | 0.0000% | $1025000.00        | $1053895.89        | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $234000.00         | $233612.08         | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT6.5%37 | 2037-02-15      | 6.5000%  | 0.0000% | $1100000.00        | $1209653.50        | Corporate Debt Securities |
| CVS HEALTH CORP                4.78%38          | 2038-03-25      | 4.7800%  | 0.0000% | $4000.00           | $3845.83           | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $120000.00         | $104288.70         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%29  | 2029-01-30      | 5.0000%  | 0.0000% | $200000.00         | $208702.67         | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%111528     | 2028-11-15      | 2.2964%  | 0.0000% | $9000.00           | $8046.71           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL G STP 31 | 2031-11-21      | 3.5000%  | 0.0000% | $25000.00          | $24013.22          | Corporate Debt Securities |
| CITIGROUP INC                  FR 11%012934     | 2034-01-29      | 1.3535%  | 0.0000% | $18000.00          | $13835.92          | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.3%47 | 2047-07-15      | 4.3000%  | 0.0000% | $2709000.00        | $2269892.17        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34 | 2034-05-15      | 5.3500%  | 0.0000% | $5898000.00        | $6118621.24        | Corporate Debt Securities |
| PPL CAP FDG INC                JR SB GLBL 67    | 2067-03-30      | 6.6122%  | 0.0000% | $10000.00          | $9774.64           | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT 41    | 2041-10-01      | 3.0500%  | 0.0000% | $1042000.00        | $779879.69         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $25000.00          | $25483.39          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.7%34 | 2034-09-27      | 4.7000%  | 0.0000% | $610000.00         | $574987.36         | Corporate Debt Securities |
| MARKEL GROUP INC               GLBL NT 6%54     | 2054-05-16      | 6.0000%  | 0.0000% | $3051000.00        | $3109640.22        | Corporate Debt Securities |
| MCKESSON CORP                  GLBL NT 4.25%29  | 2029-09-15      | 4.2500%  | 0.0000% | $2290000.00        | $2333931.11        | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $25000.00          | $25904.72          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-02-26      | 2.3500%  | 0.0000% | $40000.00          | $39527.19          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%29 | 2029-04-06      | 4.3000%  | 0.0000% | $70000.00          | $70650.49          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 29    | 2029-11-09      | 6.1500%  | 0.0000% | $2036000.00        | $2145889.71        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT2.1%30 | 2030-05-01      | 2.1000%  | 0.0000% | $32000.00          | $29467.84          | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36    | 2036-01-15      | 5.3750%  | 0.0000% | $300000.00         | $306443.46         | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT2.9%30 | 2030-10-01      | 2.9000%  | 0.0000% | $304000.00         | $287292.16         | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 31    | 2031-12-15      | 5.3750%  | 0.0000% | $85000.00          | $87963.86          | Corporate Debt Securities |
| HYUNDAI CAP SVCS INC           SR 65 144A NT 29 | 2029-02-05      | 5.1250%  | 0.0000% | $5355000.00        | $5587848.04        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 34    | 2034-03-15      | 5.9500%  | 0.0000% | $3000.00           | $3208.59           | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB5.7%33 | 2033-10-15      | 5.7000%  | 0.0000% | $1450000.00        | $1544718.83        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $4200000.00        | $2989102.67        | Corporate Debt Securities |
| ROYALTY PHARMA PLC             SR GLBL NT 50    | 2050-09-02      | 3.5500%  | 0.0000% | $392000.00         | $276860.24         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 36    | 2036-01-06      | 4.7500%  | 0.0000% | $1000.00           | $1007.54           | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC         SR GLBL NT 33    | 2033-09-15      | 5.9500%  | 0.0000% | $2562000.00        | $2790887.66        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT2.8%41 | 2041-09-15      | 2.8000%  | 0.0000% | $222000.00         | $162154.23         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $6384000.00        | $6060026.19        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 29    | 2029-03-15      | 4.3750%  | 0.0000% | $31000.00          | $31752.12          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36   | 2036-04-01      | 6.1250%  | 0.0000% | $346000.00         | $381929.51         | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT 54    | 2054-06-05      | 6.0500%  | 0.0000% | $2000000.00        | $2042958.89        | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $223000.00         | $230023.76         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29    | 2029-10-15      | 4.5500%  | 0.0000% | $99000.00          | $100844.92         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.8%29 | 2029-11-15      | 4.8000%  | 0.0000% | $366000.00         | $379268.72         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-01-28      | 5.5360%  | 0.0000% | $8260000.00        | $8802252.48        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 34    | 2034-08-12      | 5.1500%  | 0.0000% | $2092000.00        | $2125021.64        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 46    | 2046-09-01      | 3.7500%  | 0.0000% | $36000.00          | $27846.72          | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 4.25%081549   | 2049-08-15      | 4.2500%  | 0.0000% | $50000.00          | $41987.78          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%47 | 2047-05-11      | 4.1000%  | 0.0000% | $1000000.00        | $763724.44         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.75%121527   | 2027-12-15      | 6.7500%  | 0.0000% | $50000.00          | $52565.00          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-11-01      | 5.0500%  | 0.0000% | $5886000.00        | $5902284.60        | Corporate Debt Securities |
| PAYCHEX INC                    SR GLBL NT5.1%30 | 2030-04-15      | 5.1000%  | 0.0000% | $84000.00          | $87530.24          | Corporate Debt Securities |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34   | 2034-08-20      | 5.5000%  | 0.0000% | $2864000.00        | $2999764.74        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.5%41   | 2041-06-01      | 3.5000%  | 0.0000% | $150000.00         | $118937.50         | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.125%120130  | 2030-12-01      | 3.1250%  | 0.0000% | $98000.00          | $91249.19          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.2%071531    | 2031-07-15      | 5.2000%  | 0.0000% | $2716000.00        | $2831043.72        | Corporate Debt Securities |
| AIR LEASE CORP                 SR GLBL NT 28    | 2028-10-01      | 4.6250%  | 0.0000% | $20000.00          | $20319.05          | Corporate Debt Securities |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 34    | 2034-09-09      | 4.7500%  | 0.0000% | $100000.00         | $101540.78         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $9825000.00        | $9582748.25        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 4.25%42    | 2042-08-09      | 4.2500%  | 0.0000% | $2504000.00        | $2140428.94        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.3%52   | 2052-02-01      | 3.3000%  | 0.0000% | $1500000.00        | $1002570.00        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.7%31 | 2031-04-15      | 2.7000%  | 0.0000% | $10000.00          | $9262.40           | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 2%32  | 2032-01-15      | 2.0000%  | 0.0000% | $45000.00          | $39706.30          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031   | 2031-07-10      | 5.0500%  | 0.0000% | $35000.00          | $36852.81          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT5.6%43 | 2043-03-02      | 5.6000%  | 0.0000% | $1006000.00        | $1035456.80        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30 | 2030-01-15      | 2.9000%  | 0.0000% | $136000.00         | $131149.18         | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT2.9%27 | 2027-03-15      | 2.9000%  | 0.0000% | $35000.00          | $34809.21          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 34    | 2034-10-01      | 4.2500%  | 0.0000% | $950000.00         | $880046.75         | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.95%021555   | 2055-02-15      | 5.9500%  | 0.0000% | $30000.00          | $28241.03          | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.4%121553    | 2053-12-15      | 5.4000%  | 0.0000% | $10000.00          | $8706.30           | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 30    | 2030-07-15      | 2.1500%  | 0.0000% | $1348000.00        | $1238048.88        | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 36    | 2036-08-15      | 7.2500%  | 0.0000% | $50000.00          | $52366.44          | Corporate Debt Securities |
| ENBRIDGE INC                   SR GLBL NT 29    | 2029-11-15      | 3.1250%  | 0.0000% | $1116000.00        | $1074714.98        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67 | 2067-06-15      | 6.1098%  | 0.0000% | $25000.00          | $21967.89          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $188000.00         | $209790.24         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $700000.00         | $559748.19         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $7886000.00        | $8713464.84        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT4.9%33 | 2033-05-01      | 4.9000%  | 0.0000% | $4000.00           | $4060.83           | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT 32    | 2032-05-09      | 4.7500%  | 0.0000% | $30000.00          | $30389.43          | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $45000.00          | $48599.57          | Corporate Debt Securities |
| ALTRIA GROUP INC               4.4%26           | 2026-02-14      | 4.4000%  | 0.0000% | $930000.00         | $945442.13         | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.25%100129   | 2029-10-01      | 3.2500%  | 0.0000% | $4000.00           | $3855.78           | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 48    | 2048-06-15      | 4.5630%  | 0.0000% | $9000.00           | $7768.72           | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT2.1%31 | 2031-05-12      | 2.1000%  | 0.0000% | $29000.00          | $26341.23          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33 | 2033-09-11      | 4.8930%  | 0.0000% | $6000.00           | $6205.80           | Corporate Debt Securities |
| CARLISLE COS INC               SR GLBL NT 40    | 2040-09-15      | 5.5500%  | 0.0000% | $3905000.00        | $4053256.58        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $5175000.00        | $5922891.00        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 6%44  | 2044-06-01      | 6.0000%  | 0.0000% | $5000.00           | $5073.05           | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $5306000.00        | $5507380.39        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 6.8211%  | 0.0000% | $116000.00         | $117598.25         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 34    | 2034-04-15      | 3.4690%  | 0.0000% | $5493000.00        | $5064619.85        | Corporate Debt Securities |
| BROWN FORMAN CORP              SR GLBL NT 33    | 2033-04-15      | 4.7500%  | 0.0000% | $20000.00          | $20529.16          | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $15649000.00       | $11054001.52       | Corporate Debt Securities |
| BANCO SANTANDER SA             LW TIER II 33    | 2033-08-08      | 6.9210%  | 0.0000% | $400000.00         | $455283.80         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 31    | 2031-03-15      | 2.3750%  | 0.0000% | $1007000.00        | $911992.63         | Corporate Debt Securities |

### Security 676: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUV15, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1DUV15
- **C.18 - Value (incl. sponsor support):** $983000000.00
- **C.18.a - Value (excl. sponsor support):** $983000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $9348500.00        | $9249611.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $10920100.00       | $10833261.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $7860200.00        | $7925806.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1600.00           | $1404.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $7299800.00        | $6889101.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $10772200.00       | $17062588.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $500.00            | $436.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $259.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1061200.00        | $1095903.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $19000000.00       | $20602254.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $2047400.00        | $2417373.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $5876500.00        | $6350197.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $1850000.00        | $1767081.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $18520600.00       | $17573552.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $400.00            | $378.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $174.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $135.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1400.00           | $950.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $25770000.00       | $30423736.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $300.00            | $286.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $1552700.00        | $1473303.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $8209900.00        | $8228814.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $8674100.00        | $8864420.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $4898900.00        | $5059522.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $34010000.00       | $35125103.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $2242200.00        | $3029775.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $2701800.00        | $2613072.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $1063000.00        | $1023197.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $8378600.00        | $7948472.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1278100.00        | $1265800.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $225000000.00      | $239439352.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $19522500.00       | $19879897.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $300.00            | $312.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $873700.00         | $892222.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $46753000.00       | $48179639.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 3.8472%  | 0.0000% | $75993400.00       | $76513370.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $13800000.00       | $14538197.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $40341000.00       | $40704200.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $36200.00          | $36735.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $3146700.00        | $3154000.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $282600.00         | $363604.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $17948000.00       | $26397625.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $800.00            | $782.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1105700.00        | $1142207.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1030.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $778600.00         | $784644.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $13600100.00       | $13909257.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $186.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $11383600.00       | $11115186.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $2030000.00        | $1927782.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $177.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $506900.00         | $504364.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $51300.00          | $53121.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8072%  | 0.0000% | $50000100.00       | $50376577.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $230812000.00      | $245308083.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $25900.00          | $26675.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $265000.00         | $325686.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $269300.00         | $258441.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $300.00            | $368.70            | U.S. Treasuries (including strips) |

### Security 677: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.800000%
- **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: ARP1DUV23, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1DUV23
- **C.18 - Value (incl. sponsor support):** $3197000000.00
- **C.18.a - Value (excl. sponsor support):** $3197000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $125600.00         | $129819.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $10578300.00       | $10333266.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1747400.00        | $1669882.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1665900.00        | $1654600.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $3645400.00        | $2585110.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $9517300.00        | $8631417.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $23380500.00       | $23637762.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $244458500.00      | $245460779.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $40600.00          | $39992.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $81300.00          | $80347.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $63508100.00       | $52644642.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $8527800.00        | $7491867.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $12787700.00       | $13455026.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $4818600.00        | $5165758.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $296600.00         | $328836.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $9520900.00        | $10445258.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $9354900.00        | $6750299.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $1152100.00        | $859742.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $4817600.00        | $3737602.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $7531200.00        | $6282494.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $1122600.00        | $862640.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $2573600.00        | $1953540.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3543100.00        | $2692639.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1276500.00        | $960395.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $92416400.00       | $67716268.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $2933000.00        | $2660213.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $20060500.00       | $18431752.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $361600.00         | $361749.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $3212600.00        | $2593977.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $8538700.00        | $5983611.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $40504400.00       | $29529631.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $619600.00         | $610073.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $691400.00         | $497854.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $1883400.00        | $1464240.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $9849200.00        | $7565347.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $7109700.00        | $5275376.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $5628600.00        | $4850728.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $3815200.00        | $3533819.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $24559300.00       | $24304006.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $11888800.00       | $8992807.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $718400.00         | $767854.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $59300.00          | $58245.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $81600.00          | $83959.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $6632300.00        | $6819969.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1849500.00        | $1842716.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $298600.00         | $296999.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $701000.00         | $718637.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $2800.00           | $2784.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $6063400.00        | $5316108.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $695600.00         | $722299.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $13800.00          | $13741.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $16246400.00       | $12160077.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $536600.00         | $566545.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $21034600.00       | $14096473.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $162388900.00      | $81317743.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $16968100.00       | $16874366.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $192617000.00      | $195391446.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $241870300.00      | $249999974.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $49671800.00       | $34962561.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $9863100.00        | $6750083.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $10453800.00       | $6479667.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $246917900.00      | $249999950.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $19467600.00       | $19857803.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $243675800.00      | $246044099.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $188116400.00      | $191322225.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $19130200.00       | $18957972.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $207290900.00      | $219550861.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1297700.00        | $1308045.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $153400.00         | $151641.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $3186500.00        | $3107879.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $685900.00         | $497654.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $7407700.00        | $7314242.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $3303200.00        | $3362566.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $78029900.00       | $50674018.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $2831300.00        | $1692995.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $1679100.00        | $1695705.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $2516900.00        | $2617534.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $7240300.00        | $6656938.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $17638200.00       | $14792695.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $379700.00         | $298419.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $21793300.00       | $17434175.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $12675100.00       | $8965951.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $26568400.00       | $24929441.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $17378200.00       | $8409439.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $94946200.00       | $50428292.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $69407800.00       | $40598010.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $879100.00         | $501017.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $96286200.00       | $62963879.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $5131200.00        | $4203768.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $248042900.00      | $249999958.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $3680200.00        | $3414493.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $3132700.00        | $3239210.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $6884100.00        | $6835783.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $157900.00         | $175608.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $15698200.00       | $11141012.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $2318400.00        | $1790050.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $5713600.00        | $4371762.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $107629400.00      | $108539495.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $87500.00          | $86362.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $7123400.00        | $5785868.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $3338600.00        | $2617433.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $192100.00         | $187700.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $31900.00          | $33333.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $12702500.00       | $13585136.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | 0.0000% | $44000.00          | $43643.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $681000.00         | $568260.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $5015400.00        | $4885704.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $2062000.00        | $1816986.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $1381000.00        | $1491664.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $12238200.00       | $12636831.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $422400.00         | $399117.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $11805100.00       | $10457975.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $349300.00         | $273006.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $1338800.00        | $1354297.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $133100.00         | $131844.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $151300.00         | $150385.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $141900.00         | $140335.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $34973600.00       | $28850378.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $447900.00         | $475071.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $7009400.00        | $7502153.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $52659700.00       | $53868819.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $18677000.00       | $18469882.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $1721000.00        | $1813173.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $216798400.00      | $218691079.81      | U.S. Treasuries (including strips) |

### Security 678: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUVK3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DUVK3
- **C.18 - Value (incl. sponsor support):** $3189900000.00
- **C.18.a - Value (excl. sponsor support):** $3189900000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COOPR RES MTG TR 2025-CES4     A-1A   20601125 FLT | 2060-11-25      | 5.0400%  | 0.0000% | $200000.00         | $198517.90         | Asset-Backed Securities                           |
| BATTALION CLO 0.01 20JAN39 144A FRN                | 2039-01-20      | 4.9292%  | 0.0000% | $56210370.00       | $56318119.19       | Asset-Backed Securities                           |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $630000.00         | $502387.20         | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $196000.00         | $156298.24         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 6%44     | 2044-06-01      | 6.0000%  | 0.0000% | $354000.00         | $359171.94         | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FIN INC     SR GLBL NT 30       | 2030-03-15      | 5.9500%  | 0.0000% | $874000.00         | $887651.39         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I 85       | 2085-11-26      | 6.8750%  | 0.0000% | $5824000.00        | $6033914.76        | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         GLBL NT 5.625%34    | 2034-08-01      | 5.6250%  | 0.0000% | $94000.00          | $100728.29         | Corporate Debt Securities                         |
| BBAM US CLO 2022-1R LLC        A-R    20380330 FLT | 2038-03-30      | 5.1045%  | 0.0000% | $2000000.00        | $2018296.09        | Asset-Backed Securities                           |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT3.4%29    | 2029-06-21      | 3.4000%  | 0.0000% | $24000.00          | $23271.47          | Corporate Debt Securities                         |
| CI FINL CORP                   SR GLBL NT3.2%30    | 2030-12-17      | 3.2000%  | 0.0000% | $227000.00         | $205940.20         | Corporate Debt Securities                         |
| AUTOZONE INC                   3.75%29             | 2029-04-18      | 3.7500%  | 0.0000% | $10000.00          | $9940.64           | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.2%32    | 2032-03-17      | 4.2000%  | 0.0000% | $438000.00         | $429232.70         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT1.3%27    | 2027-08-21      | 1.3000%  | 0.0000% | $28175000.00       | $27091796.47       | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT4.4%32    | 2032-09-15      | 4.4000%  | 0.0000% | $4074000.00        | $3946058.29        | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 5.75%35     | 2035-02-15      | 5.7500%  | 0.0000% | $3000.00           | $3225.31           | Corporate Debt Securities                         |
| CFE FIBRA E BANCO CITI MEXICO  SR GLBL 144A 40     | 2040-09-23      | 5.8750%  | 0.0000% | $7700000.00        | $7664136.18        | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $200000.00         | $210518.83         | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $1744000.00        | $1835724.23        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $2164000.00        | $2127940.55        | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-2 A-2A   20270517 5.6 | 2027-05-17      | 5.6500%  | 0.0000% | $14000.00          | $157.68            | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST 2022-3 A-3    20270415 3.9 | 2027-04-15      | 3.9700%  | 0.0000% | $11000.00          | $927.32            | Asset-Backed Securities                           |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $100000.00         | $114452.00         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $2112000.00        | $2417226.24        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $1352000.00        | $1401580.09        | Corporate Debt Securities                         |
| BLOCK FINL LLC                 SR GLBL NT 32       | 2032-09-15      | 5.3750%  | 0.0000% | $6465000.00        | $6648044.80        | Corporate Debt Securities                         |
| CARVAL CLO LTD 2022-8CR        A-1R   20371022 FLT | 2037-10-22      | 5.2774%  | 0.0000% | $1700000.00        | $1720113.57        | Asset-Backed Securities                           |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $20063000.00       | $22962504.76       | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36      | 2036-01-30      | 6.1830%  | 0.0000% | $65000.00          | $69786.76          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.97%29     | 2029-10-17      | 4.9700%  | 0.0000% | $16000.00          | $16650.82          | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -BB NT 33      | 2033-05-15      | 5.1250%  | 0.0000% | $2085000.00        | $2125237.60        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 4.375%42      | 2042-11-15      | 4.3750%  | 0.0000% | $2000.00           | $1599.28           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $1685000.00        | $1819783.85        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $14013000.00       | $15133905.71       | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $54000.00          | $64673.97          | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $1000.00           | $1042.72           | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.2%34      | 2034-09-15      | 5.2000%  | 0.0000% | $37000.00          | $37542.09          | Corporate Debt Securities                         |
| DIAMETER CAP CLO 2024-6        A-2A   20370415 FLT | 2037-04-15      | 6.0045%  | 0.0000% | $4999000.00        | $5066001.82        | Asset-Backed Securities                           |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $995000.00         | $1074590.46        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $1120000.00        | $1209589.27        | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $1062000.00        | $985846.93         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $46000.00          | $55092.64          | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL NT4.9%44    | 2044-06-01      | 4.9000%  | 0.0000% | $99000.00          | $79530.99          | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $108000.00         | $100255.62         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 50       | 2050-04-24      | 3.1250%  | 0.0000% | $11809000.00       | $7836995.29        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 29       | 2029-08-15      | 3.2500%  | 0.0000% | $23000.00          | $22508.44          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2082-10-27      | 8.6250%  | 0.0000% | $200000.00         | $215190.75         | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.15%28     | 2028-02-15      | 4.1500%  | 0.0000% | $18000.00          | $18354.02          | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FIN  SUB GLBL NT 55      | 2055-03-15      | 6.7500%  | 0.0000% | $2700000.00        | $2771111.25        | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FIN  SUB GLBL NT 55      | 2055-03-15      | 6.7500%  | 0.0000% | $6957000.00        | $7140229.99        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $7245000.00        | $7430260.69        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT2.1%30    | 2030-11-15      | 2.1000%  | 0.0000% | $25000.00          | $22232.08          | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 29       | 2029-02-15      | 3.2500%  | 0.0000% | $60000.00          | $58574.27          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $3619000.00        | $3711540.85        | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR 144A NT 33       | 2033-09-15      | 6.3880%  | 0.0000% | $365000.00         | $401116.43         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.8%29    | 2029-01-15      | 4.8000%  | 0.0000% | $17000.00          | $17669.35          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $6000.00           | $4435.17           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.8%54      | 2054-06-15      | 5.8000%  | 0.0000% | $50000.00          | $49824.39          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 4.375%42      | 2042-11-15      | 4.3750%  | 0.0000% | $77000.00          | $61572.30          | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.55%64     | 2064-08-15      | 5.5500%  | 0.0000% | $9410000.00        | $8971650.83        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $27000.00          | $25011.85          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $568000.00         | $526175.32         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT 26       | 2026-09-01      | 2.9500%  | 0.0000% | $16000.00          | $16038.93          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $4000.00           | $3879.34           | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL NT4.9%44    | 2044-06-01      | 4.9000%  | 0.0000% | $301000.00         | $241806.34         | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.15%33     | 2033-03-15      | 4.1500%  | 0.0000% | $30000.00          | $29965.48          | Corporate Debt Securities                         |
| CREDIT ACCEP AUTO LN TR 2023-3 A      20330815 6.3 | 2033-08-15      | 6.3900%  | 0.0000% | $960000.00         | $565261.66         | Asset-Backed Securities                           |
| UBS GROUP AG                   SR 144A NT 31       | 2031-04-01      | 4.1940%  | 0.0000% | $879000.00         | $881257.71         | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2021-95R        A-R    20340821 FLT | 2034-08-21      | 4.9290%  | 0.0000% | $250000.00         | $251218.38         | Asset-Backed Securities                           |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $1000.00           | $969.83            | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62       | 2062-03-15      | 4.0250%  | 0.0000% | $70000.00          | $51977.90          | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 47       | 2047-08-15      | 3.8750%  | 0.0000% | $1996000.00        | $1532706.22        | Corporate Debt Securities                         |
| ALLIANT ENERGY FIN LLC         SR GLBL 144A 32     | 2032-03-01      | 3.6000%  | 0.0000% | $343000.00         | $323479.87         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $1085000.00        | $1087110.32        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 56    | 2056-01-31      | 6.5000%  | 0.0000% | $14999000.00       | $15879941.27       | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.1%31    | 2031-05-12      | 2.1000%  | 0.0000% | $89000.00          | $80840.33          | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 32       | 2032-06-01      | 5.0500%  | 0.0000% | $100000.00         | $101362.83         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 30       | 2030-12-15      | 1.4500%  | 0.0000% | $5000.00           | $4375.02           | Corporate Debt Securities                         |
| AIRCASTLE LTD / AIRCASTLE IREL SR GLBL 144A 30     | 2030-03-15      | 5.2500%  | 0.0000% | $485000.00         | $503489.41         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 2%32     | 2032-01-15      | 2.0000%  | 0.0000% | $10000.00          | $8823.62           | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $1750000.00        | $1837275.03        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 1.8%011331       | 2031-01-13      | 1.8000%  | 0.0000% | $6479000.00        | $5783738.51        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $620000.00         | $520335.34         | Corporate Debt Securities                         |
| LKQ CORP                       SR GLBL NT 33       | 2033-06-15      | 6.2500%  | 0.0000% | $81000.00          | $87142.05          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 30       | 2030-06-15      | 5.1500%  | 0.0000% | $2019000.00        | $2067070.15        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $200000.00         | $214956.36         | Corporate Debt Securities                         |
| FIDELITY NATL FINL INC         SR GLBL NT4.5%28    | 2028-08-15      | 4.5000%  | 0.0000% | $2000.00           | $2048.62           | Corporate Debt Securities                         |
| PEAC SOLUTIONS RECV LLC 2025-1 A-2    20281020 4.9 | 2028-10-20      | 4.9400%  | 0.0000% | $400000.00         | $403150.58         | Asset-Backed Securities                           |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 28       | 2028-08-01      | 6.0500%  | 0.0000% | $186000.00         | $198623.51         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326       | 2026-10-13      | 1.5000%  | 0.0000% | $494000.00         | $486352.06         | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-1    20561225 FLT | 2056-12-25      | 6.3516%  | 0.0000% | $12924800.00       | $13723625.15       | Private Label Collateralized Mortgage Obligations |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 29       | 2029-03-15      | 5.9500%  | 0.0000% | $9277000.00        | $9540739.96        | Corporate Debt Securities                         |
| NEUBERGER BERMAN CLO 2018-16R2 A-1-R2 20380415 FLT | 2038-04-15      | 5.0845%  | 0.0000% | $8910000.00        | $8999948.82        | Asset-Backed Securities                           |
| NIKE INC                       SR GLBL NT 27       | 2027-03-27      | 2.7500%  | 0.0000% | $160000.00         | $159300.89         | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30    | 2030-04-01      | 4.2000%  | 0.0000% | $2000.00           | $2018.94           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 32       | 2032-10-29      | 4.2500%  | 0.0000% | $169000.00         | $168023.09         | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT3.5%30    | 2030-04-03      | 3.5000%  | 0.0000% | $65000.00          | $63506.01          | Corporate Debt Securities                         |
| DRAWBRIDGE SPL OPPORTUNITIES   SR 144A NT 30       | 2030-09-17      | 5.9500%  | 0.0000% | $200000.00         | $194565.78         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.7%26    | 2026-06-15      | 3.7000%  | 0.0000% | $155000.00         | $154958.84         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 46       | 2046-09-01      | 3.7500%  | 0.0000% | $306000.00         | $236697.12         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 46       | 2046-09-01      | 3.7500%  | 0.0000% | $480000.00         | $371289.60         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 33       | 2033-03-15      | 6.2500%  | 0.0000% | $320000.00         | $351485.69         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 35       | 2035-06-15      | 4.9500%  | 0.0000% | $2000.00           | $2003.80           | Corporate Debt Securities                         |
| FORTUNE BRANDS INNOVATIONS INC SR GLBL NT4.5%52    | 2052-03-25      | 4.5000%  | 0.0000% | $220000.00         | $180752.00         | Corporate Debt Securities                         |
| 522 FDG CLO LTD 2017-1AR       A-R    20341020 FLT | 2034-10-20      | 5.3261%  | 0.0000% | $2000000.00        | $2022684.20        | Asset-Backed Securities                           |
| FOUNDATION FIN TRUST 2024-1    A      20491215 5.5 | 2049-12-15      | 5.5000%  | 0.0000% | $2600000.00        | $1636956.82        | Asset-Backed Securities                           |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT 30       | 2030-02-15      | 3.0500%  | 0.0000% | $2577000.00        | $2431353.69        | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT5.2%30    | 2030-03-15      | 5.2000%  | 0.0000% | $50000.00          | $52030.56          | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL31    | 2031-12-15      | 2.9000%  | 0.0000% | $999000.00         | $908279.70         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $380000.00         | $338356.75         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $9276000.00        | $10079950.92       | Corporate Debt Securities                         |
| UPM KYMMENE CORP               GLBL REGS NT 27     | 2027-11-26      | 7.4500%  | 0.0000% | $230000.00         | $245305.61         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $300000.00         | $309455.00         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-09-15      | 5.4000%  | 0.0000% | $460000.00         | $473938.00         | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 3%26     | 2026-07-14      | 3.0000%  | 0.0000% | $7000.00           | $7045.41           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR 144A NT 33       | 2033-08-03      | 5.0500%  | 0.0000% | $440000.00         | $459611.29         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 41       | 2041-11-01      | 3.3660%  | 0.0000% | $4092000.00        | $3172404.84        | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 29       | 2029-03-01      | 6.9500%  | 0.0000% | $1095000.00        | $1169894.35        | Corporate Debt Securities                         |
| MASTEC INC                     CR SEN SR GLBL29    | 2029-06-15      | 5.9000%  | 0.0000% | $94000.00          | $98556.39          | Corporate Debt Securities                         |
| US BANCORP                     FR 4.967%072233     | 2033-07-22      | 4.9670%  | 0.0000% | $1326000.00        | $1368375.76        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL REGS 27     | 2027-08-15      | 3.5000%  | 0.0000% | $450000.00         | $450734.50         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $600000.00         | $470256.00         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR NT 4.375%42      | 2042-03-15      | 4.3750%  | 0.0000% | $860000.00         | $769770.47         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $1599000.00        | $1706828.56        | Corporate Debt Securities                         |
| SMUCKER J M CO                 GLBL NT 6.5%43      | 2043-11-15      | 6.5000%  | 0.0000% | $421000.00         | $456879.96         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $236000.00         | $241751.71         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 27       | 2027-09-01      | 4.9110%  | 0.0000% | $452000.00         | $463345.20         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $110000.00         | $103954.40         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $1601000.00        | $1513009.04        | Corporate Debt Securities                         |
| NEUBERGER BERMAN CLO 2015-20R3 B-R3   20390415 FLT | 2039-04-15      | 5.4045%  | 0.0000% | $3804268.00        | $3838999.86        | Asset-Backed Securities                           |
| INDEPENDENT BK CORP MASS       SUB GLBL NT 35      | 2035-04-01      | 7.2500%  | 0.0000% | $2000000.00        | $2114070.00        | Corporate Debt Securities                         |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $4000.00           | $936.24            | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT4.9%45    | 2045-07-29      | 4.9000%  | 0.0000% | $13000.00          | $11513.70          | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  2010C BD4.875%40    | 2040-10-15      | 4.8750%  | 0.0000% | $3000.00           | $2995.72           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $84000.00          | $61599.86          | Corporate Debt Securities                         |
| POLARIS INC                    SR GLBL NT 29       | 2029-03-15      | 6.9500%  | 0.0000% | $16000.00          | $17309.50          | Corporate Debt Securities                         |
| MEXICO CITY ARPT TR            SR SEC GLBL 47      | 2047-07-31      | 5.5000%  | 0.0000% | $300000.00         | $269519.00         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2025-1 A-1    20700125 FLT | 2070-01-25      | 5.6200%  | 0.0000% | $3599958.00        | $3041013.73        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 A-1    20700125 FLT | 2070-01-25      | 5.6200%  | 0.0000% | $5243032.00        | $4428977.31        | Asset-Backed Securities                           |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $421000.00         | $441108.36         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 40       | 2040-07-15      | 5.3750%  | 0.0000% | $189000.00         | $174733.28         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19816000.00       | $20185304.19       | Corporate Debt Securities                         |
| NUVEEN CHURCHILL DIRECT LENDIN GLBL NT 6.65%30     | 2030-03-15      | 6.6500%  | 0.0000% | $248000.00         | $259271.74         | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $2000.00           | $2011.21           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.9%52    | 2052-11-09      | 6.9000%  | 0.0000% | $185000.00         | $185691.28         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $26000.00          | $26484.55          | Corporate Debt Securities                         |
| TYSON FOODS INC                SR NT 4.875%34      | 2034-08-15      | 4.8750%  | 0.0000% | $260000.00         | $264705.13         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT 54       | 2054-09-15      | 5.3500%  | 0.0000% | $264000.00         | $255880.09         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 35       | 2035-09-21      | 5.3750%  | 0.0000% | $1000.00           | $1049.93           | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP JR SB GLBL     | 2500-12-31      | 5.1250%  | 0.0000% | $284000.00         | $283661.41         | Corporate Debt Securities                         |
| HORACE MANN EDUCATORS CORP NEW SR GLBL -2025 30    | 2030-10-01      | 4.7000%  | 0.0000% | $464000.00         | $467407.05         | Corporate Debt Securities                         |
| HORACE MANN EDUCATORS CORP NEW SR GLBL -2025 30    | 2030-10-01      | 4.7000%  | 0.0000% | $5430000.00        | $5469871.28        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.6%34    | 2034-04-01      | 5.6000%  | 0.0000% | $240000.00         | $254409.60         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%010831       | 2031-01-08      | 5.4000%  | 0.0000% | $770000.00         | $816685.10         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $483000.00         | $520125.53         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $1093000.00        | $1153274.55        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $6806000.00        | $7181323.49        | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 4.95%33     | 2033-03-29      | 4.9500%  | 0.0000% | $13000.00          | $13382.46          | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $55000.00          | $63175.93          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 28       | 2028-09-01      | 5.6250%  | 0.0000% | $95000.00          | $99841.20          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 26       | 2026-07-15      | 3.2500%  | 0.0000% | $11000.00          | $11109.96          | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $147000.00         | $147435.61         | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL NT 5%30     | 2030-11-17      | 5.0000%  | 0.0000% | $5614000.00        | $5700237.28        | Corporate Debt Securities                         |
| MERCADOLIBRE  INC              SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $6879000.00        | $6872082.78        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2018-1     M3     20620525 FLT | 2062-05-25      | 3.2500%  | 0.0000% | $5000000.00        | $4497411.10        | Asset-Backed Securities                           |
| MERCK & CO INC                 SR GLBL NT 29       | 2029-03-15      | 3.8500%  | 0.0000% | $100000.00         | $100390.75         | Corporate Debt Securities                         |
| RCKT MORTGAGE TR 2025-CES11    A-1A   20551125 FLT | 2055-11-25      | 4.9660%  | 0.0000% | $350000.00         | $349278.52         | Asset-Backed Securities                           |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $16623000.00       | $16944414.94       | Corporate Debt Securities                         |
| PACKAGING CORP AMER            SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $10000.00          | $10384.04          | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.4%35    | 2035-03-15      | 5.4000%  | 0.0000% | $71000.00          | $74320.67          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 3.758%040633     | 2033-04-06      | 3.7580%  | 0.0000% | $8088000.00        | $7748454.98        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 30 BD 26    | 2026-01-01      | 3.1500%  | 0.0000% | $86137.00          | $87481.60          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT1.9%27    | 2027-02-01      | 1.9000%  | 0.0000% | $160000.00         | $158383.47         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%47     | 2047-11-15      | 4.0000%  | 0.0000% | $3000.00           | $2085.84           | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 26       | 2026-09-23      | 3.1250%  | 0.0000% | $325000.00         | $324082.51         | Corporate Debt Securities                         |
| BLUE OWL CAP CORP II           SR GLBL NT 26       | 2026-11-15      | 8.4500%  | 0.0000% | $344000.00         | $357253.36         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 5.125%31    | 2031-11-19      | 5.1250%  | 0.0000% | $4000.00           | $4181.52           | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35    | 2035-09-05      | 5.6000%  | 0.0000% | $2543000.00        | $2588658.15        | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT 34       | 2034-02-15      | 5.1250%  | 0.0000% | $175000.00         | $179933.44         | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2024-WCL1  E      20410617 FLT | 2041-06-17      | 8.2371%  | 0.0000% | $13900000.00       | $13892137.24       | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $7000.00           | $8018.83           | Corporate Debt Securities                         |
| CELLNEX FIN CO SA              SR GLBL 144A 41     | 2041-07-07      | 3.8750%  | 0.0000% | $3812000.00        | $3095006.74        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 40       | 2040-04-01      | 4.1250%  | 0.0000% | $507000.00         | $440619.76         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM JR SB GLBL          | 2085-01-28      | 6.9500%  | 0.0000% | $2924000.00        | $3035198.10        | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 5%30     | 2030-08-01      | 5.0000%  | 0.0000% | $697000.00         | $721794.61         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 5%30     | 2030-08-01      | 5.0000%  | 0.0000% | $5818000.00        | $6024965.65        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-02-01      | 5.8170%  | 0.0000% | $440000.00         | $472325.70         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT3.1%27    | 2027-08-15      | 3.1000%  | 0.0000% | $1215000.00        | $1219205.25        | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2022-N1    B      20281210 2.9 | 2028-12-10      | 2.9500%  | 0.0000% | $46000.00          | $3453.22           | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-08-21      | 1.7500%  | 0.0000% | $2310000.00        | $2071029.22        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR NT 4.8%30        | 2030-05-01      | 4.8000%  | 0.0000% | $70000.00          | $71838.20          | Corporate Debt Securities                         |
| FRANKLIN BSP LENDING CORP      SR GLBL NT 26       | 2026-03-30      | 3.2500%  | 0.0000% | $16000.00          | $16055.28          | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         SR GLBL NT3.7%29    | 2029-12-01      | 3.7000%  | 0.0000% | $98000.00          | $95739.47          | Corporate Debt Securities                         |
| CARNIVAL CORP                  1LIEN 144A NT 29    | 2029-08-15      | 7.0000%  | 0.0000% | $11365000.00       | $12231013.00       | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $350000.00         | $372036.00         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2023-8R  A-1-R  20380120 FLT | 2038-01-20      | 5.3704%  | 0.0000% | $25000000.00       | $25071870.23       | Asset-Backed Securities                           |
| AUTONATION INC                 SR GLBL NT 32       | 2032-03-01      | 3.8500%  | 0.0000% | $398000.00         | $380115.21         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.25%090128      | 2028-09-01      | 4.2500%  | 0.0000% | $1000.00           | $1020.27           | Corporate Debt Securities                         |
| ANCHORAGE CAPITAL CLO 2021-20R A-1-R  20350122 FLT | 2035-01-22      | 4.9844%  | 0.0000% | $1000000.00        | $1009438.88        | Asset-Backed Securities                           |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31       | 2031-02-01      | 3.3750%  | 0.0000% | $250000.00         | $231823.12         | Corporate Debt Securities                         |
| AMMC CLO 2025-31 LTD           A-1    20380222 FLT | 2038-02-22      | 5.1944%  | 0.0000% | $2000000.00        | $2021197.76        | Asset-Backed Securities                           |
| AMGEN INC                      SR GLBL NT4.4%62    | 2062-02-22      | 4.4000%  | 0.0000% | $8000.00           | $6413.25           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $75000.00          | $45478.75          | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 32       | 2032-03-01      | 3.8500%  | 0.0000% | $27000.00          | $25786.71          | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 4.6712%  | 0.0000% | $12450000.00       | $5467066.77        | Private Label Collateralized Mortgage Obligations |
| AMERICAN EXPRESS CO            PERP JR SB -D NT    | 2079-12-31      | 3.5500%  | 0.0000% | $1436000.00        | $1419841.81        | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            3.566%29            | 2029-05-01      | 3.5660%  | 0.0000% | $169000.00         | $166446.97         | Corporate Debt Securities                         |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $565000.00         | $610186.19         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            PERP JR SB -D NT    | 2079-12-31      | 3.5500%  | 0.0000% | $2988000.00        | $2954378.36        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $580000.00         | $527649.20         | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $1000000.00        | $909740.00         | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $30211000.00       | $27484155.14       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31       | 2031-03-15      | 2.5500%  | 0.0000% | $19000.00          | $17522.53          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $25000.00          | $15159.58          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT1.2%27    | 2027-06-03      | 1.2000%  | 0.0000% | $18000.00          | $17411.10          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 35       | 2035-11-20      | 4.6500%  | 0.0000% | $49461000.00       | $49636380.46       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.5%26      | 2026-10-30      | 4.5000%  | 0.0000% | $1000.00           | $1011.86           | Corporate Debt Securities                         |
| AMDOCS LTD                     SR GLBL NT 30       | 2030-06-15      | 2.5380%  | 0.0000% | $137000.00         | $126183.51         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.4%35    | 2035-01-31      | 5.4000%  | 0.0000% | $10000.00          | $10552.50          | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT | 2038-04-20      | 5.4844%  | 0.0000% | $16800000.00       | $17071989.98       | Asset-Backed Securities                           |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $486000.00         | $502084.44         | Corporate Debt Securities                         |
| ANCHORAGE CP CLO LTD 2020-19R2 A-1R2  20380119 FLT | 2038-01-19      | 5.1344%  | 0.0000% | $3000000.00        | $3028496.64        | Asset-Backed Securities                           |
| APIDOS CLO XXIX 2018-29R       A-2-R  20380726 FLT | 2038-07-26      | 5.5080%  | 0.0000% | $2000000.00        | $2020529.93        | Asset-Backed Securities                           |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36              | 2036-02-01      | 4.7000%  | 0.0000% | $2000.00           | $2023.51           | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.375%51    | 2051-07-15      | 3.3750%  | 0.0000% | $25000.00          | $17387.31          | Corporate Debt Securities                         |
| ARES CLO LTD 2018-49R          B-R    20361022 FLT | 2036-10-22      | 5.6074%  | 0.0000% | $31250000.00       | $31611349.38       | Asset-Backed Securities                           |
| OWENS CORNING NEW              SR GLBL NT4.4%48    | 2048-01-30      | 4.4000%  | 0.0000% | $65000.00          | $54682.77          | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 29       | 2029-01-15      | 7.7500%  | 0.0000% | $497000.00         | $544083.85         | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR GLBL NT4.4%48    | 2048-01-30      | 4.4000%  | 0.0000% | $193000.00         | $162365.75         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 28       | 2028-10-12      | 3.1250%  | 0.0000% | $9000.00           | $8369.53           | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67    | 2067-05-01      | 6.4984%  | 0.0000% | $1639000.00        | $1567168.43        | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.45%34     | 2034-03-15      | 5.4500%  | 0.0000% | $44000.00          | $46588.84          | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31    | 2031-09-01      | 3.1000%  | 0.0000% | $15000.00          | $13664.21          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 5.1%45        | 2045-02-15      | 5.1000%  | 0.0000% | $2542000.00        | $2442878.95        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 28       | 2028-10-12      | 3.1250%  | 0.0000% | $35000.00          | $32548.17          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $2000.00           | $2097.12           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.9%30    | 2030-06-20      | 4.9000%  | 0.0000% | $33000.00          | $33810.52          | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         GLBL NT 3.375%31    | 2031-03-03      | 3.3750%  | 0.0000% | $100000.00         | $95653.25          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.2%29    | 2029-11-18      | 3.2000%  | 0.0000% | $53000.00          | $51154.13          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 2%28     | 2028-05-15      | 2.0000%  | 0.0000% | $4000.00           | $3829.46           | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29    | 2029-03-21      | 5.2000%  | 0.0000% | $3672000.00        | $3819557.28        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 26       | 2026-01-15      | 4.7500%  | 0.0000% | $27000.00          | $27594.08          | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTD            FR 5.252%092230     | 2030-09-22      | 5.2520%  | 0.0000% | $9234000.00        | $9433612.40        | Corporate Debt Securities                         |
| DEVON FING CORP U L C          SR GLBL NT 31       | 2031-09-30      | 7.8750%  | 0.0000% | $215000.00         | $253005.01         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 26       | 2026-06-01      | 2.8750%  | 0.0000% | $933000.00         | $930868.87         | Corporate Debt Securities                         |
| CARLYLE US CLO 2024-6 LTD      B      20371025 FLT | 2037-10-25      | 5.5580%  | 0.0000% | $5799800.00        | $5848026.74        | Asset-Backed Securities                           |
| ESSENTIAL UTILS INC            SR GLBL NT2.4%31    | 2031-05-01      | 2.4000%  | 0.0000% | $9000.00           | $8197.56           | Corporate Debt Securities                         |
| CARLYLE US CLO 2017-2R2        A-R2   20370720 FLT | 2037-07-20      | 5.3744%  | 0.0000% | $3850000.00        | $3900738.69        | Asset-Backed Securities                           |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55    | 2055-03-28      | 6.7000%  | 0.0000% | $40000.00          | $42342.33          | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL 144A NT4%29    | 2029-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3967.32           | Corporate Debt Securities                         |
| CNH INDL N V                   FR 3.85%111527      | 2027-11-15      | 3.8500%  | 0.0000% | $200000.00         | $200312.50         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 31       | 2031-01-15      | 6.1250%  | 0.0000% | $3100000.00        | $3079457.33        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $751000.00         | $736405.15         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $1523000.00        | $1493402.19        | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL 56       | 2056-06-15      | 5.8750%  | 0.0000% | $132000.00         | $133295.25         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34        | 2034-02-01      | 5.4000%  | 0.0000% | $34000.00          | $35769.70          | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 30     | 2030-01-29      | 4.2000%  | 0.0000% | $200000.00         | $194425.33         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 32       | 2032-08-15      | 3.8500%  | 0.0000% | $1761000.00        | $1737709.80        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $100000.00         | $90302.39          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 6%48     | 2048-06-15      | 6.0000%  | 0.0000% | $34000.00          | $33187.97          | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT 29       | 2029-06-01      | 4.9500%  | 0.0000% | $100000.00         | $101286.75         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 29     | 2029-04-30      | 4.2500%  | 0.0000% | $717000.00         | $701106.50         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2025-CES4    A1A    20651025 FLT | 2065-10-25      | 5.0910%  | 0.0000% | $6999998.00        | $6801181.58        | Asset-Backed Securities                           |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.8750%  | 0.0000% | $3300000.00        | $3327447.75        | Corporate Debt Securities                         |
| IQVIA INC                      SR SEC GLBL NT29    | 2029-02-01      | 6.2500%  | 0.0000% | $24000.00          | $25918.84          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $2017000.00        | $2078511.78        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $12199000.00       | $14458332.74       | Corporate Debt Securities                         |
| KKR CLO LTD 2024-51            B      20371020 FLT | 2037-10-20      | 5.7344%  | 0.0000% | $7000000.00        | $7088892.16        | Asset-Backed Securities                           |
| TRANSCANADA PIPELINES LTD      SR GLBL NT5.1%49    | 2049-03-15      | 5.1000%  | 0.0000% | $6000.00           | $5665.23           | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT 31       | 2031-01-15      | 4.1500%  | 0.0000% | $18000.00          | $18157.87          | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 27       | 2027-06-02      | 3.5500%  | 0.0000% | $11000.00          | $10956.77          | Corporate Debt Securities                         |
| US BANCORP                     PERP JR SB GLBL     | 2079-12-31      | 3.7000%  | 0.0000% | $7000.00           | $6856.72           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 47       | 2047-03-03      | 3.7500%  | 0.0000% | $757000.00         | $622807.87         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT 30       | 2030-05-01      | 5.8750%  | 0.0000% | $215000.00         | $220502.21         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT 30       | 2030-05-01      | 5.8750%  | 0.0000% | $3385000.00        | $3471627.79        | Corporate Debt Securities                         |
| GOLUB CAP PAR CLO 2020-47(M)R  A-1A-R 20370805 FLT | 2037-08-05      | 5.5206%  | 0.0000% | $24900000.00       | $25100135.87       | Asset-Backed Securities                           |
| GILEAD SCIENCES INC            SR GLBL NT 47       | 2047-03-01      | 4.1500%  | 0.0000% | $388000.00         | $329254.21         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $19000.00          | $19977.17          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $150000.00         | $150472.59         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT2.7%26    | 2026-02-02      | 2.7000%  | 0.0000% | $3563000.00        | $3598968.48        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 31       | 2031-11-15      | 5.1250%  | 0.0000% | $25000.00          | $25542.97          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 35     | 2035-01-17      | 5.7000%  | 0.0000% | $700000.00         | $557667.83         | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR GLBL NT3.2%27    | 2027-02-10      | 3.2000%  | 0.0000% | $260000.00         | $261082.47         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $1800000.00        | $1415288.50        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT2.5%41    | 2041-09-22      | 2.5000%  | 0.0000% | $4294000.00        | $3155123.85        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.3%43    | 2043-01-31      | 4.3000%  | 0.0000% | $460000.00         | $385409.47         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 52       | 2052-03-15      | 4.6250%  | 0.0000% | $4000.00           | $3334.39           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $1600000.00        | $1726689.78        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $2473000.00        | $2668814.89        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 35       | 2035-11-01      | 6.0500%  | 0.0000% | $9142000.00        | $9882258.21        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I COCO     | 2079-12-31      | 6.0000%  | 0.0000% | $959000.00         | $970290.63         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $21260000.00       | $20713121.93       | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $818000.00         | $796958.31         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT6.1%64    | 2064-04-01      | 6.1000%  | 0.0000% | $2416000.00        | $2445306.08        | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 32       | 2032-04-14      | 5.9500%  | 0.0000% | $300000.00         | $309103.92         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT3.8%26    | 2026-12-15      | 3.8000%  | 0.0000% | $290000.00         | $289967.78         | Corporate Debt Securities                         |
| SANTOS FINANCE LTD             SR GLBL 144A 35     | 2035-11-13      | 5.7500%  | 0.0000% | $200000.00         | $201043.39         | Corporate Debt Securities                         |
| SANTANDER DRIVE AUTO 2023-5    B      20291217 6.1 | 2029-12-17      | 6.1600%  | 0.0000% | $345000.00         | $350766.94         | Asset-Backed Securities                           |
| VERUS SEC TR 2023-2            B-1    20680325 FLT | 2068-03-25      | 7.4220%  | 0.0000% | $348864.00         | $351360.83         | Private Label Collateralized Mortgage Obligations |
| SEMPRA                         3.25%27             | 2027-06-15      | 3.2500%  | 0.0000% | $354000.00         | $350185.45         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 43       | 2043-09-15      | 6.5500%  | 0.0000% | $1010000.00        | $1134074.57        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 55       | 2055-03-15      | 6.3750%  | 0.0000% | $53000.00          | $56195.94          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.447%011227     | 2027-01-12      | 6.4470%  | 0.0000% | $417000.00         | $429808.57         | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9713%  | 0.0000% | $100000.00         | $100987.48         | Private Label Collateralized Mortgage Obligations |
| SHERWIN WILLIAMS CO            SR GLBL NT 35       | 2035-08-15      | 5.1500%  | 0.0000% | $3000.00           | $3128.18           | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $403000.00         | $412821.78         | Corporate Debt Securities                         |
| SIXTH STREET CLO LTD 2019-14R2 A-1-R2 20380120 FLT | 2038-01-20      | 5.0200%  | 0.0000% | $15528105.00       | $15669884.01       | Asset-Backed Securities                           |
| PHILIP MORRIS INTL INC         SR GLBL NT 30       | 2030-04-30      | 4.3750%  | 0.0000% | $226000.00         | $229397.16         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37     | 2037-02-25      | 6.7000%  | 0.0000% | $200000.00         | $167180.78         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50    | 2050-07-01      | 4.9500%  | 0.0000% | $13000.00          | $11392.42          | Corporate Debt Securities                         |
| PARK BLUE CLO 2023-3R          A-2-R  20380420 FLT | 2038-04-20      | 5.5644%  | 0.0000% | $6542967.00        | $6613885.43        | Asset-Backed Securities                           |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $18720000.00       | $19081961.60       | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1976000.00        | $1656093.83        | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5%29        | 2029-04-15      | 5.0000%  | 0.0000% | $2000.00           | $2072.63           | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 5%42     | 2042-05-01      | 5.0000%  | 0.0000% | $265000.00         | $247826.23         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $2000.00           | $1665.27           | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $14478000.00       | $12054901.59       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.475%012128     | 2028-01-21      | 2.4750%  | 0.0000% | $67000.00          | $66648.92          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 3.85%26     | 2026-12-15      | 3.8500%  | 0.0000% | $21000.00          | $21017.87          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-04-22      | 5.1030%  | 0.0000% | $86000.00          | $89790.94          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $3000.00           | $2992.54           | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT 29       | 2029-01-15      | 4.3500%  | 0.0000% | $423000.00         | $426938.13         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.4%44    | 2044-09-01      | 5.4000%  | 0.0000% | $425000.00         | $411166.25         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.2%48    | 2048-03-01      | 5.2000%  | 0.0000% | $100000.00         | $93527.33          | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT1.5%31    | 2031-02-04      | 1.5000%  | 0.0000% | $237000.00         | $208198.58         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.1%37    | 2037-02-06      | 4.1000%  | 0.0000% | $69000.00          | $68239.89          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 28       | 2028-08-21      | 5.3750%  | 0.0000% | $2000.00           | $2090.70           | Corporate Debt Securities                         |
| KAYNE CLO LTD 2021-10          A      20340424 FLT | 2034-04-24      | 5.2914%  | 0.0000% | $5600000.00        | $5653266.47        | Asset-Backed Securities                           |
| FIRSTENERGY CORP               SR GLBL -B NT 30    | 2030-03-01      | 2.6500%  | 0.0000% | $13000.00          | $12256.57          | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 4.2117%  | 0.0000% | $10000.00          | $535.10            | Private Label Collateralized Mortgage Obligations |
| MATTEL INC                     SR GLBL 144A 27     | 2027-12-15      | 5.8750%  | 0.0000% | $2753000.00        | $2760408.63        | Corporate Debt Securities                         |
| MERITAGE HOMES CORP            SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $200000.00         | $208377.22         | Corporate Debt Securities                         |
| NEXT PROPERTIES TR 2401        SR 144A NT 34       | 2034-02-13      | 7.3750%  | 0.0000% | $1000.00           | $1114.95           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.7%35    | 2035-01-15      | 4.7000%  | 0.0000% | $3000.00           | $3020.65           | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -M NT 28    | 2028-09-15      | 4.1000%  | 0.0000% | $100000.00         | $101259.22         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.5%31    | 2031-04-15      | 3.5000%  | 0.0000% | $83000.00          | $80102.38          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3.625%030141     | 2041-03-01      | 3.6250%  | 0.0000% | $270000.00         | $204215.21         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $1772000.00        | $1659802.87        | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB 144A NT 55      | 2055-01-19      | 7.1320%  | 0.0000% | $2400000.00        | $2600246.13        | Corporate Debt Securities                         |
| TELUS CORPORATION              GLBL NT 3.4%32      | 2032-05-13      | 3.4000%  | 0.0000% | $1198000.00        | $1112413.55        | Corporate Debt Securities                         |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT4.2%32    | 2032-04-15      | 4.2000%  | 0.0000% | $1607000.00        | $1577924.01        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT4.2%33    | 2033-02-01      | 4.2000%  | 0.0000% | $20000.00          | $19552.60          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $200000.00         | $187194.78         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $474000.00         | $443651.62         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $9000000.00        | $8423765.00        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $1348000.00        | $1495601.13        | Corporate Debt Securities                         |
| JEFFERIES CR PT BDC CLO 2025-1 A      20370427 FLT | 2037-04-27      | 5.4080%  | 0.0000% | $14984884.00       | $15089085.63       | Asset-Backed Securities                           |
| AT&T INC                       GLBL REGS NT 53     | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $23956.99          | Corporate Debt Securities                         |
| WEYERHAEUSER CO                GLBL NT 3.375%33    | 2033-03-09      | 3.3750%  | 0.0000% | $2000.00           | $1855.96           | Corporate Debt Securities                         |
| SILGAN HLDGS INC               SR SEC GLBL 26      | 2026-04-01      | 1.4000%  | 0.0000% | $1000000.00        | $994830.00         | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL 144A 31     | 2031-02-25      | 3.2500%  | 0.0000% | $300000.00         | $258328.42         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.8%41    | 2041-08-15      | 2.8000%  | 0.0000% | $37000.00          | $27621.90          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $20000.00          | $22388.85          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $99000.00          | $110824.81         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%45    | 2045-05-01      | 4.4000%  | 0.0000% | $11000.00          | $9487.43           | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $485000.00         | $542929.61         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%45    | 2045-05-01      | 4.4000%  | 0.0000% | $12000.00          | $10349.92          | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $570000.00         | $588778.65         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $5391000.00        | $5568606.50        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 5.35%49     | 2049-07-01      | 5.3500%  | 0.0000% | $2695000.00        | $2324168.00        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $283000.00         | $290571.11         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 27       | 2027-01-15      | 3.9500%  | 0.0000% | $40000.00          | $40681.76          | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $300000.00         | $317576.00         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT1.9%40    | 2040-08-15      | 1.9000%  | 0.0000% | $950000.00         | $654918.39         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT4.5%30    | 2030-08-06      | 4.5000%  | 0.0000% | $400000.00         | $410982.00         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 55       | 2055-11-15      | 5.4500%  | 0.0000% | $2000.00           | $1987.73           | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 5.35%49     | 2049-07-01      | 5.3500%  | 0.0000% | $344000.00         | $296665.60         | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 30       | 2030-01-15      | 4.2500%  | 0.0000% | $2000.00           | $2003.11           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT4.7%32    | 2032-12-15      | 4.7000%  | 0.0000% | $14150000.00       | $14242603.89       | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 52     | 2052-03-16      | 4.7500%  | 0.0000% | $10817000.00       | $9286202.20        | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 4.95%41       | 2041-10-01      | 4.9500%  | 0.0000% | $420000.00         | $403458.30         | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024-5         A      20361020 FLT | 2036-10-20      | 5.4544%  | 0.0000% | $2340000.00        | $2354832.98        | Asset-Backed Securities                           |
| ALPHABET INC                   SR NT 5.7%75        | 2075-11-15      | 5.7000%  | 0.0000% | $4000.00           | $4000.79           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30    | 2030-01-15      | 2.9000%  | 0.0000% | $13000.00          | $12536.32          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $21000.00          | $21776.07          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $414000.00         | $429299.71         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $545000.00         | $565140.93         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 48       | 2048-06-15      | 4.5630%  | 0.0000% | $28000.00          | $24169.35          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT3.8%29    | 2029-08-15      | 3.8000%  | 0.0000% | $9000.00           | $9003.65           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $149000.00         | $114168.58         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2041-11-18      | 3.1330%  | 0.0000% | $2006000.00        | $1530708.72        | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 48     | 2048-01-14      | 4.8750%  | 0.0000% | $1566000.00        | $1280610.86        | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 32       | 2032-06-01      | 5.0500%  | 0.0000% | $937000.00         | $949769.75         | Corporate Debt Securities                         |
| ANCHORAGE CR FD 1 LTD R2       C-R2   20370728 3.5 | 2037-07-28      | 3.5060%  | 0.0000% | $3250000.00        | $3045024.12        | Asset-Backed Securities                           |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $10000000.00       | $11094963.89       | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 37     | 2037-02-25      | 6.7000%  | 0.0000% | $300000.00         | $250771.17         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT5.6%35    | 2035-04-15      | 5.6000%  | 0.0000% | $5000.00           | $5252.16           | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR GLBL REGS 29     | 2029-10-15      | 4.4000%  | 0.0000% | $35000.00          | $34843.86          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $2000.00           | $2483.37           | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR REGS NT 55       | 2055-09-18      | 5.8750%  | 0.0000% | $150000.00         | $150017.85         | Corporate Debt Securities                         |
| PSEG POWER LLC                 SR REGS NT 35       | 2035-05-15      | 5.7500%  | 0.0000% | $91000.00          | $95521.54          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $1445000.00        | $1510382.64        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 64       | 2064-07-15      | 5.7500%  | 0.0000% | $45000.00          | $45384.93          | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL REGS 35     | 2035-07-30      | 5.5000%  | 0.0000% | $1000.00           | $1040.84           | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.6000%  | 0.0000% | $6601000.00        | $6882290.61        | Corporate Debt Securities                         |
| WEA FIN LLC                    GLBL 144A NT 28     | 2028-09-20      | 4.1250%  | 0.0000% | $81000.00          | $81455.46          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $3000.00           | $3009.51           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $19000.00          | $19060.21          | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC          SR GLBL REGS 35     | 2035-10-07      | 5.4000%  | 0.0000% | $600000.00         | $607818.00         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.6000%  | 0.0000% | $299000.00         | $311741.39         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $2000000.00        | $2218992.78        | Corporate Debt Securities                         |
| VONTIER CORPORATION            SR GLBL NT1.8%26    | 2026-04-01      | 1.8000%  | 0.0000% | $1865000.00        | $1861419.20        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $90000.00          | $83303.97          | Corporate Debt Securities                         |
| VOYA CLO LTD 2019-3R           A-R    20321018 FLT | 2032-10-18      | 5.2232%  | 0.0000% | $2000000.00        | $1567855.43        | Asset-Backed Securities                           |
| WESTLAKE CORPORATION           SR GLBL NT 51       | 2051-08-15      | 3.1250%  | 0.0000% | $200000.00         | $123845.11         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 26     | 2026-05-01      | 4.3750%  | 0.0000% | $3000.00           | $3022.50           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $75000.00          | $75237.67          | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-5C7  CG-A   20581217 FLT | 2058-12-17      | 9.0000%  | 0.0000% | $141714.00         | $132983.99         | Private Label Collateralized Mortgage Obligations |
| ROCKFORD TOWER CLO 2018-2      A      20311020 FLT | 2031-10-20      | 5.3061%  | 0.0000% | $1750000.00        | $499310.43         | Asset-Backed Securities                           |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 31     | 2031-09-30      | 5.6250%  | 0.0000% | $5157000.00        | $5350916.09        | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2021-27R      A-1-R  20340720 FLT | 2034-07-20      | 4.9444%  | 0.0000% | $2500000.00        | $2521947.20        | Asset-Backed Securities                           |
| STANLEY BLACK & DECKER INC     SR GLBL NT3.4%26    | 2026-03-01      | 3.4000%  | 0.0000% | $25000.00          | $25242.58          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $2283000.00        | $2404896.98        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $3055000.00        | $3218116.63        | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2%31    | 2031-12-01      | 3.2000%  | 0.0000% | $4800000.00        | $4412144.00        | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 1.75%090126      | 2026-09-01      | 1.7500%  | 0.0000% | $300000.00         | $297226.00         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3%051527         | 2027-05-15      | 3.0000%  | 0.0000% | $384000.00         | $381432.32         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 27       | 2027-09-02      | 1.7500%  | 0.0000% | $645000.00         | $625176.64         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $93000.00          | $97614.18          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $309000.00         | $324330.99         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $9971000.00        | $9821759.06        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-09-15      | 3.7500%  | 0.0000% | $5699000.00        | $5663789.68        | Corporate Debt Securities                         |
| SMUCKER J M CO                 SR GLBL NT 32       | 2032-03-15      | 2.1250%  | 0.0000% | $498000.00         | $435310.24         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 30       | 2030-03-15      | 5.3750%  | 0.0000% | $50000.00          | $51496.32          | Corporate Debt Securities                         |
| SOUND PNT CLO 2018-5R          B      20310718 FLT | 2031-07-18      | 5.8961%  | 0.0000% | $7680000.00        | $7760272.13        | Asset-Backed Securities                           |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53    | 2053-06-01      | 5.7500%  | 0.0000% | $98000.00          | $98334.34          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $5226000.00        | $5462463.43        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $9826000.00        | $10270601.94       | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $98000.00          | $102434.26         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $2100000.00        | $2068568.25        | Corporate Debt Securities                         |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.3315%  | 0.0000% | $4878000.00        | $2654242.47        | Private Label Collateralized Mortgage Obligations |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30       | 2030-05-15      | 5.6250%  | 0.0000% | $3100000.00        | $3172935.25        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 45       | 2045-07-20      | 5.1250%  | 0.0000% | $3967000.00        | $3688755.17        | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31       | 2031-02-01      | 3.3750%  | 0.0000% | $10000.00          | $9272.92           | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 50       | 2050-09-15      | 2.6500%  | 0.0000% | $191000.00         | $115332.06         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT2.4%31    | 2031-11-09      | 2.4000%  | 0.0000% | $300000.00         | $269330.00         | Corporate Debt Securities                         |
| CEDAR FDG VII CLO LTD 2018-7R2 A-R2   20381020 FLT | 2038-10-20      | 5.2033%  | 0.0000% | $250000.00         | $251297.57         | Asset-Backed Securities                           |
| CEDAR FDG VII CLO LTD 2018-7R2 A-R2   20381020 FLT | 2038-10-20      | 5.2033%  | 0.0000% | $12250000.00       | $12313580.81       | Asset-Backed Securities                           |
| AMERICAN EXPRESS CO            SR GLBL NT 35       | 2035-07-26      | 5.2840%  | 0.0000% | $279000.00         | $294869.68         | Corporate Debt Securities                         |
| ASSURANT INC                   SR GLBL NT 34       | 2034-02-15      | 6.7500%  | 0.0000% | $25000.00          | $27925.00          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 26       | 2026-09-15      | 1.4500%  | 0.0000% | $4068000.00        | $4010923.70        | Corporate Debt Securities                         |
| ARES FINANCE CO III LLC        SUB GLBL 144A 51    | 2051-06-30      | 4.1250%  | 0.0000% | $2017000.00        | $1992674.98        | Corporate Debt Securities                         |
| ARES CLO LTD 2020-56R2         A-1-R2 20380125 FLT | 2038-01-25      | 5.1080%  | 0.0000% | $10550000.00       | $10659748.92       | Asset-Backed Securities                           |
| AMERICAN TOWER CORP            SR GLBL NT 34       | 2034-02-15      | 5.4500%  | 0.0000% | $8113000.00        | $8611129.19        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $2000.00           | $1586.52           | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $198000.00         | $157065.04         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.3%33    | 2033-06-01      | 5.3000%  | 0.0000% | $634000.00         | $657272.03         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          4.15%28             | 2028-03-15      | 4.1500%  | 0.0000% | $6221000.00        | $6299692.19        | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34    | 2034-03-21      | 5.4000%  | 0.0000% | $233000.00         | $241388.00         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             GLBL NT 2.65%32     | 2032-01-15      | 2.6500%  | 0.0000% | $23000.00          | $20757.17          | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31    | 2031-08-18      | 2.4000%  | 0.0000% | $54000.00          | $47875.68          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 54       | 2054-11-15      | 5.7500%  | 0.0000% | $572000.00         | $578256.09         | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.3%28              | 2028-03-25      | 4.3000%  | 0.0000% | $338000.00         | $343089.15         | Corporate Debt Securities                         |
| CEDAR  FDG CLO LTD 2020-12RR   A-RR   20380125 FLT | 2038-01-25      | 5.0580%  | 0.0000% | $1250000.00        | $1260440.58        | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 54       | 2054-06-01      | 6.0500%  | 0.0000% | $237000.00         | $237851.23         | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.3%28              | 2028-03-25      | 4.3000%  | 0.0000% | $2055000.00        | $2085941.45        | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $400000.00         | $410163.67         | Corporate Debt Securities                         |
| CIFC FDG 2019-II LTD 2019-2R2  A-1R2  20381017 FLT | 2038-10-17      | 5.3929%  | 0.0000% | $16400000.00       | $16650509.39       | Asset-Backed Securities                           |
| BAXTER INTL INC                SR GLBL NT 37       | 2037-12-01      | 6.2500%  | 0.0000% | $55000.00          | $57480.96          | Corporate Debt Securities                         |
| CARNIVAL CORP                  1LIEN 144A NT 29    | 2029-08-15      | 7.0000%  | 0.0000% | $10000000.00       | $10762000.00       | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.78%38             | 2038-03-25      | 4.7800%  | 0.0000% | $10000.00          | $9614.57           | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31    | 2031-08-18      | 2.4000%  | 0.0000% | $246000.00         | $218100.32         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 35       | 2035-06-11      | 5.4490%  | 0.0000% | $2000.00           | $2087.03           | Corporate Debt Securities                         |
| CSMC TR 2022-RPL4              A-1    20620425 FLT | 2062-04-25      | 3.9044%  | 0.0000% | $1000000.00        | $687088.20         | Asset-Backed Securities                           |
| CITIGROUP INC                  JR SB GLBL NT 33    | 2033-02-22      | 5.8750%  | 0.0000% | $443000.00         | $483858.81         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT 26       | 2026-09-01      | 2.9500%  | 0.0000% | $380000.00         | $380924.67         | Corporate Debt Securities                         |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.6503%  | 0.0000% | $7200000.00        | $5508973.97        | Private Label Collateralized Mortgage Obligations |
| CIFC FDG LTD 2020-4R           A-1-R  20400117 FLT | 2040-01-17      | 5.2045%  | 0.0000% | $24000000.00       | $24272206.39       | Asset-Backed Securities                           |
| ELECTRICITE DE FRANCE SA       SR 144A NT 55       | 2055-10-13      | 5.2500%  | 0.0000% | $5000.00           | $4496.35           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 1.45%011531      | 2031-01-15      | 1.4500%  | 0.0000% | $24000.00          | $21344.31          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.75%            | 2500-12-31      | 4.7500%  | 0.0000% | $829000.00         | $801695.73         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 30       | 2030-04-29      | 4.6250%  | 0.0000% | $190000.00         | $192336.39         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL EE NT 34    | 2034-01-01      | 5.5000%  | 0.0000% | $5000.00           | $5290.45           | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTD            FR 5.252%092230     | 2030-09-22      | 5.2520%  | 0.0000% | $166000.00         | $169588.44         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL 56       | 2056-06-15      | 6.1000%  | 0.0000% | $87000.00          | $87799.53          | Corporate Debt Securities                         |
| DRYDEN CLO LTD 19-68RR         A-RR   20350716 FLT | 2035-07-16      | 5.0045%  | 0.0000% | $2300000.00        | $2323975.56        | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 6%63     | 2063-06-01      | 6.0000%  | 0.0000% | $2258000.00        | $2205207.96        | Corporate Debt Securities                         |
| FACTSET RESH SYS INC           SR GLBL NT 32       | 2032-03-01      | 3.4500%  | 0.0000% | $87000.00          | $81791.31          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 27       | 2027-04-05      | 3.6500%  | 0.0000% | $71000.00          | $71182.43          | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 34       | 2034-01-15      | 5.3750%  | 0.0000% | $30000.00          | $31771.94          | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $20000.00          | $20490.97          | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 5%29     | 2029-01-15      | 5.0000%  | 0.0000% | $436000.00         | $452073.38         | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2024-37        A-1    20380119 FLT | 2038-01-19      | 5.1616%  | 0.0000% | $2500000.00        | $2529783.49        | Asset-Backed Securities                           |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $4920000.00        | $5061655.00        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR NT 3.7%27        | 2027-07-15      | 3.7000%  | 0.0000% | $14000.00          | $14162.66          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $45000.00          | $48846.30          | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT3.9%27    | 2027-05-15      | 3.9000%  | 0.0000% | $8000.00           | $8010.67           | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 5%28     | 2028-01-11      | 5.0000%  | 0.0000% | $600000.00         | $623904.67         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 29       | 2029-04-01      | 6.3750%  | 0.0000% | $423000.00         | $444546.56         | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT 30       | 2030-11-15      | 4.7500%  | 0.0000% | $1029000.00        | $1029682.57        | Corporate Debt Securities                         |
| DRAWBRIDGE SPL OPPORTUNITIES   SR 144A NT 30       | 2030-09-17      | 5.9500%  | 0.0000% | $4733000.00        | $4604399.13        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 6.1%53      | 2053-09-15      | 6.1000%  | 0.0000% | $62000.00          | $65462.15          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 30       | 2030-06-01      | 2.4500%  | 0.0000% | $8000.00           | $7445.05           | Corporate Debt Securities                         |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6385%  | 0.0000% | $231914.00         | $232718.38         | Private Label Collateralized Mortgage Obligations |
| EXELON CORP                    GLBL NT 5.15%29     | 2029-03-15      | 5.1500%  | 0.0000% | $40000.00          | $41784.56          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR 144A NT5.3%27    | 2027-06-05      | 5.3000%  | 0.0000% | $1332000.00        | $1344864.16        | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.25%42       | 2042-12-15      | 4.2500%  | 0.0000% | $131000.00         | $106868.34         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 47       | 2047-12-08      | 3.7340%  | 0.0000% | $65000.00          | $46597.56          | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT5.4%35    | 2035-12-15      | 5.4000%  | 0.0000% | $523000.00         | $528711.16         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $1036000.00        | $964674.62         | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29    | 2029-12-15      | 3.3750%  | 0.0000% | $7061000.00        | $6787527.47        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT5.6%33    | 2033-03-02      | 5.6000%  | 0.0000% | $67000.00          | $70541.69          | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    SR GLBL NT 30       | 2030-09-15      | 1.7500%  | 0.0000% | $12000.00          | $10786.13          | Corporate Debt Securities                         |
| KKR CLO LTD 2021-35R           A-R    20380120 FLT | 2038-01-20      | 5.0844%  | 0.0000% | $3000000.00        | $3020936.64        | Asset-Backed Securities                           |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32    | 2032-03-15      | 3.0000%  | 0.0000% | $1001000.00        | $931333.74         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $3142000.00        | $3256792.97        | Corporate Debt Securities                         |
| ZAIS CLO LTD 2022-18R          A-1R   20371026 FLT | 2037-10-26      | 5.1780%  | 0.0000% | $7300000.00        | $7366131.65        | Asset-Backed Securities                           |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $9336000.00        | $9677090.76        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1000000.00        | $838104.17         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.6250%  | 0.0000% | $255000.00         | $261770.89         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 3.763%112828     | 2028-11-28      | 3.7630%  | 0.0000% | $25000.00          | $24906.62          | Corporate Debt Securities                         |
| MGIC INVT CORP WIS             SR GLBL NT 28       | 2028-08-15      | 5.2500%  | 0.0000% | $4110000.00        | $4191021.80        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 28       | 2028-01-05      | 5.4620%  | 0.0000% | $2122000.00        | $2207540.77        | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 26       | 2026-10-15      | 2.0500%  | 0.0000% | $54000.00          | $53345.94          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $270000.00         | $269226.60         | Corporate Debt Securities                         |
| LEIDOS INC                     CR SEN SR GLBL30    | 2030-05-15      | 4.3750%  | 0.0000% | $125000.00         | $125762.53         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $7912000.00        | $8561944.43        | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $3789000.00        | $3805588.45        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $671000.00         | $686406.16         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 34       | 2034-02-20      | 6.3500%  | 0.0000% | $142000.00         | $154333.69         | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 50       | 2050-09-17      | 4.1500%  | 0.0000% | $371000.00         | $292021.11         | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL 144A 31     | 2031-02-05      | 6.1250%  | 0.0000% | $11154000.00       | $11144782.46       | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $9328000.00        | $10094264.11       | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT2.2%30    | 2030-09-02      | 2.2000%  | 0.0000% | $1093000.00        | $1000861.31        | Corporate Debt Securities                         |
| REGATTA FUNDING LTD 2021-20R   A-R    20380115 FLT | 2038-01-15      | 5.0845%  | 0.0000% | $18440000.00       | $18617489.91       | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2017-3      C      20301021 FLT | 2030-10-21      | 5.9461%  | 0.0000% | $1250000.00        | $1264765.12        | Asset-Backed Securities                           |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 26     | 2026-08-31      | 5.5000%  | 0.0000% | $979000.00         | $998642.00         | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.2%29    | 2029-04-01      | 5.2000%  | 0.0000% | $4000.00           | $4168.84           | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2024-CES5  A-1A   20440725 FLT | 2044-07-25      | 5.8460%  | 0.0000% | $2000000.00        | $1344441.58        | Asset-Backed Securities                           |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.2%27    | 2027-03-15      | 3.2000%  | 0.0000% | $20000.00          | $19990.87          | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR REGS NT 27       | 2027-07-27      | 6.1250%  | 0.0000% | $410000.00         | $432722.71         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $2423000.00        | $2473858.77        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 44       | 2044-04-01      | 5.4500%  | 0.0000% | $300000.00         | $278335.50         | Corporate Debt Securities                         |
| PROGRESS ENERGY INC            SR GLBL NT 31       | 2031-03-01      | 7.7500%  | 0.0000% | $299000.00         | $350473.85         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $333000.00         | $294484.11         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $1067000.00        | $943587.22         | Corporate Debt Securities                         |
| MARINER FINANCE ISS TR 2024-B  A      20381122 4.9 | 2038-11-22      | 4.9100%  | 0.0000% | $7474000.00        | $7601329.13        | Asset-Backed Securities                           |
| ROLLINS INC                    SR GLBL NT 35       | 2035-02-24      | 5.2500%  | 0.0000% | $56000.00          | $58352.05          | Corporate Debt Securities                         |
| ROLLINS INC                    SR GLBL NT 35       | 2035-02-24      | 5.2500%  | 0.0000% | $525000.00         | $547050.44         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $40000.00          | $37246.40          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $906000.00         | $801209.02         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $479000.00         | $415787.97         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $644000.00         | $559013.47         | Corporate Debt Securities                         |
| MARBLE PT CLO 0.01 20JUL37 144A FRN                | 2037-07-20      | 5.3244%  | 0.0000% | $3000000.00        | $3034556.64        | Asset-Backed Securities                           |
| MPLX LP                        5.5%49              | 2049-02-15      | 5.5000%  | 0.0000% | $161000.00         | $152085.07         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.5%44    | 2044-07-08      | 4.5000%  | 0.0000% | $202000.00         | $159326.49         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 35       | 2035-10-13      | 4.7500%  | 0.0000% | $165000.00         | $165059.35         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.2%29    | 2029-09-27      | 4.2000%  | 0.0000% | $497000.00         | $493141.62         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.875%64    | 2064-06-28      | 5.8750%  | 0.0000% | $8000.00           | $7789.73           | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $1000.00           | $1021.29           | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 28       | 2028-04-01      | 4.7500%  | 0.0000% | $2000.00           | $2046.13           | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $1448000.00        | $1396180.91        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $3093000.00        | $2982311.84        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $8721000.00        | $8408904.48        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $17205000.00       | $16589290.40       | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $15831000.00       | $16051033.31       | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT5.1%35    | 2035-08-09      | 5.1000%  | 0.0000% | $9000000.00        | $9232560.00        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $6000.00           | $6454.79           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2081-10-27      | 3.6250%  | 0.0000% | $13500000.00       | $13084655.62       | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $1401000.00        | $1410929.59        | Corporate Debt Securities                         |
| BARINGS CLO LTD 2015-I         C-R    20310121 FLT | 2031-01-21      | 5.8961%  | 0.0000% | $1450000.00        | $1466199.54        | Asset-Backed Securities                           |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2081-10-27      | 3.6250%  | 0.0000% | $1500000.00        | $1453850.62        | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $102000.00         | $105631.99         | Corporate Debt Securities                         |
| AVNET INC                      SR GLBL NT 3%31     | 2031-05-15      | 3.0000%  | 0.0000% | $271000.00         | $245917.14         | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $7493000.00        | $7690956.73        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 30     | 2030-01-15      | 5.1500%  | 0.0000% | $26000.00          | $27104.59          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $1208000.00        | $1216561.70        | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $300000.00         | $325434.25         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 5%32     | 2032-09-12      | 5.0000%  | 0.0000% | $56000.00          | $58335.14          | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $1974000.00        | $2026547.88        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $3435000.00        | $3526439.70        | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 27     | 2027-11-01      | 3.5000%  | 0.0000% | $4333000.00        | $4293540.81        | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $70000.00          | $69214.35          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2084-01-27      | 8.0000%  | 0.0000% | $964000.00         | $1045602.60        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $1299000.00        | $1369330.03        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-05-26      | 7.7000%  | 0.0000% | $2080000.00        | $2229951.82        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.015%072233     | 2033-07-22      | 5.0150%  | 0.0000% | $16000.00          | $16719.83          | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $143066.34         | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-BWAY         A      20341115 FLT | 2034-11-15      | 4.8205%  | 0.0000% | $72898000.00       | $44149287.51       | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-05-26      | 7.7000%  | 0.0000% | $4139000.00        | $4437389.71        | Corporate Debt Securities                         |
| BAXTER INTL INC                SR NT 4.5%43        | 2043-06-15      | 4.5000%  | 0.0000% | $1013000.00        | $836434.10         | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $440000.00         | $466725.60         | Corporate Debt Securities                         |
| ATLANTIC AVE 2025-4 LTD 2025-4 A      20381015 FLT | 2038-10-15      | 5.2664%  | 0.0000% | $5100000.00        | $5153002.06        | Asset-Backed Securities                           |
| BAC CAP TR XIV                 PERP JR SB -G NT    | 2099-01-01      | 4.3848%  | 0.0000% | $40000.00          | $31629.15          | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26      | 2026-05-28      | 1.2000%  | 0.0000% | $131000.00         | $129780.39         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $88000.00          | $91133.48          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $25000.00          | $25177.19          | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $38825000.00       | $41183230.50       | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 31       | 2031-03-21      | 4.5500%  | 0.0000% | $400000.00         | $400288.89         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $3201000.00        | $3326047.95        | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 33       | 2033-07-05      | 5.4500%  | 0.0000% | $2000.00           | $2133.45           | Corporate Debt Securities                         |
| CARVANA AUTO REC 2023-N4       A      20280110 6.4 | 2028-01-10      | 6.4200%  | 0.0000% | $10496000.00       | $355328.44         | Asset-Backed Securities                           |
| BECTON DICKINSON & CO          SR GLBL NT 28       | 2028-02-13      | 4.6930%  | 0.0000% | $370000.00         | $381329.34         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT5.3%35    | 2035-05-09      | 5.3000%  | 0.0000% | $463000.00         | $485388.62         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $200000.00         | $213939.83         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 32       | 2032-10-06      | 4.7500%  | 0.0000% | $74000.00          | $74920.21          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 30       | 2030-01-30      | 5.1500%  | 0.0000% | $70000.00          | $73569.88          | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $118000.00         | $115995.70         | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $264000.00         | $259515.81         | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $1350000.00        | $1327069.50        | Corporate Debt Securities                         |
| CITADEL SECURITIES GLOBAL      CR SEN SR SEC 30    | 2030-06-18      | 5.5000%  | 0.0000% | $750000.00         | $772737.08         | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $66000.00          | $67286.05          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           SUB GLBL COCO 85    | 2085-04-27      | 7.3500%  | 0.0000% | $2999000.00        | $3157294.72        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 26       | 2026-12-01      | 3.2500%  | 0.0000% | $4000.00           | $3982.55           | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 30       | 2030-07-10      | 5.2500%  | 0.0000% | $1618000.00        | $1712770.30        | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT 28       | 2028-03-21      | 4.7500%  | 0.0000% | $135000.00         | $138565.95         | Corporate Debt Securities                         |
| FLOWERS FOODS INC              CR SEN SR GLBL26    | 2026-10-01      | 3.5000%  | 0.0000% | $425000.00         | $426530.00         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL LKD NT32    | 2032-05-15      | 3.0000%  | 0.0000% | $91000.00          | $82165.72          | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL LKD NT32    | 2032-05-15      | 3.0000%  | 0.0000% | $7694000.00        | $6947066.48        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-01-23      | 4.1500%  | 0.0000% | $17000.00          | $17096.97          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-01-23      | 4.1500%  | 0.0000% | $312000.00         | $313779.61         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $290000.00         | $300112.22         | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 33     | 2033-01-15      | 4.7500%  | 0.0000% | $1000.00           | $1019.52           | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 33     | 2033-01-15      | 4.7500%  | 0.0000% | $124000.00         | $126420.27         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-01-08      | 2.3500%  | 0.0000% | $23000.00          | $20965.49          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-04-15      | 3.3750%  | 0.0000% | $2000.00           | $1965.97           | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2022-33R      A-R    20380125 FLT | 2038-01-25      | 5.1254%  | 0.0000% | $4000000.00        | $4039525.32        | Asset-Backed Securities                           |
| WABTEC                         SR GLBL NT 26       | 2026-11-15      | 3.4500%  | 0.0000% | $383000.00         | $382750.41         | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            GLBL NT 6%29        | 2029-01-15      | 6.0000%  | 0.0000% | $322000.00         | $340315.36         | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 41     | 2041-02-10      | 2.5000%  | 0.0000% | $430000.00         | $301968.22         | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $93000.00          | $94026.31          | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $498000.00         | $493278.13         | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB GLBL 144A 26    | 2026-08-19      | 4.2500%  | 0.0000% | $600000.00         | $608409.17         | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $8949000.00        | $8916385.87        | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $256000.00         | $271793.71         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT2.3%30    | 2030-03-15      | 2.3000%  | 0.0000% | $1462000.00        | $1350964.35        | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT2.3%30    | 2030-03-15      | 2.3000%  | 0.0000% | $1963000.00        | $1813914.51        | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.5%34      | 2034-05-06      | 6.5000%  | 0.0000% | $354000.00         | $387092.12         | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $1560826.00        | $1194568.81        | Private Label Collateralized Mortgage Obligations |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $1890000.00        | $1910857.20        | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $3220000.00        | $3255534.49        | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $627000.00         | $430093.85         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%26    | 2026-07-15      | 3.3000%  | 0.0000% | $1189000.00        | $1203216.48        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-11-01      | 5.6500%  | 0.0000% | $500000.00         | $531583.33         | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL 144A 30     | 2030-07-15      | 6.1900%  | 0.0000% | $25000.00          | $25869.82          | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL GLOBAL FDG FR 0.8%011426       | 2026-01-14      | 0.8000%  | 0.0000% | $806000.00         | $808015.90         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 28      | 2028-09-01      | 3.5000%  | 0.0000% | $280000.00         | $278605.44         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT4.5%27    | 2027-03-12      | 4.5000%  | 0.0000% | $7000.00           | $7133.98           | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $123000.00         | $149972.23         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.3%31    | 2031-01-15      | 5.3000%  | 0.0000% | $1497000.00        | $1589842.28        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-09-15      | 5.8750%  | 0.0000% | $1488000.00        | $1610326.41        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-02-09      | 5.8750%  | 0.0000% | $580000.00         | $631407.49         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-11-01      | 5.6500%  | 0.0000% | $400000.00         | $425266.67         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 55       | 2055-12-04      | 5.5500%  | 0.0000% | $248000.00         | $247333.50         | Corporate Debt Securities                         |
| METLIFE CAPITAL TRUST IV       7.875%67            | 2067-12-15      | 7.8750%  | 0.0000% | $13699000.00       | $15202602.24       | Corporate Debt Securities                         |
| MELLON CAP IV                  PERP JR SB GLBL     | 2079-12-31      | 4.5212%  | 0.0000% | $75000.00          | $60664.61          | Corporate Debt Securities                         |
| FRANKLIN BSP CAPITAL CORPORATI SR GLBL NT7.2%29    | 2029-06-15      | 7.2000%  | 0.0000% | $700000.00         | $724507.00         | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $300000.00         | $309124.33         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.4%33    | 2033-01-09      | 6.4000%  | 0.0000% | $46000.00          | $51161.10          | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53       | 2053-11-15      | 7.2500%  | 0.0000% | $1147000.00        | $1295401.73        | Corporate Debt Securities                         |
| FRESENIUS MED CARE US FIN III  SR GLBL 144A 31     | 2031-02-16      | 2.3750%  | 0.0000% | $583000.00         | $524074.00         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-01-08      | 2.3500%  | 0.0000% | $277000.00         | $252497.43         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD4.7%36    | 2036-02-15      | 4.7000%  | 0.0000% | $295000.00         | $294567.66         | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 28       | 2028-03-01      | 4.5500%  | 0.0000% | $33000.00          | $33921.91          | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.6%34    | 2034-03-23      | 5.6000%  | 0.0000% | $5762000.00        | $6099044.99        | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 31       | 2031-06-17      | 2.6500%  | 0.0000% | $116000.00         | $104926.70         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-04-26      | 4.3230%  | 0.0000% | $200000.00         | $202409.08         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27     | 2027-07-15      | 5.0000%  | 0.0000% | $280000.00         | $291879.47         | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 6.5%28      | 2028-11-01      | 6.5000%  | 0.0000% | $2930000.00        | $3131681.67        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27     | 2027-07-15      | 5.0000%  | 0.0000% | $6000.00           | $6254.56           | Corporate Debt Securities                         |
| GREAT LAKES 2015-1R            C-R    20300115 FLT | 2030-01-15      | 6.6552%  | 0.0000% | $10000000.00       | $4305962.79        | Asset-Backed Securities                           |
| HF SINCLAIR CORP               SR GLBL NT 31       | 2031-01-15      | 5.7500%  | 0.0000% | $979000.00         | $1039143.78        | Corporate Debt Securities                         |
| HCA INC.                       5.875%29            | 2029-02-01      | 5.8750%  | 0.0000% | $57000.00          | $60859.99          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $449000.00         | $453861.17         | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 33       | 2033-07-05      | 5.4500%  | 0.0000% | $52000.00          | $55469.67          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $8785000.00        | $9576821.33        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $5386000.00        | $5871458.13        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $6885000.00        | $7505568.00        | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $514000.00         | $420170.83         | Corporate Debt Securities                         |
| GREENACRE PK CLO LLC 2025-1R   A-R    20370720 FLT | 2037-07-20      | 5.2544%  | 0.0000% | $250000.00         | $253069.72         | Asset-Backed Securities                           |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $233000.00         | $233562.70         | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 31       | 2031-01-15      | 3.7500%  | 0.0000% | $1356000.00        | $1302068.49        | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $57000.00          | $57454.64          | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $1733000.00        | $2143381.14        | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 28       | 2028-08-14      | 6.9500%  | 0.0000% | $10000.00          | $10751.29          | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL REGS 29     | 2029-06-15      | 3.5000%  | 0.0000% | $167000.00         | $162082.78         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $1300000.00        | $1035668.83        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1485000.00        | $1244584.69        | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 31     | 2031-02-25      | 3.2500%  | 0.0000% | $200000.00         | $172218.94         | Corporate Debt Securities                         |
| SONOCO PRODS CO                SR GLBL NT4.6%29    | 2029-09-01      | 4.6000%  | 0.0000% | $34000.00          | $34849.43          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.15%27     | 2027-08-14      | 4.1500%  | 0.0000% | $15000.00          | $15350.45          | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26       | 2026-12-07      | 5.3910%  | 0.0000% | $12000.00          | $12211.37          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL30    | 2030-06-15      | 4.6250%  | 0.0000% | $42000.00          | $42770.51          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 8%29     | 2029-09-15      | 8.0000%  | 0.0000% | $233000.00         | $266613.87         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL VV NT 35    | 2035-10-15      | 5.2500%  | 0.0000% | $358000.00         | $370868.01         | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL 144A 30     | 2030-05-31      | 6.2500%  | 0.0000% | $199000.00         | $201622.49         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL FL NT 28    | 2028-03-01      | 4.6798%  | 0.0000% | $3500000.00        | $3536408.52        | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $4735000.00        | $5856266.41        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL REGS 27     | 2027-05-01      | 5.6250%  | 0.0000% | $34000.00          | $34341.19          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 5%43     | 2043-03-01      | 5.0000%  | 0.0000% | $260000.00         | $241835.53         | Corporate Debt Securities                         |
| KEYCORP                        FR 5.121%040431     | 2031-04-04      | 5.1210%  | 0.0000% | $47000.00          | $48931.50          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 43       | 2043-08-01      | 5.1500%  | 0.0000% | $209000.00         | $201358.61         | Corporate Debt Securities                         |
| KKR CLO 28 L 4.99097 09FEB35 144A F                | 2035-02-09      | 4.9910%  | 0.0000% | $9920000.00        | $10001484.84       | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $12000.00          | $11481.76          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.1%29    | 2029-08-01      | 5.1000%  | 0.0000% | $25000.00          | $26280.25          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT2.5%32    | 2032-11-15      | 2.5000%  | 0.0000% | $200000.00         | $167824.89         | Corporate Debt Securities                         |
| KENNEDY LEWIS CLO LTD 2025-23  A      20381020 FLT | 2038-10-20      | 5.1600%  | 0.0000% | $2639825.00        | $2653455.13        | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26    | 2026-11-16      | 3.5000%  | 0.0000% | $1707000.00        | $1708527.76        | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     A-1    20551122 FLT | 2055-11-22      | 5.1583%  | 0.0000% | $5817490.00        | $4737684.34        | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $891000.00         | $852520.68         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-01-26      | 6.8750%  | 0.0000% | $230000.00         | $264651.96         | Corporate Debt Securities                         |
| OCTAGON LTD 2021-51R           A-R    20340720 FLT | 2034-07-20      | 4.8744%  | 0.0000% | $953000.00         | $959222.02         | Asset-Backed Securities                           |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC 144A NT27    | 2027-09-29      | 4.4000%  | 0.0000% | $153000.00         | $149316.54         | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 47       | 2047-05-15      | 4.3750%  | 0.0000% | $100000.00         | $83830.03          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 3.112%40    | 2040-02-15      | 3.1120%  | 0.0000% | $4000.00           | $3197.11           | Corporate Debt Securities                         |
| AOA 2025-1301                  A      20420813 FLT | 2042-08-13      | 5.0587%  | 0.0000% | $9513276.00        | $9689952.36        | Private Label Collateralized Mortgage Obligations |
| OHA CREDIT FUNDING LTD 2020-7R A-1-R2 20380719 FLT | 2038-07-19      | 5.1644%  | 0.0000% | $7000000.00        | $7088332.16        | Asset-Backed Securities                           |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $69000.00          | $73870.71          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $2147000.00        | $2298556.73        | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE 2024-CES1  A1A    20640125 FLT | 2064-01-25      | 5.8480%  | 0.0000% | $9474000.00        | $5467897.82        | Asset-Backed Securities                           |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $5100000.00        | $5472816.20        | Private Label Collateralized Mortgage Obligations |
| REXFORD INDUSTRIAL REALTY L P  SR GLBL NT 30       | 2030-12-01      | 2.1250%  | 0.0000% | $50000.00          | $44923.54          | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT4.3%29    | 2029-01-17      | 4.3000%  | 0.0000% | $200000.00         | $201615.00         | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.3%34      | 2034-07-05      | 5.3000%  | 0.0000% | $210000.00         | $222754.12         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 26       | 2026-02-15      | 2.2500%  | 0.0000% | $190000.00         | $191151.40         | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT3.7%27    | 2027-04-14      | 3.7000%  | 0.0000% | $9000.00           | $9035.68           | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426         | 2026-09-14      | 4.0000%  | 0.0000% | $400000.00         | $403859.11         | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $735000.00         | $742192.81         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC          SR GLBL NT 28       | 2028-12-01      | 5.5500%  | 0.0000% | $77000.00          | $80153.21          | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 29       | 2029-03-15      | 5.9500%  | 0.0000% | $7000.00           | $7199.01           | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 29       | 2029-03-15      | 5.9500%  | 0.0000% | $68000.00          | $69933.20          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $1115000.00        | $1010309.55        | Corporate Debt Securities                         |
| ONEOK INC NEW                  4.55%28             | 2028-07-15      | 4.5500%  | 0.0000% | $7000.00           | $7208.88           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%50    | 2050-04-01      | 3.6000%  | 0.0000% | $785000.00         | $499228.60         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 36       | 2036-07-15      | 3.8500%  | 0.0000% | $10112000.00       | $8655495.61        | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 30       | 2030-10-15      | 4.7340%  | 0.0000% | $26000.00          | $26321.74          | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426         | 2026-09-14      | 4.0000%  | 0.0000% | $298000.00         | $300875.04         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            SR GLBL NT 35       | 2035-09-04      | 5.1310%  | 0.0000% | $238000.00         | $247478.53         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31       | 2031-05-24      | 2.7500%  | 0.0000% | $447000.00         | $411224.98         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR GLBL 144A 30     | 2030-09-01      | 2.5000%  | 0.0000% | $450000.00         | $416850.00         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT3.2%29    | 2029-08-15      | 3.2000%  | 0.0000% | $2583000.00        | $2496828.25        | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2025-CES1    A1     20650525 FLT | 2065-05-25      | 5.7050%  | 0.0000% | $2900000.00        | $2471757.07        | Asset-Backed Securities                           |
| GLOBAL PMTS INC                GLBL NT 2.15%27     | 2027-01-15      | 2.1500%  | 0.0000% | $261000.00         | $258132.63         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 49       | 2049-08-15      | 4.1500%  | 0.0000% | $200000.00         | $151981.56         | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBILE RECEIVABLE A-3    20290515 4.5 | 2029-05-15      | 4.5100%  | 0.0000% | $1845000.00        | $1858679.65        | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBILE RECEIVABLE A-3    20290515 4.5 | 2029-05-15      | 4.5100%  | 0.0000% | $3028000.00        | $3050450.94        | Asset-Backed Securities                           |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 27     | 2027-12-15      | 3.7500%  | 0.0000% | $753000.00         | $734661.94         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2030-02-28      | 4.0000%  | 0.0000% | $2337300.00        | $2402675.83        | U.S. Treasuries (including strips)                |
| J.P. MORGAN MTG TR 2025-HE3    A-1    20560320 FLT | 2056-03-20      | 5.2677%  | 0.0000% | $1860000.00        | $1811583.55        | Asset-Backed Securities                           |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 32       | 2032-01-15      | 3.6250%  | 0.0000% | $46000.00          | $43937.57          | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL 144A 56     | 2056-03-01      | 6.2500%  | 0.0000% | $14175000.00       | $14581527.19       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 5.576%36     | 2036-07-23      | 5.5760%  | 0.0000% | $72000.00          | $76506.66          | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT5.5%32    | 2032-09-01      | 5.5000%  | 0.0000% | $10000.00          | $10366.99          | Corporate Debt Securities                         |
| JUNIPER NETWORKS               SR NT 5.95%41       | 2041-03-15      | 5.9500%  | 0.0000% | $15000.00          | $15367.19          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6.45%27      | 2027-06-08      | 6.4500%  | 0.0000% | $18000.00          | $18651.43          | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT 3%29     | 2029-10-30      | 3.0000%  | 0.0000% | $45000.00          | $43429.50          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 29       | 2029-01-30      | 6.7500%  | 0.0000% | $131000.00         | $140457.55         | Corporate Debt Securities                         |
| GOLE LN MAGT US CLO LTD 2025-4 A      20381020 FLT | 2038-10-20      | 5.0344%  | 0.0000% | $1000000.00        | $1008278.88        | Asset-Backed Securities                           |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41    | 2041-03-01      | 3.1000%  | 0.0000% | $75000.00          | $56708.50          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 34       | 2034-08-12      | 5.1500%  | 0.0000% | $64000.00          | $65010.22          | Corporate Debt Securities                         |
| FORTIS INC                     3.055%26            | 2026-10-04      | 3.0550%  | 0.0000% | $348000.00         | $347633.92         | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 6.875%33    | 2033-11-01      | 6.8750%  | 0.0000% | $200000.00         | $225091.67         | Corporate Debt Securities                         |
| FIDELITY NATL FINL INC         SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $100000.00         | $90195.39          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.1%45    | 2045-02-01      | 4.1000%  | 0.0000% | $292000.00         | $236299.05         | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $2000.00           | $2146.55           | Corporate Debt Securities                         |
| LEIDOS HOLDINGS INC            GLBL NT 5.95%40     | 2040-12-01      | 5.9500%  | 0.0000% | $258000.00         | $265620.89         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 26     | 2026-08-31      | 5.5000%  | 0.0000% | $1794000.00        | $1829993.62        | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53       | 2053-08-01      | 5.3500%  | 0.0000% | $64000.00          | $63499.63          | Corporate Debt Securities                         |
| MS RES MTG LN TR 2025-NQM4     B-1    20700525 FLT | 2070-05-25      | 7.0225%  | 0.0000% | $2335757.00        | $2307316.98        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 1.8234%  | 0.0000% | $10089500.00       | $6683337.43        | Private Label Collateralized Mortgage Obligations |
| SCCU AUTO RECEIVABLES 2023-1   A-3    20281016 5.7 | 2028-10-16      | 5.7000%  | 0.0000% | $200000.00         | $140845.95         | Asset-Backed Securities                           |
| KITE RLTY GROUP L P            SR GLBL NT 30       | 2030-09-15      | 4.7500%  | 0.0000% | $3000.00           | $3079.22           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $50000.00          | $53789.94          | Corporate Debt Securities                         |
| QATAR PETROLEUM                GLBL 144A BD 41     | 2041-07-12      | 3.1250%  | 0.0000% | $847000.00         | $663678.14         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 32     | 2032-07-08      | 6.2500%  | 0.0000% | $1500000.00        | $1301041.67        | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $343000.00         | $268595.30         | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 36       | 2036-09-22      | 5.1360%  | 0.0000% | $757000.00         | $765751.93         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT5.7%30    | 2030-01-24      | 5.7000%  | 0.0000% | $700000.00         | $726383.00         | Corporate Debt Securities                         |
| MOSAIC CO                      SR NT 5.45%33       | 2033-11-15      | 5.4500%  | 0.0000% | $211000.00         | $218835.25         | Corporate Debt Securities                         |
| VESTA REAL ESTATE CORP         SR REGS NT5.5%33    | 2033-01-30      | 5.5000%  | 0.0000% | $100000.00         | $102515.00         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $544000.00         | $583763.68         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $2845000.00        | $3052955.27        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.8%35    | 2035-01-15      | 5.8000%  | 0.0000% | $1564000.00        | $1695805.23        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR NT 4.5%43        | 2043-03-15      | 4.5000%  | 0.0000% | $746000.00         | $635707.63         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 26       | 2026-07-08      | 3.0500%  | 0.0000% | $192000.00         | $194134.45         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $21037000.00       | $21429059.56       | Corporate Debt Securities                         |
| TRINITAS CLO XXXIII LTD        A      20380722 FLT | 2038-07-22      | 5.6395%  | 0.0000% | $9377491.00        | $9623860.87        | Asset-Backed Securities                           |
| VISA INC                       SR GLBL NT 27       | 2027-08-15      | 0.7500%  | 0.0000% | $3426000.00        | $3288491.78        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $238000.00         | $249553.71         | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT30    | 2030-10-15      | 2.6500%  | 0.0000% | $4717000.00        | $4335321.32        | Corporate Debt Securities                         |
| VERUS SEC TR 2023-3            B-2    20680325 FLT | 2068-03-25      | 7.7130%  | 0.0000% | $5632000.00        | $5666814.06        | Private Label Collateralized Mortgage Obligations |
| WRKCO INC                      SR GLBL NT 3%33     | 2033-06-15      | 3.0000%  | 0.0000% | $81000.00          | $72455.58          | Corporate Debt Securities                         |
| VSP OPTICAL GROUP INC          SR GLBL 144A 35     | 2035-12-01      | 5.4500%  | 0.0000% | $2000.00           | $2030.68           | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $423936.00         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $395000.00         | $414175.28         | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT4.5%49    | 2049-12-15      | 4.5000%  | 0.0000% | $36000.00          | $29186.64          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 37       | 2037-11-15      | 6.6250%  | 0.0000% | $380000.00         | $433194.41         | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        1LIEN GLBL NT 32    | 2032-01-15      | 2.6500%  | 0.0000% | $870000.00         | $780633.12         | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        1LIEN GLBL NT 32    | 2032-01-15      | 2.6500%  | 0.0000% | $1624000.00        | $1457181.82        | Corporate Debt Securities                         |
| 280 PARK AVE 2017-280P         F      20340915 FLT | 2034-09-15      | 6.9050%  | 0.0000% | $2326307.00        | $2276747.09        | Private Label Collateralized Mortgage Obligations |
| ABPCI DI ECT LENDING 2019-5RR  A-1-RR 20360122 FLT | 2036-01-20      | 6.0844%  | 0.0000% | $2550000.00        | $2580418.64        | Asset-Backed Securities                           |
| AT&T INC                       GLBL NT 3.5%41      | 2041-06-01      | 3.5000%  | 0.0000% | $574000.00         | $455134.17         | Corporate Debt Securities                         |
| AGL CLO LTD 2025-37            A-1    20380422 FLT | 2038-04-22      | 5.0974%  | 0.0000% | $15600000.00       | $15773651.62       | Asset-Backed Securities                           |
| AGL CLO LTD 2022-17R           A-R    20350122 FLT | 2035-01-22      | 4.8200%  | 0.0000% | $8000000.00        | $8060048.26        | Asset-Backed Securities                           |
| ABN AMRO BANK N.V.             FR 4.8%041826       | 2026-04-18      | 4.8000%  | 0.0000% | $400000.00         | $404428.00         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -H NT 50    | 2050-01-15      | 3.4500%  | 0.0000% | $30000.00          | $21085.15          | Corporate Debt Securities                         |
| ABPCI DIRECT 6.24792 30OCT36 144A F                | 2036-10-30      | 5.6383%  | 0.0000% | $8940000.00        | $9053068.27        | Asset-Backed Securities                           |
| AGL CLO LTD 2020-6RR           A-1RR  20380420 FLT | 2038-04-20      | 5.1644%  | 0.0000% | $8945000.00        | $9048304.73        | Asset-Backed Securities                           |
| AEP TEX INC                    SR GLBL -J NT 51    | 2051-05-15      | 3.4500%  | 0.0000% | $293000.00         | $200267.94         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT4.8%44    | 2044-06-15      | 4.8000%  | 0.0000% | $157000.00         | $138830.91         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.85%60     | 2060-06-01      | 3.8500%  | 0.0000% | $565000.00         | $391685.31         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -L NT 52    | 2052-05-15      | 5.2500%  | 0.0000% | $75000.00          | $69482.87          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 45       | 2045-07-15      | 4.8500%  | 0.0000% | $1000.00           | $907.98            | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 27       | 2027-12-01      | 3.6250%  | 0.0000% | $824000.00         | $817359.25         | Corporate Debt Securities                         |
| AT&T INC                       4.9%37              | 2037-08-15      | 4.9000%  | 0.0000% | $100000.00         | $99373.72          | Corporate Debt Securities                         |
| AT&T INC                       SR NT 4.3%42        | 2042-12-15      | 4.3000%  | 0.0000% | $170000.00         | $144323.39         | Corporate Debt Securities                         |
| AON PLC                        SR NT 4.25%42       | 2042-12-12      | 4.2500%  | 0.0000% | $159000.00         | $134476.64         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $3199000.00        | $3294217.35        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 31     | 2031-01-15      | 5.1500%  | 0.0000% | $162000.00         | $161743.05         | Corporate Debt Securities                         |
| ABPCI DIRECT LDG FD CLO 17-2RR A-1-RR 20370720 FLT | 2037-07-20      | 5.5344%  | 0.0000% | $3700000.00        | $3738956.86        | Asset-Backed Securities                           |
| ABPCI DIRECT LDG FD CLO 17-2RR A-2-RR 20370720 FLT | 2037-07-20      | 5.7344%  | 0.0000% | $4350000.00        | $4345601.63        | Asset-Backed Securities                           |
| BELL CDA                       SR GLBL-US2 NT49    | 2049-07-29      | 4.3000%  | 0.0000% | $629000.00         | $510475.08         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-11-02      | 7.9640%  | 0.0000% | $88000.00          | $105029.07         | Corporate Debt Securities                         |
| DOMINION RES CAP TR III        JR SB BD 8.4%31     | 2031-01-15      | 8.4000%  | 0.0000% | $4999000.00        | $5298106.83        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $299000.00         | $312236.73         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $12000.00          | $11683.88          | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 7.437%33    | 2033-11-02      | 7.4370%  | 0.0000% | $600000.00         | $695209.10         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $5574000.00        | $4058475.85        | Corporate Debt Securities                         |
| BARINGS PRIVATE CR CORP        SR GLBL 144A 30     | 2030-06-11      | 6.1500%  | 0.0000% | $1250000.00        | $1252995.83        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34     | 2034-11-22      | 6.0000%  | 0.0000% | $645000.00         | $656848.65         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.338%091531     | 2031-09-15      | 4.3380%  | 0.0000% | $1000.00           | $1011.05           | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL29    | 2029-02-15      | 4.4500%  | 0.0000% | $1588000.00        | $1598508.59        | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 32       | 2032-08-22      | 4.2980%  | 0.0000% | $440000.00         | $440836.51         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $127000.00         | $124883.76         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $1500000.00        | $1475005.00        | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 29       | 2029-02-08      | 4.8740%  | 0.0000% | $20000.00          | $20806.01          | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $3183000.00        | $3300622.46        | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $3500000.00        | $3629336.67        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $1933000.00        | $2031496.01        | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $575000.00         | $599718.77         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $135000.00         | $163284.75         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.162%012431     | 2031-01-24      | 5.1620%  | 0.0000% | $7661000.00        | $8097462.92        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $3775000.00        | $3978111.78        | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 44       | 2044-12-15      | 4.6850%  | 0.0000% | $300000.00         | $267405.67         | Corporate Debt Securities                         |
| BARINGS BDC INC                SR GLBL NT5.2%28    | 2028-09-15      | 5.2000%  | 0.0000% | $632000.00         | $638674.62         | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   B-3    20630125 FLT | 2063-01-25      | 6.1930%  | 0.0000% | $2325270.00        | $1643479.65        | Private Label Collateralized Mortgage Obligations |
| BANKUNITED INC                 LW TIER II 30       | 2030-06-11      | 5.1250%  | 0.0000% | $100000.00         | $100898.72         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $466000.00         | $401913.35         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $92000.00          | $96687.86          | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT2.8%41    | 2041-10-01      | 2.8000%  | 0.0000% | $150000.00         | $112135.50         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US8 NT33    | 2033-05-11      | 5.1000%  | 0.0000% | $37000.00          | $37889.54          | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $5012000.00        | $5283358.03        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 34       | 2034-05-09      | 6.2240%  | 0.0000% | $2908000.00        | $3163721.77        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 4.25%30     | 2030-01-15      | 4.2500%  | 0.0000% | $1068000.00        | $1070709.75        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 38       | 2038-09-21      | 4.8750%  | 0.0000% | $200000.00         | $190071.25         | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $3258000.00        | $3336105.12        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT5.9%26    | 2026-11-15      | 5.9000%  | 0.0000% | $2000.00           | $2044.05           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT5.9%26    | 2026-11-15      | 5.9000%  | 0.0000% | $45000.00          | $45991.12          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49    | 2049-05-15      | 4.8000%  | 0.0000% | $290000.00         | $230498.77         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -E NT 33    | 2033-03-15      | 6.3000%  | 0.0000% | $10000.00          | $11076.10          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $39000.00          | $39284.89          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $253000.00         | $254848.17         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $1208000.00        | $1216824.44        | Corporate Debt Securities                         |
| CNO GLOBAL FUNDING             FR 4.7%121130       | 2030-12-11      | 4.7000%  | 0.0000% | $1000.00           | $1005.93           | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $474000.00         | $472233.56         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $17464000.00       | $17398917.49       | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 56    | 2056-02-15      | 6.0000%  | 0.0000% | $537000.00         | $553097.47         | Corporate Debt Securities                         |
| BENEFIT STREET PRTNR 2015-6BR  B-R    20380420 FLT | 2038-04-20      | 5.4344%  | 0.0000% | $6540000.00        | $6599375.88        | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-05-24      | 4.9100%  | 0.0000% | $1000.00           | $1019.40           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 28    | 2028-05-15      | 4.6000%  | 0.0000% | $98000.00          | $99793.18          | Corporate Debt Securities                         |
| CERBERUS LN FDG XLI LLC 2023-4 B      20350716 FLT | 2035-07-16      | 7.5045%  | 0.0000% | $14300000.00       | $14519953.69       | Asset-Backed Securities                           |
| DOW CHEMICAL CO                SR GLBL NT2.1%30    | 2030-11-15      | 2.1000%  | 0.0000% | $100000.00         | $88928.33          | Corporate Debt Securities                         |
| CITIGROUP INC                  GLBL SB NT 33       | 2033-10-31      | 6.0000%  | 0.0000% | $58000.00          | $63017.00          | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $18000.00          | $19336.77          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31    | 2031-02-15      | 3.4000%  | 0.0000% | $6000.00           | $5748.03           | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31    | 2031-02-15      | 3.4000%  | 0.0000% | $94000.00          | $90052.42          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.9%53    | 2053-05-15      | 6.9000%  | 0.0000% | $2000.00           | $2078.97           | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $24000.00          | $26696.03          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $19000.00          | $16571.71          | Corporate Debt Securities                         |
| EASTMAN CHEM CO                GLBL NT 5.625%34    | 2034-02-20      | 5.6250%  | 0.0000% | $237000.00         | $250025.22         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $175000.00         | $179904.67         | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.875%28    | 2028-06-15      | 5.8750%  | 0.0000% | $40000.00          | $40099.24          | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.2%36              | 2036-07-15      | 3.2000%  | 0.0000% | $845000.00         | $734689.94         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $4447000.00        | $4758957.05        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $5059000.00        | $5413888.85        | Corporate Debt Securities                         |
| BOEING CO                      SR NT 3.3%35        | 2035-03-01      | 3.3000%  | 0.0000% | $311000.00         | $274323.77         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $362000.00         | $331739.82         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $230000.00         | $200604.85         | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3211.37           | Corporate Debt Securities                         |
| COLORADO INTST GAS CO          SR 144A NT 26       | 2026-08-15      | 4.1500%  | 0.0000% | $100000.00         | $101405.78         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $11424000.00       | $12234831.09       | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $13556000.00       | $14518152.16       | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 30     | 2030-01-15      | 3.7500%  | 0.0000% | $556000.00         | $548242.41         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 33       | 2033-07-31      | 5.5480%  | 0.0000% | $80000.00          | $82679.73          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $1621000.00        | $1736052.28        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 35       | 2035-07-26      | 6.1840%  | 0.0000% | $2689000.00        | $2867564.54        | Corporate Debt Securities                         |
| ALINEA CLO LTD 2018-1R         C-R    20310721 FLT | 2031-07-21      | 5.2344%  | 0.0000% | $1800000.00        | $1817979.98        | Asset-Backed Securities                           |
| AT&T INC                       GLBL NT 5.4%34      | 2034-02-15      | 5.4000%  | 0.0000% | $21000.00          | $22252.86          | Corporate Debt Securities                         |
| AS MILEAGE PLAN IP LTD         SR SEC GLBL 29      | 2029-10-20      | 5.0210%  | 0.0000% | $100000.00         | $101821.31         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT4.3%30    | 2030-02-15      | 4.3000%  | 0.0000% | $260000.00         | $264946.36         | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 2.47%121329      | 2029-12-13      | 2.4700%  | 0.0000% | $300000.00         | $286432.92         | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024-5         B      20361020 FLT | 2036-10-20      | 5.7344%  | 0.0000% | $11375000.00       | $11388409.76       | Asset-Backed Securities                           |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $392000.00         | $327761.00         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 32       | 2032-02-01      | 2.5390%  | 0.0000% | $4012000.00        | $3545280.70        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.7%35    | 2035-11-15      | 4.7000%  | 0.0000% | $1766000.00        | $1784438.02        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               4.8%29              | 2029-02-14      | 4.8000%  | 0.0000% | $76000.00          | $78772.99          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.1%090128       | 2028-09-01      | 2.1000%  | 0.0000% | $300000.00         | $284895.00         | Corporate Debt Securities                         |
| ALLIANT ENERGY CORP            JR SB GLBL NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $9484000.00        | $9616999.93        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $11216000.00       | $8166463.07        | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $5000.00           | $5244.17           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $8000.00           | $7939.23           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.3%062526       | 2026-06-25      | 5.3000%  | 0.0000% | $221000.00         | $222284.75         | Corporate Debt Securities                         |
| AT&T INC                       SR NT 4.3%42        | 2042-12-15      | 4.3000%  | 0.0000% | $1000.00           | $848.96            | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 33       | 2033-07-31      | 5.5480%  | 0.0000% | $7748000.00        | $8007532.17        | Corporate Debt Securities                         |
| ALLEGRO CLO LTD 2021-14R       A-1-R  20381015 FLT | 2038-10-15      | 5.2445%  | 0.0000% | $5000000.00        | $5059937.44        | Asset-Backed Securities                           |
| AT&T INC                       GLBL NT 3.3%52      | 2052-02-01      | 3.3000%  | 0.0000% | $100000.00         | $66838.00          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.85%121527      | 2027-12-15      | 5.8500%  | 0.0000% | $3000.00           | $3093.33           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $181000.00         | $179625.00         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.125%120130     | 2030-12-01      | 3.1250%  | 0.0000% | $240000.00         | $223467.40         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 31       | 2031-08-15      | 3.3750%  | 0.0000% | $700000.00         | $664419.00         | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 28       | 2028-10-01      | 4.6250%  | 0.0000% | $17000.00          | $17271.19          | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 28       | 2028-10-01      | 4.6250%  | 0.0000% | $183000.00         | $185919.31         | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 52       | 2052-06-01      | 5.6500%  | 0.0000% | $2197000.00        | $2001858.80        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $2000.00           | $1672.25           | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL26    | 2026-02-04      | 2.1960%  | 0.0000% | $63717000.00       | $64157093.32       | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $508000.00         | $534177.80         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT5.6%29    | 2029-11-22      | 5.6000%  | 0.0000% | $1810000.00        | $1840836.37        | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $25000.00          | $25442.19          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B8       A-5    20520118 4.2 | 2052-01-18      | 4.2317%  | 0.0000% | $255000.00         | $254122.40         | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $2734000.00        | $3142440.61        | Corporate Debt Securities                         |
| BACARDI LTD                    SR GLBL 144A 28     | 2028-05-15      | 4.7000%  | 0.0000% | $230000.00         | $233234.95         | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $100000.00         | $101829.44         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $3000.00           | $3085.68           | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 30       | 2030-05-20      | 2.8230%  | 0.0000% | $67000.00          | $63489.54          | Corporate Debt Securities                         |
| BRIDGECREST LENDIN AUTO 2024-4 A-2    20270915 4.8 | 2027-09-15      | 4.8400%  | 0.0000% | $8000.00           | $524.03            | Asset-Backed Securities                           |
| BAXTER INTL INC                SR GLBL NT 27       | 2027-02-01      | 1.9150%  | 0.0000% | $399000.00         | $392511.93         | Corporate Debt Securities                         |
| BOEING CO                      3.5%39              | 2039-03-01      | 3.5000%  | 0.0000% | $168000.00         | $139624.24         | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $300000.00         | $315626.60         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 34       | 2034-02-08      | 5.1100%  | 0.0000% | $3000.00           | $3130.82           | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 4.05%30     | 2030-07-01      | 4.0500%  | 0.0000% | $46000.00          | $46360.18          | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $4947000.00        | $5686047.45        | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.2%32    | 2032-04-01      | 5.2000%  | 0.0000% | $8000.00           | $8316.40           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3.625%030141     | 2041-03-01      | 3.6250%  | 0.0000% | $8026000.00        | $6070486.28        | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -A 56    | 2056-06-01      | 6.2500%  | 0.0000% | $5825000.00        | $5831195.53        | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -A 56    | 2056-06-01      | 6.2500%  | 0.0000% | $15000000.00       | $15015954.17       | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR REGS NT 54       | 2054-07-18      | 6.4150%  | 0.0000% | $200000.00         | $214509.14         | Corporate Debt Securities                         |
| CENCOSUD S A                   GLBL REGS NT 31     | 2031-05-28      | 5.9500%  | 0.0000% | $3316000.00        | $3497580.48        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT3.7%26    | 2026-08-04      | 3.7000%  | 0.0000% | $545000.00         | $551315.64         | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $1940000.00        | $2058477.96        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.625%52    | 2052-05-15      | 5.6250%  | 0.0000% | $166000.00         | $157032.27         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $5316000.00        | $4692885.06        | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT 29       | 2029-12-01      | 4.9500%  | 0.0000% | $100000.00         | $103070.50         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-08-15      | 4.6500%  | 0.0000% | $58000.00          | $59214.33          | Corporate Debt Securities                         |
| WRKCO INC                      4.2%32              | 2032-06-01      | 4.2000%  | 0.0000% | $2374000.00        | $2319421.74        | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SR GLBL NT4.1%29    | 2029-03-25      | 4.1000%  | 0.0000% | $118000.00         | $117685.33         | Corporate Debt Securities                         |
| RTX CORPORATION                4.45%38             | 2038-11-16      | 4.4500%  | 0.0000% | $768000.00         | $728158.08         | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBLE RECV 2024-2 A-3    20280215 5.5 | 2028-02-15      | 5.5600%  | 0.0000% | $740000.00         | $745248.16         | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBLE RECV 2024-2 A-3    20280215 5.5 | 2028-02-15      | 5.5600%  | 0.0000% | $2310000.00        | $2326382.78        | Asset-Backed Securities                           |
| AVOLON HLDGS FDG LTD           SR REGS NT 26       | 2026-04-15      | 4.2500%  | 0.0000% | $300000.00         | $302608.25         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26       | 2026-04-15      | 4.2500%  | 0.0000% | $400000.00         | $403477.67         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR GLBL NT3.3%27    | 2027-03-15      | 3.3000%  | 0.0000% | $58000.00          | $57922.09          | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $328000.00         | $318857.55         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $2375000.00        | $2308800.83        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR -A DEB 7.5%31    | 2031-01-15      | 7.5000%  | 0.0000% | $10000.00          | $11715.73          | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR REGS NT 30       | 2030-09-09      | 4.1250%  | 0.0000% | $2646000.00        | $2670842.63        | Corporate Debt Securities                         |
| WELLESLEY PARK CLO LTD 2025-1  A      20390124 FLT | 2039-01-24      | 5.1075%  | 0.0000% | $8687477.00        | $8736778.15        | Asset-Backed Securities                           |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT 35       | 2035-08-15      | 4.2500%  | 0.0000% | $68000.00          | $64473.22          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $3306000.00        | $3812842.86        | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.819%32    | 2032-04-15      | 4.8190%  | 0.0000% | $7000.00           | $7289.05           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $2754000.00        | $2920672.08        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 5.0400%  | 0.0000% | $1167000.00        | $1188962.94        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 31       | 2031-03-15      | 1.3750%  | 0.0000% | $68000.00          | $60056.15          | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 46       | 2046-06-15      | 3.3750%  | 0.0000% | $565000.00         | $400884.45         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL50    | 2050-05-01      | 5.8050%  | 0.0000% | $13239000.00       | $13227945.44       | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL 144A 31     | 2031-05-15      | 3.6250%  | 0.0000% | $5000.00           | $4735.66           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL 144A 31     | 2031-05-15      | 3.6250%  | 0.0000% | $215000.00         | $203633.37         | Corporate Debt Securities                         |
| BOEING CO                      3.6%34              | 2034-05-01      | 3.6000%  | 0.0000% | $17000.00          | $15589.68          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $2000.00           | $1217.38           | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $100000.00         | $60869.25          | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.65%26     | 2026-08-02      | 6.6500%  | 0.0000% | $3000.00           | $3113.53           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.5%31    | 2031-05-15      | 2.5000%  | 0.0000% | $40000.00          | $36412.18          | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.65%26     | 2026-08-02      | 6.6500%  | 0.0000% | $2194000.00        | $2277028.88        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $846000.00         | $555562.56         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $7000.00           | $8772.96           | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $140000.00         | $78920.10          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $460000.00         | $468077.60         | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 32       | 2032-02-15      | 3.2500%  | 0.0000% | $75000.00          | $70032.58          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.7%26    | 2026-06-15      | 3.7000%  | 0.0000% | $26000.00          | $25993.10          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 29       | 2029-04-05      | 3.8500%  | 0.0000% | $200000.00         | $198779.44         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $7997000.00        | $9223020.07        | Corporate Debt Securities                         |
| CLEVELAND ELEC ILLUM CO        SR GLBL 144A 28     | 2028-04-01      | 3.5000%  | 0.0000% | $150000.00         | $148968.00         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 34       | 2034-05-15      | 5.5500%  | 0.0000% | $231000.00         | $239570.49         | Corporate Debt Securities                         |
| BOEING CO                      SR NT 3.3%35        | 2035-03-01      | 3.3000%  | 0.0000% | $1070000.00        | $943814.90         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT4.5%29    | 2029-01-15      | 4.5000%  | 0.0000% | $1300000.00        | $1331200.00        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 28    | 2028-07-25      | 4.1250%  | 0.0000% | $72000.00          | $73326.60          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL 144A 51     | 2051-02-09      | 4.6770%  | 0.0000% | $1000000.00        | $768128.25         | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 29       | 2029-02-15      | 3.2500%  | 0.0000% | $40000.00          | $39049.51          | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 52       | 2052-03-17      | 4.9500%  | 0.0000% | $4447000.00        | $3951559.73        | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $1976000.00        | $1994319.72        | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $3220000.00        | $3249852.98        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $3405000.00        | $3495898.37        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $7813000.00        | $8021572.38        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47    | 2047-04-15      | 5.3000%  | 0.0000% | $500000.00         | $451539.44         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.375%101530     | 2030-10-15      | 4.3750%  | 0.0000% | $1000.00           | $1021.72           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $600000.00         | $538920.00         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26    | 2026-07-15      | 3.4000%  | 0.0000% | $113000.00         | $114016.75         | Corporate Debt Securities                         |
| HERCULES CAPITAL INC           SR GLBL NT 26       | 2026-09-16      | 2.6250%  | 0.0000% | $800000.00         | $795197.00         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT42    | 2042-03-15      | 4.3750%  | 0.0000% | $807000.00         | $702131.92         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT7.5%32    | 2032-10-14      | 7.5000%  | 0.0000% | $982000.00         | $1149503.01        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $8521519.00        | $7990932.30        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $125000.00         | $123103.26         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $2000000.00        | $1857033.33        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $478000.00         | $484439.52         | Corporate Debt Securities                         |
| NATIONAL HEALTH INVS INC       SR GLBL NT 33       | 2033-02-01      | 5.3500%  | 0.0000% | $131000.00         | $132794.45         | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT4.6%30    | 2030-11-15      | 4.6000%  | 0.0000% | $100000.00         | $100975.33         | Corporate Debt Securities                         |
| METROPOLITAN EDISON CO         SR 144A NT4.3%29    | 2029-01-15      | 4.3000%  | 0.0000% | $1103000.00        | $1126370.12        | Corporate Debt Securities                         |
| MERCEDES-BENZ AT LS TR  2025-A A-4    20310218 4.6 | 2031-02-18      | 4.6900%  | 0.0000% | $1235000.00        | $1260072.28        | Asset-Backed Securities                           |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $159000.00         | $150086.28         | Corporate Debt Securities                         |
| NEUBERGER BRMN LN AD 2019-31R2 AR-2   20390120 FLT | 2039-01-20      | 5.1144%  | 0.0000% | $10000000.00       | $10099488.80       | Asset-Backed Securities                           |
| LEGGETT & PLATT INC            3.5%27              | 2027-11-15      | 3.5000%  | 0.0000% | $1001000.00        | $990161.39         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.217%042242     | 2042-04-22      | 3.2170%  | 0.0000% | $80000.00          | $63327.67          | Corporate Debt Securities                         |
| NOV INC                        SR NT 3.95%42       | 2042-12-01      | 3.9500%  | 0.0000% | $200000.00         | $158186.33         | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  G      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $1426000.00        | $759009.32         | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BRMN LN AD 2019-31R2 AR-2   20390120 FLT | 2039-01-20      | 5.1144%  | 0.0000% | $10550000.00       | $10654960.68       | Asset-Backed Securities                           |
| NORDEA BK ABP MED TERM NTS     FR 6.3%             | 2500-12-31      | 6.3000%  | 0.0000% | $300000.00         | $310480.50         | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $600000.00         | $637629.50         | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $3000.00           | $3188.15           | Corporate Debt Securities                         |
| HARBOUR ENERGY PLC             SR GLBL 144A 35     | 2035-04-01      | 6.3270%  | 0.0000% | $3198000.00        | $3297655.28        | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 35       | 2035-01-15      | 6.2500%  | 0.0000% | $4483000.00        | $4817787.95        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%32    | 2032-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2125.87           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 35       | 2035-05-31      | 6.3420%  | 0.0000% | $4000.00           | $4323.18           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31       | 2031-03-20      | 5.7410%  | 0.0000% | $174000.00         | $183106.58         | Corporate Debt Securities                         |
| AES CORP                       SR SEC GLBL 30      | 2030-07-15      | 3.9500%  | 0.0000% | $275000.00         | $273722.32         | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL REGS 27     | 2027-01-15      | 2.8750%  | 0.0000% | $301000.00         | $300351.93         | Corporate Debt Securities                         |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $1940040.00        | $1588493.01        | Asset-Backed Securities                           |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $62000.00          | $63221.81          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 31     | 2031-02-09      | 3.3480%  | 0.0000% | $390000.00         | $358617.87         | Corporate Debt Securities                         |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $2500045.00        | $2047021.71        | Asset-Backed Securities                           |
| SANDS CHINA LTD                CR SEN SR GLBL28    | 2028-08-08      | 5.4000%  | 0.0000% | $674000.00         | $701189.16         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31    | 2031-03-01      | 2.9500%  | 0.0000% | $793000.00         | $732615.69         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL LL NT 26    | 2026-09-15      | 5.4500%  | 0.0000% | $60000.00          | $61498.63          | Corporate Debt Securities                         |
| NEUBERGER BERMAN LN ADV 21-42R A-R    20360716 FLT | 2036-07-16      | 4.8436%  | 0.0000% | $250000.00         | $252388.86         | Asset-Backed Securities                           |
| TELUS CORPORATION              SR NT 2.8%27        | 2027-02-16      | 2.8000%  | 0.0000% | $614000.00         | $611465.54         | Corporate Debt Securities                         |
| UBS-BARCLY COML MTG TR 2012-C4 F      20451212 FLT | 2045-12-12      | 3.8568%  | 0.0000% | $5472730.00        | $2277553.19        | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT 32       | 2032-02-03      | 2.1500%  | 0.0000% | $2499000.00        | $2192095.03        | Corporate Debt Securities                         |
| KROGER CO                      SR NT 4.45%47       | 2047-02-01      | 4.4500%  | 0.0000% | $330000.00         | $285199.75         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.1%30    | 2030-09-23      | 5.1000%  | 0.0000% | $2000.00           | $2096.45           | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28     | 2028-04-01      | 5.5000%  | 0.0000% | $200000.00         | $206427.44         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28     | 2028-04-01      | 5.5000%  | 0.0000% | $6730000.00        | $6946283.51        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28     | 2028-04-01      | 5.5000%  | 0.0000% | $9173000.00        | $9467794.74        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $500000.00         | $502443.33         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 51       | 2051-03-15      | 3.3500%  | 0.0000% | $5000.00           | $3405.17           | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 32       | 2032-03-15      | 3.2500%  | 0.0000% | $400000.00         | $367371.67         | Corporate Debt Securities                         |
| KKR CLO 10 LTD 2014-10R        D-R    20290917 FLT | 2029-09-17      | 7.3348%  | 0.0000% | $12939900.00       | $12946110.07       | Asset-Backed Securities                           |
| ELI LILLY & CO                 GLBL NT 4.875%53    | 2053-02-27      | 4.8750%  | 0.0000% | $562000.00         | $525751.94         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.1%64      | 2064-02-09      | 5.1000%  | 0.0000% | $732000.00         | $693911.60         | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT 33       | 2033-03-15      | 5.7500%  | 0.0000% | $481000.00         | $519013.70         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT4.1%41    | 2041-10-15      | 4.1000%  | 0.0000% | $631000.00         | $507434.78         | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 32     | 2032-01-19      | 4.1930%  | 0.0000% | $624000.00         | $610410.55         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR GLBL NT2.5%31    | 2031-10-12      | 2.5000%  | 0.0000% | $6000.00           | $5385.88           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $900000.00         | $707644.25         | Corporate Debt Securities                         |
| COMPANIA CERVECERIAS UNIDAS S  SR REGS NT 32       | 2032-01-19      | 3.3500%  | 0.0000% | $350000.00         | $322746.18         | Corporate Debt Securities                         |
| GOLUB CAPITAL PTN 2020-48BR    A-1-R  20380419 FLT | 2038-04-19      | 5.1916%  | 0.0000% | $1000000.00        | $1010525.90        | Asset-Backed Securities                           |
| GILDAN ACTIVEWEAR INC          SR GLBL 144A 35     | 2035-10-07      | 5.4000%  | 0.0000% | $600000.00         | $607818.00         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT4.8%26    | 2026-04-01      | 4.8000%  | 0.0000% | $258000.00         | $260979.90         | Corporate Debt Securities                         |
| TOYOTA LEASE OWNER TR 2025-A   A-2A   20270720 4.5 | 2027-07-20      | 4.5800%  | 0.0000% | $3319000.00        | $1913765.87        | Asset-Backed Securities                           |
| TRANSCANADA PIPELINES LTD      SR NT 5.85%36       | 2036-03-15      | 5.8500%  | 0.0000% | $100000.00         | $106435.25         | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              SR GLBL NT 33       | 2033-05-15      | 5.2500%  | 0.0000% | $10000.00          | $10433.98          | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT 30       | 2030-09-09      | 5.6500%  | 0.0000% | $4949000.00        | $5062321.10        | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 29     | 2029-09-18      | 4.2500%  | 0.0000% | $1353000.00        | $1282524.49        | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 29     | 2029-09-18      | 4.2500%  | 0.0000% | $200000.00         | $189582.33         | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 29     | 2029-09-18      | 4.2500%  | 0.0000% | $244000.00         | $231290.45         | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT 30       | 2030-09-09      | 5.6500%  | 0.0000% | $52000.00          | $53190.68          | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR GLBL REGS 30     | 2030-01-13      | 3.8500%  | 0.0000% | $1400000.00        | $1346463.61        | Corporate Debt Securities                         |
| WORLD OMNI SET AUTO TR  2024-A A-2A   20280215 5.3 | 2028-02-15      | 5.3700%  | 0.0000% | $9000.00           | $630.02            | Asset-Backed Securities                           |
| ROYALTY PHARMA PLC             SR GLBL NT5.4%34    | 2034-09-02      | 5.4000%  | 0.0000% | $3599000.00        | $3760955.00        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53    | 2053-04-01      | 6.7000%  | 0.0000% | $172000.00         | $185317.96         | Corporate Debt Securities                         |
| PALMER SQ CLO 2019-1R2 LTD     A-1-R2 20380816 FLT | 2038-08-16      | 5.1031%  | 0.0000% | $12000000.00       | $12076348.40       | Asset-Backed Securities                           |
| WOODMONT LP 2023-12R           B-R    20321025 FLT | 2032-10-25      | 5.7080%  | 0.0000% | $5000000.00        | $5055815.38        | Asset-Backed Securities                           |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 28     | 2028-01-15      | 4.9500%  | 0.0000% | $65000.00          | $67308.64          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -A 56    | 2056-03-15      | 5.8750%  | 0.0000% | $50000.00          | $50297.45          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $418000.00         | $440663.61         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 31     | 2031-09-30      | 5.6250%  | 0.0000% | $2366000.00        | $2454967.52        | Corporate Debt Securities                         |
| REGIONAL MGMT ISUNCE TR 2022-1 A      20320315 3.0 | 2032-03-15      | 3.0700%  | 0.0000% | $2672000.00        | $287956.02         | Asset-Backed Securities                           |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $4863000.00        | $4801402.00        | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $2148000.00        | $2120792.00        | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL 144A 29     | 2029-04-15      | 6.7500%  | 0.0000% | $900000.00         | $918153.00         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 29       | 2029-08-15      | 2.8750%  | 0.0000% | $2000.00           | $1944.30           | Corporate Debt Securities                         |
| VENTURE CLO LTD 2024-50        A1     20371020 FLT | 2037-10-20      | 5.3344%  | 0.0000% | $4000000.00        | $4049035.52        | Asset-Backed Securities                           |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT4.9%26    | 2026-08-14      | 4.9000%  | 0.0000% | $300000.00         | $306818.17         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 3%32     | 2032-02-14      | 3.0000%  | 0.0000% | $551000.00         | $515083.98         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR NT 4.05%42       | 2042-12-03      | 4.0500%  | 0.0000% | $640000.00         | $555884.80         | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3965%  | 0.0000% | $5383000.00        | $4674330.47        | Private Label Collateralized Mortgage Obligations |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-07-15      | 5.9500%  | 0.0000% | $16000.00          | $16882.66          | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2024-9   A-1    20360421 FLT | 2036-04-21      | 5.9844%  | 0.0000% | $306000.00         | $309809.36         | Asset-Backed Securities                           |
| ASHTEAD CAP INC                SR SEC GLBL 27      | 2027-08-15      | 4.3750%  | 0.0000% | $475000.00         | $482385.19         | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $5785000.00        | $5937833.27        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 27       | 2027-06-15      | 2.8750%  | 0.0000% | $510000.00         | $499900.87         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%33    | 2033-03-03      | 4.8750%  | 0.0000% | $150000.00         | $157498.38         | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR 144A NT 26       | 2026-09-20      | 1.9500%  | 0.0000% | $471000.00         | $465861.78         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54    | 2054-10-15      | 6.6250%  | 0.0000% | $1146000.00        | $1160114.26        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54    | 2054-10-15      | 6.6250%  | 0.0000% | $1242000.00        | $1257296.61        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.282%50    | 2050-04-02      | 5.2820%  | 0.0000% | $10000.00          | $9168.38           | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27      | 2027-02-26      | 4.8000%  | 0.0000% | $51000.00          | $52425.79          | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 54       | 2054-03-01      | 5.7500%  | 0.0000% | $79000.00          | $80675.33          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $14000.00          | $12508.98          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 33       | 2033-11-01      | 6.5500%  | 0.0000% | $3000.00           | $3376.55           | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 29       | 2029-07-16      | 4.2500%  | 0.0000% | $5000.00           | $5110.41           | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        JR SB GLBL-A9 48    | 2048-04-01      | 5.7500%  | 0.0000% | $40000.00          | $41149.00          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT2.9%32    | 2032-03-01      | 2.9000%  | 0.0000% | $1624000.00        | $1511954.83        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $80000.00          | $61280.40          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $465000.00         | $356192.33         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT3.3%27    | 2027-04-01      | 3.3000%  | 0.0000% | $60000.00          | $60210.60          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 28       | 2028-05-04      | 6.3750%  | 0.0000% | $6300000.00        | $6630918.00        | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.625%32    | 2032-04-15      | 3.6250%  | 0.0000% | $48000.00          | $45800.29          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32      | 2032-10-15      | 5.5000%  | 0.0000% | $3000.00           | $3201.30           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 28       | 2028-11-01      | 6.2500%  | 0.0000% | $150000.00         | $160190.50         | Corporate Debt Securities                         |
| ANCHORAGE CR FD 1 LTD R2       B-R2   20370728 3.0 | 2037-07-28      | 3.0060%  | 0.0000% | $2850000.00        | $2759214.67        | Asset-Backed Securities                           |
| AUTONATION INC                 CR SEN SR GLBL27    | 2027-11-15      | 3.8000%  | 0.0000% | $29000.00          | $28925.34          | Corporate Debt Securities                         |
| APA CORPORATION                SR NT 5.1%40        | 2040-09-01      | 5.1000%  | 0.0000% | $384000.00         | $341256.96         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 33       | 2033-02-28      | 5.3500%  | 0.0000% | $97000.00          | $103011.01         | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL 144A 28     | 2028-12-08      | 5.2000%  | 0.0000% | $153000.00         | $153552.67         | Corporate Debt Securities                         |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $3788000.00        | $4090947.40        | Corporate Debt Securities                         |
| APIDOS CLO XXXIX 2022-39R LTD  A-1-R  20381021 FLT | 2038-10-21      | 5.3996%  | 0.0000% | $6800000.00        | $6873107.55        | Asset-Backed Securities                           |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $1387000.00        | $1449125.66        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $4948000.00        | $5169627.79        | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 34       | 2034-11-15      | 5.3500%  | 0.0000% | $552000.00         | $574188.25         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 65       | 2065-09-15      | 6.2500%  | 0.0000% | $201000.00         | $207339.76         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $17767000.00       | $17542158.61       | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 37       | 2037-03-15      | 6.4500%  | 0.0000% | $50000.00          | $56250.58          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $325000.00         | $327439.85         | Corporate Debt Securities                         |
| HCA INC.                       SR DEB 7.5%95       | 2095-11-15      | 7.5000%  | 0.0000% | $2015000.00        | $2184971.97        | Corporate Debt Securities                         |
| CELLNEX FIN CO SA              SR GLBL 144A 41     | 2041-07-07      | 3.8750%  | 0.0000% | $8050000.00        | $6535887.80        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $33407000.00       | $34780542.72       | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26      | 2026-07-28      | 3.7500%  | 0.0000% | $2683000.00        | $2719267.45        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26      | 2026-07-28      | 3.7500%  | 0.0000% | $36266000.00       | $36756225.65       | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $4887000.00        | $4825155.01        | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR NT 4.8%48        | 2048-03-15      | 4.8000%  | 0.0000% | $1911000.00        | $1687648.69        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 32       | 2032-03-15      | 2.8750%  | 0.0000% | $3566000.00        | $3358691.58        | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 46      | 2046-05-18      | 4.7500%  | 0.0000% | $233000.00         | $206995.71         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $282000.00         | $290656.84         | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.6%28      | 2028-08-02      | 6.6000%  | 0.0000% | $8269000.00        | $8764450.92        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $731000.00         | $706643.08         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT4.7%26    | 2026-11-15      | 4.7000%  | 0.0000% | $175000.00         | $177083.47         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $341000.00         | $343559.96         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $534000.00         | $474448.32         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $1110000.00        | $986212.80         | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $8220000.00        | $8588185.22        | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 39      | 2039-09-19      | 5.4110%  | 0.0000% | $10000.00          | $10245.41          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $13000.00          | $13381.93          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 4%27     | 2027-03-01      | 4.0000%  | 0.0000% | $13000.00          | $13146.03          | Corporate Debt Securities                         |
| OSHKOSH CORP                   SR GLBL NT3.1%30    | 2030-03-01      | 3.1000%  | 0.0000% | $35000.00          | $33649.47          | Corporate Debt Securities                         |
| NUTRIEN LTD                    4.2%29              | 2029-04-01      | 4.2000%  | 0.0000% | $99000.00          | $99972.51          | Corporate Debt Securities                         |
| OVINTIV INC                    GLBL NT 7.1%53      | 2053-07-15      | 7.1000%  | 0.0000% | $7130000.00        | $7816111.98        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $10451000.00       | $11595346.76       | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT5.1%48    | 2048-09-28      | 5.1000%  | 0.0000% | $3000.00           | $2822.30           | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $4000.00           | $4199.52           | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR NT 5.625%32      | 2032-08-16      | 5.6250%  | 0.0000% | $94000.00          | $100284.60         | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67    | 2067-05-01      | 6.4984%  | 0.0000% | $9859000.00        | $9426914.90        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT3.4%26    | 2026-01-15      | 3.4000%  | 0.0000% | $3605000.00        | $3659571.69        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $50000.00          | $49218.21          | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 30       | 2030-01-15      | 6.1250%  | 0.0000% | $600000.00         | $608809.83         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 28       | 2028-10-12      | 3.1250%  | 0.0000% | $550000.00         | $511471.20         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT3.5%27    | 2027-08-15      | 3.5000%  | 0.0000% | $2000.00           | $2023.42           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT3.6%50    | 2050-11-15      | 3.6000%  | 0.0000% | $124000.00         | $81027.80          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $1975000.00        | $2052153.92        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $504000.00         | $518551.60         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $1866000.00        | $1919875.57        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $3194000.00        | $3286217.88        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 55    | 2055-02-01      | 6.8750%  | 0.0000% | $38000.00          | $40607.02          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 55    | 2055-02-01      | 6.8750%  | 0.0000% | $2479000.00        | $2649073.86        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 82    | 2082-01-15      | 3.2500%  | 0.0000% | $7000.00           | $6906.52           | Corporate Debt Securities                         |
| DISCOVER CARD EXECUTION NOTE T A      20280315 4.3 | 2028-03-15      | 4.3100%  | 0.0000% | $20000.00          | $20063.33          | Asset-Backed Securities                           |
| CARVAL CLO LTD 2019-3RR        A-R2   20320720 FLT | 2032-07-20      | 4.8744%  | 0.0000% | $13000000.00       | $12183228.51       | Asset-Backed Securities                           |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $400000.00         | $353108.89         | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 3.5%30      | 2030-04-08      | 3.5000%  | 0.0000% | $37000.00          | $36266.27          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $300000.00         | $247390.50         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $15000.00          | $12369.52          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 55       | 2055-04-01      | 5.9500%  | 0.0000% | $99000.00          | $97330.37          | Corporate Debt Securities                         |
| MADISON PK FDG LTD  2021-49R   A-R    20341019 FLT | 2034-10-19      | 4.9344%  | 0.0000% | $1900000.00        | $1915292.87        | Asset-Backed Securities                           |
| MUTUAL OF OMAHA COS GLOBAL FDG 144A NT 5.45%28     | 2028-12-12      | 5.4500%  | 0.0000% | $102000.00         | $105887.87         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT3.9%32    | 2032-06-15      | 3.9000%  | 0.0000% | $14000.00          | $13771.85          | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $47000.00          | $48461.43          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB3.5%29    | 2029-04-01      | 3.5000%  | 0.0000% | $100000.00         | $98991.00          | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD 2017-9R  B-R    20331017 FLT | 2033-10-17      | 6.1162%  | 0.0000% | $22350000.00       | $22578232.95       | Asset-Backed Securities                           |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 49     | 2049-01-15      | 4.3000%  | 0.0000% | $1040000.00        | $856656.09         | Corporate Debt Securities                         |
| FEDEX CORP                     GLBL NT 2.4%31      | 2031-05-15      | 2.4000%  | 0.0000% | $16000.00          | $14596.27          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $49000.00          | $41908.47          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $116000.00         | $99211.90          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $373000.00         | $319017.58         | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 2.45%29     | 2029-11-15      | 2.4500%  | 0.0000% | $1084000.00        | $1026830.44        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $5000.00           | $4429.52           | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $11358000.00       | $13076730.42       | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $8423000.00        | $8679873.42        | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 7.25%38       | 2038-08-15      | 7.2500%  | 0.0000% | $452000.00         | $531957.67         | Corporate Debt Securities                         |
| KEYSPAN CORP                   SR GLBL NT 35       | 2035-04-01      | 5.8030%  | 0.0000% | $1000.00           | $1065.56           | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $1509000.00        | $1272729.29        | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLINES PTC 2016-1B    B      20270707 3.6 | 2027-07-07      | 3.6500%  | 0.0000% | $550000.00         | $200132.97         | Asset-Backed Securities                           |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.8500%  | 0.0000% | $5199000.00        | $5424795.46        | Corporate Debt Securities                         |
| KKR CLO LTD 2023-52R           A-1R   20380716 FLT | 2038-07-16      | 5.2136%  | 0.0000% | $500000.00         | $506138.28         | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           SR GLBL NT 48       | 2048-05-25      | 5.0850%  | 0.0000% | $227000.00         | $203708.67         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52    | 2052-12-01      | 6.5000%  | 0.0000% | $4558000.00        | $4731642.07        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 3.8%50      | 2050-05-01      | 3.8000%  | 0.0000% | $200000.00         | $147328.67         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 48       | 2048-05-25      | 5.0850%  | 0.0000% | $630000.00         | $565358.85         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 26       | 2026-10-15      | 2.0500%  | 0.0000% | $5000.00           | $4939.44           | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 33       | 2033-04-01      | 5.7500%  | 0.0000% | $99000.00          | $104979.13         | Corporate Debt Securities                         |
| KEYCORP                        FR 2.25%040627      | 2027-04-06      | 2.2500%  | 0.0000% | $178000.00         | $174949.53         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52      | 2052-02-02      | 4.3750%  | 0.0000% | $10000.00          | $7949.16           | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31    | 2031-10-15      | 4.5000%  | 0.0000% | $514000.00         | $524837.69         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL FL NT 28    | 2028-11-05      | 4.3768%  | 0.0000% | $2000.00           | $2022.65           | Corporate Debt Securities                         |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 4.6000%  | 0.0000% | $278000.00         | $257875.58         | Corporate Debt Securities                         |
| MAGNETITE LIMITED 2019-21R     A-R    20340420 FLT | 2034-04-20      | 5.1661%  | 0.0000% | $12500000.00       | $12647401.25       | Asset-Backed Securities                           |
| OBX TRUST 2025-NQM15           B-1    20650725 FLT | 2065-07-25      | 6.8380%  | 0.0000% | $11672378.00       | $11571264.09       | Private Label Collateralized Mortgage Obligations |
| OCP AEGIS CLO 2024-39 LTD 2024 A-1    20370116 FLT | 2037-01-16      | 5.1136%  | 0.0000% | $250000.00         | $252456.36         | Asset-Backed Securities                           |
| MARKEL GROUP INC               SR GLBL NT 5%46     | 2046-04-05      | 5.0000%  | 0.0000% | $490000.00         | $447244.78         | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL 144A 29     | 2029-05-15      | 3.8750%  | 0.0000% | $200000.00         | $195070.28         | Corporate Debt Securities                         |
| VALERO ENERGY PARTNERS LP      SR GLBL NT4.5%28    | 2028-03-15      | 4.5000%  | 0.0000% | $200000.00         | $204030.00         | Corporate Debt Securities                         |
| NORTHERN STAR RESOURCES LTD    144A NT 6.125%33    | 2033-04-11      | 6.1250%  | 0.0000% | $1297000.00        | $1394224.38        | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 30       | 2030-11-01      | 1.8750%  | 0.0000% | $1285000.00        | $1135419.57        | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 32       | 2032-02-01      | 2.7500%  | 0.0000% | $3951000.00        | $3548979.16        | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 30       | 2030-11-01      | 1.8750%  | 0.0000% | $235000.00         | $207644.82         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 2%30     | 2030-06-30      | 2.0000%  | 0.0000% | $28000.00          | $25385.36          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 5.4%32      | 2032-08-15      | 5.4000%  | 0.0000% | $2504000.00        | $2603308.64        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT5.2%32    | 2032-11-15      | 5.2000%  | 0.0000% | $14200000.00       | $14339712.22       | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 31       | 2031-09-02      | 2.1500%  | 0.0000% | $30000.00          | $26671.72          | Corporate Debt Securities                         |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280616 5.4 | 2028-06-16      | 5.4500%  | 0.0000% | $540000.00         | $306577.96         | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45      | 2045-05-22      | 5.1500%  | 0.0000% | $18000.00          | $17088.11          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 5%35     | 2035-04-01      | 5.0000%  | 0.0000% | $122000.00         | $121725.50         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR 144A NT 26       | 2026-07-01      | 4.2500%  | 0.0000% | $100000.00         | $102070.19         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31       | 2031-06-15      | 3.1250%  | 0.0000% | $100000.00         | $90701.89          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-04-22      | 3.2100%  | 0.0000% | $1000.00           | $781.95            | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 49       | 2049-09-15      | 3.8750%  | 0.0000% | $44000.00          | $33287.75          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%29    | 2029-10-15      | 5.4000%  | 0.0000% | $6000.00           | $6290.58           | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT2.9%30    | 2030-05-15      | 2.9000%  | 0.0000% | $4318000.00        | $4025220.41        | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $120000.00         | $124785.47         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29    | 2029-09-12      | 5.8000%  | 0.0000% | $600000.00         | $618558.67         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT5.3%34    | 2034-02-15      | 5.3000%  | 0.0000% | $100000.00         | $103025.50         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 5.4%32      | 2032-08-15      | 5.4000%  | 0.0000% | $1436000.00        | $1492951.76        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 30       | 2030-11-15      | 4.8750%  | 0.0000% | $4070000.00        | $4109009.25        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29       | 2029-07-15      | 5.5500%  | 0.0000% | $596000.00         | $633924.47         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29    | 2029-09-12      | 5.8000%  | 0.0000% | $400000.00         | $412372.44         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT4.5%28    | 2028-11-15      | 4.5000%  | 0.0000% | $3342000.00        | $3370523.97        | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         4.2%28              | 2028-09-15      | 4.2000%  | 0.0000% | $4000.00           | $4064.39           | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $10268000.00       | $10321761.54       | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $3834000.00        | $3904523.24        | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $166000.00         | $169053.43         | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $3165000.00        | $3223217.54        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT2.8%50    | 2050-06-01      | 2.8000%  | 0.0000% | $125000.00         | $81890.42          | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL30    | 2030-09-15      | 3.5000%  | 0.0000% | $4464000.00        | $4310463.20        | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL30    | 2030-09-15      | 3.5000%  | 0.0000% | $627000.00         | $605434.68         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $274000.00         | $293596.10         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES HLDG CO LLC SR REGS NT 28       | 2028-08-15      | 6.0420%  | 0.0000% | $31000.00          | $32935.81          | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 33     | 2033-12-01      | 2.5500%  | 0.0000% | $350000.00         | $299895.75         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         LW TIER II GLBL     | 2044-03-26      | 5.7000%  | 0.0000% | $250000.00         | $253488.33         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $1000.00           | $1000.71           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 50       | 2050-09-17      | 4.2500%  | 0.0000% | $168000.00         | $134191.63         | Corporate Debt Securities                         |
| WELLINGTON MGMT CLO LTD 2024-2 A      20370420 FLT | 2037-04-20      | 5.4344%  | 0.0000% | $5000000.00        | $5061494.40        | Asset-Backed Securities                           |
| SYSCO CORP                     SR GLBL NT 29       | 2029-01-17      | 5.7500%  | 0.0000% | $100000.00         | $107245.44         | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 2.875%31    | 2031-02-15      | 2.8750%  | 0.0000% | $605000.00         | $569003.17         | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SUB GLBL NT 35      | 2035-09-11      | 5.7840%  | 0.0000% | $4987000.00        | $5075087.04        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $28842000.00       | $31125741.61       | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $14000.00          | $10208.13          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 51       | 2051-03-22      | 3.5500%  | 0.0000% | $338000.00         | $245101.55         | Corporate Debt Securities                         |
| SARANAC CLO III LTD 2014-3R    C-R    20300624 FLT | 2030-06-24      | 6.6149%  | 0.0000% | $400000.00         | $400874.62         | Asset-Backed Securities                           |
| ROYAL CARIBBEAN GROUP          SR GLBL NT3.7%28    | 2028-03-15      | 3.7000%  | 0.0000% | $19000.00          | $19003.64          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $188000.00         | $187308.79         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $26191000.00       | $26094704.42       | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $90000.00          | $92501.68          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT5.7%65    | 2065-11-15      | 5.7000%  | 0.0000% | $1099000.00        | $1093794.40        | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 2.625%31    | 2031-11-15      | 2.6250%  | 0.0000% | $9000.00           | $8119.84           | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 2018-1      C      20310520 FLT | 2031-05-20      | 6.2006%  | 0.0000% | $5000000.00        | $5034508.80        | Asset-Backed Securities                           |
| PERTAMINA GEOTHERMAL ENERGY TB GLBL 144A NT 28     | 2028-04-27      | 5.1500%  | 0.0000% | $800000.00         | $818586.00         | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37     | 2037-12-10      | 7.3750%  | 0.0000% | $14000.00          | $16103.11          | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $3385000.00        | $4124419.40        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $9345000.00        | $5626616.95        | Private Label Collateralized Mortgage Obligations |
| KIMBERLY-CLARK CORP            NT 6.625%37         | 2037-08-01      | 6.6250%  | 0.0000% | $191000.00         | $226158.17         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 28       | 2028-11-17      | 6.7500%  | 0.0000% | $50000.00          | $53813.50          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 52       | 2052-03-14      | 4.9500%  | 0.0000% | $10000.00          | $8603.12           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -T 55    | 2055-08-15      | 6.5000%  | 0.0000% | $98000.00          | $105668.06         | Corporate Debt Securities                         |
| MADISON PARK  LI 2021-51R      A-1-R  20381019 FLT | 2038-10-19      | 5.1144%  | 0.0000% | $4976966.00        | $5031756.82        | Asset-Backed Securities                           |
| MADISON PARK  LI 2021-51R      A-1-R  20381019 FLT | 2038-10-19      | 5.1144%  | 0.0000% | $8773034.00        | $8869615.28        | Asset-Backed Securities                           |
| FLOWSERVE CORP                 SR GLBL NT3.5%30    | 2030-10-01      | 3.5000%  | 0.0000% | $2292000.00        | $2209281.72        | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $685000.00         | $659172.46         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 29       | 2029-06-01      | 5.0500%  | 0.0000% | $3000.00           | $3097.91           | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 4.9776%  | 0.0000% | $1000.00           | $1014.60           | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 29       | 2029-06-15      | 4.8750%  | 0.0000% | $2732000.00        | $2778392.77        | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR GLBL 144A 26     | 2026-12-01      | 3.2500%  | 0.0000% | $380000.00         | $377954.97         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%35     | 2035-07-15      | 5.0000%  | 0.0000% | $35000.00          | $35761.79          | Corporate Debt Securities                         |
| NMI HLDGS INC                  GLBL NT 6%29        | 2029-08-15      | 6.0000%  | 0.0000% | $715000.00         | $755709.72         | Corporate Debt Securities                         |
| NMI HLDGS INC                  GLBL NT 6%29        | 2029-08-15      | 6.0000%  | 0.0000% | $1014000.00        | $1071733.78        | Corporate Debt Securities                         |
| MCF CLO LTD 2023-10R           A-1-R  20370415 FLT | 2037-04-15      | 5.3545%  | 0.0000% | $473261.00         | $478231.55         | Asset-Backed Securities                           |
| MCF CLO LTD 2023-10R           A-1-R  20370415 FLT | 2037-04-15      | 5.3545%  | 0.0000% | $526739.00         | $532271.22         | Asset-Backed Securities                           |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 33       | 2033-05-15      | 5.6250%  | 0.0000% | $200000.00         | $204747.50         | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 35       | 2035-08-01      | 5.6250%  | 0.0000% | $84000.00          | $88263.63          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 41       | 2041-05-11      | 3.2500%  | 0.0000% | $216000.00         | $165223.50         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 41       | 2041-05-11      | 3.2500%  | 0.0000% | $231000.00         | $176697.35         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 27       | 2027-03-17      | 2.6250%  | 0.0000% | $40000.00          | $39686.53          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 42       | 2042-02-15      | 3.1250%  | 0.0000% | $560000.00         | $417042.50         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $231000.00         | $236843.02         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $561000.00         | $551760.64         | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $196000.00         | $219383.45         | Corporate Debt Securities                         |
| FOUNDATION FINANCE TR 2025-1   A      20500415 4.9 | 2050-04-15      | 4.9500%  | 0.0000% | $618000.00         | $456930.97         | Asset-Backed Securities                           |
| FLOWERS FOODS INC              SR GLBL NT2.4%31    | 2031-03-15      | 2.4000%  | 0.0000% | $6523000.00        | $5817385.35        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $26000.00          | $27454.09          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $687000.00         | $704588.92         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $75000.00          | $67889.00          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 55    | 2055-03-15      | 5.6500%  | 0.0000% | $100000.00         | $100052.61         | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33       | 2033-10-01      | 7.1500%  | 0.0000% | $220000.00         | $239710.90         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.625%53    | 2053-02-10      | 5.6250%  | 0.0000% | $123000.00         | $121069.51         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 3.4000%  | 0.0000% | $273000.00         | $268105.41         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52       | 2052-03-01      | 5.2500%  | 0.0000% | $100000.00         | $89386.00          | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL 144A 27     | 2027-01-15      | 2.8750%  | 0.0000% | $3000.00           | $2993.54           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $245000.00         | $248286.44         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 3.4000%  | 0.0000% | $1000.00           | $982.07            | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.3%34    | 2034-07-08      | 4.3000%  | 0.0000% | $9863000.00        | $9151718.80        | Corporate Debt Securities                         |
| NYACK PK CLO LTD 2021-1R       A-1-R  20381020 FLT | 2038-10-20      | 5.1484%  | 0.0000% | $2500000.00        | $2530079.98        | Asset-Backed Securities                           |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $397000.00         | $402517.86         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $1663000.00        | $1686113.85        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 4.45%42       | 2042-04-15      | 4.4500%  | 0.0000% | $400000.00         | $335709.78         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 27     | 2027-02-15      | 3.7500%  | 0.0000% | $382000.00         | $384951.59         | Corporate Debt Securities                         |
| OWL ROCK CLO LTD 2022-7        A-R    20380420 FLT | 2038-04-20      | 5.2844%  | 0.0000% | $2000000.00        | $2014177.76        | Asset-Backed Securities                           |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $551000.00         | $514533.90         | Corporate Debt Securities                         |
| WESTROCK CO                    SR GLBL DB8.2%30    | 2030-01-15      | 8.2000%  | 0.0000% | $3000.00           | $3532.65           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $276000.00         | $279702.27         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 2.25%31     | 2031-03-15      | 2.2500%  | 0.0000% | $235000.00         | $211616.33         | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC          SR GLBL NT 4%51     | 2051-11-23      | 4.0000%  | 0.0000% | $100000.00         | $70446.22          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 2%31     | 2031-02-15      | 2.0000%  | 0.0000% | $4000.00           | $3607.62           | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $3159000.00        | $3297920.53        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-01-23      | 5.3360%  | 0.0000% | $344000.00         | $365881.53         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $16259000.00       | $17242506.91       | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP7 D      20500916 FLT | 2050-09-16      | 4.4179%  | 0.0000% | $142272.00         | $98156.38          | Private Label Collateralized Mortgage Obligations |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $5000.00           | $5625.99           | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $91000.00          | $95001.83          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $15000.00          | $14957.03          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 42       | 2042-04-22      | 3.1570%  | 0.0000% | $770000.00         | $605567.21         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 30       | 2030-02-15      | 3.0500%  | 0.0000% | $71000.00          | $66887.13          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 30       | 2030-02-15      | 3.0500%  | 0.0000% | $95000.00          | $89496.86          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 34       | 2034-06-01      | 5.3500%  | 0.0000% | $78000.00          | $81332.81          | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 35       | 2035-11-15      | 5.3500%  | 0.0000% | $34000.00          | $34667.05          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 53       | 2053-03-01      | 5.6500%  | 0.0000% | $500000.00         | $475971.67         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.4%073035       | 2035-07-30      | 5.4000%  | 0.0000% | $2000.00           | $2066.96           | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT 26       | 2026-03-22      | 5.3500%  | 0.0000% | $100000.00         | $101657.25         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $343000.00         | $314226.87         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $407000.00         | $372858.13         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $2000.00           | $2014.87           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 45       | 2045-06-01      | 5.5500%  | 0.0000% | $5000.00           | $4880.52           | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $338000.00         | $163437.08         | Private Label Collateralized Mortgage Obligations |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $295000.00         | $307972.95         | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7248%  | 0.0000% | $4296091.00        | $4307111.76        | Private Label Collateralized Mortgage Obligations |
| VULCAN MATLS CO                SR GLBL NT4.7%48    | 2048-03-01      | 4.7000%  | 0.0000% | $11000.00          | $9861.02           | Corporate Debt Securities                         |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 8.0132%  | 0.0000% | $5049879.00        | $5150465.69        | Private Label Collateralized Mortgage Obligations |
| XCEL ENERGY INC                GLBL NT 4.6%32      | 2032-06-01      | 4.6000%  | 0.0000% | $100000.00         | $100092.33         | Corporate Debt Securities                         |
| BACARDI LTD                    SR REGS NT 26       | 2026-07-15      | 2.7500%  | 0.0000% | $100000.00         | $100426.42         | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL REGS 28     | 2028-01-26      | 2.8500%  | 0.0000% | $144000.00         | $141753.84         | Corporate Debt Securities                         |
| BPCE                           FR 6.508%011835     | 2035-01-18      | 6.5080%  | 0.0000% | $292000.00         | $319000.07         | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2018-CH2        A-15   20480625 FLT | 2048-06-25      | 4.0000%  | 0.0000% | $100002.00         | $17136.18          | Private Label Collateralized Mortgage Obligations |
| GLS AUTO RECV ISSUER TR 2024-3 A-3    20280417 5.0 | 2028-04-17      | 5.0200%  | 0.0000% | $500000.00         | $483388.78         | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNERS 2024-73 A-2    20370810 FLT | 2037-08-10      | 5.6650%  | 0.0000% | $5000000.00        | $4996676.73        | Asset-Backed Securities                           |
| WESTERN ALLIANCE BK PHOENIX    SUB NT 6.537%35     | 2035-11-15      | 6.5370%  | 0.0000% | $9490000.00        | $9591339.76        | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT 30       | 2030-03-20      | 3.5500%  | 0.0000% | $6000.00           | $5862.00           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-09-10      | 1.5420%  | 0.0000% | $1000.00           | $987.22            | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40    | 2040-04-15      | 6.3000%  | 0.0000% | $98000.00          | $107257.08         | Corporate Debt Securities                         |
| WEYERHAEUSER CO                4%29                | 2029-11-15      | 4.0000%  | 0.0000% | $100000.00         | $99636.11          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 56       | 2056-01-28      | 5.7340%  | 0.0000% | $179000.00         | $186598.46         | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 4.7%27      | 2027-01-30      | 4.7000%  | 0.0000% | $382000.00         | $392433.69         | Corporate Debt Securities                         |
| MORGAN STANLEY                 PERP JR GLBL -N     | 2099-12-31      | 7.1448%  | 0.0000% | $1000.00           | $1004.17           | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 29       | 2029-05-17      | 6.1500%  | 0.0000% | $22000.00          | $22806.67          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $197000.00         | $182749.02         | Corporate Debt Securities                         |
| MORGAN STANLEY                 PERP JR GLBL -N     | 2099-12-31      | 7.1448%  | 0.0000% | $2383000.00        | $2392926.32        | Corporate Debt Securities                         |
| MERCURY GENL CORP NEW          SR GLBL NT4.4%27    | 2027-03-15      | 4.4000%  | 0.0000% | $32000.00          | $32398.26          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $7000.00           | $7293.07           | Corporate Debt Securities                         |
| GREYWOLF CLO VI LTD 2018-6     B      20310426 FLT | 2031-04-26      | 6.0696%  | 0.0000% | $11964112.00       | $12097140.75       | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $413000.00         | $266514.18         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $374000.00         | $400747.96         | Corporate Debt Securities                         |
| HCA INC.                       1PRI SR SEC 27      | 2027-02-15      | 4.5000%  | 0.0000% | $29000.00          | $29555.64          | Corporate Debt Securities                         |
| ICG US CLO 2014-2RR            C-RR   20310115 FLT | 2031-01-15      | 5.9662%  | 0.0000% | $4250000.00        | $4298793.96        | Asset-Backed Securities                           |
| KRAFT HEINZ FOODS CO           SR GLBL DEB 28      | 2028-07-15      | 6.3750%  | 0.0000% | $8000.00           | $8616.77           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.3%072227       | 2027-07-22      | 4.3000%  | 0.0000% | $4000.00           | $4092.21           | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SUB GLBL NT 35      | 2035-09-11      | 5.7840%  | 0.0000% | $5730000.00        | $5831210.90        | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.1%45    | 2045-09-15      | 5.1000%  | 0.0000% | $100000.00         | $93684.67          | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.1%45    | 2045-09-15      | 5.1000%  | 0.0000% | $182000.00         | $170506.09         | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $104000.00         | $95143.36          | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $1163000.00        | $1063958.92        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $442000.00         | $481839.55         | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           5%46                | 2046-08-15      | 5.0000%  | 0.0000% | $100000.00         | $88240.89          | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $1382000.00        | $1264308.88        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $14000.00          | $14365.45          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 29       | 2029-01-17      | 5.7500%  | 0.0000% | $5598000.00        | $6003599.98        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 4.8962%  | 0.0000% | $3157893.00        | $1534169.89        | Private Label Collateralized Mortgage Obligations |
| FIRST AMERN FINL CORP          SR GLBL NT2.4%31    | 2031-08-15      | 2.4000%  | 0.0000% | $3691000.00        | $3260727.83        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $1728000.00        | $1794197.28        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $41389000.00       | $41236826.44       | Corporate Debt Securities                         |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $2000.00           | $1240.85           | Asset-Backed Securities                           |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 33       | 2033-01-15      | 5.6250%  | 0.0000% | $1720000.00        | $1750282.75        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $8436000.00        | $8691863.88        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $10913000.00       | $11243991.29       | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 56    | 2056-04-01      | 6.3750%  | 0.0000% | $587000.00         | $612801.10         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $2478000.00        | $2553157.74        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $6922000.00        | $6805918.06        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT4.8%35    | 2035-02-01      | 4.8000%  | 0.0000% | $100000.00         | $95397.00          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT4.8%35    | 2035-02-01      | 4.8000%  | 0.0000% | $355000.00         | $338659.35         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%             | 2099-12-31      | 6.7000%  | 0.0000% | $17040000.00       | $17405044.13       | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.2%28    | 2028-11-20      | 4.2000%  | 0.0000% | $154000.00         | $154995.35         | Corporate Debt Securities                         |
| BLOCK FINL LLC                 SR GLBL NT 32       | 2032-09-15      | 5.3750%  | 0.0000% | $1343000.00        | $1381024.62        | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 32       | 2032-06-23      | 5.2500%  | 0.0000% | $1995000.00        | $2047561.60        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 44      | 2044-09-01      | 4.5500%  | 0.0000% | $10000.00          | $9082.57           | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33       | 2033-08-04      | 5.9500%  | 0.0000% | $248000.00         | $264994.41         | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28       | 2028-09-30      | 2.8500%  | 0.0000% | $30000.00          | $28598.85          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $9321000.00        | $9342259.65        | Corporate Debt Securities                         |
| AUTOZONE INC                   3.75%29             | 2029-04-18      | 3.7500%  | 0.0000% | $40000.00          | $39762.57          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 29       | 2029-03-01      | 5.7500%  | 0.0000% | $11999000.00       | $12647869.26       | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.5%34    | 2034-02-15      | 5.5000%  | 0.0000% | $300000.00         | $316532.33         | Corporate Debt Securities                         |
| AUDAX SNR DEBT CLO LLC 2024-11 B      20360722 FLT | 2036-07-22      | 5.9074%  | 0.0000% | $10822540.00       | $10832242.55       | Asset-Backed Securities                           |
| BROOKLYN UNION GAS CO          SR GLBL 144A 26     | 2026-03-10      | 3.4070%  | 0.0000% | $100000.00         | $100907.49         | Corporate Debt Securities                         |
| CFE FIBRA E BANCO CITI MEXICO  SR GLBL 144A 40     | 2040-09-23      | 5.8750%  | 0.0000% | $200000.00         | $199068.47         | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $412000.00         | $300382.33         | Corporate Debt Securities                         |
| CSMC TR 2014-USA               E      20370917 4.3 | 2037-09-17      | 4.3733%  | 0.0000% | $165000.00         | $131240.24         | Private Label Collateralized Mortgage Obligations |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.6%30    | 2030-02-15      | 5.6000%  | 0.0000% | $57000.00          | $58560.98          | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $486000.00         | $354334.50         | Corporate Debt Securities                         |
| BERRY GLOBAL INC               1LIEN GLBL NT 28    | 2028-04-15      | 5.5000%  | 0.0000% | $12000.00          | $12512.89          | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33       | 2033-08-04      | 5.9500%  | 0.0000% | $197000.00         | $210499.59         | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 26       | 2026-07-15      | 1.4500%  | 0.0000% | $341000.00         | $338219.52         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $54000.00          | $41344.02          | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.5%29    | 2029-01-12      | 5.5000%  | 0.0000% | $578000.00         | $611887.82         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $743000.00         | $452258.53         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 33       | 2033-04-15      | 3.4190%  | 0.0000% | $603000.00         | $563562.53         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT2.4%30    | 2030-02-15      | 2.4000%  | 0.0000% | $614000.00         | $580700.73         | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $1148000.00        | $1168305.57        | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $9667000.00        | $10165151.25       | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 28       | 2028-11-01      | 4.8500%  | 0.0000% | $9991000.00        | $10194849.70       | Corporate Debt Securities                         |
| DELL INC                       6.5%38              | 2038-04-15      | 6.5000%  | 0.0000% | $2000.00           | $2179.42           | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.3%29      | 2029-04-05      | 5.3000%  | 0.0000% | $100000.00         | $104479.39         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL34    | 2034-05-01      | 6.5280%  | 0.0000% | $401000.00         | $449300.45         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $1238000.00        | $1230510.10        | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33    | 2033-10-10      | 6.3000%  | 0.0000% | $88000.00          | $97037.16          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $88000.00          | $95091.77          | Corporate Debt Securities                         |
| BOEING CO                      3.9%49              | 2049-05-01      | 3.9000%  | 0.0000% | $500000.00         | $377735.00         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $1131000.00        | $1124157.45        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT2.8%51    | 2051-01-15      | 2.8000%  | 0.0000% | $131000.00         | $78199.29          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 51       | 2051-01-15      | 3.2500%  | 0.0000% | $3018000.00        | $2050326.92        | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $10653000.00       | $11270634.31       | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $18113000.00       | $19163146.46       | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $4000.00           | $4341.89           | Corporate Debt Securities                         |
| CONSORICO TRANSMANTARO SA      4.7%34              | 2034-04-16      | 4.7000%  | 0.0000% | $898000.00         | $898916.96         | Corporate Debt Securities                         |
| DIAMETER CAP CLO 5 2023-5R     A-1-R  20390115 FLT | 2039-01-15      | 5.1100%  | 0.0000% | $5000000.00        | $5044642.71        | Asset-Backed Securities                           |
| CAPITAL ONE FINL CORP          SR GLBL NT4.1%27    | 2027-02-09      | 4.1000%  | 0.0000% | $48000.00          | $48817.55          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 43     | 2043-06-30      | 4.5000%  | 0.0000% | $160000.00         | $123700.80         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.1%32    | 2032-01-12      | 3.1000%  | 0.0000% | $8000.00           | $7424.18           | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 30     | 2030-10-01      | 3.7500%  | 0.0000% | $9000.00           | $8617.82           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 5%28     | 2028-03-01      | 5.0000%  | 0.0000% | $4000.00           | $4143.83           | Corporate Debt Securities                         |
| GM FINL AUTO LEASING TR 2025-1 A-3    20280221 4.6 | 2028-02-21      | 4.6600%  | 0.0000% | $125000.00         | $126226.49         | Asset-Backed Securities                           |
| FORTITUDE GROUP HOLDI          SR 144A NT 30       | 2030-04-01      | 6.2500%  | 0.0000% | $186000.00         | $196898.67         | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 34       | 2034-03-15      | 6.0500%  | 0.0000% | $3000.00           | $3253.72           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-03-01      | 5.0000%  | 0.0000% | $3000.00           | $3071.39           | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     FR 4.35%091731      | 2031-09-17      | 4.3500%  | 0.0000% | $1140000.00        | $1147189.60        | Corporate Debt Securities                         |
| AKER BP ASA                    SR 144A NT3.1%31    | 2031-07-15      | 3.1000%  | 0.0000% | $500000.00         | $466904.17         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT4.7%33    | 2033-02-27      | 4.7000%  | 0.0000% | $107000.00         | $111255.27         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 27       | 2027-08-05      | 3.7500%  | 0.0000% | $178000.00         | $179729.86         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 32       | 2032-09-01      | 4.9500%  | 0.0000% | $400000.00         | $409628.00         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.5%34    | 2034-06-01      | 5.5000%  | 0.0000% | $45000.00          | $46253.40          | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SR GLBL NT 35       | 2035-12-11      | 4.9860%  | 0.0000% | $34000.00          | $34138.72          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             CR SEN SR NT 43     | 2043-07-15      | 5.7000%  | 0.0000% | $19000.00          | $19444.09          | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 28       | 2028-09-15      | 4.3750%  | 0.0000% | $485000.00         | $492872.49         | Corporate Debt Securities                         |
| IDEX CORP                      SR GLBL NT 31       | 2031-06-15      | 2.6250%  | 0.0000% | $50000.00          | $45869.83          | Corporate Debt Securities                         |
| LOUISIANA PAC CORP             SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $351000.00         | $342735.22         | Corporate Debt Securities                         |
| LOUISIANA PAC CORP             SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $649000.00         | $633718.39         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB STEP DEB 26     | 2026-08-01      | 7.5740%  | 0.0000% | $75000.00          | $78843.62          | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT 40       | 2040-11-15      | 3.2680%  | 0.0000% | $2000.00           | $1551.77           | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $280000.00         | $300938.91         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $100000.00         | $112148.39         | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT 30       | 2030-04-01      | 2.8500%  | 0.0000% | $310000.00         | $298993.45         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 30       | 2030-06-01      | 3.2500%  | 0.0000% | $5000.00           | $4778.69           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 26       | 2026-11-01      | 5.5500%  | 0.0000% | $2000.00           | $2040.16           | Corporate Debt Securities                         |
| OCTAGON INVT PARTNRS 2017-32R3 A-1-R3 20371102 FLT | 2037-11-02      | 5.2845%  | 0.0000% | $5000000.00        | $5066815.22        | Asset-Backed Securities                           |
| ORION CLO LTD 2024-4           B      20371020 FLT | 2037-10-20      | 5.6344%  | 0.0000% | $11000000.00       | $11130887.68       | Asset-Backed Securities                           |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $50000.00          | $56074.19          | Corporate Debt Securities                         |
| OHA CR PARTNERS LTD 2024-17    B-1    20380119 FLT | 2038-01-19      | 5.5344%  | 0.0000% | $9000000.00        | $9079009.92        | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT 30       | 2030-05-06      | 4.6500%  | 0.0000% | $460000.00         | $459758.12         | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 29       | 2029-10-01      | 3.6250%  | 0.0000% | $10000.00          | $9788.02           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%28    | 2028-08-03      | 4.8000%  | 0.0000% | $3000.00           | $3075.52           | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $1000000.00        | $1046792.50        | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35    | 2035-09-05      | 5.6000%  | 0.0000% | $706000.00         | $718675.84         | Corporate Debt Securities                         |
| GOLUB CAPITAL PARTNERS 2024-44 A-1-R  20381021 FLT | 2038-10-21      | 5.4400%  | 0.0000% | $2700000.00        | $2729993.79        | Asset-Backed Securities                           |
| GOLUB CAP BDC INC              SR GLBL NT2.5%26    | 2026-08-24      | 2.5000%  | 0.0000% | $4311000.00        | $4282674.33        | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $200000.00         | $201595.22         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT2.5%26    | 2026-08-24      | 2.5000%  | 0.0000% | $17000.00          | $16888.30          | Corporate Debt Securities                         |
| GOLUB CAPITAL PART 2019-45MR   A-2-R  20370720 FLT | 2037-07-20      | 5.6844%  | 0.0000% | $5660000.00        | $5659484.26        | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-07-21      | 2.9080%  | 0.0000% | $159000.00         | $119215.73         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%34    | 2034-09-15      | 4.8000%  | 0.0000% | $30000.00          | $30420.70          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT1.9%31    | 2031-03-15      | 1.9000%  | 0.0000% | $4000.00           | $3617.98           | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL 144A 29     | 2029-11-15      | 4.0000%  | 0.0000% | $3040000.00        | $2992032.18        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 50       | 2050-09-02      | 3.5500%  | 0.0000% | $7164000.00        | $5059762.06        | Corporate Debt Securities                         |
| TRITON CONTAINER INTERNATIONAL SR 144A NT 31       | 2031-06-15      | 3.1500%  | 0.0000% | $8628000.00        | $7802667.09        | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP SUB GLBL -Q    | 2079-12-31      | 5.1000%  | 0.0000% | $393000.00         | $403583.49         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2028-06-15      | 3.8750%  | 0.0000% | $1000.00           | $1011.00           | U.S. Treasuries (including strips)                |
| SYNCHRONY FINANCIAL            SR GLBL NT 31       | 2031-03-06      | 5.4500%  | 0.0000% | $26000.00          | $27151.79          | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 5%28     | 2028-01-15      | 5.0000%  | 0.0000% | $2000.00           | $2046.31           | Corporate Debt Securities                         |
| ICG US CLO LTD 2014-1R2        A-1A-2 20341020 FLT | 2034-10-20      | 5.3461%  | 0.0000% | $15050000.00       | $15213775.61       | Asset-Backed Securities                           |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 28     | 2028-06-30      | 4.5000%  | 0.0000% | $801000.00         | $808064.82         | Corporate Debt Securities                         |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT 34       | 2034-02-01      | 7.6500%  | 0.0000% | $90000.00          | $105612.75         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $31744000.00       | $32909763.13       | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $25000.00          | $26567.90          | Corporate Debt Securities                         |
| SYNOVUS BK COLUMBUS GA         LW TIER II 36       | 2036-01-15      | 5.9570%  | 0.0000% | $5280000.00        | $5345104.45        | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2023-39R      A-R    20380125 FLT | 2038-01-25      | 5.1880%  | 0.0000% | $3000000.00        | $3028701.56        | Asset-Backed Securities                           |
| T MOBILE USA INC               SR GLBL NT3.3%51    | 2051-02-15      | 3.3000%  | 0.0000% | $375000.00         | $256780.00         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $10572000.00       | $11075156.72       | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 31       | 2031-10-15      | 4.8500%  | 0.0000% | $100000.00         | $102201.89         | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26    | 2026-08-01      | 3.5000%  | 0.0000% | $14000.00          | $14128.71          | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT3.5%27    | 2027-09-15      | 3.5000%  | 0.0000% | $116000.00         | $116050.52         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $9025000.00        | $9356433.10        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.7%53    | 2053-02-10      | 5.7000%  | 0.0000% | $33000.00          | $31564.01          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5%010728         | 2028-01-07      | 5.0000%  | 0.0000% | $3000.00           | $3122.87           | Corporate Debt Securities                         |
| HF SINCLAIR CORP               CR SEN GLBL NT30    | 2030-10-01      | 4.5000%  | 0.0000% | $100000.00         | $99728.00          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 34       | 2034-03-15      | 5.9500%  | 0.0000% | $278000.00         | $297329.19         | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 31       | 2031-12-15      | 5.3750%  | 0.0000% | $1590000.00        | $1645441.53        | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $7000.00           | $7292.43           | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $950000.00         | $997923.81         | Corporate Debt Securities                         |
| HERTZ VECL FIN III LLC 2022-2  A      20280625 2.3 | 2028-06-25      | 2.3300%  | 0.0000% | $1000000.00        | $977317.33         | Asset-Backed Securities                           |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL29    | 2029-07-15      | 6.8750%  | 0.0000% | $100000.00         | $109369.14         | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6%39            | 2039-01-15      | 6.0000%  | 0.0000% | $51000.00          | $53431.00          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-04-01      | 2.9500%  | 0.0000% | $4783000.00        | $4459932.26        | Corporate Debt Securities                         |
| PIKES PEAK CLO 2020-5R         B-R    20371020 FLT | 2037-10-20      | 5.6844%  | 0.0000% | $5547000.00        | $5596639.44        | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $2059000.00        | $2126636.43        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT35    | 2035-10-15      | 5.2500%  | 0.0000% | $4025000.00        | $4060389.81        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT35    | 2035-10-15      | 5.2500%  | 0.0000% | $5675000.00        | $5724897.44        | Corporate Debt Securities                         |
| PIKES PEAK CLO LTD 2023-12R    A-R    20380420 FLT | 2038-04-20      | 5.1044%  | 0.0000% | $2350000.00        | $2368562.37        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-8 A-1F   20700925 FLT | 2070-09-25      | 5.0242%  | 0.0000% | $1579000.00        | $1518808.07        | Asset-Backed Securities                           |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $3564000.00        | $3688446.96        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-05-15      | 4.3750%  | 0.0000% | $280000.00         | $196207.28         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $1991000.00        | $2060521.30        | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED REGS NT 4.85%30     | 2030-02-10      | 4.8500%  | 0.0000% | $21000.00          | $21899.97          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $180000.00         | $152183.20         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT3.4%29    | 2029-09-01      | 3.4000%  | 0.0000% | $200000.00         | $196348.67         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-01-15      | 6.3500%  | 0.0000% | $91000.00          | $100500.45         | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $3000.00           | $2745.79           | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT3.3%26    | 2026-01-15      | 3.3000%  | 0.0000% | $2000.00           | $2029.91           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $300000.00         | $319905.50         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $13765000.00       | $14678330.69       | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $21234000.00       | $22642911.29       | Corporate Debt Securities                         |
| OCP CLO LTD 2020-8R2           A-R2   20381018 FLT | 2038-10-18      | 5.1016%  | 0.0000% | $8850000.00        | $8946273.80        | Asset-Backed Securities                           |
| SOUTHWESTERN ELEC PWR CO       SR -J NT 3.9%45     | 2045-04-01      | 3.9000%  | 0.0000% | $61000.00          | $48064.95          | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT 27       | 2027-02-25      | 5.4500%  | 0.0000% | $5000.00           | $5167.43           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $247000.00         | $224118.33         | Corporate Debt Securities                         |
| SMUCKER J M CO                 SR GLBL NT 30       | 2030-03-15      | 2.3750%  | 0.0000% | $10000.00          | $9374.23           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $343000.00         | $362669.72         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 33       | 2033-07-15      | 5.0500%  | 0.0000% | $2000.00           | $2092.89           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $1266000.00        | $1410132.34        | Corporate Debt Securities                         |
| FRESENIUS MED CARE US FIN III  SR REGS NT 26       | 2026-12-01      | 1.8750%  | 0.0000% | $100000.00         | $97895.25          | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 36       | 2036-06-20      | 7.0450%  | 0.0000% | $50000.00          | $56073.35          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 33       | 2033-08-04      | 4.1640%  | 0.0000% | $1160000.00        | $1160258.68        | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $200000.00         | $211266.83         | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.2%33      | 2033-01-15      | 5.2000%  | 0.0000% | $5000.00           | $5293.39           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 37     | 2037-05-15      | 4.9260%  | 0.0000% | $340000.00         | $338855.67         | Corporate Debt Securities                         |
| TRINITAS CLO 0.01 22JAN39 144A FRN                 | 2039-01-22      | 4.8929%  | 0.0000% | $4036082.00        | $4043011.51        | Asset-Backed Securities                           |
| NOMURA HLDGS INC               LW TIER II 36       | 2036-06-10      | 5.0430%  | 0.0000% | $6530000.00        | $6486259.88        | Corporate Debt Securities                         |
| TRINITAS CLO 0.01 22JAN39 144A FRN                 | 2039-01-22      | 4.8929%  | 0.0000% | $26263564.00       | $26308655.69       | Asset-Backed Securities                           |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -N NT 26    | 2026-03-15      | 1.6500%  | 0.0000% | $40000.00          | $39986.33          | Corporate Debt Securities                         |
| SILGAN HLDGS INC               SR SEC GLBL 26      | 2026-04-01      | 1.4000%  | 0.0000% | $543000.00         | $540192.69         | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -B 56    | 2056-06-01      | 6.4500%  | 0.0000% | $7437000.00        | $7482433.87        | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL REGS 27     | 2027-10-15      | 1.8320%  | 0.0000% | $68000.00          | $65442.35          | Corporate Debt Securities                         |

### Security 679: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.830000%
- **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: ARP1DUVT4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1DUVT4
- **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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQZ6638 | 2055-11-01      | 5.5000%  | 0.0000% | $7408792.00        | $7495983.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3859 | 2054-03-01      | 6.0000%  | 0.0000% | $12452640.00       | $13039669.90       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5063 | 2054-03-01      | 5.5000%  | 0.0000% | $839000.00         | $739574.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2650 | 2039-02-01      | 5.5000%  | 0.0000% | $1019999.00        | $11882.19          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6113 | 2041-06-01      | 5.0000%  | 0.0000% | $2039624.00        | $1831861.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  | 0.0000% | $500000.00         | $400535.81         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  | 0.0000% | $70000.00          | $3932.89           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $170000.00         | $128446.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $33000.00          | $32882.88          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2674 | 2055-09-01      | 5.5000%  | 0.0000% | $21979711.00       | $22360439.02       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA6212 | 2051-10-01      | 4.0000%  | 0.0000% | $370000.00         | $192801.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6859 | 2037-11-01      | 6.0000%  | 0.0000% | $68827.00          | $308.70            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0998 | 2052-04-01      | 2.5000%  | 0.0000% | $1900000.00        | $1222585.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8431 | 2053-07-01      | 5.5000%  | 0.0000% | $39964.00          | $22130.57          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3515 | 2053-07-01      | 6.0000%  | 0.0000% | $935000.00         | $782109.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0053 | 2040-12-01      | 4.5000%  | 0.0000% | $9500000.00        | $9551100.50        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $122000.00         | $93038.80          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4425 | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $2719.88           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2369 | 2038-01-01      | 4.5000%  | 0.0000% | $15999.00          | $173.96            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4300 | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $170776.87         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0397 | 2040-07-01      | 4.5000%  | 0.0000% | $7000.00           | $5080.19           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | 0.0000% | $751000.00         | $203577.33         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $1257010.00        | $895717.10         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $725000.00         | $152691.25         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $353000.00         | $37359.65          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3848 | 2051-01-01      | 3.0000%  | 0.0000% | $4276224.00        | $3836833.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1658 | 2054-06-01      | 6.0000%  | 0.0000% | $750000.00         | $641863.96         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1629 | 2055-05-01      | 6.0000%  | 0.0000% | $14172976.00       | $14171127.53       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7300 | 2050-09-01      | 3.0000%  | 0.0000% | $9048750.00        | $7583733.59        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM0401 | 2045-11-01      | 4.0000%  | 0.0000% | $801570.00         | $108064.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $174258.00         | $1779.74           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7301 | 2048-04-01      | 3.5000%  | 0.0000% | $4344424.00        | $3700224.38        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $3040000.00        | $2443131.85        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQA3570 | 2049-10-01      | 2.5000%  | 0.0000% | $25000.00          | $10984.86          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2377 | 2051-12-01      | 2.5000%  | 0.0000% | $10652336.00       | $7075761.78        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZT1890 | 2034-03-01      | 4.0000%  | 0.0000% | $41622.00          | $9397.70           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $131000.00         | $95534.35          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  | 0.0000% | $36000.00          | $20172.99          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8298 | 2053-03-01      | 6.5000%  | 0.0000% | $100000.00         | $54674.78          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3844 | 2050-08-01      | 3.5000%  | 0.0000% | $2683528.00        | $2528550.68        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZT1873 | 2034-04-01      | 4.0000%  | 0.0000% | $53000.00          | $6729.78           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9485 | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $154.42            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZA2867 | 2028-03-01      | 2.0000%  | 0.0000% | $500000.00         | $22235.86          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS2393 | 2032-09-01      | 7.5000%  | 0.0000% | $150000.00         | $3889.91           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $41189440.00       | $25339056.19       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4438 | 2049-07-01      | 4.0000%  | 0.0000% | $75000.00          | $59201.90          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $598000.00         | $513248.84         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $673000.00         | $316266.64         | Agency Mortgage-Backed Securities |

### Security 680: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.830000%
- **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: ARP1DUVV9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1DUVV9
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLSD6906   | 2054-10-01      | 6.0000%  | 0.0000% | $12789699.00       | $11957672.02       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $7001.00           | $1046.72           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4408   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $694.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $6875160.00        | $5116977.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2697   | 2054-04-01      | 6.0000%  | 0.0000% | $1294.00           | $953.59            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959   | 2054-01-01      | 7.0000%  | 0.0000% | $8114418.00        | $6284152.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CL890769   | 2046-11-01      | 3.5000%  | 0.0000% | $11675211.00       | $3124070.70        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $400.00            | $413.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1300.00           | $1226.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| FEPC 04.500 CLQE2847   | 2052-05-01      | 4.5000%  | 0.0000% | $10001.00          | $7656.22           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $78.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $1100.00           | $823.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $400.00            | $412.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1100.00           | $1111.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $300.00            | $310.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1120.96           | U.S. Treasuries (including strips) |
| FEPC 07.000 CLQX6512   | 2055-02-01      | 7.0000%  | 0.0000% | $1248500.00        | $1109496.01        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $800.00            | $567.58            | U.S. Treasuries (including strips) |
| FEPC 02.000 CLQB1310   | 2050-07-01      | 2.0000%  | 0.0000% | $4998.00           | $2390.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8562   | 2053-04-01      | 5.5000%  | 0.0000% | $2008.00           | $1489.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2147   | 2028-08-01      | 2.5700%  | 0.0000% | $1000.00           | $874.91            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL0224   | 2051-12-01      | 2.0000%  | 0.0000% | $16447641.00       | $12724193.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4933   | 2054-09-01      | 6.0000%  | 0.0000% | $5224.00           | $4930.27           | Agency Mortgage-Backed Securities  |
| FKAR 04.250 WNWN5231   | 2030-02-01      | 4.2500%  | 0.0000% | $998957.00         | $1008348.86        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3115   | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $727.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099   | 2050-06-01      | 2.5000%  | 0.0000% | $11358.00          | $5212.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0938   | 2039-04-01      | 6.0000%  | 0.0000% | $4494.00           | $59.42             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $758.12            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $1400.00           | $1328.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $6200.00           | $6298.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1700.00           | $1730.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $179.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $500.00            | $399.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $500.00            | $241.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $80.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $700.00            | $338.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $135.80            | U.S. Treasuries (including strips) |
| GNII SF CD3283 C       | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $815.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566   | 2061-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4443.29           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $13327700.00       | $12337085.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $197.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $183.75            | U.S. Treasuries (including strips) |
| GNII SF BX5468 C       | 2050-09-20      | 3.0000%  | 0.0000% | $1003.00           | $83.73             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $127.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $400.00            | $255.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $800.00            | $792.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $135.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $2100.00           | $2115.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $400.00            | $255.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $500.00            | $516.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $202.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $157.20            | U.S. Treasuries (including strips) |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1477.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1014   | 2055-09-01      | 5.5000%  | 0.0000% | $8288.00           | $8306.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $3125642.00        | $2689719.21        | Agency Mortgage-Backed Securities  |
| GNII SF CV9373 C       | 2053-07-20      | 6.5000%  | 0.0000% | $1499.00           | $1374.61           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1040   | 2028-12-01      | 3.8100%  | 0.0000% | $880000.00         | $881400.08         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $300.00            | $295.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1299600.00        | $1318688.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $3100.00           | $3148.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $500.00            | $509.99            | U.S. Treasuries (including strips) |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $543.59            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $4000.00           | $3231.03           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1010.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $200.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $80600.00          | $56750.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $900.00            | $878.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $59360500.00       | $58924382.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $200.00            | $205.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $3100.00           | $3125.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $972600.00         | $981453.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $500.00            | $342.47            | U.S. Treasuries (including strips) |
| GNII SF DB0446 C       | 2054-02-20      | 7.3750%  | 0.0000% | $1001.00           | $1085.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9847   | 2053-04-01      | 5.0000%  | 0.0000% | $1011.00           | $979.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ8204   | 2054-11-01      | 6.5000%  | 0.0000% | $1068737.00        | $1019295.59        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $6955551.00        | $4108842.24        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $5700.00           | $4267.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $900.00            | $894.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $88.55             | U.S. Treasuries (including strips) |
| GNII SF CO8968 C       | 2052-12-20      | 7.0000%  | 0.0000% | $58782.00          | $38009.75          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5991   | 2030-12-01      | 4.1600%  | 0.0000% | $62480.00          | $62858.11          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5613   | 2030-12-01      | 4.4300%  | 0.0000% | $80143.00          | $80983.67          | Agency Mortgage-Backed Securities  |
| FKAR 04.150 WNWN5229   | 2030-02-01      | 4.1500%  | 0.0000% | $1115.00           | $1119.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867   | 2049-06-01      | 3.5000%  | 0.0000% | $894321.00         | $269735.17         | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $1573568.00        | $725260.10         | Agency Mortgage-Backed Securities  |
| GNII SF CU9025 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $942.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $21193806.00       | $14744750.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511   | 2053-11-01      | 6.5000%  | 0.0000% | $29201495.00       | $20964745.92       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326   | 2054-04-01      | 5.5000%  | 0.0000% | $3047106.00        | $2747866.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2520   | 2055-09-01      | 6.0000%  | 0.0000% | $1106.00           | $1124.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $9142232.00        | $8457397.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $918.44            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5748   | 2032-11-01      | 4.0400%  | 0.0000% | $1330762.00        | $1310185.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1994   | 2055-04-01      | 6.5000%  | 0.0000% | $228718.00         | $220974.23         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3338   | 2031-10-01      | 1.8500%  | 0.0000% | $909190.00         | $803279.97         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6291   | 2055-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $2060943.17        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729   | 2030-06-01      | 4.3800%  | 0.0000% | $1000.00           | $1009.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $136981.00         | $134922.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $9013.00           | $80.01             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9228   | 2054-12-01      | 5.5000%  | 0.0000% | $1288.00           | $1163.61           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4023   | 2030-06-01      | 4.2450%  | 0.0000% | $3006.00           | $3034.96           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $600.00            | $458.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1200.00           | $917.88            | U.S. Treasuries (including strips) |
| GNII SF CU6166 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1049.03           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $300.00            | $227.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $500.00            | $376.15            | U.S. Treasuries (including strips) |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $1006.00           | $128.12            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| MNAR XX.XXX X2BM6011   | 2026-11-01      | 3.3426%  | 0.0000% | $1742.00           | $295.56            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $900.00            | $889.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $2900.00           | $2861.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $143.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $861.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $3700.00           | $2876.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $2700.00           | $1976.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $149.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.55            | U.S. Treasuries (including strips) |
| GNMI SF 701432 X       | 2038-11-15      | 6.0000%  | 0.0000% | $9510.00           | $126.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208   | 2050-12-01      | 2.0000%  | 0.0000% | $1002.00           | $533.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $749.36            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9173   | 2055-03-01      | 7.0000%  | 0.0000% | $1421161.00        | $1306152.32        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1009.00           | $778.23            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $11297908.00       | $8694181.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7431   | 2053-11-01      | 5.5000%  | 0.0000% | $7947263.00        | $6516387.10        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037   | 2032-08-01      | 1.7546%  | 0.0000% | $1015.00           | $882.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528   | 2055-06-01      | 6.5000%  | 0.0000% | $3818176.00        | $3756086.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $24969423.00       | $11621741.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $779.75            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538   | 2031-10-01      | 1.7900%  | 0.0000% | $1338.00           | $1168.11           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $202.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $2200.00           | $2255.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8072%  | 0.0000% | $88000.00          | $88662.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $500.00            | $409.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $600.00            | $624.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $300.00            | $307.34            | U.S. Treasuries (including strips) |

### Security 681: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.840000%
- **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: ARP1DUVY3, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1DUVY3
- **C.18 - Value (incl. sponsor support):** $405000000.00
- **C.18.a - Value (excl. sponsor support):** $405000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-03-31      | 3.8750%  | 0.0000% | $25500.00          | $25866.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $62482600.00       | $63784045.93       | U.S. Treasuries (including strips) |
| GNII SP 788202 C       | 2052-03-20      | 3.0000%  | 0.0000% | $16400.00          | $14484.65          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $5572300.00        | $5680107.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $19560800.00       | $20618135.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $40609300.00       | $40875128.48       | U.S. Treasuries (including strips) |
| FNMS 06.000 CLDE4765   | 2055-07-01      | 6.0000%  | 0.0000% | $10623500.00       | $9571566.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4815   | 2052-05-01      | 3.0000%  | 0.0000% | $1007800.00        | $757579.22         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $4910100.00        | $4885848.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $8550000.00        | $8875965.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $13000.00          | $13695.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $161900.00         | $155837.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $14616900.00       | $15218637.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.7922%  | 0.0000% | $19000000.00       | $19142668.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1903700.00        | $1931661.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $20692900.00       | $20839251.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $373600.00         | $376195.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $80500.00          | $110305.54         | U.S. Treasuries (including strips) |
| GNII ET CP1532 C       | 2062-01-20      | 2.5000%  | 0.0000% | $183300.00         | $145021.46         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $140000000.00      | $125203225.95      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $238500.00         | $244652.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $5980100.00        | $6068623.85        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL0082   | 2055-01-01      | 5.5000%  | 0.0000% | $10562700.00       | $9914780.09        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $6000200.00        | $6669366.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $70600.00          | $71575.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $36053600.00       | $36312098.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $22500.00          | $23506.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $8281100.00        | $13116819.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $1608100.00        | $3282633.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $579100.00         | $584457.71         | U.S. Treasuries (including strips) |

### Security 682: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUW48, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1DUW48
- **C.18 - Value (incl. sponsor support):** $3009000000.00
- **C.18.a - Value (excl. sponsor support):** $3009000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $8237000.00        | $8042780.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $20738000.00       | $21913236.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $17000000.00       | $16837768.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $944.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $3000000.00        | $1912547.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $50212200.00       | $49678544.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $1000000.00        | $828259.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $12300.00          | $12436.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $15600.00          | $15420.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $875000.00         | $1786147.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $115000.00         | $118445.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $7910000.00        | $8074756.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $100300.00         | $103116.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $30900.00          | $30136.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1016000.00        | $1013847.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $1006700.00        | $1019705.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $58743300.00       | $59287377.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $921000.00         | $970783.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $180400.00         | $184207.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $730100.00         | $754206.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $50000000.00       | $49015258.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $2519000.00        | $3359089.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $400.00            | $415.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $75000100.00       | $74086073.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $50000.00          | $49228.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $42000.00          | $40930.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $505000.00         | $502373.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $184318800.00      | $191917989.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $145000000.00      | $148197837.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $71372700.00       | $72572171.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $39809300.00       | $40635862.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $58997600.00       | $60067047.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $71336500.00       | $73082529.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $5645200.00        | $5553544.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $9000000.00        | $8897706.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $7000000.00        | $7071979.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1000000.00        | $988273.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $5200000.00        | $5315871.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $236000.00         | $194644.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $146685400.00      | $146859289.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $296400.00         | $289670.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $30800.00          | $32420.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1000100.00        | $500533.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $61500.00          | $69445.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $5000000.00        | $4404968.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $11002100.00       | $11875640.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $926000.00         | $1004088.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $68284400.00       | $70351159.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $13097700.00       | $13144988.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $7000000.00        | $5485496.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $41800.00          | $31972.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $410700.00         | $317037.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $9883000.00        | $9848706.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $75000.00          | $92344.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $63500000.00       | $64714990.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1000000.00        | $1032787.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $50000000.00       | $49210481.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $229619400.00      | $225453580.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $102000.00         | $89427.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $58000000.00       | $55828279.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $239885000.00      | $244970599.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $44090900.00       | $44682892.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $197500.00         | $205630.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $21805700.00       | $22272425.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $2744000.00        | $2757290.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $25000000.00       | $25457674.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $147620700.00      | $148595414.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $14959000.00       | $15415464.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $115056600.00      | $118099099.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $3000000.00        | $2112304.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $2872000.00        | $2897857.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $820300.00         | $902944.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $36000000.00       | $36083520.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $2000000.00        | $2024464.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $10700100.00       | $11059299.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $490600.00         | $480577.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $23258100.00       | $23628757.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $2100.00           | $2137.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $1100.00           | $779.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100000000.00      | $101506122.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $284800.00         | $137758.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $74985000.00       | $79521569.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $49990000.00       | $59017563.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $423600.00         | $247525.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $21700.00          | $18979.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $111164600.00      | $110571147.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $829000.00         | $968729.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $99000000.00       | $100109588.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $156800.00         | $114789.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $10300.00          | $10188.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $29144800.00       | $28832030.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $863000.00         | $654854.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $200.00            | $208.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $655200.00         | $649381.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $13497000.00       | $22289411.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $51407600.00       | $52316563.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1259200.00        | $1247697.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $5979700.00        | $8080076.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $837200.00         | $824565.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $42308400.00       | $43427576.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $908900.00         | $917673.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $28277700.00       | $29605391.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $148940000.00      | $151690400.51      | U.S. Treasuries (including strips) |

### Security 683: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.750000%
- **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: ARP1DUW89, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1DUW89
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MB0088 M | 2054-12-20      | 3.5000%  | 0.0000% | $71100330.00       | $63160998.47       | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $100000000.00      | $93255999.17       | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M | 2051-09-20      | 2.5000%  | 0.0000% | $160000000.00      | $93670629.49       | Agency Mortgage-Backed Securities |
| GNII SF DL8227 C | 2055-09-20      | 6.5000%  | 0.0000% | $85844866.00       | $91132207.27       | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M | 2047-10-20      | 3.5000%  | 0.0000% | $9761922.00        | $1159532.47        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $118873019.00      | $104556958.22      | Agency Mortgage-Backed Securities |
| GNII SF MA5528 M | 2048-10-20      | 4.0000%  | 0.0000% | $750000000.00      | $68170967.19       | Agency Mortgage-Backed Securities |

### Security 684: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUWJ5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1DUWJ5
- **C.18 - Value (incl. sponsor support):** $1142000000.00
- **C.18.a - Value (excl. sponsor support):** $1142000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2039-08-15      | 4.5000%  | 0.0000% | $143000.00         | $146186.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $590500.00         | $603658.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $42002000.00       | $34641769.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1604800.00        | $1585981.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $6438300.00        | $6644491.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $7638700.00        | $6376427.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $38132900.00       | $25561684.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $12622000.00       | $12543843.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $61723400.00       | $47212120.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1400900.00        | $1081415.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $23300.00          | $16530.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $170800.00         | $169561.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $17858400.00       | $16562380.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $600.00            | $666.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $700.00            | $724.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $4717000.00        | $3084183.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $35695500.00       | $25311152.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $71571400.00       | $37989592.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $136285000.00      | $65921381.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $49278700.00       | $45273980.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $492000.00         | $466841.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $8383500.00        | $5360523.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $248500.00         | $161330.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $918000.00         | $548635.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $37919100.00       | $30333978.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $6486300.00        | $5098098.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $24600000.00       | $26088292.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $24581800.00       | $22601576.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $27918400.00       | $28187898.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $61356600.00       | $60541953.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $17035500.00       | $17336713.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $19320600.00       | $19144107.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1967600.00        | $2032771.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $8415900.00        | $8035604.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $74279200.00       | $67306518.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $483000.00         | $447274.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $538000.00         | $498206.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $42619000.00       | $41618998.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $513400.00         | $317962.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $74287900.00       | $52306217.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $3542500.00        | $3525003.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $14775000.00       | $15193668.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $183800.00         | $188940.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $500.00            | $496.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $27167300.00       | $28064308.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $35586800.00       | $27003696.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $751700.00         | $626801.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $53963800.00       | $40596642.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $18162700.00       | $13179968.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $48022000.00       | $36311403.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $17106300.00       | $14743530.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $27735300.00       | $25676411.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $101800.00         | $99239.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $875100.00         | $671951.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $3567300.00        | $2567580.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $38590500.00       | $27042748.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $23483700.00       | $18961649.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $606100.00         | $603438.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $93640800.00       | $78885054.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $16259400.00       | $12131745.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $39169000.00       | $32066851.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $3737600.00        | $3778937.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $42309600.00       | $37149769.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $645400.00         | $641252.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $500.00            | $530.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $26625000.00       | $25967178.04       | U.S. Treasuries (including strips) |

### Security 685: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUWL0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1DUWL0
- **C.18 - Value (incl. sponsor support):** $661000000.00
- **C.18.a - Value (excl. sponsor support):** $661000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $23021300.00       | $16611686.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $193495200.00      | $249019999.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $158933400.00      | $158591693.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $269902700.00      | $249996701.12      | U.S. Treasuries (including strips) |

### Security 686: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.840000%
- **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: ARP1DUWV8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1DUWV8
- **C.18 - Value (incl. sponsor support):** $2421976000.00
- **C.18.a - Value (excl. sponsor support):** $2421976000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 722696 C     | 2039-11-20      | 4.0000%  | 0.0000% | $3788324.00        | $118514.16         | Agency Mortgage-Backed Securities         |
| GNII SF CM2625 C     | 2049-10-20      | 4.0000%  | 0.0000% | $2377132.00        | $1237871.91        | Agency Mortgage-Backed Securities         |
| GNRM 2019-91 HB      | 2058-09-16      | 3.2500%  | 0.0000% | $8084368.00        | $6764910.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-110 CF     | 2039-11-16      | 4.4587%  | 0.0000% | $200000000.00      | $4102040.86        | Agency Collateralized Mortgage Obligation |
| GNMI SP 781814 X     | 2034-10-15      | 5.0000%  | 0.0000% | $8000000.00        | $118461.95         | Agency Mortgage-Backed Securities         |
| GNMI SF 642061 X     | 2036-07-15      | 6.5000%  | 0.0000% | $2344320.00        | $104264.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9754 | 2045-01-01      | 6.0000%  | 0.0000% | $1136222.00        | $1147819.13        | Agency Mortgage-Backed Securities         |
| GNII SF DF9934 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1105644.00        | $959475.06         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS8836 | 2047-02-01      | 4.5000%  | 0.0000% | $28776064.00       | $9208483.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7764 | 2036-06-01      | 2.0000%  | 0.0000% | $333765632.00      | $171826757.09      | Agency Mortgage-Backed Securities         |
| GNII SF AD9089 C     | 2043-05-20      | 3.0000%  | 0.0000% | $4767408.00        | $590283.44         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $2075317.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  | 0.0000% | $1650000.00        | $916609.85         | Agency Mortgage-Backed Securities         |
| GNII SF DN6824 C     | 2055-11-20      | 5.5000%  | 0.0000% | $551569.00         | $565780.44         | Agency Mortgage-Backed Securities         |
| GNRM 2022-039 AL     | 2055-07-16      | 1.7500%  | 0.0000% | $14583584.00       | $11017708.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-181 FB     | 2054-11-20      | 5.1177%  | 0.0000% | $5000000.00        | $3359927.82        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0813 M     | 2055-11-20      | 5.0000%  | 0.0000% | $92011008.00       | $92344333.24       | Agency Mortgage-Backed Securities         |
| GNII SF DO0860 C     | 2055-12-20      | 5.5000%  | 0.0000% | $449408.00         | $461447.79         | Agency Mortgage-Backed Securities         |
| GNII SF DI7773 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1111248.00        | $1105837.68        | Agency Mortgage-Backed Securities         |
| GNII SF DK9614 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1346180.00        | $1378667.80        | Agency Mortgage-Backed Securities         |
| GNII SF 790726 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1289212.00        | $1302653.50        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $30000.00          | $11039.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9507 | 2055-11-01      | 5.5000%  | 0.0000% | $10787888.00       | $10985469.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9758 | 2053-04-01      | 5.0000%  | 0.0000% | $18525664.00       | $14545148.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $269000.00         | $84088.23          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4701 | 2055-08-01      | 6.5000%  | 0.0000% | $9259264.00        | $9355619.69        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  | 0.0000% | $17425000.00       | $11357677.06       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5705 | 2045-05-01      | 5.0000%  | 0.0000% | $8961260.00        | $7976236.80        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA6887 | 2035-07-01      | 4.0000%  | 0.0000% | $1037296.00        | $426071.78         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA5759 | 2049-12-01      | 3.5000%  | 0.0000% | $1184714.00        | $396125.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6383 | 2055-12-01      | 5.5000%  | 0.0000% | $302263.00         | $308892.29         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA7086 | 2050-09-01      | 4.5000%  | 0.0000% | $1570892.00        | $231410.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAC5856 | 2040-05-01      | 5.5000%  | 0.0000% | $2440284.00        | $108187.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4842 | 2054-11-01      | 6.0000%  | 0.0000% | $1125692.00        | $1159331.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2163 | 2053-01-01      | 6.0000%  | 0.0000% | $3011712.00        | $2031639.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6973 | 2054-11-01      | 5.0000%  | 0.0000% | $2500000.00        | $2274113.85        | Agency Mortgage-Backed Securities         |
| FKAR 03.950 WNWN1703 | 2030-09-01      | 3.9500%  | 0.0000% | $3800000.00        | $3779053.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB1190 | 2045-06-01      | 5.5000%  | 0.0000% | $4955544.00        | $4869651.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2495 | 2055-10-01      | 6.5000%  | 0.0000% | $1117088.00        | $1173574.33        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV8024 | 2052-08-01      | 4.0000%  | 0.0000% | $4159800.00        | $3134545.55        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5844 | 2052-02-01      | 2.0000%  | 0.0000% | $1784358.00        | $1170568.33        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8128 | 2036-11-01      | 2.0000%  | 0.0000% | $10000000.00       | $5547621.93        | Agency Mortgage-Backed Securities         |
| FKAR 04.850 WNWN5209 | 2029-12-01      | 4.8500%  | 0.0000% | $19213000.00       | $19597945.27       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $4091704.00        | $3559101.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6742 | 2054-06-01      | 5.5000%  | 0.0000% | $30744736.00       | $26194357.70       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF4577 | 2052-12-01      | 4.5000%  | 0.0000% | $4755336.00        | $3861346.40        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC K35037 G | 2047-11-01      | 5.5000%  | 0.0000% | $11370032.00       | $320849.94         | Agency Mortgage-Backed Securities         |
| FKAR 04.550 WNWN5187 | 2029-11-01      | 4.5500%  | 0.0000% | $29571000.00       | $29946689.71       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $5000000.00        | $2601080.37        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4360 | 2036-06-01      | 2.0000%  | 0.0000% | $5075000.00        | $2658409.87        | Agency Mortgage-Backed Securities         |
| GNMI SF 772047 X     | 2041-08-15      | 4.0000%  | 0.0000% | $950000.00         | $97505.42          | Agency Mortgage-Backed Securities         |
| GNII SF 737727 C     | 2040-12-20      | 4.0000%  | 0.0000% | $835817.00         | $89664.91          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1088 | 2055-10-01      | 5.5000%  | 0.0000% | $1660754.00        | $1699343.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3092 | 2055-12-01      | 5.5000%  | 0.0000% | $3559088.00        | $3634491.39        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI8112 | 2054-06-01      | 7.0000%  | 0.0000% | $1540272.00        | $1327953.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8875 | 2055-09-01      | 5.5000%  | 0.0000% | $1081898.00        | $1109223.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7154 | 2047-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $277776.95         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $370387.00         | $52793.31          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8906 | 2044-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $250612.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1217 | 2054-08-01      | 6.0000%  | 0.0000% | $1026478.00        | $1007558.45        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4192 | 2042-11-01      | 3.0000%  | 0.0000% | $114924.00         | $19863.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM0590 | 2045-12-01      | 3.0000%  | 0.0000% | $16983520.00       | $4098831.78        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7259 | 2044-08-01      | 4.0000%  | 0.0000% | $19029300.00       | $16442558.02       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6249 | 2055-10-01      | 6.0000%  | 0.0000% | $1028900.00        | $1074669.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7331 | 2054-07-01      | 6.0000%  | 0.0000% | $13434048.00       | $11517972.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6236 | 2054-07-01      | 5.5000%  | 0.0000% | $15193.00          | $13289.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6376 | 2054-09-01      | 6.5000%  | 0.0000% | $48267.00          | $38994.06          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG4942 | 2053-06-01      | 6.0000%  | 0.0000% | $3499012.00        | $2345029.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3725 | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $45015.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT1896 | 2034-03-01      | 4.0000%  | 0.0000% | $645000.00         | $121664.78         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  | 0.0000% | $57000.00          | $35995.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $14000.00          | $8261.72           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZA3578 | 2042-06-01      | 4.0000%  | 0.0000% | $51977536.00       | $1317021.22        | Agency Mortgage-Backed Securities         |
| GNII SF DO5573 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1283130.00        | $1330430.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN8123 | 2049-04-01      | 3.5000%  | 0.0000% | $2655012.00        | $229193.32         | Agency Mortgage-Backed Securities         |
| GNMI SF 619279 X     | 2034-12-15      | 5.0000%  | 0.0000% | $10078048.00       | $209584.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1687 | 2047-01-01      | 4.0000%  | 0.0000% | $342000.00         | $57738.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0627 | 2055-11-01      | 5.5000%  | 0.0000% | $1350814.00        | $1399311.37        | Agency Mortgage-Backed Securities         |
| GNMI SF 711622 X     | 2042-01-15      | 3.5000%  | 0.0000% | $25000000.00       | $7518291.97        | Agency Mortgage-Backed Securities         |
| GNRM 2018-24 NW      | 2048-09-20      | 3.5000%  | 0.0000% | $1845000.00        | $378222.70         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ4826 | 2055-09-01      | 5.5000%  | 0.0000% | $16995140.00       | $17367651.86       | Agency Mortgage-Backed Securities         |
| GNPL PN CM8627       | 2052-06-15      | 3.6100%  | 0.0000% | $7968920.00        | $7064992.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA6416 M     | 2036-10-20      | 6.5000%  | 0.0000% | $196997.00         | $34131.92          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCB3082 | 2042-03-01      | 3.0000%  | 0.0000% | $100000.00         | $62114.49          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY2591 | 2053-10-01      | 6.0000%  | 0.0000% | $214966.00         | $206274.19         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL2876 | 2052-05-01      | 2.0000%  | 0.0000% | $64753536.00       | $52770978.70       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4940 | 2053-06-01      | 5.0000%  | 0.0000% | $4527360.00        | $3854166.03        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4695 | 2055-04-01      | 6.5000%  | 0.0000% | $1093402.00        | $1142573.11        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $19000.00          | $5049.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $6438500.00        | $87875.77          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4012 | 2035-05-01      | 2.0000%  | 0.0000% | $2600000.00        | $683501.42         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2136 | 2055-03-01      | 6.5000%  | 0.0000% | $1140250.00        | $879040.18         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1591 | 2043-08-01      | 4.5000%  | 0.0000% | $705000.00         | $114656.25         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9382 | 2040-02-01      | 4.5000%  | 0.0000% | $7425000.00        | $235191.22         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAB6198 | 2027-09-01      | 3.0000%  | 0.0000% | $681818.00         | $11625.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB2068 | 2041-01-01      | 3.5000%  | 0.0000% | $211923.00         | $17785.68          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $219000.00         | $141019.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA2498 | 2055-12-01      | 5.5000%  | 0.0000% | $8036944.00        | $8251300.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250 | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $5173.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $7833280.00        | $6022980.77        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9043 | 2047-08-01      | 4.0000%  | 0.0000% | $435000.00         | $129873.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9422 | 2055-03-01      | 5.5000%  | 0.0000% | $644535.00         | $650950.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6790 | 2055-09-01      | 6.0000%  | 0.0000% | $1312308.00        | $1291905.27        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9874 | 2055-11-01      | 5.0000%  | 0.0000% | $1048394.00        | $922622.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $2468736.00        | $2122281.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA6603 M     | 2050-04-20      | 5.0000%  | 0.0000% | $325000.00         | $53329.31          | Agency Mortgage-Backed Securities         |
| GNII SF DN5013 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1173934.00        | $1241327.69        | Agency Mortgage-Backed Securities         |
| GNII SF MA6768 M     | 2050-07-20      | 4.0000%  | 0.0000% | $210434560.00      | $52660692.93       | Agency Mortgage-Backed Securities         |
| GNII SF 003665 M     | 2035-01-20      | 5.5000%  | 0.0000% | $2000000.00        | $31527.38          | Agency Mortgage-Backed Securities         |
| GNII SF DK3192 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1675732.00        | $1744907.84        | Agency Mortgage-Backed Securities         |
| GNII BD 627128 C     | 2034-01-20      | 4.5000%  | 0.0000% | $9869920.00        | $314502.01         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0191 | 2055-08-01      | 6.0000%  | 0.0000% | $3749772.00        | $3902429.75        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCB5934 | 2043-03-01      | 4.5000%  | 0.0000% | $3553870.00        | $2729086.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0959 | 2052-03-01      | 3.0000%  | 0.0000% | $259913.00         | $170274.72         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  | 0.0000% | $1826488.00        | $1062342.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9240 | 2036-11-01      | 4.0000%  | 0.0000% | $27693696.00       | $4509535.52        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0570 | 2038-11-01      | 3.5000%  | 0.0000% | $2790960.00        | $2216229.39        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBP7108 | 2035-06-01      | 2.5000%  | 0.0000% | $2914360.00        | $1253397.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7952 | 2054-12-01      | 6.5000%  | 0.0000% | $1266152.00        | $1317923.33        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  | 0.0000% | $4559648.00        | $4038730.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2592 | 2053-03-01      | 5.0000%  | 0.0000% | $191000.00         | $153592.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4995 | 2052-03-01      | 3.5000%  | 0.0000% | $1910000.00        | $1352345.96        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  | 0.0000% | $700000.00         | $162180.86         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9069 | 2041-04-01      | 4.5000%  | 0.0000% | $40000000.00       | $2984594.80        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $105000.00         | $10795.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ0357 | 2040-08-01      | 4.5000%  | 0.0000% | $15556848.00       | $1268920.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZT1103 | 2043-03-01      | 4.0000%  | 0.0000% | $142180864.00      | $17000792.32       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2354 | 2055-10-01      | 6.0000%  | 0.0000% | $74129.00          | $77949.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6386 | 2052-07-01      | 4.5000%  | 0.0000% | $250000.00         | $147757.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1060 | 2050-09-01      | 4.5000%  | 0.0000% | $20527520.00       | $19289504.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3728 | 2047-12-01      | 3.5000%  | 0.0000% | $1215000.00        | $488247.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3150 | 2055-11-01      | 5.5000%  | 0.0000% | $75104000.00       | $76555152.68       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6075 | 2053-03-01      | 5.5000%  | 0.0000% | $5200000.00        | $3561922.63        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU1118 | 2051-10-01      | 2.5000%  | 0.0000% | $2500000.00        | $1372480.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL757867 | 2033-11-01      | 6.0000%  | 0.0000% | $1900000.00        | $9583.67           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA4168 | 2052-05-01      | 2.5000%  | 0.0000% | $55722496.00       | $48059668.37       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL821630 | 2035-06-01      | 7.0000%  | 0.0000% | $3529843.00        | $44431.46          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8232 | 2052-06-01      | 5.0000%  | 0.0000% | $268496.00         | $193358.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAS6580 | 2046-02-01      | 3.5000%  | 0.0000% | $2376664.00        | $861731.86         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL1623 | 2041-05-01      | 6.0000%  | 0.0000% | $796292.00         | $18340.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7999 | 2046-09-01      | 3.0000%  | 0.0000% | $122321.00         | $33718.42          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4583 | 2045-03-01      | 4.0000%  | 0.0000% | $1482000.00        | $175113.17         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ3003 | 2054-09-01      | 7.0000%  | 0.0000% | $8987488.00        | $8476396.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  | 0.0000% | $2405824.00        | $1792946.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5559 | 2053-01-01      | 6.0000%  | 0.0000% | $1618490.00        | $1182424.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ0728 | 2054-08-01      | 5.5000%  | 0.0000% | $1265350.00        | $1151545.90        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6738 | 2053-08-01      | 6.0000%  | 0.0000% | $46987.00          | $34784.91          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY9970 | 2053-08-01      | 6.0000%  | 0.0000% | $6647072.00        | $5797331.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  | 0.0000% | $11437568.00       | $9116397.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8548 | 2055-09-01      | 5.5000%  | 0.0000% | $1176542.00        | $1206047.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986270 | 2038-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $15981.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $1086786.00        | $1130966.05        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  | 0.0000% | $103000.00         | $76579.83          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8657 | 2055-09-01      | 5.5000%  | 0.0000% | $1074312.00        | $1104908.13        | Agency Mortgage-Backed Securities         |
| GNII SF DI4391 C     | 2055-05-20      | 6.5000%  | 0.0000% | $713120.00         | $744745.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0030 | 2055-09-01      | 5.5000%  | 0.0000% | $1729936.00        | $1786436.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $20000000.00       | $11907277.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8853 | 2054-07-01      | 6.0000%  | 0.0000% | $8770000.00        | $7730321.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6599 | 2053-07-01      | 5.0000%  | 0.0000% | $1005830.00        | $820079.17         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4442 | 2036-10-01      | 2.0000%  | 0.0000% | $5000000.00        | $2794748.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7428 | 2053-02-01      | 5.0000%  | 0.0000% | $3171064.00        | $2745693.13        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8107 | 2036-06-01      | 2.0000%  | 0.0000% | $5000000.00        | $2566525.38        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5931 | 2048-11-01      | 4.5000%  | 0.0000% | $25000000.00       | $2843000.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2624 | 2039-03-01      | 5.0000%  | 0.0000% | $1638000.00        | $30504.35          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3878 | 2031-08-01      | 2.5000%  | 0.0000% | $151389.00         | $19213.87          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC N31079 G | 2034-02-01      | 4.5000%  | 0.0000% | $3000000.00        | $5195.06           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P00038 G | 2033-05-01      | 6.0000%  | 0.0000% | $27667072.00       | $322053.07         | Agency Mortgage-Backed Securities         |
| GNII SP 784780 C     | 2049-03-20      | 5.0000%  | 0.0000% | $10690000.00       | $1620263.70        | Agency Mortgage-Backed Securities         |
| GNMI SF 627006 X     | 2045-10-15      | 4.0000%  | 0.0000% | $25000.00          | $8061.08           | Agency Mortgage-Backed Securities         |
| GNII SF DM7676 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1441342.00        | $1494475.63        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $10288320.00       | $10218323.80       | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $10305760.00       | $10235645.15       | Agency Mortgage-Backed Securities         |
| GNMI SF 740978 X     | 2040-09-15      | 5.0000%  | 0.0000% | $1359536.00        | $75232.77          | Agency Mortgage-Backed Securities         |
| GNRM 2022-063 LM     | 2050-10-20      | 3.5000%  | 0.0000% | $800000.00         | $679692.53         | Agency Collateralized Mortgage Obligation |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $15062288.00       | $3633883.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA2046 M     | 2029-06-20      | 4.0000%  | 0.0000% | $619093.00         | $25039.25          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL928380 | 2037-06-01      | 5.5000%  | 0.0000% | $2236000.00        | $33309.73          | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $3030436.00        | $63947.05          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0694 | 2055-07-01      | 5.0000%  | 0.0000% | $15145664.00       | $14536727.10       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG3522 | 2053-05-01      | 5.0000%  | 0.0000% | $644132.00         | $502625.81         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM2238 | 2048-11-01      | 3.5000%  | 0.0000% | $954000.00         | $160391.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBT5149 | 2041-08-01      | 2.5000%  | 0.0000% | $1518808.00        | $941834.89         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8126 | 2046-10-01      | 3.5000%  | 0.0000% | $125000.00         | $18491.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW4896 | 2053-04-01      | 5.0000%  | 0.0000% | $20790688.00       | $14944054.25       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2864 | 2055-09-01      | 5.5000%  | 0.0000% | $2848556.00        | $2716613.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6329 | 2053-05-01      | 6.0000%  | 0.0000% | $280789.00         | $217606.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  | 0.0000% | $12800000.00       | $9467918.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  | 0.0000% | $1300000.00        | $1001888.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2941 | 2051-03-01      | 4.0000%  | 0.0000% | $2084196.00        | $1466329.06        | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $137931.00         | $37103.75          | Agency Mortgage-Backed Securities         |
| GNRA 2022-159 JF     | 2052-09-20      | 4.6677%  | 0.0000% | $50000000.00       | $36158492.85       | Agency Collateralized Mortgage Obligation |
| GNII SF 756319 C     | 2041-04-20      | 4.2500%  | 0.0000% | $600000.00         | $105634.91         | Agency Mortgage-Backed Securities         |
| GNII SF DI6924 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1805618.00        | $1779170.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7104 | 2055-07-01      | 6.5000%  | 0.0000% | $1650406.00        | $1717390.53        | Agency Mortgage-Backed Securities         |
| GNII ET DC8517 C     | 2064-07-20      | 3.5000%  | 0.0000% | $619538.00         | $555895.40         | Agency Mortgage-Backed Securities         |
| GNII SF DP2899 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1281704.00        | $1316038.71        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9538 | 2051-11-01      | 2.0000%  | 0.0000% | $1115000.00        | $680515.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA7195 M     | 2051-02-20      | 3.5000%  | 0.0000% | $225000000.00      | $84550896.61       | Agency Mortgage-Backed Securities         |
| GNII ET DE0883 C     | 2064-04-20      | 3.5000%  | 0.0000% | $165123.00         | $148527.36         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $392000.00         | $27445.59          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4757 | 2055-01-01      | 6.5000%  | 0.0000% | $1017846.00        | $1056311.70        | Agency Mortgage-Backed Securities         |
| GNII SF DH7690 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2818064.00        | $2635825.57        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1543 | 2052-04-01      | 2.5000%  | 0.0000% | $67000.00          | $39660.00          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1522 | 2055-02-01      | 6.0000%  | 0.0000% | $75557120.00       | $73246943.31       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CICC1098 | 2040-09-01      | 5.0000%  | 0.0000% | $2504596.00        | $2514077.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7527 | 2055-05-01      | 6.0000%  | 0.0000% | $1890506.00        | $1964083.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5920 | 2045-12-01      | 5.0000%  | 0.0000% | $49499584.00       | $49750474.48       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0170 | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1392298.50        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  | 0.0000% | $3900000.00        | $1366529.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH2597 | 2047-08-01      | 4.0000%  | 0.0000% | $1325000.00        | $149585.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $243000.00         | $201928.49         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $138418.23         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3764 | 2048-04-01      | 4.0000%  | 0.0000% | $350000.00         | $94556.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3537 | 2031-01-01      | 3.0000%  | 0.0000% | $1599000.00        | $95339.97          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7269 | 2053-08-01      | 5.3440%  | 0.0000% | $6905456.00        | $5696830.10        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTAL2975 | 2033-01-01      | 2.5000%  | 0.0000% | $268407.00         | $30504.95          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $1196000.00        | $225628.83         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2047 | 2050-07-01      | 2.5000%  | 0.0000% | $101638.00         | $72073.11          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253750 | 2031-03-01      | 6.0000%  | 0.0000% | $27246144.00       | $37602.99          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF4746 | 2055-12-01      | 5.0000%  | 0.0000% | $9180000.00        | $9290790.36        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  | 0.0000% | $45000.00          | $31265.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6227 | 2055-10-01      | 5.5000%  | 0.0000% | $2576590.00        | $2661967.20        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS7804 | 2046-08-01      | 4.0000%  | 0.0000% | $525000.00         | $46142.49          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS6142 | 2030-11-01      | 2.5000%  | 0.0000% | $54918.00          | $5518.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBT4536 | 2051-09-01      | 3.5000%  | 0.0000% | $640247.00         | $283812.70         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9985 | 2047-07-01      | 4.5000%  | 0.0000% | $61406640.00       | $10509096.36       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA6514 | 2050-01-01      | 3.5000%  | 0.0000% | $2318484.00        | $1097072.69        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 GLBM7361 | 2051-02-01      | 2.0000%  | 0.0000% | $34486272.00       | $25040322.45       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $2842112.00        | $1849758.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5354 | 2045-07-01      | 5.0000%  | 0.0000% | $5786000.00        | $5465211.45        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5691 | 2048-09-01      | 4.5000%  | 0.0000% | $335000.00         | $46783.42          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $236000.00         | $188847.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3857 | 2053-09-01      | 6.0000%  | 0.0000% | $135000.00         | $108897.16         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $5000000.00        | $580251.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6992 | 2043-09-01      | 4.0000%  | 0.0000% | $97715.00          | $18823.06          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9745 | 2046-03-01      | 4.5000%  | 0.0000% | $16183904.00       | $3249646.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7408 | 2055-01-01      | 5.5000%  | 0.0000% | $63000.00          | $62574.74          | Agency Mortgage-Backed Securities         |
| GNII SF MA4691 M     | 2032-09-20      | 3.5000%  | 0.0000% | $2555512.00        | $270641.56         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8103 | 2036-05-01      | 2.0000%  | 0.0000% | $9000000.00        | $4527323.83        | Agency Mortgage-Backed Securities         |
| FKAR 04.650 WNWN5218 | 2030-01-01      | 4.6500%  | 0.0000% | $48564000.00       | $49358604.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3177 | 2053-06-01      | 6.0000%  | 0.0000% | $135000.00         | $101261.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL9443 | 2045-04-01      | 3.0000%  | 0.0000% | $1497126.00        | $378548.96         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A93713 G | 2040-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $69675.76          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7740 | 2048-08-01      | 4.5000%  | 0.0000% | $2357304.00        | $169238.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1843 | 2034-05-01      | 5.0000%  | 0.0000% | $3573164.00        | $49849.69          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9116 | 2055-05-01      | 6.5000%  | 0.0000% | $9358992.00        | $6207528.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  | 0.0000% | $488235.00         | $431057.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $31870592.00       | $25756042.12       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9114 | 2055-05-01      | 6.5000%  | 0.0000% | $12355968.00       | $11362245.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG3772 | 2053-06-01      | 5.0000%  | 0.0000% | $9176912.00        | $7706438.55        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC4493 | 2054-12-01      | 4.5000%  | 0.0000% | $3859696.00        | $3734483.26        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0508 | 2048-01-01      | 3.5000%  | 0.0000% | $3106984.00        | $1272235.07        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAS5494 | 2035-06-01      | 3.0000%  | 0.0000% | $1986238.00        | $132753.10         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6795 | 2046-03-01      | 4.0000%  | 0.0000% | $2038728.00        | $139571.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6679 | 2053-07-01      | 5.0000%  | 0.0000% | $1101286.00        | $952022.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2001 | 2053-05-01      | 5.0000%  | 0.0000% | $201646.00         | $133668.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3926 | 2053-10-01      | 6.0000%  | 0.0000% | $1294364.00        | $1041171.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAV7116 | 2044-03-01      | 4.5000%  | 0.0000% | $267332.00         | $52320.98          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6019 | 2051-10-01      | 2.5000%  | 0.0000% | $188000.00         | $116725.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $800000.00         | $645912.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  | 0.0000% | $25072896.00       | $25821717.97       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3971 | 2052-10-01      | 4.5000%  | 0.0000% | $33221760.00       | $23003311.32       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS8543 | 2054-07-01      | 6.5000%  | 0.0000% | $13327024.00       | $11529173.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0952 | 2032-01-01      | 4.0000%  | 0.0000% | $25298240.00       | $1157089.15        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8440 | 2051-08-01      | 2.5000%  | 0.0000% | $27498624.00       | $16536869.19       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF3568 | 2055-10-01      | 6.0000%  | 0.0000% | $1065046.00        | $1111718.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8793 | 2055-09-01      | 6.5000%  | 0.0000% | $6006792.00        | $6250643.05        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5131 | 2041-10-01      | 2.0000%  | 0.0000% | $1450000.00        | $880510.25         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4991 | 2055-07-01      | 6.0000%  | 0.0000% | $5583936.00        | $5217379.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM4373 | 2050-03-01      | 4.0000%  | 0.0000% | $350000.00         | $76240.32          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $8244000.00        | $7770710.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5263 | 2054-11-01      | 6.5000%  | 0.0000% | $2896136.00        | $1819865.65        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM2609 | 2037-10-01      | 4.0000%  | 0.0000% | $1450000.00        | $357226.46         | Agency Mortgage-Backed Securities         |
| FMAR 8D0514 G        | 2053-04-01      | 5.8100%  | 0.0000% | $5911096.00        | $4142770.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBN6240 | 2049-04-01      | 3.0000%  | 0.0000% | $98103680.00       | $6876316.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT7341 | 2036-09-01      | 2.0000%  | 0.0000% | $435000.00         | $208353.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5778 | 2055-10-01      | 5.5000%  | 0.0000% | $8687024.00        | $8917686.24        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT3838 | 2037-02-01      | 2.0000%  | 0.0000% | $999143.00         | $643264.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8833 | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $193672.04         | Agency Mortgage-Backed Securities         |
| GNRA 2025-192 FN     | 2055-11-20      | 4.9677%  | 0.0000% | $31429088.00       | $31466837.88       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ4680 | 2055-08-01      | 5.0000%  | 0.0000% | $12919344.00       | $12995633.59       | Agency Mortgage-Backed Securities         |
| GNMI SP 784130 X     | 2045-11-15      | 4.0000%  | 0.0000% | $10878576.00       | $682229.57         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $10930160.00       | $6158070.85        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  | 0.0000% | $42000.00          | $5183.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2492 | 2055-05-01      | 5.5000%  | 0.0000% | $15149280.00       | $14580142.71       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0724 | 2054-07-01      | 6.5000%  | 0.0000% | $8870448.00        | $8357740.39        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2723       | 2057-06-15      | 3.2000%  | 0.0000% | $5224159.00        | $4577946.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA5599 M     | 2037-09-20      | 6.0000%  | 0.0000% | $52000.00          | $8402.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $1084320.00        | $975083.50         | Agency Mortgage-Backed Securities         |
| GNII SF DN7806 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3048972.00        | $3267068.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $180120000.00      | $21181744.62       | Agency Mortgage-Backed Securities         |
| GNII SF 003296 M     | 2032-10-20      | 6.0000%  | 0.0000% | $3110000.00        | $12176.99          | Agency Mortgage-Backed Securities         |
| GNII SP 784109 C     | 2045-10-20      | 4.0000%  | 0.0000% | $772102.00         | $301337.35         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3817 | 2053-01-01      | 6.0000%  | 0.0000% | $606744.00         | $348521.48         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9946 | 2049-02-01      | 6.0000%  | 0.0000% | $55000.00          | $49910.91          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CI890789 | 2032-09-01      | 3.0000%  | 0.0000% | $900000.00         | $143719.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6841 | 2054-01-01      | 6.0000%  | 0.0000% | $8323456.00        | $6821448.35        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCC0304 | 2055-04-01      | 7.0000%  | 0.0000% | $10365000.00       | $10200187.24       | Agency Mortgage-Backed Securities         |
| GNMI SF 723339 X     | 2039-09-15      | 5.0000%  | 0.0000% | $378798.00         | $14649.74          | Agency Mortgage-Backed Securities         |
| GNII SF DL2772 C     | 2055-07-20      | 6.5000%  | 0.0000% | $17501888.00       | $18334078.42       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCA4770 | 2039-11-01      | 4.5000%  | 0.0000% | $1149990.00        | $151901.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5336 | 2045-03-01      | 5.0000%  | 0.0000% | $3008260.00        | $2643471.68        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9578 | 2055-01-01      | 4.5000%  | 0.0000% | $1508788.00        | $1466863.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0935 | 2055-01-01      | 5.5000%  | 0.0000% | $1124500.00        | $1132339.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4561 | 2053-10-01      | 6.0000%  | 0.0000% | $481830.00         | $344552.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0173 | 2052-01-01      | 2.0000%  | 0.0000% | $273997.00         | $166886.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  | 0.0000% | $200759.00         | $140727.16         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC3918 | 2051-07-01      | 2.5000%  | 0.0000% | $552260.00         | $336960.89         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8659 | 2051-09-01      | 2.5000%  | 0.0000% | $1925000.00        | $1186446.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY2313 | 2053-06-01      | 5.0000%  | 0.0000% | $1011740.00        | $979652.35         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTFM9585 | 2041-11-01      | 2.5000%  | 0.0000% | $200000.00         | $117610.25         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9036 | 2055-04-01      | 6.5000%  | 0.0000% | $9355168.00        | $9374706.44        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN6709 | 2049-06-01      | 3.5000%  | 0.0000% | $75000.00          | $26058.34          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0726 | 2055-01-01      | 6.5000%  | 0.0000% | $17017152.00       | $15170092.27       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I6BF0497 | 2060-07-01      | 3.0000%  | 0.0000% | $48382528.00       | $23271512.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN1047 | 2048-10-01      | 5.0000%  | 0.0000% | $381000.00         | $30624.69          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4113 | 2049-08-01      | 3.0000%  | 0.0000% | $4837760.00        | $1620577.29        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL2721 | 2052-04-01      | 3.0000%  | 0.0000% | $23614272.00       | $21223770.35       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1445 | 2049-08-01      | 3.0000%  | 0.0000% | $2026000.00        | $794449.94         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3587 | 2050-02-01      | 3.5000%  | 0.0000% | $38389888.00       | $36673693.66       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4206 | 2035-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $2105641.23        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  | 0.0000% | $11451152.00       | $5656958.01        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $1498000.00        | $761905.56         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $9000000.00        | $4577536.75        | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $1270000.00        | $589934.96         | Agency Mortgage-Backed Securities         |
| GNPL PN CP7231       | 2057-11-15      | 4.3000%  | 0.0000% | $7806664.00        | $7359885.03        | Agency Mortgage-Backed Securities         |
| GNMI SF AO3861 X     | 2045-08-15      | 4.0000%  | 0.0000% | $525311.00         | $83541.57          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH2768 | 2041-07-01      | 5.0000%  | 0.0000% | $61536.00          | $8901.10           | Agency Mortgage-Backed Securities         |
| GNPL PN CH0460       | 2057-05-15      | 2.4000%  | 0.0000% | $444507.00         | $369195.77         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3066 | 2038-11-01      | 4.5000%  | 0.0000% | $345000.00         | $62625.06          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1306 | 2048-07-01      | 4.5000%  | 0.0000% | $105000.00         | $15622.34          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626293 | 2032-05-01      | 6.0000%  | 0.0000% | $12055376.00       | $29453.41          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CJMA3261 | 2032-12-01      | 3.0000%  | 0.0000% | $1017172.00        | $116873.41         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0578 | 2055-06-01      | 6.0000%  | 0.0000% | $33497880.00       | $33564127.05       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4403 | 2036-08-01      | 2.0000%  | 0.0000% | $11325000.00       | $6075623.03        | Agency Mortgage-Backed Securities         |
| GNRM 2021-142 CD     | 2051-08-20      | 1.5000%  | 0.0000% | $82000000.00       | $43732647.59       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBV6051 | 2055-09-01      | 5.5000%  | 0.0000% | $7968464.00        | $8180318.33        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7522 | 2046-09-01      | 3.5000%  | 0.0000% | $57060.00          | $7824.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3805 | 2041-11-01      | 3.5000%  | 0.0000% | $7890208.00        | $959604.54         | Agency Mortgage-Backed Securities         |
| GNRM 2015-178 CP     | 2044-12-20      | 3.0000%  | 0.0000% | $24561920.00       | $2710540.41        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBX8766 | 2053-03-01      | 5.0000%  | 0.0000% | $2010648.00        | $1836629.24        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6616 | 2052-04-01      | 4.0000%  | 0.0000% | $1005318.00        | $905217.87         | Agency Mortgage-Backed Securities         |
| GNRA 2023-156 GK     | 2064-01-16      | 3.5000%  | 0.0000% | $93626752.00       | $83964246.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 KV     | 2036-09-20      | 4.0000%  | 0.0000% | $2699096.00        | $2582199.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-058 DC     | 2064-12-16      | 4.5000%  | 0.0000% | $20315360.00       | $19890058.43       | Agency Collateralized Mortgage Obligation |
| GNMI SP 784660 X     | 2043-04-15      | 4.0000%  | 0.0000% | $35000.00          | $9225.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8548 | 2054-12-01      | 5.5000%  | 0.0000% | $358709.00         | $360899.12         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6368 | 2054-07-01      | 7.0000%  | 0.0000% | $2207944.00        | $342347.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB4933 | 2054-06-01      | 5.5000%  | 0.0000% | $1101440.00        | $1095675.94        | Agency Mortgage-Backed Securities         |
| GNRM 2021-081 AD     | 2051-05-20      | 1.7500%  | 0.0000% | $196072704.00      | $63754979.58       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $84192512.00       | $82886857.90       | Agency Mortgage-Backed Securities         |
| GNII SF AA8363 C     | 2044-03-20      | 4.0000%  | 0.0000% | $5510440.00        | $112429.78         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7944 | 2052-06-01      | 2.5000%  | 0.0000% | $2050000.00        | $1567853.55        | Agency Mortgage-Backed Securities         |
| GNII SF AA6263 C     | 2043-04-20      | 3.0000%  | 0.0000% | $1821596.00        | $337942.78         | Agency Mortgage-Backed Securities         |
| GNII SF DI0784 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1070692.00        | $664258.61         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL870962 | 2036-11-01      | 6.0000%  | 0.0000% | $1700000.00        | $19984.41          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6619 | 2053-06-01      | 5.5000%  | 0.0000% | $2500000.00        | $2026553.41        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5055 | 2031-04-01      | 1.5000%  | 0.0000% | $22871680.00       | $7954616.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $32708560.00       | $19857512.94       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7736 | 2054-01-01      | 6.0000%  | 0.0000% | $300000.00         | $204044.46         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1385 | 2053-05-01      | 4.0000%  | 0.0000% | $35000000.00       | $32373129.48       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW7290 | 2052-07-01      | 3.0000%  | 0.0000% | $993602.00         | $767251.84         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBT8087 | 2053-04-01      | 6.0000%  | 0.0000% | $10249360.00       | $6018657.46        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8510 | 2052-08-01      | 4.5000%  | 0.0000% | $24960928.00       | $17181505.27       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA1876 | 2055-12-01      | 6.5000%  | 0.0000% | $1835364.00        | $1945035.56        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8835 | 2055-03-01      | 5.5000%  | 0.0000% | $2540660.00        | $2154019.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDF0540 | 2040-10-01      | 5.5000%  | 0.0000% | $347278.00         | $356689.41         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8013 | 2054-02-01      | 6.5000%  | 0.0000% | $10400000.00       | $8264621.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6234 | 2053-05-01      | 4.0000%  | 0.0000% | $2930000.00        | $2307601.30        | Agency Mortgage-Backed Securities         |
| GNMI SF AO3608 X     | 2045-08-15      | 4.0000%  | 0.0000% | $528000.00         | $34755.75          | Agency Mortgage-Backed Securities         |
| GNII SF BN6768 C     | 2049-06-20      | 4.0000%  | 0.0000% | $1398818.00        | $525039.31         | Agency Mortgage-Backed Securities         |
| GNII SF DI9638 C     | 2055-05-20      | 5.5000%  | 0.0000% | $10000368.00       | $10189365.61       | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $4998000.00        | $43202.01          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL950984 | 2037-10-01      | 6.0000%  | 0.0000% | $22000000.00       | $79696.95          | Agency Mortgage-Backed Securities         |
| GNII SF DL5339 C     | 2055-12-20      | 6.0000%  | 0.0000% | $12298400.00       | $12751755.92       | Agency Mortgage-Backed Securities         |
| GNRA 2025-116 FE     | 2055-07-20      | 5.0377%  | 0.0000% | $100000000.00      | $97721953.94       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF5508 | 2055-11-01      | 5.5000%  | 0.0000% | $7376864.00        | $7528504.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $10246960.00       | $8342168.74        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  | 0.0000% | $3500000.00        | $2917169.95        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2014 | 2027-07-01      | 6.0000%  | 0.0000% | $4800000.00        | $11188.83          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1455 | 2037-03-01      | 5.5000%  | 0.0000% | $385000.00         | $11957.16          | Agency Mortgage-Backed Securities         |

### Security 687: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.760000%
- **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: ARP1DUX21, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1DUX21
- **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:** 3.7600%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 616874 X     | 2035-01-15      | 4.0000%  | 0.0000% | $4471832.00        | $403349.16         | Agency Mortgage-Backed Securities         |
| GNII SP 782511 M     | 2038-12-20      | 6.0000%  | 0.0000% | $3215000.00        | $44762.36          | Agency Mortgage-Backed Securities         |
| GNRM 2024-057 GB     | 2054-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $1025199.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-078 LA     | 2051-05-20      | 1.0000%  | 0.0000% | $1000000.00        | $364593.15         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY9355 | 2055-08-01      | 6.5000%  | 0.0000% | $6942496.00        | $7275094.57        | Agency Mortgage-Backed Securities         |
| GNII SF DO3488 C     | 2055-11-20      | 5.5000%  | 0.0000% | $12951056.00       | $13283339.34       | Agency Mortgage-Backed Securities         |
| GNII SF DK8036 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1033906.00        | $1057845.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0215 | 2053-09-01      | 5.5000%  | 0.0000% | $1390324.00        | $1374591.79        | Agency Mortgage-Backed Securities         |
| GNII SF MA5076 M     | 2048-03-20      | 3.0000%  | 0.0000% | $500000.00         | $66924.94          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7238 | 2053-10-01      | 6.0000%  | 0.0000% | $75464320.00       | $64747589.75       | Agency Mortgage-Backed Securities         |
| GNRA 2024-036 A      | 2054-07-16      | 4.5000%  | 0.0000% | $20262976.00       | $18824632.51       | Agency Collateralized Mortgage Obligation |
| GNII ET DL8361 C     | 2065-05-20      | 3.5000%  | 0.0000% | $196603.00         | $178391.81         | Agency Mortgage-Backed Securities         |
| GNII SF DO4514 C     | 2055-12-20      | 5.5000%  | 0.0000% | $10984592.00       | $11278850.91       | Agency Mortgage-Backed Securities         |
| GNPL PN DF4295       | 2041-04-15      | 5.4500%  | 0.0000% | $4886400.00        | $4944481.25        | Agency Mortgage-Backed Securities         |
| GNII SF DO8935 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2355316.00        | $2418415.70        | Agency Mortgage-Backed Securities         |
| GNII SF DM0582 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1589828.00        | $1649894.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2038 | 2054-01-01      | 6.0000%  | 0.0000% | $4961384.00        | $5171957.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9443 | 2054-11-01      | 6.0000%  | 0.0000% | $50933300.00       | $47564154.90       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBV4223 | 2037-02-01      | 2.0000%  | 0.0000% | $1250210.00        | $841662.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6567 | 2051-12-01      | 3.0000%  | 0.0000% | $47000.00          | $29301.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $10403000.00       | $92107.75          | Agency Mortgage-Backed Securities         |
| GNMI SF AO3856 X     | 2045-08-15      | 4.0000%  | 0.0000% | $75000.00          | $13329.75          | Agency Mortgage-Backed Securities         |
| GNPL PN CO3177       | 2057-08-15      | 3.8500%  | 0.0000% | $237314.00         | $217103.99         | Agency Mortgage-Backed Securities         |
| GNII SF 004292 M     | 2038-11-20      | 6.5000%  | 0.0000% | $4560000.00        | $63454.87          | Agency Mortgage-Backed Securities         |
| GNRM 2014-068 DY     | 2040-02-16      | 3.0000%  | 0.0000% | $146000.00         | $121133.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 FM     | 2055-06-20      | 7.7677%  | 0.0000% | $12500000.00       | $12117982.09       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-031 AC     | 2061-01-16      | 1.1000%  | 0.0000% | $3000000.00        | $1965285.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-140 JC     | 2064-11-16      | 4.0000%  | 0.0000% | $2846008.00        | $2237785.73        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BD      | 2057-09-16      | 2.7500%  | 0.0000% | $485032.00         | $303815.69         | Agency Collateralized Mortgage Obligation |
| GNII SF DN7926 C     | 2055-11-20      | 6.0000%  | 0.0000% | $3005184.00        | $3133769.65        | Agency Mortgage-Backed Securities         |
| GNII SF DN0714 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2657016.00        | $2772736.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I6BF0774 | 2063-09-01      | 3.5000%  | 0.0000% | $14588304.00       | $11371032.99       | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $197332480.00      | $72435802.82       | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8131       | 2064-03-15      | 2.7200%  | 0.0000% | $21604960.00       | $18303071.01       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9128 | 2046-02-01      | 4.5000%  | 0.0000% | $762237.00         | $106434.04         | Agency Mortgage-Backed Securities         |
| GNMI SF AN9975 X     | 2045-08-15      | 4.0000%  | 0.0000% | $2078628.00        | $326169.06         | Agency Mortgage-Backed Securities         |
| GNII RG CH1873 C     | 2049-07-20      | 5.0000%  | 0.0000% | $1360094.00        | $553852.82         | Agency Mortgage-Backed Securities         |
| GNPL PN CM4389       | 2057-08-15      | 3.5000%  | 0.0000% | $9264239.00        | $8287647.03        | Agency Mortgage-Backed Securities         |
| GNII SF BF4937 C     | 2048-06-20      | 5.0000%  | 0.0000% | $1459000.00        | $406690.18         | Agency Mortgage-Backed Securities         |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $4941216.00        | $381370.16         | Agency Mortgage-Backed Securities         |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $997000.00         | $106788.34         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC T40188 G | 2031-07-01      | 2.5000%  | 0.0000% | $3607840.00        | $597790.17         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99124 G | 2045-03-01      | 3.5000%  | 0.0000% | $11476500.00       | $1783352.30        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0795 | 2046-02-01      | 4.0000%  | 0.0000% | $17859488.00       | $6152842.16        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  | 0.0000% | $15656544.00       | $10200906.19       | Agency Mortgage-Backed Securities         |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $7995000.00        | $1096731.55        | Agency Mortgage-Backed Securities         |
| GNII SF 004561 M     | 2039-10-20      | 6.0000%  | 0.0000% | $1624032.00        | $33133.74          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555340 | 2033-04-01      | 5.5000%  | 0.0000% | $6044500.00        | $95022.40          | Agency Mortgage-Backed Securities         |
| GNII SF BL7755 C     | 2049-05-20      | 4.0000%  | 0.0000% | $64000.00          | $15717.18          | Agency Mortgage-Backed Securities         |
| GNII RG CF4599 C     | 2049-06-20      | 5.0000%  | 0.0000% | $2274276.00        | $755802.12         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKCA4613 | 2049-11-01      | 3.5000%  | 0.0000% | $4215000.00        | $242848.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $2000000.00        | $1548654.22        | Agency Mortgage-Backed Securities         |
| GNII SF DG6750 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1481006.00        | $1541439.23        | Agency Mortgage-Backed Securities         |
| GNII ET DG8885 C     | 2064-12-20      | 4.5000%  | 0.0000% | $194889.00         | $188605.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $126515328.00      | $81571126.62       | Agency Mortgage-Backed Securities         |
| GNII SF DP6918 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1735648.00        | $1826368.01        | Agency Mortgage-Backed Securities         |
| GNII SF DO3397 C     | 2055-10-20      | 5.5000%  | 0.0000% | $11979880.00       | $12301617.71       | Agency Mortgage-Backed Securities         |
| GNII SF DL5169 C     | 2055-10-20      | 6.0000%  | 0.0000% | $3931908.00        | $4069135.78        | Agency Mortgage-Backed Securities         |
| GNII SF DM8086 C     | 2055-12-20      | 5.5000%  | 0.0000% | $535299.00         | $549639.30         | Agency Mortgage-Backed Securities         |
| GNRM 2025-134 AE     | 2051-10-20      | 5.5000%  | 0.0000% | $15857136.00       | $15836739.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-092 FL     | 2039-10-16      | 4.5487%  | 0.0000% | $100000000.00      | $1503102.92        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 GLAS8749 | 2047-01-01      | 3.0000%  | 0.0000% | $1825000.00        | $533272.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CZAL4998 | 2051-06-01      | 5.0000%  | 0.0000% | $1186000.00        | $130771.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR2879 | 2043-01-01      | 3.0000%  | 0.0000% | $4478672.00        | $1206602.55        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC K35039 G | 2047-11-01      | 6.0000%  | 0.0000% | $19855420.00       | $492423.84         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1132 | 2037-06-01      | 2.5000%  | 0.0000% | $8882000.00        | $6539941.11        | Agency Mortgage-Backed Securities         |
| GNMI SF 604389 X     | 2033-06-15      | 5.0000%  | 0.0000% | $11131616.00       | $243530.04         | Agency Mortgage-Backed Securities         |
| GNMI SF 391705 X     | 2038-01-15      | 5.5000%  | 0.0000% | $498832.00         | $7105.07           | Agency Mortgage-Backed Securities         |
| GNII SF 738175 C     | 2041-02-20      | 4.0000%  | 0.0000% | $15000000.00       | $386547.20         | Agency Mortgage-Backed Securities         |
| GNMI SF 470009 X     | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $527615.22         | Agency Mortgage-Backed Securities         |
| GNII ET DC2647 C     | 2063-05-20      | 3.0000%  | 0.0000% | $527874.00         | $461004.53         | Agency Mortgage-Backed Securities         |
| GNII SF DH2761 C     | 2055-04-20      | 6.5000%  | 0.0000% | $769531.00         | $803095.36         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCB4646 | 2042-09-01      | 4.5000%  | 0.0000% | $2635776.00        | $1905363.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $11500000.00       | $3907869.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8024 | 2054-02-01      | 6.5000%  | 0.0000% | $10000.00          | $8734.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7245 | 2053-02-01      | 5.5000%  | 0.0000% | $1116000.00        | $1095752.72        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8250 | 2033-05-01      | 4.5100%  | 0.0000% | $22489240.00       | $21964558.56       | Agency Mortgage-Backed Securities         |
| GNII SF DO8921 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1256760.00        | $1303087.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8686 | 2055-12-01      | 6.0000%  | 0.0000% | $1538426.00        | $1590834.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG5777 | 2053-06-01      | 6.5000%  | 0.0000% | $700000.00         | $527235.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9669 | 2054-12-01      | 5.5000%  | 0.0000% | $267028480.00      | $245162002.93      | Agency Mortgage-Backed Securities         |
| GNII ET DL3434 C     | 2065-07-20      | 2.0000%  | 0.0000% | $427645.00         | $333586.76         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6935 | 2053-08-01      | 6.5000%  | 0.0000% | $57408768.00       | $44529270.95       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4350 C     | 2055-09-20      | 6.5000%  | 0.0000% | $779659.00         | $818169.07         | Agency Mortgage-Backed Securities         |
| GNII SF DN7923 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2896900.00        | $3039574.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA2798 M     | 2030-05-20      | 3.5000%  | 0.0000% | $248491.00         | $15891.68          | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5638396.86        | Agency Mortgage-Backed Securities         |
| GNII SF DM8767 C     | 2055-12-20      | 5.5000%  | 0.0000% | $432745.00         | $444337.95         | Agency Mortgage-Backed Securities         |
| GNII SF DM8052 C     | 2055-12-20      | 5.5000%  | 0.0000% | $512410.00         | $526137.12         | Agency Mortgage-Backed Securities         |
| GNII SF DM8762 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1050748.00        | $1090124.78        | Agency Mortgage-Backed Securities         |
| GNPL PN DA8484       | 2059-04-15      | 5.5300%  | 0.0000% | $11632000.00       | $11942934.89       | Agency Mortgage-Backed Securities         |
| GNII SF DJ3732 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1400214.00        | $1045453.29        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9565 | 2051-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $3212258.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $54772096.00       | $41643296.64       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3439 | 2033-08-01      | 4.0000%  | 0.0000% | $80000000.00       | $5752726.04        | Agency Mortgage-Backed Securities         |
| GNII SF DO7246 C     | 2055-12-20      | 5.5000%  | 0.0000% | $706727.00         | $725659.04         | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $11331620.00       | $8176271.71        | Agency Mortgage-Backed Securities         |
| GNMI SF 798429 X     | 2042-06-15      | 4.0000%  | 0.0000% | $1018346.00        | $168530.89         | Agency Mortgage-Backed Securities         |
| GNII SF DL3047 C     | 2055-12-20      | 5.5000%  | 0.0000% | $446228.00         | $458181.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0529 | 2046-10-01      | 3.0000%  | 0.0000% | $3600000.00        | $891241.14         | Agency Mortgage-Backed Securities         |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $10615344.00       | $187865.05         | Agency Mortgage-Backed Securities         |
| GNII SF DE5277 C     | 2054-11-20      | 6.0000%  | 0.0000% | $10157024.00       | $9826224.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAL9870 | 2028-02-01      | 6.5000%  | 0.0000% | $2250292.00        | $13074.92          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ8520 | 2054-11-01      | 5.0000%  | 0.0000% | $4688456.00        | $4638156.59        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  | 0.0000% | $118009.00         | $30221.33          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ2590 | 2054-07-01      | 5.0000%  | 0.0000% | $1161360.00        | $1157699.07        | Agency Mortgage-Backed Securities         |
| GNMI SF 723189 X     | 2039-10-15      | 5.0000%  | 0.0000% | $1021164.00        | $67923.97          | Agency Mortgage-Backed Securities         |
| GNMI SF 367088 X     | 2041-07-15      | 4.0000%  | 0.0000% | $9789400.00        | $347666.42         | Agency Mortgage-Backed Securities         |
| GNII SF DM1736 C     | 2055-09-20      | 6.5000%  | 0.0000% | $682498.00         | $722041.90         | Agency Mortgage-Backed Securities         |
| GNII SF 762738 C     | 2041-02-20      | 4.0000%  | 0.0000% | $1475060.00        | $113811.51         | Agency Mortgage-Backed Securities         |
| GNII SF DM1738 C     | 2055-09-20      | 6.5000%  | 0.0000% | $895627.00         | $939744.93         | Agency Mortgage-Backed Securities         |
| GNMI SF 710697 X     | 2039-07-15      | 5.5000%  | 0.0000% | $5794536.00        | $175500.89         | Agency Mortgage-Backed Securities         |
| GNMI SF 792502 X     | 2041-12-15      | 3.1000%  | 0.0000% | $494705.00         | $102975.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8591 | 2054-07-01      | 6.0000%  | 0.0000% | $2320000.00        | $2134489.38        | Agency Mortgage-Backed Securities         |
| GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $19104960.00       | $1549490.10        | Agency Mortgage-Backed Securities         |
| GNII SF DN8081 C     | 2055-12-20      | 6.0000%  | 0.0000% | $2081652.00        | $2158381.69        | Agency Mortgage-Backed Securities         |
| GNII SF DN8014 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1077050.00        | $1124525.40        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $334800.00         | $247420.88         | Agency Mortgage-Backed Securities         |
| GNII SF AI6224 C     | 2034-05-20      | 4.0000%  | 0.0000% | $5540690.00        | $89798.90          | Agency Mortgage-Backed Securities         |
| GNPL PN DA4279       | 2059-05-15      | 5.5200%  | 0.0000% | $11416300.00       | $11721349.85       | Agency Mortgage-Backed Securities         |
| GNII SF DF4903 C     | 2054-11-20      | 6.5000%  | 0.0000% | $942473.00         | $801108.38         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18691 G | 2033-06-01      | 3.0000%  | 0.0000% | $1051000.00        | $116657.51         | Agency Mortgage-Backed Securities         |
| GNMI SF 704665 X     | 2039-08-15      | 5.0000%  | 0.0000% | $197194.00         | $6853.60           | Agency Mortgage-Backed Securities         |
| GNMI SF 672676 X     | 2038-04-15      | 5.5000%  | 0.0000% | $2246120.00        | $14546.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFA0221 | 2036-03-01      | 3.5000%  | 0.0000% | $53414976.00       | $42126609.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8720 | 2055-12-01      | 5.5000%  | 0.0000% | $7401760.00        | $7599174.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8725 | 2055-12-01      | 6.0000%  | 0.0000% | $1463190.00        | $1530948.87        | Agency Mortgage-Backed Securities         |
| GNII SF BJ3508 C     | 2036-04-20      | 5.0000%  | 0.0000% | $1036640.00        | $195578.67         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158       | 2057-07-15      | 3.2400%  | 0.0000% | $27632896.00       | $24253226.04       | Agency Mortgage-Backed Securities         |
| GNMI SF 752072 X     | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $77460.72          | Agency Mortgage-Backed Securities         |
| GNPL LM CG6116       | 2061-02-15      | 3.3800%  | 0.0000% | $2665290.00        | $2386857.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0504 | 2028-09-01      | 3.5000%  | 0.0000% | $925750.00         | $30943.00          | Agency Mortgage-Backed Securities         |
| GNII SF DM8087 C     | 2055-12-20      | 5.5000%  | 0.0000% | $364317.00         | $374077.17         | Agency Mortgage-Backed Securities         |
| GNRA 2023-064 FD     | 2053-05-20      | 4.9377%  | 0.0000% | $200000000.00      | $104959742.91      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-153 FA     | 2061-08-16      | 4.0000%  | 0.0000% | $48000000.00       | $39927550.38       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-064 MD     | 2049-12-20      | 5.5000%  | 0.0000% | $7500000.00        | $3144467.23        | Agency Collateralized Mortgage Obligation |
| GNII SF DN7927 C     | 2055-11-20      | 6.0000%  | 0.0000% | $3623012.00        | $3774683.12        | Agency Mortgage-Backed Securities         |
| GNII RG CF0936 C     | 2050-05-20      | 2.5000%  | 0.0000% | $2655192.00        | $1431525.53        | Agency Mortgage-Backed Securities         |
| GNII SF DM0583 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1237076.00        | $1282678.33        | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $41663488.00       | $40494894.82       | Agency Mortgage-Backed Securities         |
| GNII SF AQ3441 C     | 2046-02-20      | 4.0000%  | 0.0000% | $110000.00         | $24232.74          | Agency Mortgage-Backed Securities         |
| GNII RG CM1146 C     | 2049-05-20      | 5.0000%  | 0.0000% | $1091508.00        | $903099.40         | Agency Mortgage-Backed Securities         |
| GNPL PN CL2726       | 2057-06-15      | 3.2000%  | 0.0000% | $7105160.00        | $6226273.22        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | 0.0000% | $87164.00          | $52752.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL9840 | 2037-03-01      | 4.0000%  | 0.0000% | $60000.00          | $9217.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | 0.0000% | $1990000.00        | $1467310.78        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6620 | 2052-01-01      | 2.5000%  | 0.0000% | $34745720.00       | $22468901.29       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $148000.00         | $21795.83          | Agency Mortgage-Backed Securities         |
| GNRA 2025-051 FB     | 2055-03-20      | 5.0677%  | 0.0000% | $3000000.00        | $2755279.60        | Agency Collateralized Mortgage Obligation |
| GNII RG CF2629 C     | 2050-05-20      | 2.5000%  | 0.0000% | $1822292.00        | $685002.03         | Agency Mortgage-Backed Securities         |
| GNII SF DO8937 C     | 2055-12-20      | 5.5000%  | 0.0000% | $911795.00         | $936222.29         | Agency Mortgage-Backed Securities         |
| GNII SF DO7242 C     | 2055-12-20      | 5.5000%  | 0.0000% | $588332.00         | $604093.02         | Agency Mortgage-Backed Securities         |
| GNMI SF 670220 X     | 2038-04-15      | 5.0000%  | 0.0000% | $5000000.00        | $219609.23         | Agency Mortgage-Backed Securities         |
| GNII SF DL2769 C     | 2055-07-20      | 6.5000%  | 0.0000% | $14467392.00       | $15156827.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3945 | 2049-01-01      | 4.0000%  | 0.0000% | $81388416.00       | $80046348.12       | Agency Mortgage-Backed Securities         |
| GNII SF DG1742 C     | 2055-03-20      | 6.5000%  | 0.0000% | $3280904.00        | $3212369.03        | Agency Mortgage-Backed Securities         |
| GNII ET DG8861 C     | 2064-08-20      | 4.5000%  | 0.0000% | $374447.00         | $362332.97         | Agency Mortgage-Backed Securities         |
| GNII SF DL3044 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1203734.00        | $1250318.51        | Agency Mortgage-Backed Securities         |
| GNII SF DL8655 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1227736.00        | $1310023.01        | Agency Mortgage-Backed Securities         |

### Security 688: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.830000%
- **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: ARP1DUXA3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DUXA3
- **C.18 - Value (incl. sponsor support):** $1617231000.00
- **C.18.a - Value (excl. sponsor support):** $1617231000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| MNAR XX.XXX HYBS6528                               | 2032-09-01      | 3.6500%  | 0.0000% | $6765.00           | $6595.39           | Agency Mortgage-Backed Securities         |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.0177%  | 0.0000% | $25000000.00       | $18391381.79       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ2349                               | 2055-09-01      | 6.5000%  | 0.0000% | $249083.00         | $252635.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4480                               | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $722.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4863                               | 2055-06-01      | 6.5000%  | 0.0000% | $1855964.00        | $1968220.46        | Agency Mortgage-Backed Securities         |
| GNII SF DI4758 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1137.00           | $1180.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CKMA4970                               | 2053-02-01      | 6.0000%  | 0.0000% | $1079745.00        | $709064.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7616                               | 2055-09-01      | 6.0000%  | 0.0000% | $1010.00           | $1011.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4916                               | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $803.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3485                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8512                               | 2054-05-01      | 6.5000%  | 0.0000% | $51026799.00       | $36766766.43       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6131                               | 2032-07-01      | 3.8900%  | 0.0000% | $100000.00         | $97275.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2717                               | 2050-02-01      | 3.0000%  | 0.0000% | $10261736.00       | $9057645.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1134                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0796                               | 2055-08-01      | 6.0000%  | 0.0000% | $2008.00           | $1934.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7095                               | 2053-09-01      | 5.0000%  | 0.0000% | $696667.00         | $603179.06         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9334                               | 2055-08-01      | 6.0000%  | 0.0000% | $290136.00         | $262599.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5250                               | 2055-07-01      | 6.0000%  | 0.0000% | $4929100.00        | $4890677.95        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4048                               | 2050-06-01      | 3.0000%  | 0.0000% | $1023.00           | $269.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3377                               | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2016.77           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3313                               | 2055-01-01      | 6.5000%  | 0.0000% | $739412.00         | $646334.58         | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 5.6250%  | 0.0000% | $1000000.00        | $7374.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE5119                               | 2040-10-01      | 4.5000%  | 0.0000% | $12567783.00       | $572427.27         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470                               | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $876.11            | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.9177%  | 0.0000% | $20907733.00       | $15176449.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-188 BA                                   | 2047-09-20      | 5.5000%  | 0.0000% | $22198.00          | $4550.11           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 LF                                   | 2053-07-20      | 4.9377%  | 0.0000% | $6565498.00        | $5250703.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FA                                   | 2052-10-20      | 5.0177%  | 0.0000% | $35588871.00       | $26181140.56       | Agency Collateralized Mortgage Obligation |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565727.00        | $132164.86         | Agency Mortgage-Backed Securities         |
| GNRA 2023-085 FA                                   | 2053-06-20      | 5.1177%  | 0.0000% | $21384808.00       | $12128501.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 4.9177%  | 0.0000% | $20783660.00       | $11393221.14       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSD5419                               | 2054-05-01      | 6.5000%  | 0.0000% | $10000.00          | $7059.77           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5719                               | 2043-05-01      | 3.5000%  | 0.0000% | $195761.00         | $29037.09          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285                               | 2053-01-01      | 3.5000%  | 0.0000% | $562254.00         | $433223.21         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3190                               | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $184.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5913                               | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $874.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2862                               | 2040-02-01      | 4.5000%  | 0.0000% | $5859288.00        | $340436.37         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055                               | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $220.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2892                               | 2053-05-01      | 5.5000%  | 0.0000% | $14003.00          | $10290.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2359                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $740.49            | Agency Mortgage-Backed Securities         |
| FMAR 2B2779 G                                      | 2044-06-01      | 6.2450%  | 0.0000% | $166000.00         | $7411.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2016                               | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $20.16             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZS9227                               | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $153.51            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1780                               | 2037-12-01      | 6.5000%  | 0.0000% | $1016.00           | $6.00              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554                               | 2052-04-01      | 2.5000%  | 0.0000% | $225442.00         | $144369.72         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7721                               | 2050-04-01      | 6.5450%  | 0.0000% | $29576074.00       | $27714151.13       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4267                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $797.89            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $20974.35          | Agency Collateralized Mortgage Obligation |
| MNRA RC0052A2 R24M00                               | 2033-10-25      | 4.7150%  | 0.0000% | $1067.00           | $1077.23           | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8173                               | 2051-10-01      | 2.5000%  | 0.0000% | $1123027.00        | $690867.47         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS224713                               | 2031-02-01      | 5.4960%  | 0.0000% | $14994721.00       | $12730.04          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8156                               | 2051-07-01      | 2.5000%  | 0.0000% | $13000.00          | $7613.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5215                               | 2054-04-01      | 5.5000%  | 0.0000% | $1625000.00        | $1416514.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8251                               | 2052-08-01      | 5.5000%  | 0.0000% | $23000.00          | $16373.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5750                               | 2047-11-01      | 3.5000%  | 0.0000% | $29826016.00       | $9293600.13        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD5741                               | 2050-11-01      | 2.0000%  | 0.0000% | $5998000.00        | $4435828.34        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8045                               | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.28            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1841429.54        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1430%  | 0.0000% | $3396941.00        | $64794.69          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3800                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7138                               | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $649.63            | Agency Mortgage-Backed Securities         |
| FMAR 781222 G                                      | 2034-02-01      | 6.5000%  | 0.0000% | $4650000.00        | $20294.33          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.4550%  | 0.0000% | $3787919.00        | $3417724.79        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL8310                               | 2044-03-01      | 3.5000%  | 0.0000% | $610713.00         | $143415.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI6581                               | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $113.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO3251                               | 2049-11-01      | 3.0000%  | 0.0000% | $777000.00         | $339192.84         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $48268.00          | $43463.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ5458                               | 2041-11-01      | 4.5000%  | 0.0000% | $1143.00           | $131.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9059                               | 2053-03-01      | 5.5000%  | 0.0000% | $71640.00          | $61511.74          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8509                               | 2046-12-01      | 3.0000%  | 0.0000% | $5952343.00        | $1842734.97        | Agency Mortgage-Backed Securities         |
| GNRA 2023-048 EF                                   | 2053-03-20      | 4.9177%  | 0.0000% | $33961685.00       | $13856479.37       | Agency Collateralized Mortgage Obligation |
| GNAR AF 893497 C                                   | 2039-08-20      | 5.3750%  | 0.0000% | $1497049.00        | $40186.18          | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.0277%  | 0.0000% | $20956.00          | $9226.47           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ2296                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                               | 2053-11-01      | 5.0000%  | 0.0000% | $2348.00           | $2054.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6429                               | 2054-02-01      | 5.5000%  | 0.0000% | $1467341.00        | $1468108.74        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1507                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $657.61            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU1215                               | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.13            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $354348.00         | $318695.16         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.5370%  | 0.0000% | $6022000.00        | $66630.61          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0857                               | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $325813.78         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA6456                               | 2054-03-01      | 7.5000%  | 0.0000% | $1566646.00        | $1595829.27        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6225                               | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $333.05            | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.6250%  | 0.0000% | $7966310.00        | $6155046.74        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6269                               | 2053-05-01      | 4.5000%  | 0.0000% | $25011647.00       | $22196110.67       | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A45751 G                               | 2031-10-01      | 7.0000%  | 0.0000% | $11087945.00       | $120792.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6652                               | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $864.41            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1518                               | 2052-08-01      | 4.5000%  | 0.0000% | $89835.00          | $71636.20          | Agency Mortgage-Backed Securities         |
| FMAR 841294 G                                      | 2051-08-01      | 1.8540%  | 0.0000% | $1000.00           | $644.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1266                               | 2049-07-01      | 5.0000%  | 0.0000% | $1001.00           | $146.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9128                               | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $139.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9424                               | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $197.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $2870529.00        | $2835320.32        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4512                               | 2052-01-01      | 2.5000%  | 0.0000% | $1040.00           | $673.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5354                               | 2054-05-01      | 6.0000%  | 0.0000% | $70000.00          | $50841.99          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6916                               | 2053-08-01      | 5.5000%  | 0.0000% | $1840028.00        | $1827073.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0954                               | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $720.20            | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FC                                   | 2054-08-20      | 4.9777%  | 0.0000% | $147339.00         | $109411.97         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.2177%  | 0.0000% | $720199.00         | $234065.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.0677%  | 0.0000% | $70631015.00       | $50518192.62       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLBY9886                               | 2053-11-01      | 6.5000%  | 0.0000% | $6854372.00        | $4683062.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1542                               | 2055-04-01      | 6.0000%  | 0.0000% | $25257689.00       | $25070054.72       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9162                               | 2054-09-01      | 6.5000%  | 0.0000% | $310354.00         | $284908.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6952                               | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0548                               | 2053-12-01      | 6.0000%  | 0.0000% | $33066.00          | $23717.72          | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $11334386.00       | $11200385.84       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1374                               | 2052-11-01      | 4.5000%  | 0.0000% | $8000.00           | $6618.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV6479                               | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1358                               | 2054-04-01      | 6.5000%  | 0.0000% | $300000.00         | $260223.32         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5077                               | 2051-05-01      | 2.5000%  | 0.0000% | $49961.00          | $29052.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4033                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDD9495                               | 2040-07-01      | 5.5000%  | 0.0000% | $1063091.00        | $1069593.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6658                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6312                               | 2050-07-01      | 3.0000%  | 0.0000% | $1005.00           | $418.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8443                               | 2055-04-01      | 6.0000%  | 0.0000% | $1411136.00        | $1460270.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4157                               | 2055-11-01      | 6.5000%  | 0.0000% | $5000.00           | $5082.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA9006                               | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $258593.13         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1262                               | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $681.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4639                               | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $771.44            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1849251                               | 2036-01-01      | 6.0490%  | 0.0000% | $19415310.00       | $173113.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB6404                               | 2054-06-01      | 6.5000%  | 0.0000% | $500000.00         | $507500.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4963                               | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $733.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5098                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $704.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1098                               | 2052-03-01      | 3.0000%  | 0.0000% | $20099641.00       | $12508533.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2865                               | 2052-09-01      | 5.0000%  | 0.0000% | $5604616.00        | $4343339.15        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WZ889911                               | 2036-05-01      | 4.4860%  | 0.0000% | $1450000.00        | $18005.49          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.4590%  | 0.0000% | $33404163.00       | $266016.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932274                               | 2039-12-01      | 4.5000%  | 0.0000% | $1672572.00        | $66397.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0606                               | 2030-12-01      | 4.5000%  | 0.0000% | $2890000.00        | $71003.99          | Agency Mortgage-Backed Securities         |
| GNAR AR 080641 M                                   | 2032-10-20      | 4.7500%  | 0.0000% | $11874190.00       | $38791.75          | Agency Mortgage-Backed Securities         |
| GNRA 2025-140 FB                                   | 2055-08-20      | 4.9977%  | 0.0000% | $40832793.00       | $40838493.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FA                                   | 2053-11-20      | 5.8177%  | 0.0000% | $57017747.00       | $19181660.10       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBV7822                               | 2052-06-01      | 4.5000%  | 0.0000% | $1117220.00        | $993746.88         | Agency Mortgage-Backed Securities         |
| GNRA 2023-021 FB                                   | 2053-02-20      | 4.7977%  | 0.0000% | $1512.00           | $1015.17           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBC4729                               | 2046-10-01      | 3.0000%  | 0.0000% | $3500000.00        | $697893.15         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.3400%  | 0.0000% | $55977210.00       | $114025.36         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0438                               | 2055-05-01      | 6.0000%  | 0.0000% | $65000000.00       | $59497735.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3891                               | 2055-12-01      | 5.5000%  | 0.0000% | $4640832.00        | $4765690.49        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS313783                               | 2036-05-01      | 4.4070%  | 0.0000% | $3317.00           | $6.44              | Agency Mortgage-Backed Securities         |
| MNRA CL002A2 R25M002                               | 2030-04-25      | 4.6200%  | 0.0000% | $6651192.00        | $6809596.79        | Agency Collateralized Mortgage Obligation |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $254332.55         | Agency Collateralized Mortgage Obligation |
| GNII SF MA8491 M                                   | 2052-12-20      | 5.5000%  | 0.0000% | $1040.00           | $697.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5105                               | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $850.48            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4696                               | 2054-09-01      | 7.0000%  | 0.0000% | $1267712.00        | $941612.77         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2714                               | 2054-01-01      | 6.5000%  | 0.0000% | $996480.00         | $952015.09         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1191                               | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $852.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3868                               | 2055-09-01      | 6.5000%  | 0.0000% | $16779552.00       | $17566826.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO1444                               | 2049-10-01      | 3.0000%  | 0.0000% | $345000.00         | $93558.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2500                               | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $954.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2803                               | 2054-08-01      | 6.5000%  | 0.0000% | $1156218.00        | $1217057.12        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6184                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $504.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA3863                               | 2052-08-01      | 3.5000%  | 0.0000% | $1010.00           | $940.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1507                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $707.93            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4036                               | 2031-01-01      | 5.2600%  | 0.0000% | $1847000.00        | $1937407.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6339                               | 2055-04-01      | 6.0000%  | 0.0000% | $1403084.00        | $1367681.82        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ5579                               | 2031-01-01      | 4.5700%  | 0.0000% | $10011000.00       | $10230754.79       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.4450%  | 0.0000% | $218000.00         | $43492.54          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5944                               | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX1297                               | 2054-12-01      | 6.5000%  | 0.0000% | $1015.00           | $1063.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2960                               | 2049-01-01      | 4.5000%  | 0.0000% | $300000.00         | $21471.72          | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FB                                   | 2054-04-20      | 4.9477%  | 0.0000% | $11414805.00       | $6885696.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 KF                                   | 2053-02-20      | 4.8177%  | 0.0000% | $1629.00           | $1183.44           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 4.8177%  | 0.0000% | $35798947.00       | $26089526.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.9177%  | 0.0000% | $19920321.00       | $12775934.47       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ4026                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4591                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1317                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $944.63            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2289                               | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1027.39           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2638                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $697.51            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2041                               | 2051-08-01      | 2.0000%  | 0.0000% | $910042.00         | $596223.60         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.3460%  | 0.0000% | $2478297.00        | $20547.45          | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M                                   | 2055-09-20      | 5.0000%  | 0.0000% | $9987990.00        | $9979219.89        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD0957                               | 2051-11-01      | 3.0000%  | 0.0000% | $230000.00         | $151466.24         | Agency Mortgage-Backed Securities         |
| MNRA CL013A2 R18M013                               | 2030-09-25      | 3.7500%  | 0.0000% | $2410.00           | $1696.19           | Agency Collateralized Mortgage Obligation |
| FNRM CL043DV R25F043                               | 2036-06-25      | 5.0000%  | 0.0000% | $1000.00           | $977.85            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBM4798                               | 2041-07-01      | 5.5000%  | 0.0000% | $680000.00         | $168550.75         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2052-09-25      | 4.5242%  | 0.0000% | $1314.00           | $873.64            | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBL0222                               | 2029-06-01      | 3.7600%  | 0.0000% | $10678085.00       | $10662936.35       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HY387969                               | 2028-08-01      | 3.6500%  | 0.0000% | $5311.00           | $5295.07           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7720                               | 2050-11-01      | 6.2900%  | 0.0000% | $3576109.00        | $3325768.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5192                               | 2053-11-01      | 6.5000%  | 0.0000% | $359000.00         | $202759.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5316                               | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $696.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9785                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $808.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6539                               | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $822.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951                               | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $788.10            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1329237.00        | $1338635.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ0062                               | 2053-10-01      | 5.0000%  | 0.0000% | $425000.00         | $375325.56         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0385                               | 2034-02-01      | 4.7600%  | 0.0000% | $5000.00           | $5137.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6370                               | 2053-10-01      | 5.0000%  | 0.0000% | $6669376.00        | $5547029.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3291                               | 2052-12-01      | 5.5000%  | 0.0000% | $3623810.00        | $2598617.22        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $7297000.00        | $7633515.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1567                               | 2052-04-01      | 3.5000%  | 0.0000% | $35000.00          | $24040.50          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1717                               | 2054-06-01      | 6.0000%  | 0.0000% | $742503.00         | $540084.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2807                               | 2048-12-01      | 5.0000%  | 0.0000% | $1010.00           | $221.24            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFM7438                               | 2038-11-01      | 7.5000%  | 0.0000% | $1500000.00        | $631830.56         | Agency Mortgage-Backed Securities         |
| FMAR 841840 G                                      | 2038-07-01      | 6.3190%  | 0.0000% | $3826540.00        | $2978656.70        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1955                               | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $90.83             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8141                               | 2051-04-01      | 2.5000%  | 0.0000% | $1045130.00        | $579350.10         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548                               | 2051-11-01      | 2.5000%  | 0.0000% | $12629.00          | $7773.60           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7549                               | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $616.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7509                               | 2049-11-01      | 3.0000%  | 0.0000% | $1006.00           | $341.13            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151                               | 2051-06-01      | 2.5000%  | 0.0000% | $376841.00         | $217023.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6156                               | 2053-05-01      | 4.5000%  | 0.0000% | $1008.00           | $851.54            | Agency Mortgage-Backed Securities         |
| FMAR 842017 G                                      | 2043-10-01      | 6.5380%  | 0.0000% | $8882254.00        | $8689710.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4339                               | 2038-05-01      | 5.5000%  | 0.0000% | $1001.00           | $8.65              | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $5043704.00        | $5198194.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0840                               | 2031-12-01      | 6.5000%  | 0.0000% | $4933.00           | $34.45             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1544                               | 2048-12-01      | 3.5000%  | 0.0000% | $700000.00         | $61734.16          | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WNWN1597                               | 2035-03-01      | 4.4500%  | 0.0000% | $25235450.00       | $25219257.24       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235                               | 2052-08-01      | 3.0000%  | 0.0000% | $109417.00         | $79774.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001                               | 2049-07-01      | 3.5000%  | 0.0000% | $136999.00         | $12310.01          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3720                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $811.99            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8160                               | 2051-08-01      | 2.0000%  | 0.0000% | $5799974.00        | $3564392.11        | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN1704                               | 2035-09-01      | 4.4000%  | 0.0000% | $1000.00           | $989.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178                               | 2051-11-01      | 2.5000%  | 0.0000% | $1055002.00        | $664191.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4267                               | 2053-10-01      | 6.5000%  | 0.0000% | $1121884.00        | $1133786.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8477                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $632.51            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178                               | 2051-11-01      | 2.5000%  | 0.0000% | $5403975.00        | $3402150.95        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8023                               | 2049-11-01      | 2.5000%  | 0.0000% | $449863.00         | $95511.38          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844237                               | 2035-11-01      | 5.6590%  | 0.0000% | $1756000.00        | $9560.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1161                               | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4003                               | 2055-04-01      | 5.5000%  | 0.0000% | $863426.00         | $874475.87         | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 DF                                   | 2053-01-20      | 4.8677%  | 0.0000% | $20513946.00       | $15563060.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA                                   | 2055-07-20      | 5.0677%  | 0.0000% | $10749000.00       | $10566291.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 FL                                   | 2055-06-20      | 5.0677%  | 0.0000% | $7586241.00        | $7300125.88        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQZ9246                               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4452                               | 2055-06-01      | 7.5000%  | 0.0000% | $1604674.00        | $1737001.01        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV1391                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $722.48            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $100143.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3231                               | 2055-09-01      | 6.5000%  | 0.0000% | $4911304.00        | $3502905.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1619                               | 2055-04-01      | 5.5000%  | 0.0000% | $1172.00           | $1187.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0205                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8140                               | 2054-03-01      | 5.5000%  | 0.0000% | $1030.00           | $883.65            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBW6966                               | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1205440.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW1392                               | 2052-12-01      | 3.0000%  | 0.0000% | $8001.00           | $6424.48           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $307244.00         | $242408.43         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2526                               | 2052-04-01      | 2.5000%  | 0.0000% | $925772.00         | $775519.45         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $6451714.00        | $6408773.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0658                               | 2054-10-01      | 4.5000%  | 0.0000% | $6397000.00        | $5935538.65        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $448507.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0243                               | 2054-12-01      | 5.5000%  | 0.0000% | $1075000.00        | $1035031.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT9390                               | 2051-11-01      | 3.0000%  | 0.0000% | $4795793.00        | $3018236.81        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9600%  | 0.0000% | $243953.00         | $165374.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8508                               | 2054-05-01      | 6.5000%  | 0.0000% | $677011.00         | $506710.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8712                               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.09           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF1317                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $724.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281                               | 2051-03-01      | 2.0000%  | 0.0000% | $300695.00         | $169370.86         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1793                               | 2055-10-01      | 6.0000%  | 0.0000% | $1025154.00        | $1057685.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889060                               | 2038-01-01      | 6.0000%  | 0.0000% | $42120000.00       | $641259.72         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3676                               | 2055-11-01      | 5.0000%  | 0.0000% | $7000.00           | $7025.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0439                               | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $952.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3703                               | 2055-08-01      | 6.0000%  | 0.0000% | $6414328.00        | $6397737.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG5606                               | 2053-03-01      | 6.0000%  | 0.0000% | $6259064.00        | $4747685.40        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ5533                               | 2035-12-01      | 4.4650%  | 0.0000% | $37135700.00       | $37101566.09       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC5391                               | 2054-12-01      | 6.5000%  | 0.0000% | $1347544.00        | $1096268.92        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7559                               | 2052-06-01      | 4.0000%  | 0.0000% | $623112.00         | $439397.25         | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8080793.13        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0661                               | 2041-04-01      | 5.1300%  | 0.0000% | $393588.00         | $395462.34         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243                               | 2052-09-01      | 3.5000%  | 0.0000% | $157512.00         | $120987.26         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191                               | 2052-01-01      | 3.5000%  | 0.0000% | $15999.00          | $9432.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8255                               | 2052-10-01      | 3.5000%  | 0.0000% | $923059.00         | $711810.32         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2296                               | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $514.29            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237                               | 2052-08-01      | 4.0000%  | 0.0000% | $262546.00         | $203671.36         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAQ8314                               | 2042-12-01      | 6.1070%  | 0.0000% | $1000000.00        | $22413.28          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN6639                               | 2049-05-01      | 5.0000%  | 0.0000% | $7432227.00        | $1767016.85        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6132                               | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $618.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY2993                               | 2053-05-01      | 6.5000%  | 0.0000% | $1200067.00        | $1217413.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1727                               | 2049-09-01      | 5.0000%  | 0.0000% | $7711537.00        | $1432186.84        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3676                               | 2047-06-01      | 3.0000%  | 0.0000% | $613610.00         | $252746.54         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD681869                               | 2033-03-01      | 6.3750%  | 0.0000% | $20611111.00       | $102342.95         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDB1917                               | 2054-07-01      | 7.5000%  | 0.0000% | $23548.00          | $25080.99          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7030                               | 2052-06-01      | 2.4710%  | 0.0000% | $75000.00          | $49381.12          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ8797                               | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $952.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $27648.00          | $25297.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $12802.00          | $13163.26          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1283                               | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $966.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0118                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $907.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ9968                               | 2055-11-01      | 6.5000%  | 0.0000% | $294114.00         | $311934.47         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1934                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.21           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01840 G                               | 2035-07-01      | 5.0000%  | 0.0000% | $1113.00           | $9.87              | Agency Mortgage-Backed Securities         |
| FMAR 841999 G                                      | 2055-08-01      | 5.1870%  | 0.0000% | $867509.00         | $863356.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8317                               | 2053-04-01      | 6.0000%  | 0.0000% | $248173.00         | $172987.48         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5368                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $775.18            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $2008.00           | $1287.63           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8211                               | 2052-05-01      | 2.0000%  | 0.0000% | $390001.00         | $259941.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1805                               | 2052-11-01      | 5.0000%  | 0.0000% | $1008.00           | $714.63            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0778                               | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $646.07            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8166                               | 2051-09-01      | 2.0000%  | 0.0000% | $52000.00          | $32198.36          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT0717                               | 2033-10-01      | 3.5000%  | 0.0000% | $745996.00         | $56804.59          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4692                               | 2046-12-01      | 2.5000%  | 0.0000% | $35629.00          | $8922.35           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 ZLZT2475                               | 2048-12-15      | 4.5000%  | 0.0000% | $1024.00           | $904.38            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1240                               | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.82            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4781                               | 2048-07-01      | 4.5000%  | 0.0000% | $499999.00         | $44014.63          | Agency Mortgage-Backed Securities         |
| FMAR 781541 G                                      | 2034-04-01      | 6.5000%  | 0.0000% | $1361.00           | $8.07              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $166363.67         | Agency Mortgage-Backed Securities         |
| FNRM CL011AL R16M011                               | 2039-07-25      | 2.9440%  | 0.0000% | $1519.00           | $86.24             | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLZS2760                               | 2038-11-01      | 7.0000%  | 0.0000% | $1100000.00        | $9260.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0063                               | 2055-11-01      | 5.0000%  | 0.0000% | $8727000.00        | $8693018.58        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6524                               | 2053-06-01      | 5.5000%  | 0.0000% | $6874992.00        | $5555453.90        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW9741                               | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $730.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M                                   | 2053-03-20      | 5.5000%  | 0.0000% | $7447739.00        | $5157895.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7230                               | 2053-10-01      | 5.0000%  | 0.0000% | $173000.00         | $162319.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5396                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $816.55            | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2690%  | 0.0000% | $164258.00         | $144388.13         | Agency Mortgage-Backed Securities         |
| FMAR 1L1443 G                                      | 2034-08-01      | 6.6220%  | 0.0000% | $3600000.00        | $30562.81          | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G06448 G                               | 2032-08-01      | 8.0000%  | 0.0000% | $4964380.00        | $177655.52         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4700                               | 2054-01-01      | 6.0000%  | 0.0000% | $8247456.00        | $6734440.68        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0522                               | 2048-09-01      | 4.5000%  | 0.0000% | $140000.00         | $16404.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277                               | 2052-12-01      | 5.5000%  | 0.0000% | $84003.00          | $64802.51          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0074                               | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $178.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC7017                               | 2054-12-01      | 5.5000%  | 0.0000% | $125914.00         | $120611.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8468                               | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $915.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1333                               | 2054-09-01      | 6.0000%  | 0.0000% | $710340.00         | $613260.40         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8274                               | 2052-12-01      | 4.0000%  | 0.0000% | $2118000.00        | $1702406.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.44            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB830613                               | 2035-06-01      | 5.8920%  | 0.0000% | $63892636.00       | $539737.24         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1854                               | 2054-09-01      | 6.0000%  | 0.0000% | $8300000.00        | $7638753.47        | Agency Mortgage-Backed Securities         |
| FKAR 02.770 WNWN0077                               | 2040-03-01      | 2.7700%  | 0.0000% | $1847862.00        | $1459863.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6271                               | 2055-04-01      | 6.0000%  | 0.0000% | $5408375.00        | $4168819.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1016                               | 2050-04-01      | 5.5000%  | 0.0000% | $6570072.00        | $3550397.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3643                               | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $227.38            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN6433                               | 2047-09-01      | 3.4200%  | 0.0000% | $1192762.00        | $899604.98         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2036-07-25      | 5.0000%  | 0.0000% | $133420.00         | $132056.39         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQF7655                               | 2053-02-01      | 5.5000%  | 0.0000% | $9815.00           | $8572.62           | Agency Mortgage-Backed Securities         |
| GNAR AF 082906 M                                   | 2041-08-20      | 5.3750%  | 0.0000% | $985000.00         | $25913.26          | Agency Mortgage-Backed Securities         |
| GNII SP 785360 C                                   | 2051-03-20      | 2.0000%  | 0.0000% | $4699880.00        | $2757595.67        | Agency Mortgage-Backed Securities         |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.0177%  | 0.0000% | $2826865.00        | $2186553.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3175751.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.0177%  | 0.0000% | $2730817.00        | $1876629.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.5677%  | 0.0000% | $1555670.00        | $1063038.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.0277%  | 0.0000% | $28633436.00       | $18702911.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.3177%  | 0.0000% | $66093884.00       | $21748876.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 FB                                   | 2055-05-20      | 5.6677%  | 0.0000% | $79193810.00       | $77469959.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $4023980.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 FA                                   | 2054-02-20      | 5.1177%  | 0.0000% | $129481.00         | $54056.02          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-123 MF                                   | 2053-08-20      | 4.9177%  | 0.0000% | $19757626.00       | $11434863.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 4.9177%  | 0.0000% | $41906903.00       | $35463588.25       | Agency Collateralized Mortgage Obligation |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $316429.00         | $11371.51          | Agency Mortgage-Backed Securities         |
| GNRA 2025-203 FA                                   | 2055-11-20      | 5.3177%  | 0.0000% | $100000000.00      | $99910147.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.2177%  | 0.0000% | $32586988.00       | $29649440.00       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD0670                               | 2051-09-01      | 3.0000%  | 0.0000% | $640000.00         | $384734.44         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1275                               | 2052-07-01      | 4.5000%  | 0.0000% | $2094812.00        | $1503318.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8775                               | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $163.75            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI3039                               | 2035-05-01      | 6.0000%  | 0.0000% | $191188.00         | $7864.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6364                               | 2037-08-01      | 6.5000%  | 0.0000% | $1003.00           | $10.94             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7982                               | 2044-04-01      | 4.5000%  | 0.0000% | $1589000.00        | $250896.25         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8236                               | 2052-08-01      | 3.5000%  | 0.0000% | $74002.00          | $56463.12          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4599                               | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $126.82            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK4565                               | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $23.76             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8225                               | 2052-07-01      | 3.0000%  | 0.0000% | $11792100.00       | $8680730.54        | Agency Mortgage-Backed Securities         |
| FMAR 1B7420 G                                      | 2035-07-01      | 6.5820%  | 0.0000% | $781501.00         | $12393.89          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $248058.24         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189                               | 2052-01-01      | 2.5000%  | 0.0000% | $14000.00          | $8980.09           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177                               | 2051-11-01      | 2.0000%  | 0.0000% | $2595000.00        | $1640683.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5732                               | 2054-04-01      | 5.0000%  | 0.0000% | $2372991.00        | $2094818.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE2909                               | 2055-07-01      | 6.5000%  | 0.0000% | $5103777.00        | $5130748.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5277                               | 2055-08-01      | 6.0000%  | 0.0000% | $3807616.00        | $3570311.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH7102                               | 2048-01-01      | 3.5000%  | 0.0000% | $1201856.00        | $399639.51         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4909                               | 2047-11-01      | 4.5000%  | 0.0000% | $3051103.00        | $464728.60         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3757                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $98.51             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $710.48            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2199                               | 2041-10-01      | 4.0000%  | 0.0000% | $941999.00         | $73624.30          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7563                               | 2053-05-01      | 4.5000%  | 0.0000% | $2583864.00        | $1974592.32        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221                               | 2052-06-01      | 3.5000%  | 0.0000% | $6999.00           | $5170.38           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG6225                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $818.48            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8175                               | 2051-10-01      | 3.5000%  | 0.0000% | $88000.00          | $45903.48          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7509                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $881.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6267                               | 2054-08-01      | 6.0000%  | 0.0000% | $18020.00          | $14067.88          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6836                               | 2053-10-01      | 2.5000%  | 0.0000% | $785000.00         | $612674.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8168                               | 2051-09-01      | 3.0000%  | 0.0000% | $55000.00          | $30716.07          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3929                               | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $302.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8167                               | 2038-09-01      | 5.5000%  | 0.0000% | $1637.00           | $5.23              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0507                               | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $430.66            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $137940.00         | $73982.35          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8122                               | 2050-12-01      | 2.5000%  | 0.0000% | $13528380.00       | $6317696.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $183.33            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4815                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $762.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0447                               | 2055-01-01      | 6.5000%  | 0.0000% | $1231877.00        | $1267266.46        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7927                               | 2052-09-01      | 4.5000%  | 0.0000% | $3054000.00        | $2319562.58        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8202                               | 2052-03-01      | 3.5000%  | 0.0000% | $38000.00          | $25606.30          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8744                               | 2055-09-01      | 6.0000%  | 0.0000% | $1299950.00        | $1277306.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226                               | 2052-07-01      | 3.5000%  | 0.0000% | $57135.00          | $42698.80          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206                               | 2052-04-01      | 3.0000%  | 0.0000% | $720002.00         | $501295.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7555                               | 2052-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $735053.76         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8108                               | 2050-11-01      | 3.0000%  | 0.0000% | $88984.00          | $31641.11          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC0717                               | 2051-04-01      | 3.0000%  | 0.0000% | $14000.00          | $7834.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4613                               | 2052-09-01      | 4.5000%  | 0.0000% | $63979.00          | $50637.43          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC8223                               | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $530.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4000                               | 2041-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1369333.36        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2768                               | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1302.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1948                               | 2055-07-01      | 6.5000%  | 0.0000% | $8086.00           | $7807.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE1335                               | 2055-06-01      | 6.5000%  | 0.0000% | $4462201.00        | $4553938.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877                               | 2055-11-01      | 4.5000%  | 0.0000% | $2024.00           | $1974.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA0918                               | 2034-09-01      | 5.5000%  | 0.0000% | $2008.00           | $38.46             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $3494592.00        | $2668686.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888090                               | 2037-01-01      | 5.5000%  | 0.0000% | $1011.00           | $5.18              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1702                               | 2055-12-01      | 5.5000%  | 0.0000% | $3133912.00        | $3217791.57        | Agency Mortgage-Backed Securities         |
| FNRM CL068AV R25F068                               | 2036-07-25      | 5.5000%  | 0.0000% | $1006.00           | $1011.57           | Agency Collateralized Mortgage Obligation |
| FNRM CL068AC R25F068                               | 2052-01-25      | 5.5000%  | 0.0000% | $1151910.00        | $1038681.63        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCB4160                               | 2052-07-01      | 4.5000%  | 0.0000% | $7001.00           | $5664.98           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3210                               | 2037-03-01      | 2.5000%  | 0.0000% | $503611.00         | $335068.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3888                               | 2052-02-01      | 2.5000%  | 0.0000% | $14001.00          | $9734.15           | Agency Mortgage-Backed Securities         |
| FNRM CL003A2 R16M003                               | 2026-02-25      | 2.7020%  | 0.0000% | $1413.00           | $317.10            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFS2619                               | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $797.58            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $5237478.00        | $4430982.56        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0396                               | 2034-01-01      | 4.6900%  | 0.0000% | $23670.00          | $23731.25          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1968                               | 2055-09-01      | 6.0000%  | 0.0000% | $1814350.00        | $1860220.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5395                               | 2053-01-01      | 5.5000%  | 0.0000% | $7458864.00        | $5594835.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8083                               | 2052-10-01      | 5.0000%  | 0.0000% | $42245500.00       | $32778609.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0152                               | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1013.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5689                               | 2055-06-01      | 5.5000%  | 0.0000% | $1102924.00        | $1095906.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7402                               | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $700.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1280                               | 2055-08-01      | 6.0000%  | 0.0000% | $4720513.00        | $4920402.25        | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 AF                                   | 2055-06-20      | 5.3177%  | 0.0000% | $1062.00           | $944.27            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAS9746                               | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $218.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5575                               | 2055-12-01      | 6.0000%  | 0.0000% | $127100.00         | $132527.04         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS745862                               | 2035-04-01      | 6.3890%  | 0.0000% | $2600000.00        | $23128.52          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495                               | 2041-07-01      | 6.0000%  | 0.0000% | $1001.00           | $273.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4917                               | 2053-02-01      | 4.5000%  | 0.0000% | $1056.00           | $856.13            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $7305823.00        | $6672981.30        | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 KF                                   | 2054-10-20      | 4.9377%  | 0.0000% | $28126179.00       | $23631135.38       | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HXBZ5745                               | 2030-12-01      | 3.9000%  | 0.0000% | $834000.00         | $828841.71         | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FA                                   | 2053-05-20      | 4.9177%  | 0.0000% | $71540463.00       | $27800375.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-139 FB                                   | 2052-08-20      | 4.9177%  | 0.0000% | $4767448.00        | $3554167.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 4.8277%  | 0.0000% | $40000000.00       | $27390945.80       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFA3865                               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.71           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5900%  | 0.0000% | $288404.00         | $14230.56          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4673                               | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $976.57            | Agency Mortgage-Backed Securities         |
| GNAR AF MB0754 M                                   | 2055-11-20      | 4.0000%  | 0.0000% | $482863.00         | $478110.55         | Agency Mortgage-Backed Securities         |
| GNII ET DI0245 C                                   | 2065-04-20      | 7.0000%  | 0.0000% | $2663065.00        | $2233255.82        | Agency Mortgage-Backed Securities         |
| GNRA 2023-079 FG                                   | 2053-06-20      | 5.0677%  | 0.0000% | $2711049.00        | $1084300.76        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX JUBM1943                               | 2048-05-01      | 5.8730%  | 0.0000% | $3768520.00        | $916847.94         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $17125000.00       | $15381538.00       | Agency Mortgage-Backed Securities         |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.5177%  | 0.0000% | $35453179.00       | $24386511.74       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-061 DY                                   | 2054-04-20      | 5.7500%  | 0.0000% | $1215223.00        | $1249363.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.0477%  | 0.0000% | $27063952.00       | $17799646.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 4.8177%  | 0.0000% | $12994709.00       | $8378705.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 4.8177%  | 0.0000% | $33329411.00       | $17701995.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $8757621.00        | $6050765.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 LF                                   | 2053-02-20      | 4.8277%  | 0.0000% | $5457347.00        | $3980872.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 4.9177%  | 0.0000% | $71784990.00       | $30027708.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-153 YF                                   | 2052-09-20      | 4.8677%  | 0.0000% | $966360.00         | $735649.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.2177%  | 0.0000% | $12352301.00       | $9141116.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                   | 2053-12-20      | 5.1677%  | 0.0000% | $3576362.00        | $1624396.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 PF                                   | 2054-12-20      | 4.9177%  | 0.0000% | $11071.00          | $9492.69           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.4177%  | 0.0000% | $29129342.00       | $9742577.91        | Agency Collateralized Mortgage Obligation |
| GNAR FT 082415 M                                   | 2039-10-20      | 5.8750%  | 0.0000% | $22506.00          | $355.02            | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M                                   | 2055-01-20      | 5.5000%  | 0.0000% | $102775.00         | $88563.96          | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M                                   | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $915.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1129                               | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $212.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3181                               | 2037-11-01      | 3.5000%  | 0.0000% | $2494000.00        | $325465.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325                               | 2051-05-01      | 2.0000%  | 0.0000% | $32594941.00       | $19259856.83       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0714                               | 2048-10-01      | 5.0000%  | 0.0000% | $449913.00         | $42001.64          | Agency Mortgage-Backed Securities         |
| FMAR 847561 G                                      | 2035-10-01      | 6.3620%  | 0.0000% | $1275000.00        | $12711.26          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7523                               | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $482.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF5634                               | 2053-01-01      | 5.5000%  | 0.0000% | $22526375.00       | $17260220.79       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7551                               | 2052-01-02      | 3.0000%  | 0.0000% | $49324.00          | $31020.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2926                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $716.60            | Agency Mortgage-Backed Securities         |
| FMAR 848021 G                                      | 2033-10-01      | 6.2870%  | 0.0000% | $8083638.00        | $88829.45          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05806 G                               | 2038-12-01      | 7.0000%  | 0.0000% | $9951296.00        | $410446.85         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1658                               | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1414.04           | Agency Mortgage-Backed Securities         |
| FMAR 841951 G                                      | 2050-06-01      | 6.2540%  | 0.0000% | $1986458.00        | $1805620.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8982                               | 2055-09-01      | 6.5000%  | 0.0000% | $5353878.00        | $5369998.32        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6491                               | 2054-01-01      | 4.0000%  | 0.0000% | $16930071.00       | $14650221.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6143                               | 2054-07-01      | 6.0000%  | 0.0000% | $955783.00         | $782768.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3180                               | 2053-06-01      | 6.5000%  | 0.0000% | $651000.00         | $500852.44         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB762328                               | 2034-03-01      | 6.1970%  | 0.0000% | $4655670.00        | $12741.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                               | 2053-11-01      | 5.0000%  | 0.0000% | $80998412.00       | $70878858.49       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5663                               | 2054-06-01      | 5.5000%  | 0.0000% | $2308032.00        | $2009306.84        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0730                               | 2051-09-01      | 2.0000%  | 0.0000% | $164299.00         | $98064.08          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254                               | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $764.54            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735815                               | 2034-03-01      | 6.1090%  | 0.0000% | $4500000.00        | $34734.07          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA2572                               | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $257.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3136                               | 2053-06-01      | 5.5000%  | 0.0000% | $9979.00           | $8335.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6955                               | 2055-04-01      | 6.5000%  | 0.0000% | $1444362.00        | $1509457.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2493                               | 2053-03-01      | 6.0000%  | 0.0000% | $2499160.00        | $2002421.77        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016                               | 2049-10-01      | 3.0000%  | 0.0000% | $89000.00          | $13196.06          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1757                               | 2054-10-01      | 6.0000%  | 0.0000% | $1454550.00        | $333074.02         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD6410                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $788.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8824                               | 2052-06-01      | 3.0000%  | 0.0000% | $2725000.00        | $2216846.50        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3295                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $659.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4618                               | 2052-04-01      | 4.0000%  | 0.0000% | $24000.00          | $15737.29          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2400                               | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $696.47            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9107                               | 2051-02-01      | 2.5000%  | 0.0000% | $33403226.00       | $19426023.44       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232                               | 2036-11-01      | 2.0000%  | 0.0000% | $199000.00         | $112055.53         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3615                               | 2052-05-01      | 4.0000%  | 0.0000% | $2024.00           | $1486.21           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1186                               | 2051-07-01      | 2.0000%  | 0.0000% | $8774989.00        | $5307448.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0128                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $973.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9701                               | 2055-03-01      | 6.0000%  | 0.0000% | $3510250.00        | $3215848.41        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW9618                               | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $787.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0064                               | 2055-11-01      | 5.5000%  | 0.0000% | $14506096.00       | $14554638.32       | Agency Mortgage-Backed Securities         |

### Security 689: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.830000%
- **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: ARP1DUXD7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DUXD7
- **C.18 - Value (incl. sponsor support):** $6668000000.00
- **C.18.a - Value (excl. sponsor support):** $6668000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLRJ3052 | 2054-12-01      | 5.0000%  | 0.0000% | $96279376.00       | $90421435.64       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0536 | 2055-11-01      | 5.5000%  | 0.0000% | $6572937.00        | $6718457.44        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0052 | 2040-12-01      | 4.0000%  | 0.0000% | $2666111.00        | $2643340.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $249166205.00      | $249999999.60      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7818 | 2055-10-01      | 6.0000%  | 0.0000% | $13829939.00       | $14395392.43       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8041 | 2055-11-01      | 5.5000%  | 0.0000% | $1037427.00        | $1070391.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4793 | 2055-09-01      | 6.5000%  | 0.0000% | $3423341.00        | $3565813.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4782 | 2055-09-01      | 6.5000%  | 0.0000% | $47313882.00       | $44155333.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6351 | 2055-10-01      | 6.0000%  | 0.0000% | $1009990.00        | $1003296.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7413 | 2055-11-01      | 5.5000%  | 0.0000% | $2613337.00        | $2692054.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3471 | 2055-09-01      | 6.0000%  | 0.0000% | $69241948.00       | $71263818.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9827 | 2055-11-01      | 5.5000%  | 0.0000% | $2972842.00        | $3075798.76        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $106180250.00      | $101294779.90      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5486 | 2055-12-01      | 4.5000%  | 0.0000% | $7549437.00        | $7488724.43        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9880 | 2055-04-01      | 6.5000%  | 0.0000% | $1208291.00        | $961297.15         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4731 | 2051-03-01      | 1.5000%  | 0.0000% | $732739.00         | $392731.47         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5052 | 2051-04-01      | 2.0000%  | 0.0000% | $1200000.00        | $706902.27         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7467 | 2055-07-01      | 6.5000%  | 0.0000% | $50914625.00       | $51234677.89       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX4182 | 2054-11-01      | 5.0000%  | 0.0000% | $17182846.00       | $13612780.28       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8913 | 2055-07-01      | 6.0000%  | 0.0000% | $1298500.00        | $1346531.82        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9896 | 2055-08-01      | 6.5000%  | 0.0000% | $17171450.00       | $17332778.90       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2235 | 2054-11-01      | 5.0000%  | 0.0000% | $1356991.00        | $1343958.61        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2125.66           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2925 | 2039-12-01      | 5.0000%  | 0.0000% | $2108398.00        | $1990769.18        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQO0278 | 2037-05-01      | 1.5000%  | 0.0000% | $237337.00         | $139595.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3945 | 2040-07-01      | 5.5000%  | 0.0000% | $2523829.00        | $2546378.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO4090 | 2040-09-01      | 6.5000%  | 0.0000% | $1013341.00        | $1049730.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3939 | 2040-07-01      | 5.5000%  | 0.0000% | $1770276.00        | $1792408.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3991 | 2040-08-01      | 5.5000%  | 0.0000% | $1006990.00        | $949067.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3418 | 2040-04-01      | 5.0000%  | 0.0000% | $1011444.00        | $1000499.31        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO4340 | 2040-10-01      | 3.5000%  | 0.0000% | $278575.00         | $269069.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3874 | 2040-07-01      | 5.0000%  | 0.0000% | $2813362.00        | $2781425.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4651 | 2040-12-01      | 5.0000%  | 0.0000% | $1055100.00        | $1075489.46        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  | 0.0000% | $2100000.00        | $1081152.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6242 | 2053-06-01      | 5.0000%  | 0.0000% | $157875.00         | $123907.05         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1838.68           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5139 | 2041-12-01      | 2.5000%  | 0.0000% | $1880000.00        | $1166623.01        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1852 | 2051-06-01      | 2.5000%  | 0.0000% | $974296.00         | $675775.36         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD4645 | 2051-04-01      | 1.5000%  | 0.0000% | $39623146.00       | $27251637.21       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  | 0.0000% | $1389078.00        | $966996.45         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  | 0.0000% | $749130.00         | $564691.98         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $147000.00         | $93241.40          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2864 | 2052-03-01      | 3.0000%  | 0.0000% | $1263049.00        | $890749.33         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6866 | 2052-02-01      | 3.0000%  | 0.0000% | $17810404.00       | $11249329.13       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD4681 | 2052-04-01      | 1.5000%  | 0.0000% | $549000.00         | $386012.73         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7106 | 2054-11-01      | 6.0000%  | 0.0000% | $10288343.00       | $9312586.89        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $163000.00         | $124619.91         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8108 | 2036-10-01      | 2.0000%  | 0.0000% | $55000.00          | $30552.19          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $148000.00         | $73769.00          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9565 | 2037-02-01      | 2.0000%  | 0.0000% | $868000.00         | $593651.68         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2788 | 2050-06-01      | 2.5000%  | 0.0000% | $1260000.00        | $526955.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7706 | 2052-07-01      | 5.0000%  | 0.0000% | $5643000.00        | $3978341.32        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5663 | 2051-08-01      | 3.0000%  | 0.0000% | $69037.00          | $39453.06          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $166863.00         | $116105.73         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5517 | 2051-06-01      | 2.5000%  | 0.0000% | $20416867.00       | $13548274.84       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC6921 | 2051-09-01      | 2.5000%  | 0.0000% | $1545119.00        | $1052359.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5301 | 2044-07-01      | 5.5000%  | 0.0000% | $45000.00          | $29958.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8791 | 2053-04-01      | 5.0000%  | 0.0000% | $400000.00         | $327835.53         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5559 | 2051-07-01      | 2.5000%  | 0.0000% | $799618.00         | $531784.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7944 | 2052-09-01      | 5.5000%  | 0.0000% | $4908000.00        | $4117629.47        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5049 | 2031-02-01      | 1.5000%  | 0.0000% | $59965396.00       | $20201755.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $15000.00          | $13670.11          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5383 | 2045-12-01      | 4.5000%  | 0.0000% | $76222420.00       | $75678115.70       | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  | 0.0000% | $300000.00         | $218842.80         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8188 | 2052-11-01      | 4.5000%  | 0.0000% | $525000.00         | $423681.51         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7177 | 2052-04-01      | 2.5000%  | 0.0000% | $727921.00         | $519193.54         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4224 | 2052-06-01      | 3.0000%  | 0.0000% | $716688.00         | $525537.28         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE4385 | 2052-06-01      | 4.0000%  | 0.0000% | $817000.00         | $561296.54         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD0350 | 2051-11-01      | 2.0000%  | 0.0000% | $40000.00          | $25384.36          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD5491 | 2052-01-01      | 3.0000%  | 0.0000% | $255000.00         | $135194.64         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  | 0.0000% | $19988998.00       | $15709128.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $165000.00         | $150263.02         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0895 | 2052-10-01      | 5.0000%  | 0.0000% | $117196.00         | $91938.13          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD7217 | 2054-08-01      | 7.0000%  | 0.0000% | $42160000.00       | $37756055.06       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3374 | 2052-11-01      | 4.5000%  | 0.0000% | $20700000.00       | $16258923.30       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0453 | 2052-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $923504.86         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3552 | 2052-11-01      | 5.0000%  | 0.0000% | $2039562.00        | $1753612.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6279 | 2054-03-01      | 5.5000%  | 0.0000% | $6910910.00        | $5956459.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  | 0.0000% | $800000.00         | $659483.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8558 | 2039-02-01      | 5.0000%  | 0.0000% | $29737325.00       | $843516.01         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0019 | 2034-06-01      | 3.5000%  | 0.0000% | $1663000.00        | $200948.31         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $1511694.00        | $129224.20         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM8305 | 2048-09-01      | 5.0000%  | 0.0000% | $570000.00         | $65170.35          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB0897 | 2038-07-01      | 5.5000%  | 0.0000% | $300000.00         | $192189.25         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8118 | 2036-09-01      | 1.5000%  | 0.0000% | $2044146.00        | $1127918.38        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $63493.00          | $54095.15          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1592 | 2040-07-01      | 5.5000%  | 0.0000% | $2674319.00        | $2409908.54        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8146 | 2037-03-01      | 2.5000%  | 0.0000% | $1524062.00        | $881443.37         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3XZT0977 | 2028-05-01      | 2.5000%  | 0.0000% | $1500000.00        | $51597.97          | Agency Mortgage-Backed Securities |
| FEPC 05.500 4LZT0558 | 2037-05-01      | 5.5000%  | 0.0000% | $4400000.00        | $3437.02           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ5993 | 2032-04-01      | 7.0000%  | 0.0000% | $408095.00         | $2029.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9856 | 2040-03-01      | 5.0000%  | 0.0000% | $640507.00         | $19377.33          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3967 | 2038-09-01      | 6.0000%  | 0.0000% | $305121.00         | $23694.39          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0769 | 2034-02-01      | 5.0000%  | 0.0000% | $133194.00         | $966.57            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZA3669 | 2028-10-01      | 3.0000%  | 0.0000% | $391237.00         | $18852.70          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2338 | 2034-04-01      | 4.0000%  | 0.0000% | $500000.00         | $44679.11          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2905 | 2040-04-01      | 4.5000%  | 0.0000% | $5500000.00        | $332025.39         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2269 | 2038-09-01      | 6.0000%  | 0.0000% | $941611.00         | $5245.34           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7140 | 2029-01-01      | 2.0000%  | 0.0000% | $282722.00         | $17243.59          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9038 | 2039-08-01      | 5.0000%  | 0.0000% | $3514000.00        | $60698.41          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5499 | 2055-12-01      | 4.5000%  | 0.0000% | $5715012.00        | $5683213.67        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5479 | 2055-12-01      | 4.5000%  | 0.0000% | $1444205.00        | $1423703.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5283 | 2055-11-01      | 6.5000%  | 0.0000% | $37690000.00       | $38800363.93       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2806 | 2056-01-01      | 6.5000%  | 0.0000% | $1146833.00        | $1210208.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1852 | 2055-12-01      | 6.0000%  | 0.0000% | $2290785.00        | $2409889.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0816 | 2055-12-01      | 5.5000%  | 0.0000% | $35569459.00       | $36266774.52       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0023 | 2040-09-01      | 4.0000%  | 0.0000% | $827575.00         | $797613.68         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2668 | 2056-01-01      | 5.5000%  | 0.0000% | $3860434.00        | $4000827.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1084 | 2055-12-01      | 5.5000%  | 0.0000% | $951503.00         | $970157.53         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2664 | 2056-01-01      | 6.0000%  | 0.0000% | $6763322.00        | $7022749.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $842287.00         | $808527.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5090 | 2055-10-01      | 6.0000%  | 0.0000% | $46777340.00       | $48512897.81       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2045 | 2056-01-01      | 5.5000%  | 0.0000% | $19589738.00       | $19984144.72       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1526 | 2054-05-01      | 6.0000%  | 0.0000% | $2976000.00        | $2652654.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0083 | 2055-12-01      | 4.5000%  | 0.0000% | $6243555.00        | $6129297.94        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5212 | 2055-11-01      | 4.5000%  | 0.0000% | $18070253.00       | $17820456.11       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRQ0080 | 2055-10-01      | 3.0000%  | 0.0000% | $50698.00          | $44970.51          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0086 | 2055-12-01      | 6.0000%  | 0.0000% | $2905767.00        | $3000724.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1219 | 2054-04-01      | 5.5000%  | 0.0000% | $11209264.00       | $9948840.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0652 | 2054-12-01      | 5.0000%  | 0.0000% | $4800000.00        | $3758932.89        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0045 | 2040-12-01      | 3.5000%  | 0.0000% | $2195537.00        | $2132243.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2930 | 2055-09-01      | 6.0000%  | 0.0000% | $1620219.00        | $1688603.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2540 | 2055-09-01      | 6.0000%  | 0.0000% | $1056474.00        | $1089319.48        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA6212 | 2051-10-01      | 4.0000%  | 0.0000% | $192519.00         | $100318.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2315 | 2055-09-01      | 5.5000%  | 0.0000% | $1779188.00        | $1754750.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0799 | 2055-03-01      | 5.0000%  | 0.0000% | $6161569.00        | $5875080.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3631 | 2055-10-01      | 6.5000%  | 0.0000% | $27333469.00       | $28876516.22       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2430 | 2055-09-01      | 6.0000%  | 0.0000% | $138266092.00      | $138617331.32      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3641 | 2055-04-01      | 6.5000%  | 0.0000% | $20072307.00       | $21111222.85       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1013 | 2054-03-01      | 6.5000%  | 0.0000% | $10373131.00       | $8153423.06        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2350 | 2055-11-01      | 5.0000%  | 0.0000% | $10889604.00       | $10948556.69       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0804 | 2045-12-01      | 4.5000%  | 0.0000% | $1531920.00        | $1414249.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $266591415.00      | $249999999.58      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2937 | 2056-01-01      | 6.5000%  | 0.0000% | $2790849.00        | $2953057.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3342 | 2052-03-01      | 2.5000%  | 0.0000% | $41664359.00       | $35728793.35       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2390 | 2039-08-01      | 5.5000%  | 0.0000% | $8069434.00        | $4678138.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4305 | 2040-10-01      | 5.5000%  | 0.0000% | $1054605.00        | $1084590.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4337 | 2040-10-01      | 5.0000%  | 0.0000% | $2399085.00        | $2432517.73        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PRE6051 | 2050-07-01      | 2.5000%  | 0.0000% | $2955052.00        | $744775.08         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4529 | 2040-11-01      | 5.0000%  | 0.0000% | $4482975.00        | $4576146.60        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5146 | 2042-02-01      | 2.5000%  | 0.0000% | $65000.00          | $40604.30          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8786 | 2052-09-01      | 4.5000%  | 0.0000% | $15154900.00       | $13649749.84       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI8203 | 2054-06-01      | 6.5000%  | 0.0000% | $1539914.00        | $1139910.56        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC4764 | 2051-07-01      | 3.0000%  | 0.0000% | $120764.00         | $83520.48          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3509 | 2040-04-01      | 5.0000%  | 0.0000% | $1803592.00        | $1774643.13        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO4493 | 2040-11-01      | 3.5000%  | 0.0000% | $1202934.00        | $1016037.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3959 | 2040-08-01      | 5.5000%  | 0.0000% | $12889992.00       | $12240401.85       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4195 | 2040-10-01      | 5.0000%  | 0.0000% | $1027385.00        | $924905.89         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0692 | 2037-08-01      | 4.0000%  | 0.0000% | $316895.00         | $194631.53         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $4000.00           | $988.21            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC2692 | 2051-06-01      | 3.0000%  | 0.0000% | $180000.00         | $83708.69          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9065 | 2053-05-01      | 5.5000%  | 0.0000% | $80000000.00       | $68294276.50       | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RRF5001 | 2034-11-01      | 2.5000%  | 0.0000% | $5666505.00        | $335423.25         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3SSF2008 | 2043-10-01      | 4.0000%  | 0.0000% | $1658895.00        | $1032688.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5270 | 2035-11-01      | 5.0000%  | 0.0000% | $2295159.00        | $2271913.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3328 | 2040-03-01      | 6.0000%  | 0.0000% | $1068545.00        | $433051.39         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1874 | 2039-02-01      | 6.0000%  | 0.0000% | $1161500.00        | $765569.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3319 | 2040-03-01      | 5.0000%  | 0.0000% | $2131756.00        | $2098682.07        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2619 | 2039-10-01      | 4.0000%  | 0.0000% | $100933.00         | $84030.56          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4880 | 2053-09-01      | 4.5000%  | 0.0000% | $230000.00         | $205881.93         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $318000.00         | $113075.08         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1857 | 2036-02-01      | 1.5000%  | 0.0000% | $700000.00         | $331573.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2870 | 2053-04-01      | 5.5000%  | 0.0000% | $3500000.00        | $2714260.86        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI2301 | 2034-06-01      | 5.0000%  | 0.0000% | $1378521.00        | $18344.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6783 | 2037-11-01      | 5.5000%  | 0.0000% | $3344380.00        | $6837.12           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6192 | 2032-06-01      | 7.0000%  | 0.0000% | $213534.00         | $1434.62           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $34000.00          | $6849.41           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1906 | 2049-12-01      | 4.0000%  | 0.0000% | $100000.00         | $30047.51          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF4620 | 2052-12-01      | 5.0000%  | 0.0000% | $24427369.00       | $20174423.06       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI7432 | 2038-05-01      | 5.0000%  | 0.0000% | $500090.00         | $7172.62           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $580.35            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8075 | 2050-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1462.19           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH4728 | 2053-11-01      | 6.5000%  | 0.0000% | $1186122.00        | $915256.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6768 | 2054-11-01      | 5.0000%  | 0.0000% | $1630000.00        | $1522352.62        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  | 0.0000% | $19000.00          | $14265.99          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8419 | 2053-01-01      | 6.0000%  | 0.0000% | $997607.00         | $717104.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4556 | 2054-01-01      | 4.0000%  | 0.0000% | $207140.00         | $171068.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $17000.00          | $6013.64           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC3067 | 2038-11-01      | 4.0000%  | 0.0000% | $1614816.00        | $975276.51         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9258 | 2053-06-01      | 5.0000%  | 0.0000% | $545000.00         | $480039.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5282 | 2035-11-01      | 5.5000%  | 0.0000% | $2063215.00        | $2102145.21        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5185 | 2052-09-01      | 4.0000%  | 0.0000% | $4273859.00        | $3503254.13        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7506 | 2049-09-01      | 4.0000%  | 0.0000% | $8978000.00        | $2445390.16        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6210 | 2054-08-01      | 6.5000%  | 0.0000% | $8072702.00        | $6712470.42        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $1321000.00        | $1007915.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0152 | 2054-07-01      | 6.5000%  | 0.0000% | $369000.00         | $278429.56         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI2911 | 2034-12-01      | 7.0000%  | 0.0000% | $28433.00          | $848.81            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF6653 | 2053-01-01      | 5.0000%  | 0.0000% | $76804.00          | $72364.79          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $428000.00         | $150863.72         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $9000.00           | $5593.37           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $322276225.00      | $249999999.65      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6330 | 2037-08-01      | 6.0000%  | 0.0000% | $374855.00         | $1859.23           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $211248.00         | $141192.85         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1215.30           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4623 | 2054-01-01      | 6.5000%  | 0.0000% | $41652111.00       | $32347351.60       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4436 | 2052-06-01      | 5.0000%  | 0.0000% | $5447200.00        | $4463657.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $277460724.00      | $238569058.11      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC1840 | 2051-05-01      | 2.5000%  | 0.0000% | $26818.00          | $15390.79          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3127 | 2053-06-01      | 6.5000%  | 0.0000% | $5104705.00        | $3123402.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4855 | 2054-02-01      | 5.5000%  | 0.0000% | $1125000.00        | $942875.88         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $85540.64          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $5873528.00        | $3898154.32        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3098.81           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8314 | 2039-07-01      | 5.0000%  | 0.0000% | $12723060.00       | $8790454.48        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $11057092.00       | $2219627.84        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK9806 | 2033-09-01      | 3.5000%  | 0.0000% | $2207243.00        | $110577.55         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  | 0.0000% | $21000.00          | $4870.27           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI2571 | 2034-08-01      | 7.0000%  | 0.0000% | $48741.00          | $1393.72           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6291 | 2053-10-01      | 4.5000%  | 0.0000% | $16000.00          | $14571.88          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0516 | 2037-07-01      | 2.5000%  | 0.0000% | $25670.00          | $15520.14          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0806 | 2037-09-01      | 4.0000%  | 0.0000% | $38691.00          | $25107.34          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO1739 | 2038-11-01      | 3.5000%  | 0.0000% | $1179865.00        | $1009846.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3007 | 2040-01-01      | 6.0000%  | 0.0000% | $1635898.00        | $1312121.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8486 | 2055-01-01      | 6.5000%  | 0.0000% | $25729907.00       | $18469408.18       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3438 | 2040-04-01      | 6.0000%  | 0.0000% | $1447960.00        | $1471147.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5712 | 2052-01-01      | 2.5000%  | 0.0000% | $2919000.00        | $2119467.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $318000.00         | $275736.40         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  | 0.0000% | $13117403.00       | $11097924.94       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO4009 | 2040-08-01      | 3.5000%  | 0.0000% | $693261.00         | $666257.92         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1579 | 2038-09-01      | 6.0000%  | 0.0000% | $1221041.00        | $687754.09         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $1000.00           | $730.76            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ1296 | 2041-02-01      | 4.0000%  | 0.0000% | $75000.00          | $6845.92           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2005 | 2027-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $2457.28           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2145.44           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ5506 | 2031-04-01      | 7.0000%  | 0.0000% | $812358.00         | $2354.97           | Agency Mortgage-Backed Securities |
| FEPC 05.000 3BZL0558 | 2035-01-01      | 5.0000%  | 0.0000% | $40259584.00       | $280308.36         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN2819 | 2035-07-01      | 3.0000%  | 0.0000% | $49843.00          | $12785.39          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3900 | 2039-04-01      | 6.0000%  | 0.0000% | $400000.00         | $42910.04          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8466 | 2054-07-01      | 4.0000%  | 0.0000% | $560991.00         | $497822.96         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8899 | 2036-12-01      | 2.0000%  | 0.0000% | $66896.00          | $39249.17          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNQS0317 | 2034-12-01      | 6.0000%  | 0.0000% | $1576745.00        | $743239.46         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1336 | 2041-05-01      | 4.5000%  | 0.0000% | $3064516.00        | $242748.61         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2150 | 2038-06-01      | 6.0000%  | 0.0000% | $32936131.00       | $384186.40         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN6400 | 2036-05-01      | 2.0000%  | 0.0000% | $375000.00         | $202093.00         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL9628 | 2044-12-01      | 4.0000%  | 0.0000% | $603000.00         | $89292.08          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3WZN0340 | 2033-01-01      | 3.5000%  | 0.0000% | $1200000.00        | $235544.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZJ9292 | 2027-05-01      | 5.0000%  | 0.0000% | $4388909.00        | $3331.84           | Agency Mortgage-Backed Securities |
| FEPC 03.000 3LZL0805 | 2042-08-01      | 3.0000%  | 0.0000% | $20318628.00       | $1035901.35        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $69050.00          | $1682.63           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6658 | 2037-10-01      | 6.0000%  | 0.0000% | $959141.00         | $4038.37           | Agency Mortgage-Backed Securities |
| FEPC 05.000 3LZL0795 | 2037-08-01      | 5.0000%  | 0.0000% | $20296369.00       | $197561.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI0842 | 2033-11-01      | 5.0000%  | 0.0000% | $85056.00          | $596.76            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM5087 | 2047-12-01      | 3.0000%  | 0.0000% | $300000.00         | $47994.95          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5083 | 2054-03-01      | 5.5000%  | 0.0000% | $512428.00         | $422814.91         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7316 | 2043-11-01      | 4.0000%  | 0.0000% | $34537966.00       | $3410155.95        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL7118 | 2043-09-01      | 3.0000%  | 0.0000% | $851339.00         | $71473.57          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6416 | 2037-08-01      | 6.0000%  | 0.0000% | $380306.00         | $3481.40           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $1000.00           | $521.63            | Agency Mortgage-Backed Securities |
| FEPC 05.000 3AZK9888 | 2047-05-01      | 5.0000%  | 0.0000% | $3139305.00        | $50287.86          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2064 | 2052-08-01      | 4.5000%  | 0.0000% | $5179287.00        | $4344116.46        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0725 | 2051-08-01      | 3.0000%  | 0.0000% | $805000.00         | $531240.34         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0882 | 2052-02-01      | 2.5000%  | 0.0000% | $5200000.00        | $3303910.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2222 | 2038-07-01      | 5.5000%  | 0.0000% | $434562.00         | $3012.53           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  | 0.0000% | $1178000.00        | $801204.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4040 | 2047-08-01      | 4.0000%  | 0.0000% | $14780981.00       | $4334043.79        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7861 | 2048-08-01      | 4.0000%  | 0.0000% | $16772525.00       | $2654931.65        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4718 | 2046-10-01      | 3.0000%  | 0.0000% | $575000.00         | $126986.04         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $15355000.00       | $135952.57         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $102707374.00      | $67921167.60       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8363 | 2040-02-01      | 5.0000%  | 0.0000% | $23070018.00       | $17807298.66       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1246 | 2039-09-01      | 5.5000%  | 0.0000% | $1911309.00        | $1454888.58        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  | 0.0000% | $1119000.00        | $447717.38         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $4619302.00        | $2821982.36        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0331 | 2052-09-01      | 4.0000%  | 0.0000% | $442000.00         | $325910.35         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB0750 | 2037-10-01      | 4.0000%  | 0.0000% | $400000.00         | $233796.07         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  | 0.0000% | $4860000.00        | $3580045.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8352 | 2039-12-01      | 5.5000%  | 0.0000% | $602096.00         | $440106.47         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  | 0.0000% | $26000.00          | $15179.64          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0036 | 2033-04-01      | 3.0000%  | 0.0000% | $175000.00         | $26694.43          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0202 | 2050-01-01      | 4.0000%  | 0.0000% | $8445660.00        | $2098649.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7275 | 2053-02-01      | 5.5000%  | 0.0000% | $5043077.00        | $3891564.49        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZS9182 | 2035-11-01      | 3.0000%  | 0.0000% | $615000.00         | $83246.64          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $1163882.00        | $708852.80         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1294 | 2052-07-01      | 5.0000%  | 0.0000% | $88887727.00       | $61656641.61       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  | 0.0000% | $160000.00         | $118604.36         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ5531 | 2054-09-01      | 4.5000%  | 0.0000% | $2734536.00        | $2068264.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG4166 | 2053-06-01      | 5.5000%  | 0.0000% | $28846129.00       | $20963580.20       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG7072 | 2053-07-01      | 5.0000%  | 0.0000% | $8684865.00        | $7681158.54        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | 0.0000% | $225000.00         | $160047.92         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  | 0.0000% | $405520.00         | $191774.29         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8359 | 2040-01-01      | 3.5000%  | 0.0000% | $19691802.00       | $17512028.76       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1929 | 2052-10-01      | 4.5000%  | 0.0000% | $2649202.00        | $2110731.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $43916.00          | $38752.48          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH0786 | 2053-09-01      | 5.5000%  | 0.0000% | $100095.00         | $99928.89          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3685 | 2049-02-01      | 3.5000%  | 0.0000% | $5263000.00        | $3856725.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $8000.00           | $6169.11           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8418 | 2054-04-01      | 4.5000%  | 0.0000% | $3176522.00        | $2793503.81        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4176 | 2052-09-01      | 3.0000%  | 0.0000% | $989619.00         | $757522.84         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4163 | 2053-04-01      | 4.0000%  | 0.0000% | $266000.00         | $222322.63         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  | 0.0000% | $4096444.00        | $3725675.06        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0305 | 2053-09-01      | 6.5000%  | 0.0000% | $24914335.00       | $20276330.82       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  | 0.0000% | $115000.00         | $97962.91          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA3894 | 2049-10-01      | 5.0000%  | 0.0000% | $2458435.00        | $460676.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $140000.00         | $109668.12         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | 0.0000% | $3215000.00        | $2033226.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $9837000.00        | $8191764.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF5721 | 2052-11-01      | 4.5000%  | 0.0000% | $834763.00         | $781777.16         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $264157995.00      | $204309523.82      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $3711837.00        | $3076291.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6969 | 2053-07-01      | 6.5000%  | 0.0000% | $1535328.00        | $1000771.91        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD4317 | 2052-03-01      | 1.5000%  | 0.0000% | $87000.00          | $60347.35          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $5005000.00        | $3800718.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $13941573.00       | $12152435.83       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1821 | 2048-11-01      | 5.0000%  | 0.0000% | $2382079.00        | $303447.25         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1517.97           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  | 0.0000% | $17000.00          | $12823.05          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $37348713.00       | $30808765.02       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5323 | 2054-01-01      | 4.0000%  | 0.0000% | $3045625.00        | $2579566.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  | 0.0000% | $541148.00         | $373030.42         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $13000.00          | $3828.10           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $3853126.00        | $2986877.43        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $55000.00          | $49802.52          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3354 | 2053-06-01      | 5.0000%  | 0.0000% | $500000.00         | $431853.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9845 | 2040-03-01      | 5.0000%  | 0.0000% | $3500000.00        | $78870.95          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8335 | 2053-04-01      | 3.0000%  | 0.0000% | $2819381.00        | $2172803.32        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS9211 | 2034-03-01      | 4.5000%  | 0.0000% | $370000.00         | $35922.61          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5012 | 2054-03-01      | 5.0000%  | 0.0000% | $115000.00         | $97099.62          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $4471000.00        | $3754763.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2592 | 2053-03-01      | 5.0000%  | 0.0000% | $1985000.00        | $1596231.34        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8690 | 2033-03-01      | 3.0000%  | 0.0000% | $92000.00          | $10707.91          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZL0430 | 2038-07-01      | 3.5000%  | 0.0000% | $1189010.00        | $105827.34         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1001 | 2033-11-01      | 5.5000%  | 0.0000% | $175723.00         | $1054.56           | Agency Mortgage-Backed Securities |
| FEPC 03.500 4UZL1051 | 2035-01-01      | 3.5000%  | 0.0000% | $1146570.00        | $74840.79          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6391 | 2037-08-01      | 6.0000%  | 0.0000% | $785099.00         | $4663.21           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI3188 | 2035-02-01      | 7.0000%  | 0.0000% | $64989.00          | $1571.01           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5845 | 2055-10-01      | 5.5000%  | 0.0000% | $1199486.00        | $1231999.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  | 0.0000% | $75520474.00       | $72592781.37       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  | 0.0000% | $914000.00         | $884558.90         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0009 | 2055-04-01      | 6.0000%  | 0.0000% | $43078606.00       | $37497169.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3533 | 2055-09-01      | 6.0000%  | 0.0000% | $25208891.00       | $25712693.13       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4603 | 2055-09-01      | 6.0000%  | 0.0000% | $1191560.00        | $1225858.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3812 | 2055-09-01      | 6.0000%  | 0.0000% | $1147920.00        | $1181902.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $324073074.00      | $250000000.05      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4718 | 2041-01-01      | 4.0000%  | 0.0000% | $1422600.00        | $1410450.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0257 | 2050-01-01      | 3.0000%  | 0.0000% | $50000.00          | $24856.54          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2921 | 2053-05-01      | 4.5000%  | 0.0000% | $21000.00          | $18120.65          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1880 | 2038-01-01      | 6.0000%  | 0.0000% | $479399.00         | $4420.24           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC9239 | 2051-10-01      | 3.0000%  | 0.0000% | $10009103.00       | $7506790.73        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD9898 | 2052-04-01      | 3.0000%  | 0.0000% | $821813.00         | $575164.66         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTZS9207 | 2036-06-01      | 2.5000%  | 0.0000% | $10000000.00       | $1166700.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3447 | 2040-04-01      | 5.5000%  | 0.0000% | $2384787.00        | $2099471.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3871 | 2040-07-01      | 5.0000%  | 0.0000% | $14211449.00       | $11439548.83       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4359 | 2040-10-01      | 4.0000%  | 0.0000% | $455354.00         | $446379.44         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5575 | 2051-08-01      | 2.5000%  | 0.0000% | $120252.00         | $75188.19          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2828 | 2039-12-01      | 4.5000%  | 0.0000% | $1024752.00        | $761135.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZS9179 | 2030-04-01      | 5.5000%  | 0.0000% | $3720752.00        | $128969.96         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  | 0.0000% | $4213259.00        | $3477679.35        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $65560.39          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7406 | 2052-08-01      | 4.5000%  | 0.0000% | $40431989.00       | $30641637.65       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8094 | 2036-03-01      | 2.5000%  | 0.0000% | $5000000.00        | $1894630.37        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1682 | 2047-01-01      | 3.0000%  | 0.0000% | $775000.00         | $164470.44         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0385 | 2035-07-01      | 3.0000%  | 0.0000% | $890000.00         | $264425.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5426 | 2053-01-01      | 5.0000%  | 0.0000% | $5466163.00        | $4236051.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8327 | 2039-09-01      | 5.0000%  | 0.0000% | $1134000.00        | $799278.42         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0401 | 2035-07-01      | 2.0000%  | 0.0000% | $120000.00         | $44309.01          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0897 | 2052-10-01      | 4.0000%  | 0.0000% | $215713.00         | $162835.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | 0.0000% | $5167634.00        | $3482893.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS8962 | 2029-01-01      | 6.0000%  | 0.0000% | $5510000.00        | $41113.82          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4034 | 2041-01-01      | 5.5000%  | 0.0000% | $77051.00          | $3845.59           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  | 0.0000% | $31000.00          | $6376.23           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  | 0.0000% | $200000.00         | $113680.61         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3941 | 2041-12-01      | 5.0000%  | 0.0000% | $380000.00         | $27541.89          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $3100000.00        | $1784083.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2646 | 2039-03-01      | 6.0000%  | 0.0000% | $180299.00         | $1169.76           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $3906.53           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0686 | 2037-03-01      | 2.5000%  | 0.0000% | $1611252.00        | $1013410.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | 0.0000% | $2886000.00        | $2107006.86        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8693 | 2033-04-01      | 3.0000%  | 0.0000% | $279000.00         | $30591.07          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2000 | 2052-11-01      | 4.5000%  | 0.0000% | $1456000.00        | $1132912.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1638 | 2052-09-01      | 5.0000%  | 0.0000% | $90000.00          | $67209.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4496 | 2042-09-01      | 3.0000%  | 0.0000% | $500000.00         | $59519.27          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1890 | 2038-02-01      | 5.5000%  | 0.0000% | $4000000.00        | $11112.88          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2424 | 2055-08-01      | 5.5000%  | 0.0000% | $25569.00          | $24914.66          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9962 | 2055-12-01      | 5.5000%  | 0.0000% | $6240637.00        | $6374051.22        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9927 | 2055-07-01      | 6.5000%  | 0.0000% | $15230757.00       | $11592834.56       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7720 | 2055-07-01      | 6.5000%  | 0.0000% | $15222036.00       | $15028702.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  | 0.0000% | $2829736.00        | $2366885.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX7108 | 2055-03-01      | 5.5000%  | 0.0000% | $10206210.00       | $10400891.20       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1596 | 2054-12-01      | 5.0000%  | 0.0000% | $202263.00         | $200969.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7021 | 2055-10-01      | 5.5000%  | 0.0000% | $2834020.00        | $2902186.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0421 | 2055-02-01      | 6.0000%  | 0.0000% | $4051234.00        | $3853571.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9018 | 2055-11-01      | 5.0000%  | 0.0000% | $1399942.00        | $1415927.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7295 | 2055-11-01      | 5.5000%  | 0.0000% | $2636378.00        | $2704197.78        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC2713 | 2051-04-01      | 1.5000%  | 0.0000% | $171426.00         | $82902.66          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9156 | 2051-10-01      | 2.5000%  | 0.0000% | $246000.00         | $153724.16         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | 0.0000% | $10000.00          | $6116.35           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN6860 | 2036-07-01      | 2.5000%  | 0.0000% | $213871.00         | $114635.51         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE3878 | 2052-06-01      | 3.5000%  | 0.0000% | $111602.00         | $86877.59          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  | 0.0000% | $47000.00          | $30626.74          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7590 | 2053-02-01      | 5.0000%  | 0.0000% | $8129574.00        | $7519397.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF4919 | 2052-12-01      | 5.0000%  | 0.0000% | $10311516.00       | $6509925.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $148530.39         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $45000.00          | $29499.47          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6357 | 2052-07-01      | 4.5000%  | 0.0000% | $9971155.00        | $8228492.10        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA3079 | 2049-10-01      | 3.5000%  | 0.0000% | $270000.00         | $90381.28          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7224 | 2052-08-01      | 4.5000%  | 0.0000% | $26162.00          | $15734.47          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD8452 | 2052-03-01      | 2.5000%  | 0.0000% | $245000.00         | $161154.73         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC9278 | 2051-10-01      | 3.0000%  | 0.0000% | $574368.00         | $230258.74         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD7546 | 2052-02-01      | 2.0000%  | 0.0000% | $1312131.00        | $802140.69         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTQK1751 | 2045-06-01      | 6.5000%  | 0.0000% | $2654884.00        | $2717731.50        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7552 | 2036-08-01      | 2.0000%  | 0.0000% | $220000.00         | $101734.60         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $4039000.00        | $2939962.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN9774 | 2037-03-01      | 2.5000%  | 0.0000% | $280706.00         | $166909.19         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0124 | 2049-06-01      | 3.5000%  | 0.0000% | $7820412.00        | $2434692.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1657 | 2054-08-01      | 6.0000%  | 0.0000% | $4104075.00        | $3189591.75        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1410.33           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTQK1624 | 2042-11-01      | 4.5000%  | 0.0000% | $1002369.00        | $509558.81         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3242 | 2055-01-01      | 4.5000%  | 0.0000% | $24273282.00       | $23880092.87       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1413 | 2055-04-01      | 6.0000%  | 0.0000% | $99267.00          | $89247.61          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5537 | 2054-09-01      | 5.5000%  | 0.0000% | $11536937.00       | $8689680.39        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1871 | 2049-12-01      | 3.0000%  | 0.0000% | $1069196.00        | $635482.98         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4491 | 2051-02-01      | 1.5000%  | 0.0000% | $500000.00         | $271861.18         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH0909 | 2053-09-01      | 6.0000%  | 0.0000% | $5032318.00        | $3940541.76        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN9700 | 2037-03-01      | 1.5000%  | 0.0000% | $1068795.00        | $655807.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1286 | 2054-08-01      | 5.5000%  | 0.0000% | $21358591.00       | $18184585.35       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2144 | 2054-02-01      | 6.5000%  | 0.0000% | $4133071.00        | $3979748.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2907 | 2055-09-01      | 6.0000%  | 0.0000% | $1664211.00        | $1741730.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3644 | 2054-12-01      | 6.5000%  | 0.0000% | $158116515.00      | $167206897.03      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9256 | 2055-11-01      | 5.5000%  | 0.0000% | $1336309.00        | $1368324.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8626 | 2055-11-01      | 5.5000%  | 0.0000% | $4959465.00        | $5081006.88        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0835 | 2054-04-01      | 4.0000%  | 0.0000% | $31000.00          | $26777.80          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4279 | 2053-06-01      | 6.0000%  | 0.0000% | $22584449.00       | $15674448.94       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2536 | 2056-01-01      | 5.5000%  | 0.0000% | $1466741.00        | $1503608.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1216 | 2055-12-01      | 5.5000%  | 0.0000% | $1443800.00        | $1475766.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3389 | 2056-01-01      | 5.0000%  | 0.0000% | $41939221.00       | $42136405.24       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4192 | 2040-09-01      | 4.5000%  | 0.0000% | $1069900.00        | $1061530.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3923 | 2040-08-01      | 6.0000%  | 0.0000% | $1060481.00        | $1082022.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  | 0.0000% | $2330841.00        | $2314820.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2924 | 2040-01-01      | 5.0000%  | 0.0000% | $2348198.00        | $1840764.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3506 | 2040-04-01      | 5.0000%  | 0.0000% | $3119514.00        | $3011634.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0325 | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2629289.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8123 | 2055-11-01      | 5.0000%  | 0.0000% | $25245000.00       | $25030735.62       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7937 | 2055-11-01      | 6.0000%  | 0.0000% | $3242910.00        | $3386109.16        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  | 0.0000% | $1000.00           | $925.41            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ9014 | 2055-11-01      | 4.5000%  | 0.0000% | $1276243.00        | $1259273.32        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0801 | 2050-12-01      | 3.5000%  | 0.0000% | $3605423.00        | $3153844.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3489 | 2040-04-01      | 5.0000%  | 0.0000% | $2171239.00        | $2135712.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4571 | 2055-10-01      | 6.0000%  | 0.0000% | $1886433.00        | $1974292.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4818 | 2055-10-01      | 5.0000%  | 0.0000% | $1053580.00        | $1061948.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4188 | 2055-09-01      | 5.0000%  | 0.0000% | $1032115.00        | $1033750.05        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ8056 | 2055-11-01      | 4.5000%  | 0.0000% | $1038574.00        | $1025468.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6630 | 2055-11-01      | 5.5000%  | 0.0000% | $14155000.00       | $14173744.32       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4705 | 2055-10-01      | 6.0000%  | 0.0000% | $2848431.00        | $2970173.88        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8032 | 2055-11-01      | 5.5000%  | 0.0000% | $1058814.00        | $1090594.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3681 | 2055-09-01      | 6.0000%  | 0.0000% | $1189894.00        | $1246711.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4811 | 2055-09-01      | 6.0000%  | 0.0000% | $1155295.00        | $913242.39         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5899 | 2055-10-01      | 5.0000%  | 0.0000% | $2620062.00        | $2641617.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5093 | 2055-09-01      | 6.0000%  | 0.0000% | $2331872.00        | $2409852.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6306 | 2055-06-01      | 6.0000%  | 0.0000% | $1462152.00        | $1242120.19        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9991 | 2055-06-01      | 7.0000%  | 0.0000% | $1513366.00        | $1527135.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3624 | 2055-09-01      | 6.5000%  | 0.0000% | $110650514.00      | $117449619.29      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1881 | 2055-07-01      | 6.5000%  | 0.0000% | $52500000.00       | $45709183.58       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3220 | 2051-11-01      | 3.5000%  | 0.0000% | $50303321.00       | $47186895.15       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3503 | 2055-02-01      | 6.0000%  | 0.0000% | $110000.00         | $106562.03         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0002 | 2053-10-01      | 6.5000%  | 0.0000% | $31060883.00       | $25057588.13       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1065 | 2054-03-01      | 5.5000%  | 0.0000% | $2462635.00        | $1907570.17        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD8377 | 2053-10-01      | 7.0000%  | 0.0000% | $266000.00         | $138322.33         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH8698 | 2054-01-01      | 7.5000%  | 0.0000% | $370832.00         | $125814.86         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3852 | 2053-09-01      | 6.0000%  | 0.0000% | $8430000.00        | $6405621.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG7216 | 2053-07-01      | 5.0000%  | 0.0000% | $300000.00         | $258309.80         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH0593 | 2053-09-01      | 5.5000%  | 0.0000% | $32000.00          | $31781.12          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3945 | 2053-09-01      | 6.5000%  | 0.0000% | $5252410.00        | $3750044.01        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $4516241.00        | $2826778.67        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $14000.00          | $3301.82           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5010 | 2049-11-01      | 3.0000%  | 0.0000% | $1493001.00        | $1016231.55        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8149 | 2051-06-01      | 1.5000%  | 0.0000% | $200000.00         | $118314.32         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA1976 | 2049-08-01      | 5.0000%  | 0.0000% | $1417406.00        | $186429.79         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | 0.0000% | $6000.00           | $2862.51           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $91000.00          | $65598.50          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3713 | 2053-08-01      | 6.5000%  | 0.0000% | $1000000.00        | $773395.44         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $76000.00          | $58606.85          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $375000.00         | $188844.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4216 | 2040-09-01      | 6.0000%  | 0.0000% | $1393300.00        | $1438773.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4023 | 2040-09-01      | 6.0000%  | 0.0000% | $1163368.00        | $1185341.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3082 | 2040-02-01      | 6.0000%  | 0.0000% | $1445624.00        | $1120844.63        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0377 | 2049-06-01      | 3.0000%  | 0.0000% | $1590766.00        | $156918.59         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA6567 | 2039-04-01      | 4.5000%  | 0.0000% | $472351.00         | $58958.98          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2053 | 2036-05-01      | 2.5000%  | 0.0000% | $2000000.00        | $1075357.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4343 | 2038-06-01      | 6.0000%  | 0.0000% | $713565.00         | $5789.14           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0735 | 2037-06-01      | 2.5000%  | 0.0000% | $1543857.00        | $998118.85         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3621 | 2040-05-01      | 5.5000%  | 0.0000% | $1986012.00        | $1800827.56        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZN0128 | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $13306.80          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2136 | 2029-09-01      | 5.0000%  | 0.0000% | $453750.00         | $7638.16           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1062 | 2036-03-01      | 6.0000%  | 0.0000% | $21000.00          | $658.01            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1276 | 2042-12-01      | 3.0000%  | 0.0000% | $86500000.00       | $15022083.69       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA1102 | 2041-03-01      | 5.0000%  | 0.0000% | $8500000.00        | $575350.32         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI6933 | 2054-05-01      | 5.0000%  | 0.0000% | $7515923.00        | $7241708.79        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2854 | 2039-12-01      | 4.0000%  | 0.0000% | $1154978.00        | $1071466.24        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $325000.00         | $69216.13          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $508.55            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  | 0.0000% | $2045000.00        | $628725.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZS9233 | 2030-04-01      | 5.5000%  | 0.0000% | $150000.00         | $2853.22           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2847 | 2039-11-01      | 5.0000%  | 0.0000% | $225000.00         | $10529.69          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0855 | 2037-07-01      | 3.0000%  | 0.0000% | $400839.00         | $250957.43         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $1613000.00        | $516306.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8365 | 2040-01-01      | 6.5000%  | 0.0000% | $227357.00         | $198768.95         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8004 | 2034-07-01      | 2.5000%  | 0.0000% | $239340.00         | $26789.02          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $292500.00         | $179121.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8339 | 2039-11-01      | 5.0000%  | 0.0000% | $1767579.00        | $1306544.40        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2203 | 2036-09-01      | 2.0000%  | 0.0000% | $131000000.00      | $69597347.04       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4051 | 2052-10-01      | 5.0000%  | 0.0000% | $263000.00         | $218949.28         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6892 | 2027-05-01      | 4.0000%  | 0.0000% | $2969000.00        | $5246.16           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8272 | 2038-12-01      | 5.0000%  | 0.0000% | $246000.00         | $154865.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8278 | 2039-01-01      | 5.5000%  | 0.0000% | $2575392.00        | $1335750.87        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2464 | 2054-09-01      | 6.5000%  | 0.0000% | $36551000.00       | $32539844.80       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $1058592.00        | $903092.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7680 | 2052-07-01      | 4.5000%  | 0.0000% | $2208329.00        | $2049094.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2744 | 2054-11-01      | 5.5000%  | 0.0000% | $359000.00         | $328417.52         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2614 | 2056-01-01      | 5.0000%  | 0.0000% | $17523698.00       | $17591701.64       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  | 0.0000% | $1244873.00        | $709388.93         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3618 | 2055-10-01      | 6.5000%  | 0.0000% | $25328803.00       | $27053762.04       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  | 0.0000% | $82519701.00       | $78936966.02       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4375 | 2055-06-01      | 5.5000%  | 0.0000% | $516566.00         | $523254.23         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0237 | 2055-12-01      | 5.0000%  | 0.0000% | $17330628.00       | $17392959.70       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5142 | 2055-10-01      | 4.5000%  | 0.0000% | $36696053.00       | $35722439.71       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0897 | 2055-11-01      | 4.5000%  | 0.0000% | $1196745.00        | $1181342.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2268 | 2054-07-01      | 5.0000%  | 0.0000% | $1249595.00        | $1172748.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  | 0.0000% | $8544594.00        | $7498325.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3467 | 2055-03-01      | 6.0000%  | 0.0000% | $34981181.00       | $35999438.41       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1253 | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2943.25           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9585 | 2052-04-01      | 3.5000%  | 0.0000% | $713948.00         | $577210.51         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1361 | 2052-04-01      | 3.0000%  | 0.0000% | $17500000.00       | $11776999.42       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7028 | 2052-08-01      | 4.5000%  | 0.0000% | $26656222.00       | $20373834.74       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  | 0.0000% | $13300000.00       | $7773672.84        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  | 0.0000% | $1374607.00        | $809854.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE2230 | 2052-05-01      | 3.0000%  | 0.0000% | $118148.00         | $86171.13          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4116 | 2040-08-01      | 5.5000%  | 0.0000% | $6504270.00        | $4776895.41        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO3631 | 2040-05-01      | 4.5000%  | 0.0000% | $379447.00         | $369449.25         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0866 | 2037-09-01      | 4.0000%  | 0.0000% | $922000.00         | $494582.85         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5222 | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $61812.36          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4766 | 2049-11-01      | 3.5000%  | 0.0000% | $525000.00         | $174086.97         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0671 | 2052-09-01      | 4.5000%  | 0.0000% | $1484350.00        | $1146554.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8973 | 2053-03-01      | 5.5000%  | 0.0000% | $1845274.00        | $1089157.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5299 | 2044-05-01      | 6.5000%  | 0.0000% | $48014.00          | $27548.99          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5055 | 2031-04-01      | 1.5000%  | 0.0000% | $4000000.00        | $1391173.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7133 | 2055-11-01      | 6.0000%  | 0.0000% | $2744736.00        | $2868292.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3541 | 2040-06-01      | 5.5000%  | 0.0000% | $20793289.00       | $18936334.47       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5954 | 2055-09-01      | 7.0000%  | 0.0000% | $1264407.00        | $1358918.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2472 | 2055-09-01      | 5.5000%  | 0.0000% | $26830000.00       | $25261142.43       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ7185 | 2055-11-01      | 6.5000%  | 0.0000% | $9943272.00        | $10011114.96       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9437 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $77995.77          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2344 | 2055-09-01      | 6.5000%  | 0.0000% | $6331990.00        | $6182209.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9475 | 2053-07-01      | 5.0000%  | 0.0000% | $70000.00          | $62831.62          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3992 | 2055-10-01      | 5.5000%  | 0.0000% | $11807661.00       | $12004984.60       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0055 | 2040-12-01      | 5.5000%  | 0.0000% | $66922.00          | $68981.81          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0568 | 2055-12-01      | 5.5000%  | 0.0000% | $3001783.00        | $3060630.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1894 | 2056-01-01      | 5.5000%  | 0.0000% | $7500419.00        | $7668655.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0764 | 2055-11-01      | 6.0000%  | 0.0000% | $1498787.00        | $1558323.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2430 | 2055-12-01      | 6.0000%  | 0.0000% | $1038090.00        | $1078710.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3463 | 2056-01-01      | 5.5000%  | 0.0000% | $20787424.00       | $21194968.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3543 | 2056-01-01      | 5.5000%  | 0.0000% | $1329547.00        | $1361905.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3075 | 2056-01-01      | 6.0000%  | 0.0000% | $1319924.00        | $1375743.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2003 | 2055-04-01      | 6.5000%  | 0.0000% | $2136470.00        | $2231774.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX7601 | 2055-02-01      | 5.0000%  | 0.0000% | $4300000.00        | $4124345.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3354 | 2055-04-01      | 5.0000%  | 0.0000% | $1075886.00        | $1072556.90        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9765 | 2055-03-01      | 6.5000%  | 0.0000% | $100000.00         | $67256.68          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1464 | 2054-12-01      | 6.0000%  | 0.0000% | $300000.00         | $280977.96         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7169 | 2055-07-01      | 6.5000%  | 0.0000% | $9547722.00        | $9795949.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3452 | 2040-01-01      | 6.5000%  | 0.0000% | $6119039.00        | $5465500.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7068 | 2052-03-01      | 2.5000%  | 0.0000% | $12384910.00       | $8031624.14        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3810.90           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2103 | 2036-07-01      | 2.0000%  | 0.0000% | $10546179.00       | $6366805.74        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CNRD5039 | 2030-10-01      | 2.0000%  | 0.0000% | $480000.00         | $120389.44         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3476 | 2040-02-01      | 5.5000%  | 0.0000% | $1395055.00        | $1311500.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5355 | 2045-07-01      | 5.5000%  | 0.0000% | $969080.00         | $879306.93         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $39143393.00       | $39237193.14       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2530 | 2037-03-01      | 2.5000%  | 0.0000% | $3190080.00        | $1897488.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $870819.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1189 | 2055-05-01      | 5.5000%  | 0.0000% | $60773072.00       | $59370516.32       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2834 | 2055-09-01      | 6.0000%  | 0.0000% | $614022.00         | $549393.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3214 | 2051-05-01      | 3.0000%  | 0.0000% | $14946785.00       | $13417698.50       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3286 | 2055-09-01      | 5.5000%  | 0.0000% | $22120000.00       | $21352178.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4329 | 2055-09-01      | 6.0000%  | 0.0000% | $1883705.00        | $1908037.74        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3339 | 2051-11-01      | 3.0000%  | 0.0000% | $29415438.00       | $26502421.35       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3437 | 2055-09-01      | 6.0000%  | 0.0000% | $1397950.00        | $1445014.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4625 | 2055-09-01      | 6.0000%  | 0.0000% | $4412124.00        | $4559600.55        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQJ8517 | 2054-11-01      | 4.0000%  | 0.0000% | $530950.00         | $370399.14         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  | 0.0000% | $115140.00         | $30918.60          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3269 | 2050-08-01      | 2.0000%  | 0.0000% | $100000000.00      | $43518425.64       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN6718 | 2036-06-01      | 2.0000%  | 0.0000% | $35000.00          | $20127.50          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3517 | 2050-09-01      | 2.0000%  | 0.0000% | $340000.00         | $176956.37         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4062 | 2054-08-01      | 5.0000%  | 0.0000% | $3133993.00        | $2202665.80        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3653 | 2053-03-01      | 4.0000%  | 0.0000% | $8187444.00        | $7855265.75        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3217 | 2055-06-01      | 3.5000%  | 0.0000% | $5926917.00        | $5491935.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3667 | 2054-06-01      | 6.0000%  | 0.0000% | $52557813.00       | $54435703.66       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8831 | 2055-11-01      | 6.0000%  | 0.0000% | $2919777.00        | $3044046.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2000 | 2055-03-01      | 5.5000%  | 0.0000% | $14325202.00       | $14192961.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0816 | 2055-04-01      | 6.0000%  | 0.0000% | $565000.00         | $527930.98         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0030 | 2040-10-01      | 4.0000%  | 0.0000% | $8101547.00        | $7885998.78        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0068 | 2055-10-01      | 3.5000%  | 0.0000% | $1008137.00        | $931419.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0365 | 2055-12-01      | 5.5000%  | 0.0000% | $2778480.00        | $2860430.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0760 | 2055-12-01      | 5.5000%  | 0.0000% | $10968562.00       | $11183593.34       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3406 | 2056-01-01      | 6.0000%  | 0.0000% | $2892710.00        | $3015042.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3403 | 2056-01-01      | 5.5000%  | 0.0000% | $40026961.00       | $40811702.91       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0193 | 2055-12-01      | 5.0000%  | 0.0000% | $1187032.00        | $1203564.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7106 | 2055-11-01      | 5.5000%  | 0.0000% | $2813304.00        | $2718771.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9829 | 2055-11-01      | 5.5000%  | 0.0000% | $4168969.00        | $4278672.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7103 | 2055-10-01      | 5.5000%  | 0.0000% | $1073065.00        | $1103377.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6371 | 2055-10-01      | 6.0000%  | 0.0000% | $2857000.00        | $2665628.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7684 | 2055-11-01      | 5.5000%  | 0.0000% | $6481190.00        | $6618150.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4850 | 2055-10-01      | 6.0000%  | 0.0000% | $1423702.00        | $1445593.29        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9896 | 2051-03-01      | 2.0000%  | 0.0000% | $2744947.00        | $1636644.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3678 | 2040-06-01      | 5.5000%  | 0.0000% | $2503966.00        | $1727605.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2918 | 2039-12-01      | 4.5000%  | 0.0000% | $1045166.00        | $950882.23         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2659 | 2039-11-01      | 4.5000%  | 0.0000% | $1378719.00        | $1220712.71        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2671 | 2039-11-01      | 4.5000%  | 0.0000% | $1373394.00        | $1012497.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9435 | 2054-07-01      | 6.5000%  | 0.0000% | $105000.00         | $70387.06          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5250 | 2035-07-01      | 4.5000%  | 0.0000% | $879430.00         | $805615.99         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2864 | 2039-12-01      | 4.0000%  | 0.0000% | $1815542.00        | $1406455.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2205 | 2039-07-01      | 5.5000%  | 0.0000% | $1100323.00        | $650945.00         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2764 | 2039-12-01      | 4.5000%  | 0.0000% | $1661811.00        | $1363572.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $175000.00         | $134638.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $221800.00         | $181361.55         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5042 | 2030-12-01      | 1.5000%  | 0.0000% | $17391139.00       | $5271479.26        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5767 | 2051-09-01      | 2.5000%  | 0.0000% | $104318.00         | $70904.01          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3478 | 2050-09-01      | 2.0000%  | 0.0000% | $55410000.00       | $29890956.07       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7118 | 2055-11-01      | 5.5000%  | 0.0000% | $1192300.00        | $1220443.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3380 | 2055-02-01      | 5.5000%  | 0.0000% | $34334363.00       | $35153462.69       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL3647 | 2055-09-01      | 7.0000%  | 0.0000% | $11373070.00       | $12235288.97       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7410 | 2055-11-01      | 5.0000%  | 0.0000% | $11772495.00       | $11785585.60       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5967 | 2055-10-01      | 5.5000%  | 0.0000% | $17961936.00       | $17337833.64       | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQZ3106 | 2055-09-01      | 7.5000%  | 0.0000% | $547770.00         | $438578.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3464 | 2055-07-01      | 6.0000%  | 0.0000% | $24214565.00       | $25341292.96       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2644 | 2055-09-01      | 6.5000%  | 0.0000% | $11029858.00       | $11104978.07       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3628 | 2055-12-01      | 5.0000%  | 0.0000% | $25310331.00       | $25542848.58       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0795 | 2055-03-01      | 6.5000%  | 0.0000% | $20818984.00       | $17753219.80       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2838 | 2055-10-01      | 5.5000%  | 0.0000% | $84093845.00       | $85632539.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2446 | 2055-08-01      | 6.0000%  | 0.0000% | $63106537.00       | $64567699.34       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3374 | 2055-11-01      | 5.5000%  | 0.0000% | $45336228.00       | $46483434.35       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1980 | 2052-01-01      | 3.0000%  | 0.0000% | $22668407.00       | $19754012.86       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3229 | 2050-09-01      | 3.5000%  | 0.0000% | $12551655.00       | $11681854.00       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1788 | 2054-06-01      | 6.5000%  | 0.0000% | $1012000.00        | $836154.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5295 | 2055-11-01      | 5.5000%  | 0.0000% | $197900341.00      | $200807847.48      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5052 | 2055-10-01      | 6.0000%  | 0.0000% | $135269055.00      | $133046345.30      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ0136 | 2053-12-01      | 4.5000%  | 0.0000% | $797132.00         | $708106.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3660 | 2054-05-01      | 5.5000%  | 0.0000% | $35729310.00       | $36500967.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3463 | 2055-11-01      | 6.0000%  | 0.0000% | $20692840.00       | $21411185.74       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0527 | 2053-12-01      | 6.5000%  | 0.0000% | $175000.00         | $103721.84         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRJ0730 | 2054-01-01      | 7.5000%  | 0.0000% | $8192083.00        | $5143924.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4034 | 2055-04-01      | 6.0000%  | 0.0000% | $450000.00         | $413074.20         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0873 | 2052-02-01      | 3.5000%  | 0.0000% | $17420000.00       | $10709106.36       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3619 | 2051-12-01      | 2.5000%  | 0.0000% | $4574371.00        | $3156406.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1742 | 2052-10-01      | 5.0000%  | 0.0000% | $1500000.00        | $1148981.48        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | 0.0000% | $15000.00          | $11693.08          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1513 | 2053-09-01      | 6.5000%  | 0.0000% | $7737476.00        | $5829790.07        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB0758 | 2050-06-01      | 3.0000%  | 0.0000% | $82276.00          | $59089.61          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8097 | 2036-04-01      | 1.5000%  | 0.0000% | $12250000.00       | $6248189.83        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2414 | 2049-09-01      | 3.0000%  | 0.0000% | $221000.00         | $70614.46          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0634 | 2042-08-01      | 2.0000%  | 0.0000% | $6314214.00        | $5057894.23        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  | 0.0000% | $20662685.00       | $19352317.60       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7166 | 2054-10-01      | 5.0000%  | 0.0000% | $23817219.00       | $22572717.36       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  | 0.0000% | $200000.00         | $121892.71         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8208 | 2038-01-01      | 5.5000%  | 0.0000% | $682947.00         | $376883.52         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5124 | 2047-12-01      | 4.5000%  | 0.0000% | $6786874.00        | $1146745.75        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA0904 | 2033-08-01      | 5.0000%  | 0.0000% | $142889.00         | $1141.96           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  | 0.0000% | $1619668.00        | $200112.26         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $922.25            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | 0.0000% | $70000.00          | $8836.53           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2111 | 2038-02-01      | 6.0000%  | 0.0000% | $1478477.00        | $8381.84           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI2243 | 2034-07-01      | 7.0000%  | 0.0000% | $77174.00          | $3038.56           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2139 | 2029-10-01      | 4.5000%  | 0.0000% | $1780000.00        | $19161.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0888 | 2035-06-01      | 5.0000%  | 0.0000% | $500000.00         | $4898.76           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1503.34           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6376 | 2053-01-01      | 6.0000%  | 0.0000% | $10926561.00       | $9673454.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1518 | 2053-09-01      | 6.5000%  | 0.0000% | $9537940.00        | $8017431.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ7714 | 2054-10-01      | 6.5000%  | 0.0000% | $6615900.00        | $5677307.00        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3934 | 2050-11-01      | 2.5000%  | 0.0000% | $496000.00         | $272557.48         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9809 | 2054-11-01      | 7.0000%  | 0.0000% | $1008906.00        | $751175.19         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0912 | 2052-02-01      | 2.0000%  | 0.0000% | $740000.00         | $454906.10         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1556 | 2052-06-01      | 2.0000%  | 0.0000% | $85000.00          | $56723.05          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ2143 | 2054-08-01      | 6.5000%  | 0.0000% | $1925684.00        | $1321850.38        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3722 | 2050-10-01      | 2.5000%  | 0.0000% | $3900000.00        | $1924558.67        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2629 | 2052-01-01      | 2.5000%  | 0.0000% | $177074.00         | $125083.81         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8085 | 2052-10-01      | 5.0000%  | 0.0000% | $40000.00          | $31414.54          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4989 | 2053-09-01      | 5.0000%  | 0.0000% | $4848783.00        | $4077766.07        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7809 | 2051-02-01      | 2.5000%  | 0.0000% | $2642222.00        | $1951843.05        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $100000.00         | $75974.93          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0211 | 2041-12-01      | 2.0000%  | 0.0000% | $100000.00         | $63211.00          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0313 | 2042-01-01      | 2.0000%  | 0.0000% | $1600000.00        | $1087265.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZA1964 | 2026-11-01      | 6.0000%  | 0.0000% | $8067688.00        | $10712.13          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3329 | 2052-09-01      | 3.5000%  | 0.0000% | $11052041.00       | $10245604.62       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3225 | 2052-03-01      | 2.0000%  | 0.0000% | $8968169.00        | $7355195.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3378 | 2055-09-01      | 5.5000%  | 0.0000% | $22139667.00       | $22560066.76       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3621 | 2055-12-01      | 6.5000%  | 0.0000% | $29452751.00       | $31244676.02       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7352 | 2055-11-01      | 5.5000%  | 0.0000% | $2644495.00        | $2731775.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6742 | 2055-10-01      | 5.5000%  | 0.0000% | $1740179.00        | $1799178.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9881 | 2055-10-01      | 5.5000%  | 0.0000% | $1536056.00        | $1588785.17        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2800 | 2053-10-01      | 4.5000%  | 0.0000% | $96000.00          | $93211.09          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3233 | 2052-09-01      | 3.5000%  | 0.0000% | $22690068.00       | $21128687.18       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3460 | 2055-11-01      | 6.0000%  | 0.0000% | $34008351.00       | $35362313.96       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1325 | 2055-12-01      | 6.0000%  | 0.0000% | $3584000.00        | $3721819.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0173 | 2055-12-01      | 5.5000%  | 0.0000% | $1195832.00        | $1229108.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2292 | 2055-12-01      | 6.0000%  | 0.0000% | $7379570.00        | $7742703.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3409 | 2056-01-01      | 6.0000%  | 0.0000% | $2029350.00        | $2110351.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7011 | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $27443428.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4323 | 2053-06-01      | 6.0000%  | 0.0000% | $5150000.00        | $3760275.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  | 0.0000% | $45426000.00       | $34634667.14       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $472530.00         | $380898.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4199 | 2040-10-01      | 5.0000%  | 0.0000% | $2002605.00        | $1998990.47        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  | 0.0000% | $30000.00          | $20951.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7190 | 2054-12-01      | 5.0000%  | 0.0000% | $25000.00          | $23377.98          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4052 | 2040-08-01      | 6.0000%  | 0.0000% | $2078440.00        | $2099183.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4676 | 2040-12-01      | 4.5000%  | 0.0000% | $1339253.00        | $1349759.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3791 | 2040-06-01      | 6.0000%  | 0.0000% | $1792299.00        | $1765185.08        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4400 | 2051-02-01      | 2.0000%  | 0.0000% | $40000.00          | $27959.82          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4732 | 2041-01-01      | 4.5000%  | 0.0000% | $1653778.00        | $1664509.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3734 | 2040-06-01      | 6.0000%  | 0.0000% | $1159752.00        | $1077389.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3663 | 2053-08-01      | 5.5000%  | 0.0000% | $6500000.00        | $5152400.92        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  | 0.0000% | $600000.00         | $84896.25          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3515 | 2050-09-01      | 2.5000%  | 0.0000% | $7614100.00        | $3700259.67        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  | 0.0000% | $134000.00         | $44144.91          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1833 | 2049-10-01      | 4.0000%  | 0.0000% | $50000.00          | $7286.54           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7045 | 2038-01-01      | 6.0000%  | 0.0000% | $4746967.00        | $23719.47          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTQK1742 | 2045-06-01      | 5.5000%  | 0.0000% | $4634482.00        | $4113206.53        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4599 | 2047-11-01      | 3.5000%  | 0.0000% | $667000.00         | $83300.48          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL5008 | 2043-02-01      | 3.5000%  | 0.0000% | $41000000.00       | $6477081.28        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5994 | 2043-05-01      | 3.0000%  | 0.0000% | $79241188.00       | $14493031.37       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5377 | 2045-12-01      | 4.5000%  | 0.0000% | $21658258.00       | $21458951.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $640000.00         | $599212.49         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9072 | 2053-05-01      | 6.0000%  | 0.0000% | $31624565.00       | $29185417.74       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $41847514.00       | $31139148.27       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI5633 | 2054-05-01      | 4.5000%  | 0.0000% | $1722155.00        | $1655993.33        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2188 | 2036-08-01      | 2.0000%  | 0.0000% | $223235461.00      | $118613052.27      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2377 | 2035-05-01      | 3.0000%  | 0.0000% | $29235000.00       | $3357948.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2992 | 2039-12-01      | 5.5000%  | 0.0000% | $1053306.00        | $14651.42          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1886 | 2036-03-01      | 2.0000%  | 0.0000% | $12358042.00       | $6824430.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2883 | 2039-12-01      | 4.5000%  | 0.0000% | $1793237.00        | $1552384.21        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2713 | 2039-11-01      | 3.5000%  | 0.0000% | $2739803.00        | $2076537.82        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2857 | 2039-12-01      | 4.0000%  | 0.0000% | $1035895.00        | $781082.26         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0803 | 2037-09-01      | 4.0000%  | 0.0000% | $79119.00          | $55964.83          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI8825 | 2054-07-01      | 5.0000%  | 0.0000% | $1215135.00        | $1113045.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3782 | 2040-05-01      | 5.5000%  | 0.0000% | $3697096.00        | $2844664.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  | 0.0000% | $168000.00         | $146216.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6957 | 2054-11-01      | 5.5000%  | 0.0000% | $1411000.00        | $1308613.97        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3XZN0193 | 2027-08-01      | 3.0000%  | 0.0000% | $30000.00          | $565.99            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  | 0.0000% | $400000.00         | $320428.65         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4870 | 2054-02-01      | 6.5000%  | 0.0000% | $106000.00         | $67694.45          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7122 | 2054-11-01      | 6.5000%  | 0.0000% | $4519817.00        | $3861507.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5219 | 2054-04-01      | 6.0000%  | 0.0000% | $15072260.00       | $12732496.10       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $483000.00         | $361586.23         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK7974 | 2031-03-01      | 3.5000%  | 0.0000% | $900000.00         | $90044.47          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1268 | 2046-06-01      | 3.5000%  | 0.0000% | $3010000.00        | $1212581.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2359 | 2053-02-01      | 5.5000%  | 0.0000% | $20377791.00       | $15089566.71       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6177 | 2053-12-01      | 5.0000%  | 0.0000% | $15853850.00       | $14272939.11       | Agency Mortgage-Backed Securities |
| FEPC 06.500 4UZL1057 | 2035-03-01      | 6.5000%  | 0.0000% | $1202465.00        | $40369.88          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6736 | 2053-11-01      | 4.5000%  | 0.0000% | $995000.00         | $877302.30         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4536 | 2053-11-01      | 6.0000%  | 0.0000% | $2898000.00        | $2007743.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3082 | 2053-06-01      | 6.0000%  | 0.0000% | $215000.00         | $167502.11         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2443 | 2052-10-01      | 4.5000%  | 0.0000% | $200000.00         | $159654.99         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2932 | 2053-04-01      | 4.0000%  | 0.0000% | $15000.00          | $11966.37          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNQS0336 | 2035-09-01      | 6.0000%  | 0.0000% | $1468040.00        | $1499832.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4642 | 2054-01-01      | 6.5000%  | 0.0000% | $4629035.00        | $3567861.36        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  | 0.0000% | $25000000.00       | $19372537.16       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5179 | 2044-12-01      | 5.0000%  | 0.0000% | $400000.00         | $337373.20         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX2594 | 2054-12-01      | 6.0000%  | 0.0000% | $1538000.00        | $1467044.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1300 | 2054-12-01      | 5.0000%  | 0.0000% | $326871.00         | $323926.19         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX0428 | 2054-12-01      | 6.5000%  | 0.0000% | $2188290.00        | $1988036.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  | 0.0000% | $858000.00         | $779078.20         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4412 | 2055-05-01      | 5.5000%  | 0.0000% | $5193000.00        | $5260923.01        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0089 | 2055-11-01      | 7.5000%  | 0.0000% | $115430.00         | $123176.82         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2624 | 2054-10-01      | 6.0000%  | 0.0000% | $1523000.00        | $1253426.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2452512.24        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5210 | 2055-11-01      | 4.5000%  | 0.0000% | $14268489.00       | $14084043.79       | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0071 | 2055-11-01      | 7.5000%  | 0.0000% | $816754.00         | $839058.16         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0511 | 2052-09-01      | 5.0000%  | 0.0000% | $1445275.00        | $1045662.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2655 | 2056-01-01      | 5.5000%  | 0.0000% | $4217041.00        | $4302922.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO1427 | 2038-06-01      | 5.5000%  | 0.0000% | $246669.00         | $90010.68          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3513 | 2040-04-01      | 6.0000%  | 0.0000% | $1047112.00        | $913919.46         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5896 | 2055-10-01      | 5.0000%  | 0.0000% | $2519425.00        | $2560920.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2115 | 2039-06-01      | 6.0000%  | 0.0000% | $1595131.00        | $1023846.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ6726 | 2055-10-01      | 4.5000%  | 0.0000% | $1029677.00        | $1014075.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8039 | 2055-11-01      | 5.0000%  | 0.0000% | $1009859.00        | $1021381.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7527 | 2055-11-01      | 5.5000%  | 0.0000% | $2673916.00        | $2741979.20        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0588 | 2055-03-01      | 3.5000%  | 0.0000% | $1771000.00        | $1567999.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7018 | 2055-11-01      | 6.0000%  | 0.0000% | $5770931.00        | $5875510.75        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5143 | 2041-12-01      | 3.0000%  | 0.0000% | $6245260.00        | $3636875.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5257 | 2035-08-01      | 5.5000%  | 0.0000% | $235145.00         | $207763.24         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3455 | 2040-01-01      | 6.5000%  | 0.0000% | $5168071.00        | $4414549.35        | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $169000.00         | $128932.75         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0928 | 2055-08-01      | 6.0000%  | 0.0000% | $84950976.00       | $80663933.78       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8401 | 2055-07-01      | 5.0000%  | 0.0000% | $2795163.00        | $2790817.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6166 | 2055-06-01      | 5.0000%  | 0.0000% | $1192557.00        | $1201021.38        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1302 | 2052-05-01      | 3.0000%  | 0.0000% | $231165.00         | $166907.84         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9899 | 2055-08-01      | 7.0000%  | 0.0000% | $8512723.00        | $7942718.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3552 | 2055-05-01      | 6.0000%  | 0.0000% | $410000.00         | $374317.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4038 | 2052-06-01      | 3.0000%  | 0.0000% | $755000.00         | $546294.27         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0397 | 2052-04-01      | 3.0000%  | 0.0000% | $44131456.00       | $29071356.48       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7547 | 2055-07-01      | 6.5000%  | 0.0000% | $8572756.00        | $8534200.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3061 | 2055-09-01      | 6.5000%  | 0.0000% | $500000.00         | $472369.78         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2636 | 2055-09-01      | 6.0000%  | 0.0000% | $1203469.00        | $1255644.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6799 | 2055-06-01      | 5.0000%  | 0.0000% | $1100386.00        | $1104370.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3941 | 2055-09-01      | 6.0000%  | 0.0000% | $5945005.00        | $6199614.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6318 | 2055-10-01      | 5.5000%  | 0.0000% | $3051384.00        | $3115172.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7715 | 2055-07-01      | 6.0000%  | 0.0000% | $50726578.00       | $49558939.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3283 | 2055-09-01      | 5.5000%  | 0.0000% | $15279700.00       | $15012014.44       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4332 | 2055-09-01      | 6.0000%  | 0.0000% | $1264298.00        | $1312298.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7945 | 2055-07-01      | 6.0000%  | 0.0000% | $1194417.00        | $1245645.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3922 | 2055-09-01      | 6.0000%  | 0.0000% | $2046660.00        | $1936230.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6967 | 2055-11-01      | 5.5000%  | 0.0000% | $19308010.00       | $19510383.46       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2462 | 2056-01-01      | 5.5000%  | 0.0000% | $1347594.00        | $1382829.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA3287 | 2056-01-01      | 4.5000%  | 0.0000% | $4955208.00        | $4874695.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3068 | 2056-01-01      | 5.5000%  | 0.0000% | $1405883.00        | $1455366.33        | Agency Mortgage-Backed Securities |

### Security 690: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.760000%
- **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: ARP1DUXJ4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DUXJ4
- **C.18 - Value (incl. sponsor support):** $3653000000.00
- **C.18.a - Value (excl. sponsor support):** $3653000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLTA0368 | 2055-11-01      | 5.5000%  | 0.0000% | $3163391.00        | $3243959.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3071 | 2055-12-01      | 5.5000%  | 0.0000% | $1200167.00        | $1230598.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1868 | 2056-01-01      | 6.0000%  | 0.0000% | $1324057.00        | $1386478.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2467 | 2055-12-01      | 5.0000%  | 0.0000% | $5963694.00        | $5995228.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  | 0.0000% | $23898401.00       | $18263849.77       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0086 | 2055-08-01      | 6.5000%  | 0.0000% | $1563838.00        | $1638571.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3183 | 2055-09-01      | 5.5000%  | 0.0000% | $13002804.00       | $12839153.45       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD4152 | 2052-01-01      | 2.0000%  | 0.0000% | $170000.00         | $103889.40         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  | 0.0000% | $227000.00         | $159157.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2758 | 2055-01-01      | 5.5000%  | 0.0000% | $12517413.00       | $11883759.90       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0637 | 2052-04-01      | 3.0000%  | 0.0000% | $13898982.00       | $9254374.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5334 | 2045-02-01      | 5.5000%  | 0.0000% | $935286.00         | $784934.60         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2514 | 2037-03-01      | 2.0000%  | 0.0000% | $300000.00         | $173412.00         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7558 | 2055-11-01      | 6.0000%  | 0.0000% | $1000493.00        | $1049560.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9711 | 2055-11-01      | 5.0000%  | 0.0000% | $1121050.00        | $1133742.89        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  | 0.0000% | $100000.00         | $58837.02          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC3390 | 2039-11-01      | 4.0000%  | 0.0000% | $7792964.00        | $6910545.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI5495 | 2054-05-01      | 5.0000%  | 0.0000% | $5569152.00        | $4789947.97        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB0216 | 2036-12-01      | 2.5000%  | 0.0000% | $1665328.00        | $425849.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2432 | 2055-12-01      | 6.0000%  | 0.0000% | $2731239.00        | $2830104.39        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0000 | 2040-06-01      | 4.0000%  | 0.0000% | $1873368.00        | $1737715.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2836 | 2054-11-01      | 5.0000%  | 0.0000% | $850000.00         | $788575.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2846 | 2056-01-01      | 5.0000%  | 0.0000% | $15227557.00       | $15358950.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2702 | 2054-08-01      | 6.0000%  | 0.0000% | $1306090.00        | $1037153.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1759 | 2055-12-01      | 6.0000%  | 0.0000% | $1068989.00        | $1106507.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0019 | 2040-08-01      | 6.0000%  | 0.0000% | $191814.00         | $176766.99         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4165 | 2055-05-01      | 6.0000%  | 0.0000% | $1135000.00        | $1044519.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4026 | 2055-01-01      | 5.5000%  | 0.0000% | $1006000.00        | $943462.63         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $110000.00         | $104526.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZJ9295 | 2027-11-01      | 6.0000%  | 0.0000% | $6063056.00        | $14899.39          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ5428 | 2031-11-01      | 7.5000%  | 0.0000% | $435000.00         | $1288.75           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6329 | 2037-08-01      | 6.0000%  | 0.0000% | $2698767.00        | $15861.74          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $24078000.00       | $7989819.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3174 | 2053-06-01      | 5.5000%  | 0.0000% | $500000.00         | $407396.70         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2154.50           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZJ9271 | 2027-11-01      | 5.0000%  | 0.0000% | $4939420.00        | $1182.18           | Agency Mortgage-Backed Securities |
| FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  | 0.0000% | $1793000.00        | $199544.19         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7117 | 2054-10-01      | 6.0000%  | 0.0000% | $28017346.00       | $25948295.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $10830000.00       | $7507449.46        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1124 | 2046-05-01      | 3.5000%  | 0.0000% | $448398.00         | $50873.86          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRC2594 | 2037-06-01      | 3.5000%  | 0.0000% | $338676.00         | $191268.16         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $3079015.00        | $1278227.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5067 | 2054-08-01      | 6.0000%  | 0.0000% | $1537286.00        | $1388445.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6695 | 2052-01-01      | 2.5000%  | 0.0000% | $415354.00         | $280202.79         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA4727 | 2051-03-01      | 2.0000%  | 0.0000% | $24449376.00       | $14899371.27       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | 0.0000% | $4494135.00        | $1730390.30        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ5502 | 2031-11-01      | 7.0000%  | 0.0000% | $234888.00         | $984.36            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2107 | 2038-05-01      | 6.0000%  | 0.0000% | $1077049.00        | $14466.26          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0973 | 2036-06-01      | 7.0000%  | 0.0000% | $42000.00          | $6256.99           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4022 | 2040-08-01      | 5.5000%  | 0.0000% | $2175698.00        | $1631884.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4268 | 2053-11-01      | 6.0000%  | 0.0000% | $21831200.00       | $17229471.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3199 | 2040-02-01      | 5.0000%  | 0.0000% | $2771737.00        | $2637385.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4185 | 2040-09-01      | 4.5000%  | 0.0000% | $6387904.00        | $6346398.53        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $212000.00         | $167824.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4675 | 2040-12-01      | 4.5000%  | 0.0000% | $3060584.00        | $3086482.66        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $9000.00           | $2232.95           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4522 | 2040-11-01      | 4.0000%  | 0.0000% | $6000000.00        | $5924122.97        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $5011000.00        | $4034880.16        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $3000000.00        | $1729559.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2531 | 2039-10-01      | 5.0000%  | 0.0000% | $1143800.00        | $823875.34         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $5110215.00        | $4325400.87        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $802000.00         | $728038.49         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5256 | 2035-08-01      | 5.0000%  | 0.0000% | $11892760.00       | $11061296.39       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5070 | 2031-10-01      | 1.5000%  | 0.0000% | $15094000.00       | $6481353.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6044 | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $71928.07          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2978 | 2040-01-01      | 5.5000%  | 0.0000% | $1160348.00        | $926750.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4728 | 2041-01-01      | 5.0000%  | 0.0000% | $1511544.00        | $1543911.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8786 | 2053-02-01      | 6.0000%  | 0.0000% | $1161138.00        | $283726.73         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3228 | 2053-01-01      | 3.5000%  | 0.0000% | $6563941.00        | $6134267.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1191 | 2055-05-01      | 6.0000%  | 0.0000% | $1350000.00        | $1266376.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1505 | 2055-06-01      | 6.5000%  | 0.0000% | $6032161.00        | $6064912.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2843 | 2053-02-01      | 6.0000%  | 0.0000% | $16803151.00       | $16518794.72       | Agency Mortgage-Backed Securities |
| FEPC 06.000 4UZL1056 | 2035-03-01      | 6.0000%  | 0.0000% | $1105217.00        | $95488.24          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA2313 | 2050-03-01      | 3.5000%  | 0.0000% | $240000.00         | $72049.45          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3044 | 2054-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3426.86           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2249 | 2053-01-01      | 4.5000%  | 0.0000% | $8816232.00        | $6961945.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0915 | 2054-08-01      | 6.0000%  | 0.0000% | $200207.00         | $153193.94         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6865 | 2052-02-01      | 2.5000%  | 0.0000% | $470000.00         | $323500.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2342 | 2044-12-01      | 5.0000%  | 0.0000% | $360000.00         | $270259.08         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1996 | 2052-12-01      | 5.0000%  | 0.0000% | $2650000.00        | $2013227.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2500.04           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2460 | 2050-04-01      | 3.0000%  | 0.0000% | $3754878.00        | $1766189.74        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA4518 | 2051-02-01      | 3.5000%  | 0.0000% | $66183772.00       | $31606966.61       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6017 | 2051-10-01      | 2.5000%  | 0.0000% | $1739406.00        | $1218375.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7537 | 2052-08-01      | 4.5000%  | 0.0000% | $6300000.00        | $5001131.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0921 | 2052-09-01      | 5.0000%  | 0.0000% | $300000.00         | $211057.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $855000.00         | $704435.67         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $26000.00          | $20247.96          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5549 | 2053-06-01      | 5.0000%  | 0.0000% | $6900000.00        | $5616469.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2274 | 2034-02-01      | 6.0000%  | 0.0000% | $1979366.00        | $35656.34          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $885387.00         | $649762.01         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  | 0.0000% | $32000.00          | $24196.63          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $748.24            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  | 0.0000% | $50000000.00       | $33186936.25       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4900 | 2050-11-01      | 2.5000%  | 0.0000% | $65000.00          | $30894.06          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $5000.00           | $635.89            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1715 | 2040-08-01      | 6.0000%  | 0.0000% | $250957.00         | $253234.09         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $4321956.00        | $2928539.36        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8387 | 2040-05-01      | 3.5000%  | 0.0000% | $4915859.00        | $4472880.12        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8016 | 2034-11-01      | 3.0000%  | 0.0000% | $600000.00         | $81580.87          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG4207 | 2053-05-01      | 5.0000%  | 0.0000% | $3469421.00        | $2786043.65        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0866 | 2052-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $2933697.71        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6362 | 2050-01-01      | 3.5000%  | 0.0000% | $8952013.00        | $3793793.71        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0063 | 2035-05-01      | 3.5000%  | 0.0000% | $160534.00         | $48535.11          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1441 | 2052-08-01      | 4.0000%  | 0.0000% | $25345.00          | $21089.49          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $31093442.00       | $27091784.98       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRJ3598 | 2055-02-01      | 3.0000%  | 0.0000% | $2605116.00        | $2275503.33        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0203 | 2053-11-01      | 6.5000%  | 0.0000% | $12633663.00       | $9018484.50        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3235 | 2050-11-01      | 3.5000%  | 0.0000% | $21998260.00       | $20604782.02       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3341 | 2052-05-01      | 3.0000%  | 0.0000% | $31611825.00       | $28044261.08       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3222 | 2053-09-01      | 4.5000%  | 0.0000% | $18233196.00       | $17825638.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3149 | 2053-03-01      | 5.5000%  | 0.0000% | $71855036.00       | $72088331.57       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5662 | 2055-10-01      | 5.5000%  | 0.0000% | $4941568.00        | $5058071.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6831 | 2055-10-01      | 5.5000%  | 0.0000% | $1288980.00        | $1320165.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7245 | 2055-11-01      | 5.5000%  | 0.0000% | $21451014.00       | $21567329.49       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6037 | 2055-10-01      | 5.5000%  | 0.0000% | $5232215.00        | $5348518.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7990 | 2055-11-01      | 5.5000%  | 0.0000% | $42400000.00       | $42169342.99       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6578 | 2055-10-01      | 5.5000%  | 0.0000% | $1215640.00        | $1247128.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8948 | 2055-11-01      | 5.0000%  | 0.0000% | $1212059.00        | $1228610.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9778 | 2055-11-01      | 5.0000%  | 0.0000% | $5331079.00        | $5386449.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3373 | 2055-11-01      | 5.5000%  | 0.0000% | $87900323.00       | $90941062.50       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA5502 | 2049-12-01      | 5.0000%  | 0.0000% | $3351039.00        | $484104.96         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3429 | 2055-09-01      | 6.0000%  | 0.0000% | $113272625.00      | $112320130.66      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3512 | 2040-04-01      | 6.0000%  | 0.0000% | $1147965.00        | $1160831.02        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4881 | 2055-10-01      | 5.0000%  | 0.0000% | $1230176.00        | $1234166.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6155 | 2055-10-01      | 6.5000%  | 0.0000% | $2381200.00        | $2504100.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3933 | 2055-09-01      | 6.0000%  | 0.0000% | $4320783.00        | $4524894.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1062 | 2055-12-01      | 5.5000%  | 0.0000% | $1456428.00        | $1492579.94        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2461 | 2055-12-01      | 5.0000%  | 0.0000% | $17972361.00       | $18055746.77       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2802 | 2055-12-01      | 6.0000%  | 0.0000% | $1728793.00        | $1801512.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4792 | 2055-09-01      | 6.5000%  | 0.0000% | $3793131.00        | $3867632.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1608 | 2053-09-01      | 4.5000%  | 0.0000% | $19855502.00       | $18737444.27       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3634 | 2055-12-01      | 6.5000%  | 0.0000% | $71926780.00       | $76498781.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1480 | 2054-05-01      | 6.0000%  | 0.0000% | $40000.00          | $36741.48          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2503 | 2055-06-01      | 6.5000%  | 0.0000% | $64102556.00       | $64168942.65       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3209 | 2053-10-01      | 3.0000%  | 0.0000% | $12268055.00       | $10877667.51       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9877 | 2055-10-01      | 5.5000%  | 0.0000% | $1053691.00        | $1093932.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $7000.00           | $6975.16           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1242 | 2055-05-01      | 5.0000%  | 0.0000% | $42629700.00       | $40691563.65       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0407 | 2055-02-01      | 5.5000%  | 0.0000% | $270370.00         | $247733.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3473 | 2055-11-01      | 6.0000%  | 0.0000% | $55731588.00       | $58534130.10       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9955 | 2055-12-01      | 5.5000%  | 0.0000% | $1191642.00        | $1233216.73        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0071 | 2051-07-01      | 4.5000%  | 0.0000% | $9475590.00        | $7846608.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3145 | 2053-07-01      | 5.0000%  | 0.0000% | $35614145.00       | $35852587.44       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0180 | 2053-11-01      | 5.5000%  | 0.0000% | $22139652.00       | $19442846.50       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5182 | 2049-12-01      | 3.0000%  | 0.0000% | $210000.00         | $71965.78          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3466 | 2055-03-01      | 6.0000%  | 0.0000% | $26306639.00       | $27268114.01       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2844 | 2047-08-01      | 4.0000%  | 0.0000% | $13445613.00       | $12746280.33       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3370 | 2055-11-01      | 5.5000%  | 0.0000% | $50535022.00       | $51538845.66       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2643 | 2055-09-01      | 6.5000%  | 0.0000% | $6923106.00        | $7055363.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7020 | 2055-10-01      | 5.5000%  | 0.0000% | $3503500.00        | $3589340.44        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  | 0.0000% | $140000.00         | $51901.42          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN6703 | 2036-06-01      | 2.0000%  | 0.0000% | $390000.00         | $197611.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH1419 | 2053-08-01      | 5.0000%  | 0.0000% | $392531.00         | $324659.71         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1518 | 2054-12-01      | 5.5000%  | 0.0000% | $14167482.00       | $13903717.19       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2535 | 2055-03-01      | 5.5000%  | 0.0000% | $14003167.00       | $14160605.91       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3454 | 2040-01-01      | 6.5000%  | 0.0000% | $3739589.00        | $3040889.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3607 | 2050-09-01      | 3.0000%  | 0.0000% | $60335.00          | $28172.29          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $400000.00         | $323975.80         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5306 | 2044-08-01      | 5.5000%  | 0.0000% | $1650000.00        | $1133894.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5276 | 2035-12-01      | 5.0000%  | 0.0000% | $1547195.00        | $1580958.92        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2389 | 2036-12-01      | 2.0000%  | 0.0000% | $207795359.00      | $115538474.12      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1888 | 2036-03-01      | 2.0000%  | 0.0000% | $1515000.00        | $654344.94         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5067 | 2031-09-01      | 1.5000%  | 0.0000% | $160000.00         | $66135.56          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1419 | 2055-05-01      | 5.5000%  | 0.0000% | $20181236.00       | $18377409.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8836 | 2055-03-01      | 6.0000%  | 0.0000% | $3493354.00        | $2868906.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0361 | 2055-04-01      | 5.5000%  | 0.0000% | $9212524.00        | $8595439.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7661 | 2055-07-01      | 5.5000%  | 0.0000% | $18026000.00       | $18027809.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2652 | 2051-01-01      | 5.5000%  | 0.0000% | $1568415.00        | $1601921.57        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0051 | 2040-12-01      | 3.5000%  | 0.0000% | $700025.00         | $683177.27         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4554 | 2055-01-01      | 6.0000%  | 0.0000% | $3107035.00        | $2098861.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5552 | 2055-10-01      | 5.5000%  | 0.0000% | $1677470.00        | $1717841.14        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQY3013 | 2055-05-01      | 7.5000%  | 0.0000% | $1943672.00        | $2088991.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3996 | 2055-05-01      | 5.5000%  | 0.0000% | $31134000.00       | $29672850.85       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4325 | 2055-09-01      | 6.0000%  | 0.0000% | $1085070.00        | $1137428.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0914 | 2055-08-01      | 6.0000%  | 0.0000% | $5303866.00        | $5535496.49        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8393 | 2053-02-01      | 4.5000%  | 0.0000% | $59908156.00       | $49060404.07       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0082 | 2055-12-01      | 4.0000%  | 0.0000% | $7146378.00        | $6819440.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ0062 | 2053-10-01      | 5.0000%  | 0.0000% | $51000.00          | $45039.07          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1164 | 2055-12-01      | 5.5000%  | 0.0000% | $14210000.00       | $14506894.26       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0091 | 2037-04-01      | 3.0000%  | 0.0000% | $993554.00         | $597781.64         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3941 | 2040-06-01      | 5.0000%  | 0.0000% | $3153944.00        | $3120723.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1027 | 2052-10-01      | 5.0000%  | 0.0000% | $1319420.00        | $1255351.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4731 | 2041-01-01      | 4.5000%  | 0.0000% | $2023373.00        | $2037063.14        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1443 | 2052-05-01      | 4.0000%  | 0.0000% | $495000.00         | $282056.12         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $204000.00         | $134844.18         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5058 | 2054-03-01      | 5.5000%  | 0.0000% | $1500000.00        | $1364325.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3819 | 2040-07-01      | 5.0000%  | 0.0000% | $1157762.00        | $1163106.91        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4287 | 2040-10-01      | 4.0000%  | 0.0000% | $185990.00         | $182166.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3432 | 2054-12-01      | 5.0000%  | 0.0000% | $1455794.00        | $1440110.84        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3158 | 2056-01-01      | 5.0000%  | 0.0000% | $15033205.00       | $15179202.48       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1976 | 2052-11-01      | 4.5000%  | 0.0000% | $46285834.00       | $44648734.98       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3666 | 2052-11-01      | 4.5000%  | 0.0000% | $21398357.00       | $21351216.42       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRJ3861 | 2055-03-01      | 3.0000%  | 0.0000% | $1492076.00        | $1307230.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2693 | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $473209.33         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7757 | 2052-08-01      | 4.0000%  | 0.0000% | $81998030.00       | $62305202.52       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4916 | 2047-05-01      | 4.0000%  | 0.0000% | $198430103.00      | $33621733.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS8836 | 2027-08-01      | 6.0000%  | 0.0000% | $185000.00         | $626.73            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0118 | 2034-11-01      | 2.5000%  | 0.0000% | $100000.00         | $27745.60          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $1506000.00        | $510680.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  | 0.0000% | $890458.00         | $542402.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8287 | 2039-03-01      | 5.0000%  | 0.0000% | $247544.00         | $143791.41         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0570 | 2036-11-01      | 2.0000%  | 0.0000% | $400000.00         | $206359.33         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1027 | 2035-10-01      | 3.0000%  | 0.0000% | $170000.00         | $116554.77         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB0668 | 2034-09-01      | 4.5000%  | 0.0000% | $150000.00         | $72467.32          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0625 | 2037-03-01      | 3.0000%  | 0.0000% | $3677670.00        | $1984327.48        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7706 | 2048-08-01      | 4.0000%  | 0.0000% | $10758326.00       | $2018659.66        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1039.10           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2956 | 2053-06-01      | 5.0000%  | 0.0000% | $1050000.00        | $836272.69         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8045 | 2035-05-01      | 2.5000%  | 0.0000% | $1315000.00        | $302094.15         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  | 0.0000% | $46784258.00       | $37668875.49       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9668 | 2040-01-01      | 5.0000%  | 0.0000% | $23000.00          | $1144.96           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZT2094 | 2034-06-01      | 2.5000%  | 0.0000% | $121504.00         | $11715.47          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2284 | 2031-05-01      | 6.0000%  | 0.0000% | $302006.00         | $1637.06           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $17762519.00       | $14046369.58       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $6742623.00        | $539737.09         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3056 | 2049-01-01      | 3.0000%  | 0.0000% | $27000.00          | $2704.78           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3720 | 2040-07-01      | 5.5000%  | 0.0000% | $1049150.00        | $967472.37         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4012 | 2040-08-01      | 5.5000%  | 0.0000% | $9980139.00        | $8768131.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3348 | 2040-03-01      | 5.5000%  | 0.0000% | $928557.00         | $716068.06         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8006 | 2031-04-01      | 2.5000%  | 0.0000% | $31717.00          | $2667.57           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $13343000.00       | $10796533.33       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3316 | 2040-03-01      | 6.0000%  | 0.0000% | $1463303.00        | $1291173.85        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  | 0.0000% | $200000.00         | $120058.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2143 | 2039-06-01      | 5.5000%  | 0.0000% | $1168926.00        | $739318.74         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2517 | 2038-05-01      | 4.5000%  | 0.0000% | $327491.00         | $44556.31          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0953 | 2037-05-01      | 3.0000%  | 0.0000% | $450154.00         | $306855.72         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  | 0.0000% | $5998462.00        | $5454646.85        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0529 | 2046-10-01      | 3.0000%  | 0.0000% | $15000000.00       | $3713504.74        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | 0.0000% | $73525000.00       | $27040364.82       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0715 | 2037-07-01      | 3.0000%  | 0.0000% | $343745.00         | $212446.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3485 | 2040-04-01      | 6.0000%  | 0.0000% | $1010337.00        | $909806.18         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3666 | 2040-05-01      | 5.5000%  | 0.0000% | $1103073.00        | $1006280.54        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3203 | 2040-03-01      | 5.0000%  | 0.0000% | $2453910.00        | $2160842.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS9416 | 2040-02-01      | 5.5000%  | 0.0000% | $30080.00          | $3113.60           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  | 0.0000% | $300000.00         | $201552.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3356 | 2040-04-01      | 5.5000%  | 0.0000% | $9923312.00        | $6826775.83        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $400000.00         | $278131.24         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4401 | 2039-11-01      | 4.5000%  | 0.0000% | $5907500.00        | $118096.27         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1550 | 2040-07-01      | 5.0000%  | 0.0000% | $57658592.00       | $50543280.58       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4528 | 2040-11-01      | 5.0000%  | 0.0000% | $1332997.00        | $1351798.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $127000.00         | $54681.06          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $810.29            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF4918 | 2052-12-01      | 5.0000%  | 0.0000% | $7168792.00        | $4572592.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5438 | 2053-06-01      | 5.0000%  | 0.0000% | $5206767.00        | $3891224.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $63784536.00       | $52835414.79       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3966 | 2053-09-01      | 6.0000%  | 0.0000% | $23000000.00       | $20243293.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1197 | 2055-05-01      | 5.5000%  | 0.0000% | $92547188.00       | $91518028.71       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3637 | 2055-09-01      | 6.5000%  | 0.0000% | $25565635.00       | $27337631.78       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9932 | 2055-04-01      | 6.5000%  | 0.0000% | $1649339.00        | $1169003.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9839 | 2055-08-01      | 6.0000%  | 0.0000% | $8875911.00        | $7273955.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4382 | 2055-09-01      | 6.0000%  | 0.0000% | $1096167.00        | $1149548.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ7698 | 2055-11-01      | 4.5000%  | 0.0000% | $1727800.00        | $1696154.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3987 | 2040-08-01      | 5.5000%  | 0.0000% | $3531791.00        | $3008572.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2343 | 2055-09-01      | 6.5000%  | 0.0000% | $1532682.00        | $1596979.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7951 | 2052-08-01      | 4.5000%  | 0.0000% | $536232.00         | $375656.29         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5153 | 2055-10-01      | 6.0000%  | 0.0000% | $5110484.00        | $5296175.99        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0800 | 2052-06-01      | 4.0000%  | 0.0000% | $4822364.00        | $4101792.86        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ3523 | 2055-09-01      | 5.0000%  | 0.0000% | $2110854.00        | $2122312.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9152 | 2055-11-01      | 6.0000%  | 0.0000% | $10900256.00       | $11086724.07       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  | 0.0000% | $646548.00         | $577851.33         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3184 | 2040-02-01      | 6.0000%  | 0.0000% | $2114244.00        | $2128654.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3187 | 2040-02-01      | 6.0000%  | 0.0000% | $1499262.00        | $1372818.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9765 | 2055-12-01      | 5.0000%  | 0.0000% | $1782656.00        | $1798499.78        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2895 | 2039-12-01      | 4.0000%  | 0.0000% | $1276001.00        | $1178776.06        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ8186 | 2055-10-01      | 6.5000%  | 0.0000% | $1079163.00        | $1132492.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9113 | 2055-11-01      | 5.5000%  | 0.0000% | $3408124.00        | $3490728.19        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4201 | 2040-09-01      | 4.0000%  | 0.0000% | $3479747.00        | $3406509.54        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4361 | 2040-10-01      | 4.0000%  | 0.0000% | $72488.00          | $70200.49          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0246 | 2052-09-01      | 4.0000%  | 0.0000% | $205000.00         | $185437.53         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  | 0.0000% | $1048103.00        | $795618.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8023 | 2055-11-01      | 5.5000%  | 0.0000% | $1161528.00        | $1191426.86        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1432 | 2053-04-01      | 5.0000%  | 0.0000% | $2258821.00        | $1845247.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7887 | 2055-11-01      | 5.5000%  | 0.0000% | $2306750.00        | $2359247.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7262 | 2055-11-01      | 5.0000%  | 0.0000% | $13938870.00       | $13973685.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7365 | 2055-10-01      | 6.0000%  | 0.0000% | $2063471.00        | $2136840.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3373 | 2056-01-01      | 5.0000%  | 0.0000% | $41257253.00       | $41469095.24       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8702 | 2053-07-01      | 5.0000%  | 0.0000% | $9215477.00        | $7766461.63        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8658 | 2036-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $1095460.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3970 | 2040-08-01      | 5.5000%  | 0.0000% | $1227719.00        | $1253373.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1978 | 2054-08-01      | 6.0000%  | 0.0000% | $80000.00          | $77317.18          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ7671 | 2054-11-01      | 6.0000%  | 0.0000% | $215000.00         | $183701.24         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA7974 | 2050-03-01      | 5.0000%  | 0.0000% | $5347259.00        | $978630.25         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $2706000.00        | $2415259.43        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1280000.00        | $981542.86         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4965 | 2052-06-01      | 5.0000%  | 0.0000% | $23566.00          | $20833.69          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $38000.00          | $17857.55          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $1963000.00        | $429376.45         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD2067 | 2051-12-01      | 2.0000%  | 0.0000% | $27958120.00       | $17607535.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $17000.00          | $12043.29          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $61650809.00       | $52602453.64       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | 0.0000% | $490000.00         | $252427.05         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2897 | 2050-06-01      | 2.5000%  | 0.0000% | $1775000.00        | $738230.18         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8427 | 2055-10-01      | 6.0000%  | 0.0000% | $2026805.00        | $2093237.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8103 | 2055-11-01      | 5.5000%  | 0.0000% | $15070000.00       | $15289748.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2330 | 2055-09-01      | 6.0000%  | 0.0000% | $3226200.00        | $3137143.08        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $634.93            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0633 | 2029-09-01      | 6.0000%  | 0.0000% | $944192.00         | $2238.96           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $53947496.00       | $42091893.35       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $6610166.00        | $5291928.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1657 | 2037-09-01      | 6.0000%  | 0.0000% | $4626681.00        | $28365.50          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $310000.00         | $206150.53         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $210000.00         | $154471.60         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $135325.96         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  | 0.0000% | $866000.00         | $1300.21           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  | 0.0000% | $144000.00         | $102650.58         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1957 | 2052-03-01      | 3.0000%  | 0.0000% | $25000.00          | $17122.56          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZA2100 | 2028-12-01      | 5.5000%  | 0.0000% | $240302.00         | $1033.47           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD0067 | 2049-06-01      | 5.5000%  | 0.0000% | $2300000.00        | $245919.84         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $34000.00          | $19580.67          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $240000.00         | $173916.30         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7775 | 2029-03-01      | 4.0000%  | 0.0000% | $69819.00          | $2503.92           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1566 | 2033-12-01      | 3.5000%  | 0.0000% | $1854441.00        | $136612.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIZS6251 | 2026-04-01      | 5.0000%  | 0.0000% | $2050000.00        | $1787.21           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  | 0.0000% | $1071000.00        | $386302.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0806 | 2048-08-01      | 5.0000%  | 0.0000% | $640000.00         | $67548.31          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $575.45            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB0555 | 2050-06-01      | 3.0000%  | 0.0000% | $225000.00         | $103865.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIZS6356 | 2026-08-01      | 5.0000%  | 0.0000% | $1500000.00        | $578.10            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2053 | 2038-05-01      | 5.5000%  | 0.0000% | $350807.00         | $3322.17           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7139 | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7687916.82        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8040 | 2035-04-01      | 2.5000%  | 0.0000% | $3137335.00        | $571938.48         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0931 | 2055-08-01      | 6.5000%  | 0.0000% | $17868929.00       | $14584195.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4467 | 2055-09-01      | 6.0000%  | 0.0000% | $1408750.00        | $1460546.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2990 | 2055-09-01      | 5.0000%  | 0.0000% | $1062428.00        | $1065056.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3619 | 2055-09-01      | 5.5000%  | 0.0000% | $3781100.00        | $3840254.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2636 | 2054-10-01      | 5.0000%  | 0.0000% | $61590265.00       | $58122020.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5520 | 2055-12-01      | 5.5000%  | 0.0000% | $67550000.00       | $69163198.89       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5209 | 2055-11-01      | 4.5000%  | 0.0000% | $14228011.00       | $13959062.94       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5485 | 2055-12-01      | 4.5000%  | 0.0000% | $12973303.00       | $12852404.79       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI4162 | 2036-02-01      | 6.0000%  | 0.0000% | $4367689.00        | $31466.72          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $18000.00          | $9009.60           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3271.99           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $287000.00         | $244507.25         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2659 | 2051-12-01      | 2.5000%  | 0.0000% | $6930527.00        | $4642173.72        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $26500579.00       | $22018364.82       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $281000.00         | $59950.25          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4668 | 2053-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $1106484.62        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  | 0.0000% | $1310000.00        | $114116.72         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4779 | 2048-06-01      | 3.0000%  | 0.0000% | $101184.00         | $18870.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF6789 | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $6539875.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8302 | 2053-02-01      | 6.5000%  | 0.0000% | $20000.00          | $10626.92          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $36121723.00       | $30712687.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3509 | 2052-11-01      | 5.5000%  | 0.0000% | $2176270.00        | $2107015.23        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0854 | 2052-01-01      | 2.5000%  | 0.0000% | $1255477.00        | $851391.70         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2136 | 2052-10-01      | 4.5000%  | 0.0000% | $1956369.00        | $1437113.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $27000.00          | $20144.85          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2104 | 2052-05-01      | 3.5000%  | 0.0000% | $309000.00         | $211304.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4847 | 2052-12-01      | 5.5000%  | 0.0000% | $50000.00          | $38973.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8220 | 2038-02-01      | 5.5000%  | 0.0000% | $30000.00          | $16466.80          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $6027070.00        | $3538551.08        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZT1165 | 2043-01-01      | 3.0000%  | 0.0000% | $21500000.00       | $3692149.39        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $74455.00          | $55262.99          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8277 | 2039-01-01      | 5.0000%  | 0.0000% | $597696.00         | $392783.51         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0063 | 2031-12-01      | 1.5000%  | 0.0000% | $2000000.00        | $1238107.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8319 | 2039-08-01      | 5.5000%  | 0.0000% | $23652753.00       | $14664799.66       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8069 | 2035-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $376009.12         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8355 | 2039-12-01      | 3.5000%  | 0.0000% | $61893658.00       | $53653978.71       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1483 | 2052-08-01      | 4.0000%  | 0.0000% | $1500000.00        | $1092225.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0297 | 2038-10-01      | 5.5000%  | 0.0000% | $371001.00         | $29497.31          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2282 | 2052-01-01      | 3.5000%  | 0.0000% | $4982000.00        | $3318013.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6737 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $93624.32          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0151 | 2054-07-01      | 6.5000%  | 0.0000% | $398000.00         | $272839.22         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH9763 | 2054-01-01      | 6.0000%  | 0.0000% | $1569075.00        | $684185.41         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $301000.00         | $221580.54         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4558 | 2052-10-01      | 4.0000%  | 0.0000% | $70000.00          | $56156.87          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4546 | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $6260926.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2818 | 2053-04-01      | 5.5000%  | 0.0000% | $42173251.00       | $36388035.99       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $5856217.00        | $3702580.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CNRD5212 | 2034-09-01      | 6.5000%  | 0.0000% | $213653.00         | $125014.10         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  | 0.0000% | $132265.00         | $75815.98          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $10000.00          | $5960.74           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2473 | 2054-09-01      | 6.5000%  | 0.0000% | $56431000.00       | $47378695.21       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $265000.00         | $156382.60         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $885400.00         | $505244.88         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE8990 | 2052-08-01      | 3.0000%  | 0.0000% | $96069.00          | $65635.42          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2182 | 2052-10-01      | 4.5000%  | 0.0000% | $6666092.00        | $4277623.73        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0556 | 2036-09-01      | 3.0000%  | 0.0000% | $500000.00         | $251506.71         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $14000.00          | $9721.06           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8345 | 2039-10-01      | 3.5000%  | 0.0000% | $7089553.00        | $6112839.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8262 | 2038-09-01      | 5.0000%  | 0.0000% | $1426000.00        | $893984.39         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1116.95           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5171 | 2054-01-01      | 2.5000%  | 0.0000% | $382965.00         | $292077.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $23000000.00       | $17394181.35       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA1086 | 2049-07-01      | 4.5000%  | 0.0000% | $300000.00         | $38948.80          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7744 | 2052-07-01      | 2.5000%  | 0.0000% | $11028072.00       | $8325122.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5605 | 2054-06-01      | 5.5000%  | 0.0000% | $42456848.00       | $39428574.23       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2744 | 2053-05-01      | 6.0000%  | 0.0000% | $47940055.00       | $36254761.54       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4050 | 2040-05-01      | 6.0000%  | 0.0000% | $602529.00         | $55176.31          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS8067 | 2028-05-01      | 2.0000%  | 0.0000% | $760000.00         | $67731.13          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0381 | 2032-07-01      | 2.5000%  | 0.0000% | $3150000.00        | $752285.32         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $31000.00          | $20929.76          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0755 | 2033-11-01      | 5.0000%  | 0.0000% | $400000.00         | $3177.24           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $823000.00         | $149098.75         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI8519 | 2039-02-01      | 4.5000%  | 0.0000% | $5000000.00        | $51656.84          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9627 | 2046-02-01      | 3.5000%  | 0.0000% | $913000.00         | $188002.18         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1561 | 2037-08-01      | 5.5000%  | 0.0000% | $500000.00         | $2845.80           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8113 | 2050-12-01      | 2.0000%  | 0.0000% | $9000.00           | $4827.03           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $65000.00          | $50095.12          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2963 | 2051-09-01      | 2.5000%  | 0.0000% | $553747.00         | $406971.07         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7505 | 2049-08-01      | 4.5000%  | 0.0000% | $2500000.00        | $596476.72         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5370 | 2045-09-01      | 6.0000%  | 0.0000% | $652877.00         | $616349.51         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2517 | 2037-03-01      | 1.5000%  | 0.0000% | $28177.00          | $17772.23          | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PRE6165 | 2055-10-01      | 6.5000%  | 0.0000% | $12274098.00       | $10463113.77       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5574 | 2051-08-01      | 2.5000%  | 0.0000% | $217176.00         | $130770.98         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE1237 | 2052-05-01      | 3.5000%  | 0.0000% | $2767542.00        | $2058582.54        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2971 | 2040-01-01      | 4.0000%  | 0.0000% | $1128000.00        | $1035614.60        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9345 | 2050-05-01      | 3.0000%  | 0.0000% | $1095267.00        | $685745.36         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3564 | 2040-05-01      | 5.5000%  | 0.0000% | $1441896.00        | $1441084.06        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5289 | 2044-03-01      | 5.0000%  | 0.0000% | $127240.00         | $92487.56          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | 0.0000% | $15150894.00       | $2396357.60        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4333 | 2040-10-01      | 4.0000%  | 0.0000% | $182690.00         | $179651.72         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3627 | 2055-12-01      | 5.0000%  | 0.0000% | $19715763.00       | $20130674.67       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3617 | 2055-11-01      | 6.5000%  | 0.0000% | $43788915.00       | $46135022.91       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2079 | 2056-01-01      | 6.5000%  | 0.0000% | $3679258.00        | $3881071.43        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA1450 | 2055-12-01      | 4.5000%  | 0.0000% | $1003670.00        | $987861.19         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0029 | 2040-10-01      | 3.5000%  | 0.0000% | $17301128.00       | $16488641.57       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2963 | 2056-01-01      | 5.0000%  | 0.0000% | $4514398.00        | $4534783.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3659 | 2055-04-01      | 5.5000%  | 0.0000% | $29114662.00       | $29692830.65       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2057 | 2055-12-01      | 5.0000%  | 0.0000% | $24813857.00       | $24898265.48       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2853 | 2053-11-01      | 6.5000%  | 0.0000% | $40330000.00       | $38957399.39       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3216 | 2052-06-01      | 3.5000%  | 0.0000% | $10366053.00       | $9681632.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0417 | 2055-11-01      | 5.5000%  | 0.0000% | $1548706.00        | $1602931.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2538 | 2056-01-01      | 6.0000%  | 0.0000% | $2353151.00        | $2445980.45        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6900 | 2052-02-01      | 2.5000%  | 0.0000% | $30140.00          | $21272.74          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3909 | 2055-05-01      | 5.0000%  | 0.0000% | $5567411.00        | $5366775.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY9512 | 2055-07-01      | 5.0000%  | 0.0000% | $1092427.00        | $1102193.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8093 | 2052-10-01      | 5.5000%  | 0.0000% | $65031247.00       | $51437803.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0908 | 2055-08-01      | 5.0000%  | 0.0000% | $1334657.00        | $1347284.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2620 | 2055-08-01      | 5.0000%  | 0.0000% | $1551516.00        | $1541937.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  | 0.0000% | $43304473.00       | $41563535.80       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0742 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $85629.11          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3353 | 2056-01-01      | 6.0000%  | 0.0000% | $55130178.00       | $57256493.84       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0896 | 2055-12-01      | 4.5000%  | 0.0000% | $1302112.00        | $1284494.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2146 | 2055-12-01      | 5.5000%  | 0.0000% | $1276541.00        | $1308320.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0538 | 2055-12-01      | 6.0000%  | 0.0000% | $1867685.00        | $1948222.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $127861249.00      | $129638559.24      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $23000.00          | $22438.29          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0199 | 2055-12-01      | 5.5000%  | 0.0000% | $1321250.00        | $1255102.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA3497 | 2056-01-01      | 4.5000%  | 0.0000% | $4299700.00        | $4223883.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3527 | 2056-01-01      | 5.0000%  | 0.0000% | $51663109.00       | $51838849.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2837 | 2055-03-01      | 5.5000%  | 0.0000% | $57896078.00       | $58411000.16       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0070 | 2055-11-01      | 3.5000%  | 0.0000% | $6077571.00        | $5640777.05        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM1942 | 2046-10-01      | 4.0000%  | 0.0000% | $1362000.00        | $282590.82         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | 0.0000% | $33000.00          | $19971.79          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $210000.00         | $160094.33         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $38280033.00       | $26171691.29       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $329708.91         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $4239251.00        | $2764506.67        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $45000.00          | $32398.57          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1822 | 2052-11-01      | 5.0000%  | 0.0000% | $1555000.00        | $1126862.24        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD5622 | 2052-02-01      | 2.5000%  | 0.0000% | $5000.00           | $3417.10           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8358 | 2039-12-01      | 6.5000%  | 0.0000% | $87041.00          | $72596.00          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $229056.00         | $127206.99         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8294 | 2039-04-01      | 5.5000%  | 0.0000% | $1433071.00        | $889646.49         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $140000.00         | $99274.60          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $308000.00         | $56199.60          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $10000.00          | $9374.67           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $830758.84         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8230 | 2038-05-01      | 5.0000%  | 0.0000% | $407000.00         | $242408.01         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2658.13           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNQS0316 | 2035-03-01      | 4.0000%  | 0.0000% | $1692671.00        | $1530718.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2416 | 2049-09-01      | 3.0000%  | 0.0000% | $302548.00         | $98075.69          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $2630000.00        | $2113630.51        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2797 | 2050-06-01      | 3.0000%  | 0.0000% | $209275.00         | $89041.97          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1049 | 2052-06-01      | 3.5000%  | 0.0000% | $188000.00         | $134665.53         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0792 | 2051-12-01      | 2.0000%  | 0.0000% | $60870000.00       | $37616820.99       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6136 | 2051-10-01      | 2.5000%  | 0.0000% | $570548.00         | $403243.38         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7570 | 2052-09-01      | 4.0000%  | 0.0000% | $49000.00          | $32486.20          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $500000.00         | $318961.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4086 | 2040-09-01      | 4.5000%  | 0.0000% | $863637.00         | $754888.07         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1678.77           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3733 | 2040-06-01      | 6.0000%  | 0.0000% | $1100469.00        | $1123261.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2320 | 2039-08-01      | 5.5000%  | 0.0000% | $1066000.00        | $968757.66         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3420 | 2040-04-01      | 5.5000%  | 0.0000% | $3100629.00        | $2065538.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3350 | 2040-03-01      | 5.5000%  | 0.0000% | $4354065.00        | $4042878.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4051 | 2040-08-01      | 4.5000%  | 0.0000% | $317652.00         | $310746.47         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9826 | 2055-12-01      | 5.5000%  | 0.0000% | $2847000.00        | $2907328.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $1669306.00        | $1566571.59        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRJ1873 | 2054-05-01      | 2.5000%  | 0.0000% | $75940.00          | $57316.91          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1039 | 2055-11-01      | 5.5000%  | 0.0000% | $1445524.00        | $1476528.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0343 | 2055-11-01      | 5.5000%  | 0.0000% | $1901328.00        | $1956362.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4798 | 2055-09-01      | 6.5000%  | 0.0000% | $50690256.00       | $52925471.89       | Agency Mortgage-Backed Securities |

### Security 691: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.760000%
- **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: ARP1DUXN5, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1DUXN5
- **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:** 3.7600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 05.250 WAWA4853     | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6102798.15        | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2026-01-22      | 4.1250%  | 0.0000% | $7635000.00        | $7774978.18        | Agency Debentures and Agency Strips |
| FHDN 02/13/26            | 2026-02-13      | 0.0000%  | 0.0000% | $487000.00         | $484978.46         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2032-07-15      | 0.0000%  | 0.0000% | $10000000.00       | $7683880.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $501128.33         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $751105.67         | Agency Debentures and Agency Strips |
| FNMS 04.500 CLCA7778     | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2467595.34        | Agency Mortgage-Backed Securities   |
| TVIN 01/15/34            | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $328569.67         | Agency Debentures and Agency Strips |
| MNAR XX.XXX HYAN9508     | 2039-10-01      | 4.2900%  | 0.0000% | $3000000.00        | $2847279.00        | Agency Mortgage-Backed Securities   |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16910269.27       | Agency Debentures and Agency Strips |
| FNMS 06.000 CLDA5003     | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $216682.74         | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6475644.81        | Agency Debentures and Agency Strips |
| FKAR 04.250 WNWN2623     | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $3016145.00        | Agency Mortgage-Backed Securities   |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3614995.00        | Agency Debentures and Agency Strips |
| 4.875 FHLB 37 CA         | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5231154.17        | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $21074576.67       | Agency Debentures and Agency Strips |
| TVIN 03/15/26            | 2026-03-15      | 0.0000%  | 0.0000% | $1364000.00        | $1353422.18        | Agency Debentures and Agency Strips |
| TVIN 03/15/33            | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1847376.18        | Agency Debentures and Agency Strips |
| TVIN 01/15/37            | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1394019.67        | Agency Debentures and Agency Strips |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $58935000.00       | $61992475.77       | Agency Debentures and Agency Strips |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13707645.00       | Agency Debentures and Agency Strips |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11491853.13       | Agency Debentures and Agency Strips |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4882871.25        | Agency Debentures and Agency Strips |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2326460.33        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-01-22      | 2.6600%  | 0.0000% | $2000.00           | $2022.28           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6232098.78        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6528677.54        | Agency Debentures and Agency Strips |
| 3.625 FHLB 37 BE         | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6371467.50        | Agency Debentures and Agency Strips |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $600921.87         | Agency Debentures and Agency Strips |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5667262.00        | Agency Debentures and Agency Strips |
| TVIN 12/15/31            | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $332987.42         | Agency Debentures and Agency Strips |
| TVIN 09/15/27            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1232836.10        | Agency Debentures and Agency Strips |
| 4.250 TVBD 52 A          | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $4100479.72        | Agency Debentures and Agency Strips |
| FHDN 03/18/26            | 2026-03-18      | 0.0000%  | 0.0000% | $87772000.00       | $87121785.02       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6829151.25        | Agency Debentures and Agency Strips |
| FNMS 05.500 CLCB8989     | 2054-08-01      | 5.5000%  | 0.0000% | $150805263.00      | $141644949.31      | Agency Mortgage-Backed Securities   |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5259491.11        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2779054.52        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1443008.96        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-01-15      | 0.0000%  | 0.0000% | $227000.00         | $226715.80         | Agency Debentures and Agency Strips |
| TVIN 03/15/32            | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $84015.69          | Agency Debentures and Agency Strips |
| TVIN 10/01/27            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $292470.36         | Agency Debentures and Agency Strips |
| TVIN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $987000.00         | $977707.40         | Agency Debentures and Agency Strips |
| FNAR XX.XXX HYAN3417     | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1979300.67        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $491989.14         | Agency Debentures and Agency Strips |
| FHDN 06/22/26            | 2026-06-22      | 0.0000%  | 0.0000% | $36825000.00       | $36212784.38       | Agency Debentures and Agency Strips |
| FKAR 03.600 WEWE5046     | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2079981.08        | Agency Mortgage-Backed Securities   |
| FKAR 04.500 WAWA4852     | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3790038.25        | Agency Mortgage-Backed Securities   |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $82931.00          | Agency Debentures and Agency Strips |
| FNMS 04.500 CLCB6510     | 2053-06-01      | 4.5000%  | 0.0000% | $21335794.00       | $17492479.02       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC1999     | 2054-09-01      | 6.0000%  | 0.0000% | $3277039.00        | $2757022.29        | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5418946.17        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8854250.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-06-23      | 4.3750%  | 0.0000% | $834000.00         | $837528.01         | Agency Debentures and Agency Strips |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6469696.91        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-02-25      | 0.6600%  | 0.0000% | $2000000.00        | $1995612.00        | Agency Debentures and Agency Strips |
| 3.125 FHLB 37 AW         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3386678.30        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $21249744.44       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $5110756.20        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1984666.80        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4620711.37        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4667360.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6377547.64        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6249724.83        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $30000000.00       | $24321723.33       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $633657.10         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $25434000.00       | $28788782.75       | Agency Debentures and Agency Strips |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $45000000.00       | $46698352.50       | Agency Debentures and Agency Strips |
| TVIN 03/15/36            | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $3090944.27        | Agency Debentures and Agency Strips |
| FNAR XX.XXX H2AN3800     | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2475501.64        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2026-01-15      | 0.0000%  | 0.0000% | $20000.00          | $19969.70          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-04-24      | 2.1250%  | 0.0000% | $65000.00          | $64953.52          | Agency Debentures and Agency Strips |
| 3.25 FHLB 28 G4973       | 2028-11-16      | 3.2500%  | 0.0000% | $10000000.00       | $9984655.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4591060.00        | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9272323.33        | Agency Debentures and Agency Strips |
| FKAR 04.750 WNWN0179     | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9562673.33        | Agency Mortgage-Backed Securities   |
| 3.315 FHLB 35 Y          | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11940330.30       | Agency Debentures and Agency Strips |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $17131380.59       | Agency Debentures and Agency Strips |
| TVIN 06/15/32            | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $500162.18         | Agency Debentures and Agency Strips |
| FNMS 05.000 CLCB8972     | 2054-08-01      | 5.0000%  | 0.0000% | $1074000.00        | $1007234.40        | Agency Mortgage-Backed Securities   |

### Security 692: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUXP0, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1DUXP0
- **C.18 - Value (incl. sponsor support):** $2281000000.00
- **C.18.a - Value (excl. sponsor support):** $2281000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $99897200.00       | $127444486.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $25000000.00       | $30725099.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $61000000.00       | $54889014.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $51921500.00       | $53488357.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $11560300.00       | $12286341.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $27995100.00       | $28369110.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $24999900.00       | $25285376.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $10371200.00       | $7697039.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $49999900.00       | $31963113.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | 0.0000% | $2068000.00        | $2062933.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $67353000.00       | $63961544.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $25000000.00       | $23710207.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $670000.00         | $680288.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $6153100.00        | $6122322.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $11000000.00       | $6984832.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $308900.00         | $234397.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $19856800.00       | $17596376.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $56773200.00       | $58789568.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $200000.00         | $196175.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $43276900.00       | $57031989.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $284400.00         | $249289.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $362500.00         | $302268.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1000000.00        | $1033017.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $650600.00         | $654858.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $3999900.00        | $4030951.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $10000100.00       | $10181371.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $30000000.00       | $26331885.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $5000000.00        | $4744924.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $200.00            | $200.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $92999700.00       | $93900216.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $44000000.00       | $43534568.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $49999900.00       | $54030332.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $984100.00         | $886569.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $11999900.00       | $12123293.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $3000000.00        | $3019370.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $24965000.00       | $23819183.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $24835900.00       | $21703813.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $3301000.00        | $3969383.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $2000.00           | $1988.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $77.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $48544500.00       | $49473336.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $45192200.00       | $49003220.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $33282800.00       | $33319979.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $72880800.00       | $71226041.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $157400.00         | $155382.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $244809900.00      | $249999907.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $102319500.00      | $103409319.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $30897500.00       | $31278561.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $27673000.00       | $28423878.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $31999700.00       | $20922819.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $22000000.00       | $22487140.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $15000400.00       | $15665649.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $91700.00          | $92525.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $195.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $14999800.00       | $13591750.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $24990100.00       | $24806499.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $16180100.00       | $16574173.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $197.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $84203500.00       | $73824229.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $49771200.00       | $50714864.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $75000000.00       | $78521390.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $49672500.00       | $50589777.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $49515000.00       | $50249555.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50482653.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $196830400.00      | $199750378.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $7789900.00        | $7718739.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $21559700.00       | $21674095.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $63293800.00       | $55357721.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $38817400.00       | $38332337.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $4999800.00        | $4937322.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $157.20            | U.S. Treasuries (including strips) |

### Security 693: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.830000%
- **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: ARP1DUXS4, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1DUXS4
- **C.18 - Value (incl. sponsor support):** $6465000000.00
- **C.18.a - Value (excl. sponsor support):** $6465000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2025-069 YH     | 2055-04-20      | 5.1677%  | 0.0000% | $8200000.00        | $7748659.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-130 FB     | 2053-09-20      | 5.2677%  | 0.0000% | $50000000.00       | $35298147.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FE     | 2053-11-20      | 5.3177%  | 0.0000% | $51000000.00       | $51598170.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-093 FA     | 2053-06-20      | 4.9177%  | 0.0000% | $20000000.00       | $11530249.94       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA9311 | 2053-08-01      | 5.0000%  | 0.0000% | $1719043.00        | $1573088.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4827 | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $48329041.77       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 ZLFP0135 | 2044-07-25      | 2.5000%  | 0.0000% | $41300744.00       | $36336739.12       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1646 | 2055-12-01      | 5.5000%  | 0.0000% | $183653957.00      | $188431936.90      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4555 | 2055-07-01      | 5.5000%  | 0.0000% | $77950063.00       | $73951517.57       | Agency Mortgage-Backed Securities         |
| GNRA 2013-150 FT     | 2040-02-20      | 4.2884%  | 0.0000% | $200000000.00      | $6575552.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-154 FB     | 2054-09-20      | 5.0177%  | 0.0000% | $5875000.00        | $5046292.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD     | 2053-12-20      | 5.1677%  | 0.0000% | $100000000.00      | $41059542.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-111 FG     | 2053-08-20      | 4.9677%  | 0.0000% | $75000000.00       | $43338109.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-052 FD     | 2039-07-16      | 4.7987%  | 0.0000% | $63000000.00       | $516142.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB     | 2055-09-20      | 4.9877%  | 0.0000% | $114700249.00      | $114214043.29      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 F      | 2054-02-20      | 5.1177%  | 0.0000% | $20000000.00       | $11487933.59       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFA3879 | 2055-12-01      | 5.0000%  | 0.0000% | $46061345.00       | $46218030.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1562 | 2055-04-01      | 5.5000%  | 0.0000% | $63283862.00       | $61768898.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1559 | 2055-05-01      | 5.5000%  | 0.0000% | $950000.00         | $944388.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $59180000.00       | $51700366.98       | Agency Mortgage-Backed Securities         |
| GNRA 2025-081 FH     | 2055-05-20      | 5.6177%  | 0.0000% | $256156626.00      | $249999999.50      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $2315033.00        | $2100629.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2743 | 2054-11-01      | 5.5000%  | 0.0000% | $123557348.00      | $114638656.41      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2432 | 2055-06-01      | 5.5000%  | 0.0000% | $43690499.00       | $42261737.49       | Agency Mortgage-Backed Securities         |
| GNRA 2025-025 FY     | 2055-02-20      | 5.0677%  | 0.0000% | $30000000.00       | $25986205.70       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $37842517.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $7760223.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  | 0.0000% | $25031032.00       | $23103220.11       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91462 G | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $118442.39         | Agency Mortgage-Backed Securities         |
| GNRA 2024-005 FA     | 2054-01-20      | 5.0177%  | 0.0000% | $100000000.00      | $41597656.34       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $6497838.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4054 | 2055-05-01      | 6.0000%  | 0.0000% | $768000.00         | $704989.66         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2609 | 2052-08-01      | 4.5000%  | 0.0000% | $76818054.00       | $53928875.39       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663 | 2055-03-01      | 6.0000%  | 0.0000% | $19210748.00       | $16790299.66       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3503 | 2055-12-01      | 5.0000%  | 0.0000% | $100000000.00      | $101057327.38      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7916 | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $493274.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2744 | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $55213865.83       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1721 | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $8225853.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2853 | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $96655134.60       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3503 | 2050-09-01      | 2.0000%  | 0.0000% | $560000.00         | $295630.40         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4014 | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $359274.99         | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 FB     | 2055-03-20      | 4.9677%  | 0.0000% | $100000000.00      | $82774526.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH     | 2055-03-20      | 4.9877%  | 0.0000% | $100000000.00      | $93372592.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-209 AF     | 2055-12-20      | 5.0909%  | 0.0000% | $246859078.00      | $249999999.60      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF     | 2055-04-20      | 4.9677%  | 0.0000% | $150000000.00      | $139090581.97      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-040 FE     | 2054-03-20      | 4.9177%  | 0.0000% | $25000000.00       | $12568095.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ     | 2055-06-20      | 5.1177%  | 0.0000% | $50000000.00       | $47991631.83       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $240000000.00      | $194196807.27      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $11264500.11       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91707 G | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $173437.12         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLZT2492 | 2048-01-15      | 4.0000%  | 0.0000% | $34400416.00       | $32430283.56       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $198381114.00      | $172922650.67      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9799 | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $13112122.86       | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 NF     | 2055-10-20      | 4.9177%  | 0.0000% | $100000000.00      | $100139627.07      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY5804 | 2055-06-01      | 6.0000%  | 0.0000% | $120352858.00      | $113681951.58      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9980 | 2054-09-01      | 6.0000%  | 0.0000% | $29139552.00       | $23117091.71       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547 | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $12706166.88       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $140244465.00      | $77121566.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $23536216.00       | $18588789.86       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9833 | 2055-01-01      | 6.5000%  | 0.0000% | $73590303.00       | $65150660.98       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870 | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $11555035.44       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $341494.00         | $232704.09         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055 | 2050-01-02      | 3.0000%  | 0.0000% | $300000000.00      | $57370857.88       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $18594910.00       | $14693077.22       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $1974425.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $28981512.05       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672 | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2605235.94        | Agency Mortgage-Backed Securities         |
| GNRA 2025-047 FA     | 2055-03-20      | 4.9677%  | 0.0000% | $100000000.00      | $87832649.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FD     | 2054-08-20      | 5.0177%  | 0.0000% | $100000000.00      | $83586557.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-209 BF     | 2055-12-20      | 4.9848%  | 0.0000% | $30000000.00       | $30060004.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FG     | 2050-09-20      | 4.8677%  | 0.0000% | $7735469.00        | $5978510.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 FC     | 2055-04-20      | 5.0677%  | 0.0000% | $100000000.00      | $93725406.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF     | 2045-11-20      | 4.1284%  | 0.0000% | $48093505.00       | $7929935.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM     | 2054-04-20      | 4.9677%  | 0.0000% | $38750000.00       | $27108668.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA     | 2055-07-20      | 5.0677%  | 0.0000% | $50000000.00       | $49150113.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 KF     | 2055-06-20      | 5.1677%  | 0.0000% | $100000000.00      | $98704207.14       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY6165 | 2055-06-01      | 6.0000%  | 0.0000% | $30493560.00       | $28200437.43       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7265 | 2053-02-01      | 5.5000%  | 0.0000% | $34950.00          | $29434.91          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  | 0.0000% | $500000000.00      | $40324376.18       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $35606.00          | $26782.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  | 0.0000% | $63435335.00       | $46591663.72       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6583 | 2055-07-01      | 6.0000%  | 0.0000% | $25041659.00       | $24002903.91       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $13871602.00       | $11448892.26       | Agency Mortgage-Backed Securities         |
| GNRA 2025-188 FD     | 2055-11-20      | 4.9177%  | 0.0000% | $53466816.00       | $53409556.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 FA     | 2055-03-20      | 4.9677%  | 0.0000% | $100000000.00      | $90464557.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK     | 2055-03-20      | 4.9677%  | 0.0000% | $30597000.00       | $27434631.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FC     | 2054-04-20      | 4.9177%  | 0.0000% | $50000000.00       | $42047955.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 GF     | 2055-10-20      | 4.9177%  | 0.0000% | $20000000.00       | $20056176.22       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL3324 | 2055-09-01      | 6.0000%  | 0.0000% | $134061876.00      | $138287784.41      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $531677.19         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $204916.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $804938.50         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1521407.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4708 | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $2392877.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7084 | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $27273998.05       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5845 | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1569217.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9266 | 2053-06-01      | 5.5000%  | 0.0000% | $11148917.00       | $9094663.28        | Agency Mortgage-Backed Securities         |
| GNRA 2021-175 UF     | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $62008540.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE     | 2052-09-20      | 4.3677%  | 0.0000% | $15188000.00       | $10077735.36       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLCA7861 | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $813673.59         | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 TF     | 2055-06-20      | 5.1177%  | 0.0000% | $100000000.00      | $90911701.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-012 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $100000000.00      | $59492673.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-201 FB     | 2052-11-20      | 5.1677%  | 0.0000% | $21415000.00       | $13403157.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-096 FA     | 2053-07-20      | 4.9677%  | 0.0000% | $25000000.00       | $14524395.83       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQJ6718 | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $786635.69         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLZT2493 | 2047-11-15      | 3.5000%  | 0.0000% | $54853650.00       | $50200202.75       | Agency Mortgage-Backed Securities         |
| 02.500 FGPC Z40291 G | 2043-06-15      | 2.5000%  | 0.0000% | $13744632.00       | $12338510.35       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA0882 | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $728182.26         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $750000000.00      | $67391069.61       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Z40293 G | 2046-06-15      | 3.5000%  | 0.0000% | $38686194.00       | $36482121.70       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4340 | 2053-11-01      | 5.5000%  | 0.0000% | $5653000.00        | $4803188.10        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $240152.00         | $201433.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $19440684.00       | $16210333.71       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2742 | 2054-11-01      | 5.5000%  | 0.0000% | $125354763.00      | $118065348.85      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $38650392.16       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $205166.38         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2987 | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $7118906.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9129 | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $9875553.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9196 | 2053-08-01      | 5.5000%  | 0.0000% | $3072615.00        | $2666606.99        | Agency Mortgage-Backed Securities         |
| GNRA 2007-051 FN     | 2037-08-20      | 4.2684%  | 0.0000% | $3522973.00        | $1221337.23        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $521987.08         | Agency Mortgage-Backed Securities         |
| GNRA 2023-098 BF     | 2053-07-20      | 4.9177%  | 0.0000% | $25000000.00       | $14519693.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-160 NF     | 2052-09-20      | 4.4177%  | 0.0000% | $8006953.00        | $5662138.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-014 FC     | 2054-01-20      | 5.1177%  | 0.0000% | $100000000.00      | $56404039.62       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  | 0.0000% | $3094000.00        | $2902097.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1318374.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA6496 | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $8663134.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV1687 | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2681673.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $220515904.00      | $156940340.09      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $10703510.71       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $18433720.00       | $14897108.56       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $51000000.00       | $38335219.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $140300000.00      | $102316563.45      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $6130000.00        | $4956726.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1418 | 2054-05-01      | 5.5000%  | 0.0000% | $155924080.00      | $135586068.81      | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM4114 | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1610242.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3592 | 2055-11-01      | 6.0000%  | 0.0000% | $239070417.00      | $249999999.25      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8419 | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8912473.35        | Agency Mortgage-Backed Securities         |
| GNRA 2023-059 FA     | 2053-04-20      | 4.7677%  | 0.0000% | $100000000.00      | $51700126.06       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSL3049 | 2055-10-01      | 5.5000%  | 0.0000% | $106889940.00      | $108791395.88      | Agency Mortgage-Backed Securities         |
| GNRA 2024-030 DF     | 2054-02-20      | 5.2177%  | 0.0000% | $100950000.00      | $68750828.73       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $810205.85         | Agency Mortgage-Backed Securities         |
| GNRA 2010-020 FE     | 2040-02-20      | 4.5984%  | 0.0000% | $131000000.00      | $4391928.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF     | 2042-08-16      | 4.0987%  | 0.0000% | $506000.00         | $16994.22          | Agency Collateralized Mortgage Obligation |
| GNRA 2011-070 QF     | 2041-05-16      | 4.4587%  | 0.0000% | $100000000.00      | $5944827.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA     | 2053-05-20      | 4.8677%  | 0.0000% | $12468000.00       | $6826790.50        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCC0595 | 2055-06-01      | 6.5000%  | 0.0000% | $104869041.00      | $106197931.08      | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Z40292 G | 2043-08-15      | 3.0000%  | 0.0000% | $54059746.00       | $49493375.43       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2944 | 2055-12-01      | 5.0000%  | 0.0000% | $26713950.00       | $26804821.96       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6061 | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $973549.94         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2121 | 2051-01-25      | 2.5000%  | 0.0000% | $31236028.00       | $26536425.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4092 | 2053-11-01      | 6.5000%  | 0.0000% | $81512074.00       | $61955040.12       | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA     | 2052-03-20      | 3.5000%  | 0.0000% | $200000000.00      | $129649862.62      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FC     | 2052-09-20      | 4.9177%  | 0.0000% | $20000000.00       | $12827037.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FJ     | 2054-11-20      | 5.1677%  | 0.0000% | $50000000.00       | $34246898.48       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY5555 | 2055-06-01      | 6.0000%  | 0.0000% | $11917549.00       | $10543938.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $7068252.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6552 | 2055-06-01      | 6.0000%  | 0.0000% | $57323091.00       | $52323701.45       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $17581.50          | Agency Mortgage-Backed Securities         |
| GNRA 2023-023 F      | 2053-02-20      | 4.7177%  | 0.0000% | $100000000.00      | $51568063.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB     | 2054-09-20      | 5.0677%  | 0.0000% | $50000000.00       | $35638826.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB     | 2054-05-20      | 5.1177%  | 0.0000% | $100000000.00      | $45071257.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-097 FC     | 2053-07-20      | 4.9677%  | 0.0000% | $100000000.00      | $58013210.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FD     | 2054-04-20      | 5.0177%  | 0.0000% | $17640000.00       | $9339859.21        | Agency Collateralized Mortgage Obligation |

### Security 694: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYD6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DUYD6
- **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:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $52269800.00       | $37066775.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $800.00            | $805.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $52142900.00       | $55291770.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $3656900.00        | $3686054.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $205.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $400.00            | $406.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $24173600.00       | $22682372.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $18972100.00       | $17207581.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7612%  | 0.0000% | $15998800.00       | $16112848.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $31291000.00       | $31795421.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $43600.00          | $38239.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $10337100.00       | $10925208.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $45167100.00       | $46539250.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $700.00            | $737.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $28000.00          | $28516.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $13969900.00       | $12067667.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $15341300.00       | $13518396.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $1100.00           | $893.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $300.00            | $291.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $6115300.00        | $6609347.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $791600.00         | $713527.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $3417000.00        | $3538963.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $227099300.00      | $235816186.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $777500.00         | $736280.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $7186200.00        | $7595213.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $65556500.00       | $62223824.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1300.00           | $1049.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $49000000.00       | $45386127.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $21921600.00       | $21980788.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $38234000.00       | $26911820.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $79800.00          | $76578.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $12259300.00       | $12232942.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $25877800.00       | $26425711.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |

### Security 695: BMO CAPITAL MARKETS CORP

- **C.1 - Title:** BMO CAPITAL MARKETS CORP 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYF1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: ARP1DUYF1
- **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:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 PARCEL SVCS INC         SR NT 6.2%38     | 2038-01-15      | 6.2000%  | 0.0000% | $3920000.00        | $4448842.84        | Corporate Debt Securities         |
| VERISIGN INC                   SR GLBL NT 32    | 2032-06-01      | 5.2500%  | 0.0000% | $2000000.00        | $2063410.00        | Corporate Debt Securities         |
| UNITEDHEALTH GROUP INC         SR GLBL NT3.1%26 | 2026-03-15      | 3.1000%  | 0.0000% | $52000.00          | $52381.56          | Corporate Debt Securities         |
| PFIZER INC                     SR GLBL NT 46    | 2046-12-15      | 4.1250%  | 0.0000% | $515000.00         | $427631.97         | Corporate Debt Securities         |
| PUBLIC SVC CO OKLA             SR -G NT6.625%37 | 2037-11-15      | 6.6250%  | 0.0000% | $1200000.00        | $1328538.33        | Corporate Debt Securities         |
| PUGET ENERGY INC               1LIEN NT5.638%41 | 2041-04-15      | 5.6380%  | 0.0000% | $1521000.00        | $1542799.65        | Corporate Debt Securities         |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-11-01      | 5.0500%  | 0.0000% | $44000.00          | $44121.73          | Corporate Debt Securities         |
| NORDEA BK ABP MED TERM NTS     SNR PREF 144A 27 | 2027-03-19      | 4.5165%  | 0.0000% | $1300000.00        | $1307394.83        | Corporate Debt Securities         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT5.5%35 | 2035-06-15      | 5.5000%  | 0.0000% | $3000000.00        | $3137923.33        | Corporate Debt Securities         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT 26    | 2026-03-01      | 1.1500%  | 0.0000% | $1000000.00        | $998883.33         | Corporate Debt Securities         |
| SPIRE INC                      JR SB GLBL -B 56 | 2056-06-01      | 6.4500%  | 0.0000% | $4700000.00        | $4728713.08        | Corporate Debt Securities         |
| STANLEY BLACK & DECKER INC     4.85%48          | 2048-11-15      | 4.8500%  | 0.0000% | $465000.00         | $411719.01         | Corporate Debt Securities         |
| INDIANAPOLIS PWR & LT CO       1M GLBL 144A 35  | 2035-08-15      | 5.0500%  | 0.0000% | $6625000.00        | $6813470.21        | Corporate Debt Securities         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL  | 2031-09-15      | 3.6250%  | 0.0000% | $3000000.00        | $3014858.75        | Corporate Debt Securities         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.8%32 | 2032-03-15      | 3.8000%  | 0.0000% | $33000.00          | $31546.79          | Corporate Debt Securities         |
| EBAY INC.                      SR GLBL NT2.6%31 | 2031-05-10      | 2.6000%  | 0.0000% | $1000000.00        | $918823.33         | Corporate Debt Securities         |
| COMMONWEALTH BANK OF AUSTRALIA SR FL 144A NT 26 | 2026-11-27      | 4.2660%  | 0.0000% | $1250000.00        | $1257179.26        | Corporate Debt Securities         |
| EQT CORP                       CR SEN SR GLBL30 | 2030-02-01      | 7.0000%  | 0.0000% | $2100000.00        | $2345042.00        | Corporate Debt Securities         |
| BROOKLYN UNION GAS CO          SR 144A NT 33    | 2033-09-15      | 6.3880%  | 0.0000% | $1253000.00        | $1376983.24        | Corporate Debt Securities         |
| DTE ELEC CO                    SR SEC 2012-B 42 | 2042-06-15      | 3.9500%  | 0.0000% | $300000.00         | $248458.67         | Corporate Debt Securities         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 5%33  | 2033-09-01      | 5.0000%  | 0.0000% | $1438000.00        | $1488785.37        | Corporate Debt Securities         |
| BMW US CAP LLC                 SR FL 144A NT 26 | 2026-08-13      | 4.6415%  | 0.0000% | $200000.00         | $201862.00         | Corporate Debt Securities         |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT 31  | 2031-03-30      | 1.6000%  | 0.0000% | $1000000.00        | $875960.00         | Corporate Debt Securities         |
| BLACKROCK INC                  GLBL NT 1.9%31   | 2031-01-28      | 1.9000%  | 0.0000% | $1000000.00        | $908595.00         | Corporate Debt Securities         |
| AVOLON HLDGS FDG LTD           SR 144A NT 29    | 2029-03-01      | 5.7500%  | 0.0000% | $78000.00          | $82218.00          | Corporate Debt Securities         |
| CF INDS INC                    SR GLBL NT5.3%35 | 2035-11-26      | 5.3000%  | 0.0000% | $74000.00          | $74363.55          | Corporate Debt Securities         |
| CANADIAN PAC RY CO NEW         GLBL NT 1.75%26  | 2026-12-02      | 1.7500%  | 0.0000% | $1000000.00        | $982041.11         | Corporate Debt Securities         |
| ENERGY TRANSFER L P            SR GLBL NT6.1%28 | 2028-12-01      | 6.1000%  | 0.0000% | $2500000.00        | $2640733.33        | Corporate Debt Securities         |
| ENERGY TRANSFER L P            SR GLBL NT5.7%35 | 2035-04-01      | 5.7000%  | 0.0000% | $4000000.00        | $4208400.00        | Corporate Debt Securities         |
| PFIZER INC                     SR GLBL NT3.9%39 | 2039-03-15      | 3.9000%  | 0.0000% | $76000.00          | $68304.49          | Corporate Debt Securities         |
| VALERO ENERGY CORP             4%29             | 2029-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $1003110.00        | Corporate Debt Securities         |
| NSTAR ELEC CO                  SR GLBL DB5.4%34 | 2034-06-01      | 5.4000%  | 0.0000% | $950000.00         | $991591.00         | Corporate Debt Securities         |
| PAYCHEX INC                    SR GLBL NT5.6%35 | 2035-04-15      | 5.6000%  | 0.0000% | $2830000.00        | $3004504.09        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-04-23      | 4.0050%  | 0.0000% | $2796000.00        | $2815977.42        | Corporate Debt Securities         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 38    | 2038-01-15      | 6.9500%  | 0.0000% | $3100000.00        | $3594472.39        | Corporate Debt Securities         |
| KEMPER CORP                    GLBL NT 3.8%32   | 2032-02-23      | 3.8000%  | 0.0000% | $250000.00         | $234405.28         | Corporate Debt Securities         |
| LOWES COS INC                  SR GLBL NT5.5%35 | 2035-10-15      | 5.5000%  | 0.0000% | $2000000.00        | $2115182.22        | Corporate Debt Securities         |
| NGPL PIPECO LLC                SR GLBL 3 144A37 | 2037-12-15      | 7.7680%  | 0.0000% | $2500000.00        | $2920081.11        | Corporate Debt Securities         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40 | 2040-04-15      | 6.3000%  | 0.0000% | $815000.00         | $891984.90         | Corporate Debt Securities         |
| GENERAL DYNAMICS CORP          SR GLBL NT 50    | 2050-04-01      | 4.2500%  | 0.0000% | $50000.00          | $43054.25          | Corporate Debt Securities         |
| XCEL ENERGY INC                GLBL NT 4.6%32   | 2032-06-01      | 4.6000%  | 0.0000% | $1600000.00        | $1601477.33        | Corporate Debt Securities         |
| SAN DIEGO GAS & ELEC CO        1M GLBL BBB BD35 | 2035-05-15      | 5.3500%  | 0.0000% | $2000000.00        | $2081752.22        | Corporate Debt Securities         |
| PHILIP MORRIS INTL INC         SR GLBL NT 35    | 2035-10-29      | 4.6250%  | 0.0000% | $1500000.00        | $1483777.92        | Corporate Debt Securities         |
| VERISK ANALYTICS INC           SR GLBL NT 29    | 2029-03-15      | 4.1250%  | 0.0000% | $1000000.00        | $1011145.83        | Corporate Debt Securities         |
| WESTLAKE CORPORATION           5%46             | 2046-08-15      | 5.0000%  | 0.0000% | $1036000.00        | $914175.61         | Corporate Debt Securities         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 42   | 2042-12-15      | 3.6500%  | 0.0000% | $600000.00         | $479989.33         | Corporate Debt Securities         |
| GLENCORE FDG LLC               SR 144A NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $2266000.00        | $2403150.78        | Corporate Debt Securities         |
| GLENCORE FDG LLC               GLBL 144A NT 35  | 2035-04-01      | 5.6730%  | 0.0000% | $15000.00          | $15919.99          | Corporate Debt Securities         |
| UNION ELEC CO                  1M GLBL BD 49    | 2049-10-01      | 3.2500%  | 0.0000% | $622000.00         | $432112.73         | Corporate Debt Securities         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 31  | 2031-01-15      | 4.4000%  | 0.0000% | $1800000.00        | $1820556.00        | Corporate Debt Securities         |
| UPMC HEALTH SYS                -2023 BD5.035%33 | 2033-05-15      | 5.0350%  | 0.0000% | $924000.00         | $949588.90         | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $2511000.00        | $2400446.53        | Corporate Debt Securities         |
| KINDER MORGAN INC DEL          SR GLBL NT 30    | 2030-06-01      | 5.1500%  | 0.0000% | $5000000.00        | $5198358.33        | Corporate Debt Securities         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32    | 2032-03-15      | 2.3550%  | 0.0000% | $1300000.00        | $1157616.42        | Corporate Debt Securities         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 7%32    | 2032-05-01      | 7.0000%  | 0.0000% | $2300000.00        | $2629467.33        | Corporate Debt Securities         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.4%34 | 2034-11-01      | 4.4000%  | 0.0000% | $89000.00          | $86752.16          | Corporate Debt Securities         |
| PHILLIPS 66                    SR GLBL NT 30    | 2030-12-15      | 2.1500%  | 0.0000% | $1000000.00        | $899605.56         | Corporate Debt Securities         |
| PFIZER INC                     SR GLBL NT 3%26  | 2026-12-15      | 3.0000%  | 0.0000% | $50000.00          | $49745.67          | Corporate Debt Securities         |
| PHILIP MORRIS INTL INC         SR GLBL NT 33    | 2033-02-15      | 5.3750%  | 0.0000% | $880000.00         | $940029.69         | Corporate Debt Securities         |
| ENERGY TRANSFER L P            SR GLBL NT 4%27  | 2027-10-01      | 4.0000%  | 0.0000% | $1000000.00        | $1008660.00        | Corporate Debt Securities         |
| STEEL DYNAMICS INC             SR GLBL NT 27    | 2027-10-15      | 1.6500%  | 0.0000% | $1115000.00        | $1075220.52        | Corporate Debt Securities         |
| SPIRE MISSOURI INC             1M GLBL 1ST BD33 | 2033-02-15      | 4.8000%  | 0.0000% | $360000.00         | $369606.00         | Corporate Debt Securities         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -T 55 | 2055-08-15      | 6.5000%  | 0.0000% | $1306000.00        | $1408188.70        | Corporate Debt Securities         |
| ENEL FIN INTL N.V.             SR 144A NT 27    | 2027-06-15      | 4.6250%  | 0.0000% | $1000000.00        | $1009377.08        | Corporate Debt Securities         |
| ENTERGY CORP NEW               JR SB GLBL 56    | 2056-06-15      | 5.8750%  | 0.0000% | $246000.00         | $248413.88         | Corporate Debt Securities         |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35    | 2035-06-01      | 6.1890%  | 0.0000% | $700000.00         | $738309.25         | Corporate Debt Securities         |
| BMW US CAP LLC                 GLBL 144A NT 35  | 2035-08-11      | 5.2000%  | 0.0000% | $1585000.00        | $1639258.07        | Corporate Debt Securities         |
| ARIZONA PUB SVC CO             SR GLBL NT 46    | 2046-05-15      | 3.7500%  | 0.0000% | $324000.00         | $248317.38         | Corporate Debt Securities         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33    | 2033-08-10      | 5.0860%  | 0.0000% | $1750000.00        | $1856470.29        | Corporate Debt Securities         |
| ONEOK INC NEW                  SR GLBL 144A 28  | 2028-01-15      | 5.6250%  | 0.0000% | $1000000.00        | $1046727.50        | Corporate Debt Securities         |
| TOYOTA MOTOR CORP              3.669%28         | 2028-07-20      | 3.6690%  | 0.0000% | $1800000.00        | $1825356.00        | Corporate Debt Securities         |
| NORTHERN STS PWR CO MINN       1M -2040 BD 40   | 2040-08-15      | 4.8500%  | 0.0000% | $900000.00         | $887852.00         | Corporate Debt Securities         |
| ORACLE CORP                    SR GLBL NT6.9%52 | 2052-11-09      | 6.9000%  | 0.0000% | $299000.00         | $300117.26         | Corporate Debt Securities         |
| UNION PAC CORP                 SR GLBL NT 51    | 2051-10-01      | 3.7990%  | 0.0000% | $724000.00         | $555566.83         | Corporate Debt Securities         |
| ONEOK INC NEW                  SR GLBL NT 33    | 2033-09-01      | 6.0500%  | 0.0000% | $36000.00          | $39100.20          | Corporate Debt Securities         |
| PUBLIC SERVICE CO COLO         1M GLBL 22 BD 41 | 2041-08-15      | 4.7500%  | 0.0000% | $300000.00         | $281569.33         | Corporate Debt Securities         |
| SUNCOR ENERGY INC NEW          SR GLBL DEB 7%28 | 2028-11-15      | 7.0000%  | 0.0000% | $5000000.00        | $5432700.00        | Corporate Debt Securities         |
| INTACT FINL CORP               SR 144A NT 32    | 2032-09-22      | 5.4590%  | 0.0000% | $27000.00          | $28327.61          | Corporate Debt Securities         |
| ING GROEP N.V.                 SR GLBL FL NT 27 | 2027-09-11      | 5.3341%  | 0.0000% | $200000.00         | $201977.99         | Corporate Debt Securities         |
| ITR CONCESSION CO LLC          SR SEC B 144A 35 | 2035-07-15      | 5.1830%  | 0.0000% | $6000000.00        | $6032636.33        | Corporate Debt Securities         |
| INTEL CORP                     SR NT 4%32       | 2032-12-15      | 4.0000%  | 0.0000% | $1600000.00        | $1531036.44        | Corporate Debt Securities         |
| MASSMUTUAL GLBL FDG II MTN     -20256 FL 144A28 | 2028-08-01      | 4.5554%  | 0.0000% | $2302000.00        | $2321421.67        | Corporate Debt Securities         |
| UNION PAC CORP                 SR NT 3.875%55   | 2055-02-01      | 3.8750%  | 0.0000% | $4000000.00        | $3079423.33        | Corporate Debt Securities         |
| FNMS 06.000 CLFA0869                            | 2053-05-01      | 6.0000%  | 0.0000% | $27950859.00       | $23984228.13       | Agency Mortgage-Backed Securities |
| HSBC HLDGS PLC                 SR GLBL NT 28    | 2028-11-03      | 7.3900%  | 0.0000% | $1136000.00        | $1214952.95        | Corporate Debt Securities         |
| NOVARTIS CAPITAL CORP          SR NT 3.7%42     | 2042-09-21      | 3.7000%  | 0.0000% | $360000.00         | $304249.60         | Corporate Debt Securities         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-03-01      | 5.1250%  | 0.0000% | $2500000.00        | $2519483.33        | Corporate Debt Securities         |
| INTUIT                         SR GLBL NT5.2%33 | 2033-09-15      | 5.2000%  | 0.0000% | $1725000.00        | $1832676.42        | Corporate Debt Securities         |
| MET TOWER GLOBAL FUNDING       144A NT 5.4%26   | 2026-06-20      | 5.4000%  | 0.0000% | $200000.00         | $201662.00         | Corporate Debt Securities         |
| MICROSOFT CORP                 SR GLBL NT4.1%37 | 2037-02-06      | 4.1000%  | 0.0000% | $1900000.00        | $1879069.39        | Corporate Debt Securities         |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $2000000.00        | $2056806.67        | Corporate Debt Securities         |
| FISERV INC                     SR GLBL NT 30    | 2030-03-15      | 4.7500%  | 0.0000% | $1000000.00        | $1019756.11        | Corporate Debt Securities         |
| FISERV INC                     SR GLBL NT3.2%26 | 2026-07-01      | 3.2000%  | 0.0000% | $1000000.00        | $1011490.00        | Corporate Debt Securities         |
| GOLDMAN SACHS BK USA           SR FLT NT 27     | 2027-03-18      | 4.5456%  | 0.0000% | $1500000.00        | $1503971.11        | Corporate Debt Securities         |
| BARCLAYS PLC                   SR GLBL NT 27    | 2027-09-13      | 6.4960%  | 0.0000% | $1435000.00        | $1485321.94        | Corporate Debt Securities         |
| COMMONWEALTH EDISON CO         1M GLBL 123 BD47 | 2047-08-15      | 3.7500%  | 0.0000% | $474000.00         | $371420.08         | Corporate Debt Securities         |
| DOMINION ENERGY INC            SR NT-C 4.9%41   | 2041-08-01      | 4.9000%  | 0.0000% | $285000.00         | $269982.40         | Corporate Debt Securities         |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-02-06      | 5.6250%  | 0.0000% | $4000000.00        | $4266505.00        | Corporate Debt Securities         |
| ALABAMA PWR CO                 SR -2011C NT 41  | 2041-06-01      | 5.2000%  | 0.0000% | $400000.00         | $395057.33         | Corporate Debt Securities         |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-08-06      | 5.2500%  | 0.0000% | $1500000.00        | $1555433.75        | Corporate Debt Securities         |
| ALTRIA GROUP INC               4.8%29           | 2029-02-14      | 4.8000%  | 0.0000% | $1000000.00        | $1036486.67        | Corporate Debt Securities         |
| BANCO SANTANDER SA             SNR NPF GLBL 28  | 2028-03-14      | 5.1564%  | 0.0000% | $400000.00         | $403877.07         | Corporate Debt Securities         |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 27    | 2027-12-15      | 3.3370%  | 0.0000% | $1000000.00        | $990503.11         | Corporate Debt Securities         |
| THE CIGNA GROUP                SR GLBL NT5.6%54 | 2054-02-15      | 5.6000%  | 0.0000% | $144000.00         | $143578.88         | Corporate Debt Securities         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB4.7%45 | 2045-09-01      | 4.7000%  | 0.0000% | $458000.00         | $422370.65         | Corporate Debt Securities         |
| KEURIG DR PEPPER INC           SR GLBL NT 29    | 2029-04-15      | 3.9500%  | 0.0000% | $1000000.00        | $997988.89         | Corporate Debt Securities         |
| NUTRIEN LTD                    SR GLBL NT 41    | 2041-01-15      | 6.1250%  | 0.0000% | $151000.00         | $161467.76         | Corporate Debt Securities         |
| ALTRIA GROUP INC               SR NT 5.375%44   | 2044-01-31      | 5.3750%  | 0.0000% | $250000.00         | $248166.46         | Corporate Debt Securities         |
| ABBVIE INC                     4.875%48         | 2048-11-14      | 4.8750%  | 0.0000% | $162000.00         | $149551.04         | Corporate Debt Securities         |
| UNION ELEC CO                  SR SEC GLBL NT27 | 2027-06-15      | 2.9500%  | 0.0000% | $2850000.00        | $2824381.67        | Corporate Debt Securities         |
| TUCSON ELEC PWR CO             GLBL NT 5.2%34   | 2034-09-15      | 5.2000%  | 0.0000% | $4509000.00        | $4692836.94        | Corporate Debt Securities         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 6.1%52   | 2052-10-15      | 6.1000%  | 0.0000% | $80000.00          | $83785.42          | Corporate Debt Securities         |
| AMCOR FINANCE (USA) INC.       GLBL NT 5.625%33 | 2033-05-26      | 5.6250%  | 0.0000% | $1064000.00        | $1118581.87        | Corporate Debt Securities         |
| CAMERON LNG LLC                SR SEC GLBL 35   | 2035-01-15      | 3.3020%  | 0.0000% | $850000.00         | $758417.51         | Corporate Debt Securities         |
| CATERPILLAR INC                SR GLBL NT 49    | 2049-09-19      | 3.2500%  | 0.0000% | $1818000.00        | $1317774.27        | Corporate Debt Securities         |
| CENTERPOINT ENERGY HOUSTON ELE SR SEC -X BD 44  | 2044-04-01      | 4.5000%  | 0.0000% | $435000.00         | $387919.95         | Corporate Debt Securities         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 4%31  | 2031-03-01      | 4.0000%  | 0.0000% | $2200000.00        | $2174267.33        | Corporate Debt Securities         |
| COTERRA ENERGY INC             SR GLBL NT5.4%35 | 2035-02-15      | 5.4000%  | 0.0000% | $2050000.00        | $2126977.50        | Corporate Debt Securities         |
| BUNGE LTD FIN CORP             SR GLBL NT3.2%31 | 2031-04-21      | 3.2000%  | 0.0000% | $2100000.00        | $1993303.67        | Corporate Debt Securities         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33    | 2033-06-30      | 5.9500%  | 0.0000% | $2000000.00        | $2125920.00        | Corporate Debt Securities         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31 | 2031-08-18      | 2.4000%  | 0.0000% | $3100000.00        | $2748418.67        | Corporate Debt Securities         |
| EOG RES INC                    SR GLBL NT 54    | 2054-12-01      | 5.6500%  | 0.0000% | $583000.00         | $575909.75         | Corporate Debt Securities         |
| ENERGY TRANSFER L P            SR GLBL NT 54    | 2054-09-01      | 6.0500%  | 0.0000% | $22000.00          | $21698.53          | Corporate Debt Securities         |
| CANADIAN IMPERIAL BANK OF COMM SR NT 1.25%26    | 2026-06-22      | 1.2500%  | 0.0000% | $40000.00          | $39511.11          | Corporate Debt Securities         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36 | 2036-01-15      | 5.2000%  | 0.0000% | $1740000.00        | $1824492.47        | Corporate Debt Securities         |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33 | 2033-06-01      | 5.2000%  | 0.0000% | $880000.00         | $915141.33         | Corporate Debt Securities         |
| SOUTHERN CO                    JR SB GLBL 55    | 2055-03-15      | 6.3750%  | 0.0000% | $3000000.00        | $3180902.50        | Corporate Debt Securities         |
| HSBC HLDGS PLC                 SR GLBL FL NT 27 | 2027-08-14      | 5.4175%  | 0.0000% | $200000.00         | $202695.70         | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-01-23      | 5.1220%  | 0.0000% | $694000.00         | $705890.60         | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-04-22      | 5.5720%  | 0.0000% | $96000.00          | $102119.01         | Corporate Debt Securities         |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT4.9%28 | 2028-03-15      | 4.9000%  | 0.0000% | $1500000.00        | $1543151.67        | Corporate Debt Securities         |
| INTERSTATE PWR & LT CO         SR DEB 6.25%39   | 2039-07-15      | 6.2500%  | 0.0000% | $2285000.00        | $2519576.83        | Corporate Debt Securities         |
| JOHNSON & JOHNSON              SR GLBL NT3.4%38 | 2038-01-15      | 3.4000%  | 0.0000% | $180000.00         | $162032.00         | Corporate Debt Securities         |
| UBS GROUP AG                   SR GLBL 144A 29  | 2029-12-23      | 4.6187%  | 0.0000% | $2500000.00        | $2496743.58        | Corporate Debt Securities         |
| ESSENTIAL UTILS INC            SR GLBL NT 35    | 2035-08-15      | 5.2500%  | 0.0000% | $5000000.00        | $5223000.00        | Corporate Debt Securities         |
| KINDER MORGAN ENERGY PARTNERS  GTD SR NT 7.5%40 | 2040-11-15      | 7.5000%  | 0.0000% | $2000000.00        | $2354686.67        | Corporate Debt Securities         |
| ENTERGY TEXAS INC              1M GLBL -17TH 35 | 2035-04-15      | 5.2500%  | 0.0000% | $107000.00         | $111248.26         | Corporate Debt Securities         |
| ELEMENT FLEET MGMT CORP        SR 144A NT 28    | 2028-12-04      | 6.3190%  | 0.0000% | $1000000.00        | $1060073.72        | Corporate Debt Securities         |
| CANADIAN PAC RY CO NEW         SR DEB 7.125%31  | 2031-10-15      | 7.1250%  | 0.0000% | $4583000.00        | $5278716.59        | Corporate Debt Securities         |
| ELEMENT FLEET MGMT CORP        SR 144A NT 26    | 2026-06-26      | 6.2710%  | 0.0000% | $1000000.00        | $1009446.78        | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-02-24      | 3.0700%  | 0.0000% | $4034000.00        | $4032105.14        | Corporate Debt Securities         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.2%26 | 2026-06-15      | 3.2000%  | 0.0000% | $75000.00          | $74904.92          | Corporate Debt Securities         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55 | 2055-03-15      | 5.5000%  | 0.0000% | $323000.00         | $325088.02         | Corporate Debt Securities         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 29 | 2029-03-30      | 4.8171%  | 0.0000% | $250000.00         | $251588.26         | Corporate Debt Securities         |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33 | 2033-09-11      | 4.8930%  | 0.0000% | $4500000.00        | $4654353.75        | Corporate Debt Securities         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 52  | 2052-03-16      | 4.7500%  | 0.0000% | $2000000.00        | $1716964.44        | Corporate Debt Securities         |
| HESS CORP                      SR NT 7.125%33   | 2033-03-15      | 7.1250%  | 0.0000% | $415000.00         | $490235.00         | Corporate Debt Securities         |
| UNION ELEC CO                  SR SEC GLBL NT37 | 2037-08-01      | 5.3000%  | 0.0000% | $1600000.00        | $1669141.33        | Corporate Debt Securities         |
| AMEREN ILL CO                  1M GLBL BD 33    | 2033-06-01      | 4.9500%  | 0.0000% | $880000.00         | $905172.40         | Corporate Debt Securities         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD 6%28  | 2028-04-15      | 6.0000%  | 0.0000% | $3500000.00        | $3678208.33        | Corporate Debt Securities         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%35 | 2035-09-15      | 4.8000%  | 0.0000% | $73000.00          | $73764.07          | Corporate Debt Securities         |
| RIO TINTO FIN USA PLC          SR NT 4.125%42   | 2042-08-21      | 4.1250%  | 0.0000% | $340000.00         | $298384.42         | Corporate Debt Securities         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 32    | 2032-04-08      | 4.7500%  | 0.0000% | $1000000.00        | $986191.39         | Corporate Debt Securities         |
| ROGERS COMMUNICATIONS INC      SR GLBL 144A 32  | 2032-03-15      | 3.8000%  | 0.0000% | $270000.00         | $258110.10         | Corporate Debt Securities         |
| WESTPAC BKG CORP               GLBL NT 2.15%31  | 2031-06-03      | 2.1500%  | 0.0000% | $15783000.00       | $14319324.04       | Corporate Debt Securities         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT7.5%38 | 2038-08-15      | 7.5000%  | 0.0000% | $700000.00         | $829650.50         | Corporate Debt Securities         |
| ROYALTY PHARMA PLC             SR GLBL NT 27    | 2027-09-02      | 1.7500%  | 0.0000% | $1000000.00        | $969266.11         | Corporate Debt Securities         |
| T MOBILE USA INC               SR GLBL NT 34    | 2034-04-15      | 5.1500%  | 0.0000% | $1051000.00        | $1088890.89        | Corporate Debt Securities         |
| TENNESSEE GAS PIPELINE CO      SR GLBL DEB 7%28 | 2028-10-15      | 7.0000%  | 0.0000% | $2000000.00        | $2178955.56        | Corporate Debt Securities         |
| HORMEL FOODS CORP              SR GLBL NT 51    | 2051-06-03      | 3.0500%  | 0.0000% | $1086000.00        | $717978.73         | Corporate Debt Securities         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 29    | 2029-07-16      | 3.0400%  | 0.0000% | $1000000.00        | $975028.89         | Corporate Debt Securities         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31 | 2031-03-01      | 2.9500%  | 0.0000% | $250000.00         | $230963.33         | Corporate Debt Securities         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28     | 2028-07-06      | 4.7587%  | 0.0000% | $4250000.00        | $4302891.25        | Corporate Debt Securities         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34 | 2034-03-15      | 5.2500%  | 0.0000% | $1650000.00        | $1722432.25        | Corporate Debt Securities         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 27    | 2027-10-15      | 4.6250%  | 0.0000% | $2028000.00        | $2064839.47        | Corporate Debt Securities         |
| AEP TRANSMISSION CO LLC        SR GLBL -R NT 35 | 2035-06-15      | 5.3750%  | 0.0000% | $250000.00         | $259492.22         | Corporate Debt Securities         |
| BANK NOVA SCOTIA B C           GLBL NT 1.35%26  | 2026-06-24      | 1.3500%  | 0.0000% | $90000.00          | $88942.95          | Corporate Debt Securities         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 36    | 2036-11-15      | 5.8750%  | 0.0000% | $710000.00         | $776922.43         | Corporate Debt Securities         |
| ENTERPRISE PRODS OPER LLC      SR NT 6.875%33   | 2033-03-01      | 6.8750%  | 0.0000% | $4600000.00        | $5328670.67        | Corporate Debt Securities         |
| UBS GROUP AG                   SR GLBL 144A 28  | 2028-01-09      | 4.2820%  | 0.0000% | $1000000.00        | $1022109.50        | Corporate Debt Securities         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 29  | 2029-08-15      | 3.1000%  | 0.0000% | $500000.00         | $486990.56         | Corporate Debt Securities         |
| CHEVRON PHILLIPS CHEM CO LLC   SR 144A NT3.7%28 | 2028-06-01      | 3.7000%  | 0.0000% | $2954000.00        | $2936285.85        | Corporate Debt Securities         |
| COMCAST CORP NEW               SR GLBL NT3.9%38 | 2038-03-01      | 3.9000%  | 0.0000% | $3390000.00        | $3009675.90        | Corporate Debt Securities         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D30 | 2030-09-11      | 4.9990%  | 0.0000% | $1013000.00        | $1045371.29        | Corporate Debt Securities         |
| GLENCORE FINANCE CANADA LTD    SR GLBL 144A 37  | 2037-11-15      | 6.9000%  | 0.0000% | $1500000.00        | $1712602.50        | Corporate Debt Securities         |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $1400000.00        | $1444095.33        | Corporate Debt Securities         |
| KINDER MORGAN INC DEL          SR GLBL NT5.3%34 | 2034-12-01      | 5.3000%  | 0.0000% | $6100000.00        | $6267119.67        | Corporate Debt Securities         |
| HUMANA INC                     SR GLBL NT 33    | 2033-03-01      | 5.8750%  | 0.0000% | $1570000.00        | $1684473.93        | Corporate Debt Securities         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 41    | 2041-03-01      | 6.3750%  | 0.0000% | $91000.00          | $99471.19          | Corporate Debt Securities         |
| PSEG POWER LLC                 SR 144A NT 35    | 2035-05-15      | 5.7500%  | 0.0000% | $2000000.00        | $2099374.44        | Corporate Debt Securities         |
| LEIDOS INC                     SR GLBL NT5.5%35 | 2035-03-15      | 5.5000%  | 0.0000% | $1000000.00        | $1058754.44        | Corporate Debt Securities         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28     | 2028-11-17      | 4.6085%  | 0.0000% | $3500000.00        | $3526674.86        | Corporate Debt Securities         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 27    | 2027-08-07      | 5.9850%  | 0.0000% | $230000.00         | $238046.26         | Corporate Debt Securities         |
| AT&T INC                       SR GLBL NT3.8%27 | 2027-02-15      | 3.8000%  | 0.0000% | $1000000.00        | $1012125.56        | Corporate Debt Securities         |
| AIG GLOBAL FDG SR SECD MED     -20232 144A NT28 | 2028-09-19      | 5.9000%  | 0.0000% | $3600000.00        | $3822684.00        | Corporate Debt Securities         |
| UBS GROUP AG                   SR GLBL 144A 28  | 2028-03-23      | 4.2530%  | 0.0000% | $1000000.00        | $1011929.47        | Corporate Debt Securities         |
| MARS INC                       SR GLBL 144A 35  | 2035-03-01      | 5.2000%  | 0.0000% | $1330000.00        | $1393498.63        | Corporate Debt Securities         |
| WEC ENERGY GROUP INC           JR SB GLBL NT 56 | 2056-05-15      | 5.6250%  | 0.0000% | $645000.00         | $654903.17         | Corporate Debt Securities         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 30    | 2030-08-15      | 5.9270%  | 0.0000% | $274000.00         | $296553.18         | Corporate Debt Securities         |
| CONSUMERS ENERGY CO            1M GLBL BD 33    | 2033-05-15      | 4.6250%  | 0.0000% | $880000.00         | $889697.36         | Corporate Debt Securities         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26  | 2026-04-15      | 4.2500%  | 0.0000% | $1755000.00        | $1770258.26        | Corporate Debt Securities         |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-08-15      | 5.3500%  | 0.0000% | $5570000.00        | $5919078.09        | Corporate Debt Securities         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 29  | 2029-02-15      | 4.8720%  | 0.0000% | $1000000.00        | $1034315.33        | Corporate Debt Securities         |
| APPLE INC                      SR GLBL NT 26    | 2026-08-04      | 2.4500%  | 0.0000% | $2800000.00        | $2807235.67        | Corporate Debt Securities         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31 | 2031-08-04      | 5.1703%  | 0.0000% | $1000000.00        | $1006061.62        | Corporate Debt Securities         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AO BD 35 | 2035-03-01      | 5.0500%  | 0.0000% | $1200000.00        | $1235632.00        | Corporate Debt Securities         |
| CROWN CASTLE INC               SR GLBL NT5.6%29 | 2029-06-01      | 5.6000%  | 0.0000% | $1000000.00        | $1043466.67        | Corporate Debt Securities         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $1250000.00        | $993529.17         | Corporate Debt Securities         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $1000000.00        | $1172475.83        | Corporate Debt Securities         |
| DTE ENERGY CO                  SR GLBL -A NT 30 | 2030-04-01      | 5.2000%  | 0.0000% | $1210000.00        | $1266313.40        | Corporate Debt Securities         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT2.5%27 | 2027-01-15      | 2.5000%  | 0.0000% | $1263000.00        | $1250228.96        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SUB NT 5.576%36  | 2036-07-23      | 5.5760%  | 0.0000% | $20000.00          | $21251.85          | Corporate Debt Securities         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $3000000.00        | $3230920.00        | Corporate Debt Securities         |
| FLORIDA PWR & LT CO            1M GLBL BD4.7%36 | 2036-02-15      | 4.7000%  | 0.0000% | $2192000.00        | $2188787.50        | Corporate Debt Securities         |
| GENERAL MTRS CO                SR GLBL NT6.6%36 | 2036-04-01      | 6.6000%  | 0.0000% | $1800000.00        | $1994238.00        | Corporate Debt Securities         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 27    | 2027-05-31      | 6.1240%  | 0.0000% | $54000.00          | $54652.50          | Corporate Debt Securities         |
| STANDARD CHARTERED PLC         SR GLBL 144A 28  | 2028-11-16      | 7.7670%  | 0.0000% | $1500000.00        | $1612354.50        | Corporate Debt Securities         |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.9%29 | 2029-10-06      | 4.9000%  | 0.0000% | $5000000.00        | $5144547.22        | Corporate Debt Securities         |
| HSBC HLDGS PLC                 SR GLBL NT 32    | 2032-05-17      | 5.7330%  | 0.0000% | $2300000.00        | $2444549.83        | Corporate Debt Securities         |
| HCA INC.                       SR GLBL NT 34    | 2034-09-15      | 5.4500%  | 0.0000% | $830000.00         | $870260.99         | Corporate Debt Securities         |
| BECTON DICKINSON & CO          SR GLBL NT 28    | 2028-02-13      | 4.6930%  | 0.0000% | $1000000.00        | $1030619.83        | Corporate Debt Securities         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 5%30  | 2030-04-01      | 5.0000%  | 0.0000% | $4400000.00        | $4569488.00        | Corporate Debt Securities         |
| UBS GROUP AG                   GLBL 014 144A 28 | 2028-08-11      | 6.4420%  | 0.0000% | $3554000.00        | $3772476.03        | Corporate Debt Securities         |
| COMCAST CORP NEW               SR GLBL NT 30    | 2030-10-15      | 4.2500%  | 0.0000% | $196000.00         | $198187.80         | Corporate Debt Securities         |
| BECTON DICKINSON & CO          SR GLBL NT 47    | 2047-06-06      | 4.6690%  | 0.0000% | $779000.00         | $684104.06         | Corporate Debt Securities         |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF FL NT27 | 2027-03-05      | 4.4952%  | 0.0000% | $500000.00         | $504177.36         | Corporate Debt Securities         |
| BANCO SANTANDER SA             SNR NPF GLBL 30  | 2030-11-06      | 4.9946%  | 0.0000% | $4200000.00        | $4232347.69        | Corporate Debt Securities         |
| BMW US CAP LLC                 144A NT 5.15%34  | 2034-04-02      | 5.1500%  | 0.0000% | $3400000.00        | $3524548.61        | Corporate Debt Securities         |
| BAT CAPITAL CORP               SR GLBL NT 33    | 2033-08-02      | 6.4210%  | 0.0000% | $5100000.00        | $5777564.61        | Corporate Debt Securities         |
| AVOLON HLDGS FDG LTD           SR 144A NT 30    | 2030-05-30      | 5.3750%  | 0.0000% | $56000.00          | $57827.23          | Corporate Debt Securities         |
| CHOICE HOTELS INTL INC         SR GLBL NT3.7%29 | 2029-12-01      | 3.7000%  | 0.0000% | $1000000.00        | $976933.33         | Corporate Debt Securities         |
| CONSTELLATION BRANDS INC       SR NT 4.8%30     | 2030-05-01      | 4.8000%  | 0.0000% | $2000000.00        | $2052520.00        | Corporate Debt Securities         |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $1500000.00        | $1412091.67        | Corporate Debt Securities         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26  | 2026-05-01      | 4.3750%  | 0.0000% | $1125000.00        | $1133437.66        | Corporate Debt Securities         |
| AVOLON HLDGS FDG LTD           SR 144A NT4.7%31 | 2031-01-30      | 4.7000%  | 0.0000% | $5000000.00        | $4991255.56        | Corporate Debt Securities         |
| BANCO SANTANDER SA             SNR PREF GLBL 28 | 2028-07-15      | 5.1026%  | 0.0000% | $200000.00         | $203312.57         | Corporate Debt Securities         |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $3000000.00        | $3068880.00        | Corporate Debt Securities         |
| LYB INTL FIN II BV             SR GLBL NT3.5%27 | 2027-03-02      | 3.5000%  | 0.0000% | $1000000.00        | $1006462.22        | Corporate Debt Securities         |
| MPLX LP                        SR GLBL NT 4%28  | 2028-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $5051388.89        | Corporate Debt Securities         |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 28     | 2028-04-04      | 4.9000%  | 0.0000% | $489000.00         | $504663.49         | Corporate Debt Securities         |
| WILLIAMS PARTNERS L.P.         SR NT 4.9%45     | 2045-01-15      | 4.9000%  | 0.0000% | $731000.00         | $673605.13         | Corporate Debt Securities         |
| STARBUCKS CORP                 SR NT 4.5%48     | 2048-11-15      | 4.5000%  | 0.0000% | $290000.00         | $244786.10         | Corporate Debt Securities         |
| SMUCKER J M CO                 SR GLBL NT 45    | 2045-03-15      | 4.3750%  | 0.0000% | $170000.00         | $144502.03         | Corporate Debt Securities         |
| OHIO EDISON CO                 1M GLBL -2008 38 | 2038-10-15      | 8.2500%  | 0.0000% | $400000.00         | $518526.67         | Corporate Debt Securities         |
| NSTAR ELEC CO                  GLBL DEB 5.2%35  | 2035-03-01      | 5.2000%  | 0.0000% | $6000000.00        | $6248240.00        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SUB GLBL NT 26   | 2026-12-15      | 4.1250%  | 0.0000% | $2495000.00        | $2503990.32        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            3.96%27          | 2027-01-29      | 3.9600%  | 0.0000% | $2072000.00        | $2106188.00        | Corporate Debt Securities         |
| SMUCKER J M CO                 GLBL NT 6.5%53   | 2053-11-15      | 6.5000%  | 0.0000% | $78000.00          | $85260.67          | Corporate Debt Securities         |
| T MOBILE USA INC               SR GLBL NT 31    | 2031-02-15      | 2.5500%  | 0.0000% | $1000000.00        | $924603.33         | Corporate Debt Securities         |
| QUALCOMM INC                   SR GLBL NT 6%53  | 2053-05-20      | 6.0000%  | 0.0000% | $386000.00         | $411002.51         | Corporate Debt Securities         |
| QUALCOMM INC                   SR GLBL NT 32    | 2032-05-20      | 1.6500%  | 0.0000% | $2500000.00        | $2144422.92        | Corporate Debt Securities         |
| MORGAN STANLEY BK N A          SR A FL ACR NT28 | 2028-07-14      | 4.8960%  | 0.0000% | $1100000.00        | $1117239.72        | Corporate Debt Securities         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29    | 2029-03-07      | 3.7410%  | 0.0000% | $1000000.00        | $1004162.58        | Corporate Debt Securities         |
| MORGAN STANLEY BK N A          SR NT 4.447%27   | 2027-10-15      | 4.4470%  | 0.0000% | $1000000.00        | $1013358.11        | Corporate Debt Securities         |
| DOMINION ENERGY INC            SR GLBL -B NT 52 | 2052-08-15      | 4.8500%  | 0.0000% | $221000.00         | $195092.66         | Corporate Debt Securities         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.001%28 | 2028-04-28      | 5.0010%  | 0.0000% | $21000.00          | $21669.96          | Corporate Debt Securities         |

### Security 696: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.830000%
- **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: ARP1DUYK0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DUYK0
- **C.18 - Value (incl. sponsor support):** $2333000000.00
- **C.18.a - Value (excl. sponsor support):** $2333000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 03.500 CLSD8025   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $127.97            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $28694.00          | $26047.72          | Agency Mortgage-Backed Securities         |
| GNPL PN CR2284         | 2057-12-15      | 4.8200%  | 0.0000% | $4260888.00        | $4159713.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $18870900.00       | $14306474.72       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8658   | 2051-09-01      | 2.5000%  | 0.0000% | $2442176.00        | $1601096.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8330   | 2055-11-01      | 6.0000%  | 0.0000% | $1457633.00        | $1521001.35        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4168   | 2055-05-01      | 6.0000%  | 0.0000% | $12980480.00       | $12969490.45       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2591   | 2052-08-01      | 5.0000%  | 0.0000% | $1858920.00        | $1426009.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4381   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1040.17           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $32659712.00       | $18516091.55       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4477   | 2037-05-01      | 2.5000%  | 0.0000% | $624000.00         | $411618.18         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9724   | 2054-03-01      | 5.5000%  | 0.0000% | $1748000.00        | $1351852.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8291   | 2053-07-01      | 5.5000%  | 0.0000% | $85642.00          | $74698.29          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2821   | 2052-09-01      | 4.5000%  | 0.0000% | $587000.00         | $452594.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7211   | 2054-02-01      | 6.0000%  | 0.0000% | $17071424.00       | $15818352.20       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA9440   | 2036-03-01      | 2.5000%  | 0.0000% | $497000.00         | $239151.04         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4547   | 2052-02-01      | 2.0000%  | 0.0000% | $325997.00         | $214073.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $174999.00         | $106276.57         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $41897000.00       | $20245230.05       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $195750600.00      | $171302766.82      | U.S. Treasuries (including strips)        |
| GNII SP 784105 M       | 2044-11-20      | 4.0000%  | 0.0000% | $3141009.00        | $305735.20         | Agency Mortgage-Backed Securities         |
| GNII SP 785116 M       | 2049-09-20      | 3.5000%  | 0.0000% | $184604416.00      | $34026249.81       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.91             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $84300.00          | $99523.52          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $1100.00           | $1033.01           | U.S. Treasuries (including strips)        |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $187344215.00      | $161439502.49      | Agency Mortgage-Backed Securities         |
| GNII SF MB0256 M       | 2050-10-20      | 4.0000%  | 0.0000% | $4410544.00        | $4104145.58        | Agency Mortgage-Backed Securities         |
| GNRA 2022-065 FB       | 2052-04-20      | 4.5000%  | 0.0000% | $29300000.00       | $16436954.62       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $341000.00         | $351150.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $800.00            | $812.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1088000.00        | $1106541.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1586000.00        | $1604902.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $2599100.00        | $2569306.70        | U.S. Treasuries (including strips)        |
| GNAR AF MB0697 M       | 2055-10-20      | 5.5000%  | 0.0000% | $8518.00           | $8685.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5480   | 2044-09-01      | 5.5000%  | 0.0000% | $197997.00         | $145062.27         | Agency Mortgage-Backed Securities         |
| GNPL PN CS2724         | 2058-04-15      | 4.5200%  | 0.0000% | $1717111.00        | $1622597.73        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1653   | 2051-07-01      | 3.5000%  | 0.0000% | $27700000.00       | $25066828.52       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3414   | 2048-07-01      | 3.5000%  | 0.0000% | $753000.00         | $81746.32          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $245936.00         | $150747.06         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4379   | 2051-07-01      | 2.5000%  | 0.0000% | $816999.00         | $474236.87         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB4102   | 2041-12-01      | 3.5000%  | 0.0000% | $450438.00         | $26060.46          | Agency Mortgage-Backed Securities         |
| GNII SF DL4378 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1156462.00        | $1199092.66        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $4836500.00        | $3421182.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $179725400.00      | $163009865.41      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $183.76            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $185.28            | U.S. Treasuries (including strips)        |
| GNII SF MA8347 M       | 2052-10-20      | 4.5000%  | 0.0000% | $34800000.00       | $26626301.07       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0216   | 2040-08-01      | 4.0000%  | 0.0000% | $1326312.00        | $44651.15          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3669   | 2052-05-01      | 3.0000%  | 0.0000% | $483989.00         | $379036.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2127   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1054   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $935.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4869   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $738.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4885   | 2052-11-01      | 3.0000%  | 0.0000% | $36000.00          | $26090.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8165   | 2037-05-01      | 3.5000%  | 0.0000% | $87471.00          | $49159.79          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $555.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8222   | 2052-06-01      | 4.0000%  | 0.0000% | $40000000.00       | $29961626.63       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $946500.00         | $915198.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.56             | U.S. Treasuries (including strips)        |
| GNII SP 785089 M       | 2047-01-20      | 4.0000%  | 0.0000% | $83497088.00       | $26589129.07       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $932800.00         | $955999.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $34068200.00       | $34988978.28       | U.S. Treasuries (including strips)        |
| GNII SF MA9963 M       | 2054-10-20      | 4.5000%  | 0.0000% | $4739.00           | $4371.80           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4578   | 2052-04-01      | 2.5000%  | 0.0000% | $46621.00          | $31578.78          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $36516000.00       | $37537376.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $800.00            | $802.16            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $1000.00           | $1039.63           | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLMA5011   | 2053-05-01      | 6.0000%  | 0.0000% | $15636420.00       | $10921712.06       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $6162000.00        | $6178583.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $50248900.00       | $51665709.15       | U.S. Treasuries (including strips)        |
| GNCL CL DI2499         | 2066-07-15      | 5.6900%  | 0.0000% | $1000.00           | $1043.07           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4949   | 2052-04-01      | 2.5000%  | 0.0000% | $350002.00         | $262195.94         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $53937000.00       | $55619262.25       | U.S. Treasuries (including strips)        |
| GNMI SF 675381 X       | 2038-05-15      | 5.5000%  | 0.0000% | $44031120.00       | $392122.79         | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $2184.00           | $1605.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0773   | 2054-04-01      | 5.0000%  | 0.0000% | $4855584.00        | $4002046.32        | Agency Mortgage-Backed Securities         |
| GNII SF 004922 M       | 2041-01-20      | 4.0000%  | 0.0000% | $1203955.00        | $60358.12          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2052-06-25      | 4.4742%  | 0.0000% | $184778026.00      | $100822195.26      | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQZ7298   | 2055-10-01      | 7.0000%  | 0.0000% | $1655633.00        | $1763231.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM4896   | 2047-02-01      | 3.0000%  | 0.0000% | $57095000.00       | $14707660.64       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6936   | 2055-02-01      | 5.5000%  | 0.0000% | $1548348.00        | $1584704.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2465   | 2055-01-01      | 5.5000%  | 0.0000% | $1315090.00        | $1215484.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9039   | 2055-11-01      | 5.5000%  | 0.0000% | $1232986.00        | $1261843.36        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8734   | 2055-07-01      | 5.5000%  | 0.0000% | $14036300.00       | $13372150.63       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA2771   | 2053-09-01      | 4.0000%  | 0.0000% | $23160138.00       | $21849793.69       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6337   | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $225.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4776   | 2053-07-01      | 5.0000%  | 0.0000% | $10473900.00       | $9818430.57        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0109   | 2051-10-01      | 3.5000%  | 0.0000% | $30000000.00       | $25811802.98       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA7102   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $481.57            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4710   | 2047-03-01      | 4.5000%  | 0.0000% | $548336.00         | $51784.42          | Agency Mortgage-Backed Securities         |
| GNII SP 785281 C       | 2050-06-20      | 4.5000%  | 0.0000% | $196404992.00      | $61262828.86       | Agency Mortgage-Backed Securities         |
| GNMI SF 626499 X       | 2034-03-15      | 5.5000%  | 0.0000% | $6285500.00        | $27538.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $105.67            | Agency Mortgage-Backed Securities         |
| GNII SF 004854 M       | 2040-11-20      | 4.5000%  | 0.0000% | $4974992.00        | $244597.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5721   | 2048-04-01      | 3.0000%  | 0.0000% | $738002.00         | $557953.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9974   | 2054-12-01      | 6.0000%  | 0.0000% | $1139.00           | $1067.82           | Agency Mortgage-Backed Securities         |
| GNII SF MA7420 M       | 2051-06-20      | 3.5000%  | 0.0000% | $199342.00         | $95802.54          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3607   | 2037-02-01      | 2.5000%  | 0.0000% | $9000.00           | $6027.61           | Agency Mortgage-Backed Securities         |
| GNII SP 785720 C       | 2051-10-20      | 3.0000%  | 0.0000% | $1024.00           | $734.83            | Agency Mortgage-Backed Securities         |
| GNPL PN CR3470         | 2057-12-15      | 4.9000%  | 0.0000% | $3037000.00        | $2980471.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4158   | 2055-09-01      | 5.5000%  | 0.0000% | $2212122.00        | $1809694.41        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4813   | 2045-04-01      | 4.0000%  | 0.0000% | $1020.00           | $228.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS4976   | 2045-05-01      | 3.0000%  | 0.0000% | $24027997.00       | $3080903.98        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $6903600.00        | $6083291.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $112.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $86.38             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $552000.00         | $548950.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $35771300.00       | $36473152.67       | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLFA3490   | 2055-11-01      | 5.0000%  | 0.0000% | $30000000.00       | $29945715.88       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR1526   | 2042-12-01      | 3.0000%  | 0.0000% | $1001.00           | $176.10            | Agency Mortgage-Backed Securities         |
| GNII SP 785250 M       | 2045-12-20      | 3.5000%  | 0.0000% | $72539533.00       | $24042735.49       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4745   | 2055-06-01      | 6.0000%  | 0.0000% | $40114027.00       | $38043314.72       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $8229591.00        | $5109433.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8351   | 2055-07-01      | 6.5000%  | 0.0000% | $668468.00         | $695426.98         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $155000.00         | $134458.87         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $30000000.00       | $26024298.38       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5658   | 2053-02-01      | 6.5000%  | 0.0000% | $459519.00         | $368222.70         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7922   | 2052-09-01      | 4.0000%  | 0.0000% | $2047000.00        | $1617680.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $2109101.00        | $1515810.99        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBM1257   | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $187.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $1792.00           | $1645.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1016   | 2040-12-01      | 4.0000%  | 0.0000% | $1467.00           | $60.64             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9137   | 2054-09-01      | 5.5000%  | 0.0000% | $29241520.00       | $27545519.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1006   | 2055-09-01      | 5.5000%  | 0.0000% | $1531337.00        | $1556638.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5702   | 2053-02-01      | 6.0000%  | 0.0000% | $494000.00         | $380256.22         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX2087   | 2055-01-01      | 7.0000%  | 0.0000% | $1147697.00        | $876033.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6468   | 2053-10-01      | 5.0000%  | 0.0000% | $13327000.00       | $9652069.10        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0513   | 2053-12-01      | 6.5000%  | 0.0000% | $15247500.00       | $11972026.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $40000.00          | $31215.81          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8027   | 2052-03-01      | 2.5000%  | 0.0000% | $1090.00           | $821.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $295031.00         | $214779.46         | Agency Mortgage-Backed Securities         |
| GNMI SF 646527 X       | 2036-07-15      | 6.0000%  | 0.0000% | $1814054.00        | $34845.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1629   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.09           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3904   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $2226968.00        | $1764731.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9339   | 2054-10-01      | 6.0000%  | 0.0000% | $524288.00         | $482911.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0181   | 2057-02-01      | 3.5000%  | 0.0000% | $1058.00           | $312.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4044   | 2055-01-01      | 6.0000%  | 0.0000% | $8101472.00        | $7540054.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0633   | 2055-02-01      | 5.5000%  | 0.0000% | $4541392.00        | $4388405.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5520   | 2055-10-01      | 5.5000%  | 0.0000% | $8000.00           | $8137.28           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CKMA5198   | 2053-09-01      | 7.0000%  | 0.0000% | $4694000.00        | $1934304.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M       | 2052-10-20      | 5.5000%  | 0.0000% | $49997000.00       | $34939834.35       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $40343100.00       | $40284199.07       | U.S. Treasuries (including strips)        |
| GNII SF DN2058 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2039732.00        | $2138877.57        | Agency Mortgage-Backed Securities         |
| GNRA 2025-198 FE       | 2055-11-20      | 4.9377%  | 0.0000% | $2743381.00        | $2743331.24        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $5200000.00        | $4260133.04        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQZ0450   | 2055-08-01      | 5.5000%  | 0.0000% | $1188906.00        | $1154686.21        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $81720900.00       | $81164914.90       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3068   | 2055-11-01      | 5.0000%  | 0.0000% | $8055872.00        | $8083007.65        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $147515900.00      | $129503692.30      | U.S. Treasuries (including strips)        |
| GNMI SF 469980 X       | 2041-09-15      | 4.0000%  | 0.0000% | $8619520.00        | $731325.49         | Agency Mortgage-Backed Securities         |
| GNII SP 785535 C       | 2051-06-20      | 3.0000%  | 0.0000% | $5298987.00        | $3024906.89        | Agency Mortgage-Backed Securities         |
| GNII SP 787827 C       | 2053-08-20      | 6.5000%  | 0.0000% | $997999.00         | $604963.80         | Agency Mortgage-Backed Securities         |
| GNII SP 785762 C       | 2051-11-20      | 2.5000%  | 0.0000% | $496000.00         | $294775.67         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $199.02            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $90.14             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1205800.00        | $1138033.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $184800.00         | $199729.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $196.88            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $744900.00         | $740750.91         | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $30000000.00       | $25558249.13       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $30000000.00       | $26251943.74       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6135   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $598.40            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ7061   | 2055-11-01      | 4.5000%  | 0.0000% | $626460.00         | $616178.42         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ7125   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $982.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $7548752.00        | $6832517.76        | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $10752.00          | $1046.37           | Agency Mortgage-Backed Securities         |
| GNII SP 785241 C       | 2050-12-20      | 3.5000%  | 0.0000% | $1000.00           | $397.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3894   | 2031-09-01      | 4.0000%  | 0.0000% | $4999999.00        | $138370.24         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $263428.00         | $168053.97         | Agency Mortgage-Backed Securities         |
| GNII SF DN2613 C       | 2055-12-20      | 6.5000%  | 0.0000% | $4463490.00        | $4696777.28        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4182   | 2050-11-01      | 2.0000%  | 0.0000% | $17997.00          | $9388.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4439   | 2051-10-01      | 3.0000%  | 0.0000% | $179771.00         | $103287.87         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9511   | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $953.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY4909   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $928.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9091   | 2055-11-01      | 5.0000%  | 0.0000% | $3581652.00        | $3591067.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9984   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.06           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3620   | 2049-03-01      | 4.0000%  | 0.0000% | $384933.00         | $25097.63          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1431   | 2055-11-01      | 5.0000%  | 0.0000% | $256552.00         | $259312.75         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 GL932168   | 2039-09-01      | 4.0000%  | 0.0000% | $1001.00           | $57.38             | Agency Mortgage-Backed Securities         |
| GNMI SP 783669 X       | 2042-09-15      | 3.0000%  | 0.0000% | $287692.00         | $33530.64          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2516   | 2046-01-01      | 3.0000%  | 0.0000% | $7737216.00        | $972689.40         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9143   | 2052-01-01      | 2.5000%  | 0.0000% | $43000.00          | $32434.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5236   | 2053-12-01      | 4.0000%  | 0.0000% | $4189120.00        | $3471128.46        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2772   | 2052-04-01      | 2.0000%  | 0.0000% | $948760.00         | $768482.76         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7461   | 2050-08-01      | 4.0000%  | 0.0000% | $106000.00         | $33146.98          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2906   | 2052-06-01      | 3.5000%  | 0.0000% | $245067.00         | $225314.85         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA1968   | 2055-11-01      | 4.5000%  | 0.0000% | $1009656.00        | $992118.28         | Agency Mortgage-Backed Securities         |
| GNII SF DP0591 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2428300.00        | $2418981.80        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $49912000.00       | $38722851.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $25800.00          | $18616.74          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $800.00            | $794.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $242002300.00      | $243911698.15      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.91             | U.S. Treasuries (including strips)        |
| FNMS 03.000 CRAB7668   | 2043-01-01      | 3.0000%  | 0.0000% | $404587.00         | $49669.55          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $1000.00           | $841.90            | U.S. Treasuries (including strips)        |
| FNMS 03.500 CRBM7777   | 2048-07-01      | 3.5000%  | 0.0000% | $12179900.00       | $11102885.84       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $30000000.00       | $25392674.48       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $14523500.00       | $14372528.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $300.00            | $230.44            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $10197100.00       | $8787863.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.92             | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX9449   | 2055-04-01      | 5.5000%  | 0.0000% | $1018.00           | $989.72            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $101699000.00      | $102586846.24      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $7627000.00        | $7843606.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $1000.00           | $1004.22           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $6200.00           | $6052.87           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $95.96             | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLTA1622   | 2055-12-01      | 4.5000%  | 0.0000% | $1068388.00        | $1053955.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA4002 M       | 2046-10-20      | 2.5000%  | 0.0000% | $250000.00         | $38339.75          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $32670000.00       | $26368717.04       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $14055.00          | $9961.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6494   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1021.00           | $636.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $771.13            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4356   | 2051-06-01      | 2.5000%  | 0.0000% | $1945707.00        | $1125594.53        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733   | 2052-09-01      | 4.5000%  | 0.0000% | $52724062.00       | $40421513.94       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040   | 2053-06-01      | 6.0000%  | 0.0000% | $16722848.00       | $11324667.23       | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF       | 2054-09-20      | 5.1177%  | 0.0000% | $208170.00         | $170988.21         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XF       | 2065-02-20      | 5.1177%  | 0.0000% | $1527.00           | $1086.03           | Agency Collateralized Mortgage Obligation |

### Security 697: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYQ7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DUYQ7
- **C.18 - Value (incl. sponsor support):** $632000000.00
- **C.18.a - Value (excl. sponsor support):** $632000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2031-08-31      | 3.7500%  | 0.0000% | $180353000.00      | $182491647.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $97339500.00       | $100993624.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $7480300.00        | $5481040.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $142923200.00      | $139531499.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100946400.00      | $62570465.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $169470300.00      | $153708550.90      | U.S. Treasuries (including strips) |

### Security 698: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYU8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DUYU8
- **C.18 - Value (incl. sponsor support):** $56410271.00
- **C.18.a - Value (excl. sponsor support):** $56410271.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $40689400.00       | $24330511.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $404.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $2456300.00        | $2227849.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $30991925.00       | U.S. Treasuries (including strips) |

### Security 699: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYW4, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DUYW4
- **C.18 - Value (incl. sponsor support):** $253000000.00
- **C.18.a - Value (excl. sponsor support):** $253000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2054-11-15      | 4.5000%  | 0.0000% | $165185200.00      | $157857292.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $48127900.00       | $48698606.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $39538400.00       | $39270213.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $21007500.00       | $12287706.90       | U.S. Treasuries (including strips) |

### Security 700: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYY0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DUYY0
- **C.18 - Value (incl. sponsor support):** $99204281.00
- **C.18.a - Value (excl. sponsor support):** $99204281.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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      | 0.1250%  | 0.0000% | $99300.00          | $67439.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $151900.00         | $142649.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4771.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1064.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $8100.00           | $9972.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $64345000.00       | $47162523.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1000.00           | $1075.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $228000.00         | $238098.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $200.00            | $201.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $9900.00           | $9703.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $38326300.00       | $37008201.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $16689600.00       | $16563597.91       | U.S. Treasuries (including strips) |

### Security 701: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUZB9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1DUZB9
- **C.18 - Value (incl. sponsor support):** $2989000000.00
- **C.18.a - Value (excl. sponsor support):** $2989000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-01-15      | 0.3750%  | 0.0000% | $187476300.00      | $249999888.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $51005300.00       | $51189450.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $237179500.00      | $249999956.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $224968500.00      | $249999905.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $29100.00          | $29393.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $30686500.00       | $31735977.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $251175600.00      | $249997185.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $193381700.00      | $205526983.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $93411500.00       | $94064174.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $117798200.00      | $130935525.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $428200.00         | $450734.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $5695700.00        | $5736382.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $3777000.00        | $3810067.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $51100500.00       | $55219650.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $3932300.00        | $4031074.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $2099900.00        | $1835078.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $500.00            | $601.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $1621900.00        | $1500813.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $7174800.00        | $8617486.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $447100.00         | $391988.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $78671700.00       | $69201216.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $91291000.00       | $90811062.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $53855900.00       | $55621701.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $250762800.00      | $249999979.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $150013000.00      | $159068351.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $246078300.00      | $249999975.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $245575500.00      | $249920367.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $9535700.00        | $9573909.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $74482800.00       | $76543341.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $220729400.00      | $242967752.93      | U.S. Treasuries (including strips) |

### Security 702: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.840000%
- **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: ARP1DUZE3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1DUZE3
- **C.18 - Value (incl. sponsor support):** $1052000000.00
- **C.18.a - Value (excl. sponsor support):** $1052000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 JM 004310 M       | 2038-12-20      | 6.0000%  | 0.0000% | $45089358.00       | $81214.94          | Agency Mortgage-Backed Securities         |
| GNCL CL CV7754         | 2067-08-15      | 5.8100%  | 0.0000% | $25000.00          | $26015.42          | Agency Mortgage-Backed Securities         |
| GNII RG CK9447 C       | 2047-04-20      | 3.0000%  | 0.0000% | $102000.00         | $67078.92          | Agency Mortgage-Backed Securities         |
| GNII RG CM3361 C       | 2046-10-20      | 3.0000%  | 0.0000% | $41000.00          | $27342.30          | Agency Mortgage-Backed Securities         |
| GNII RG CK9415 C       | 2047-09-20      | 3.0000%  | 0.0000% | $107000.00         | $72008.39          | Agency Mortgage-Backed Securities         |
| GNII RG CM4722 C       | 2049-10-20      | 3.5000%  | 0.0000% | $120000.00         | $71562.36          | Agency Mortgage-Backed Securities         |
| GNII RG CN9873 C       | 2043-08-20      | 3.0000%  | 0.0000% | $61000.00          | $38286.57          | Agency Mortgage-Backed Securities         |
| GNII RG CP3380 C       | 2047-11-20      | 3.0000%  | 0.0000% | $123000.00         | $89464.30          | Agency Mortgage-Backed Securities         |
| GNII RG CO8601 C       | 2048-12-20      | 4.0000%  | 0.0000% | $50000.00          | $33042.09          | Agency Mortgage-Backed Securities         |
| GNII RG CO7019 C       | 2047-01-20      | 3.0000%  | 0.0000% | $82000.00          | $56803.87          | Agency Mortgage-Backed Securities         |
| GNII JM 004488 M       | 2039-07-20      | 4.5000%  | 0.0000% | $2000000.00        | $2578.13           | Agency Mortgage-Backed Securities         |
| FMAR 1B7562 G          | 2037-11-01      | 5.6980%  | 0.0000% | $227000.00         | $2927.31           | Agency Mortgage-Backed Securities         |
| GNPL PN CV1944         | 2065-12-15      | 5.7400%  | 0.0000% | $1007.00           | $1062.31           | Agency Mortgage-Backed Securities         |
| GNII JM 004880 M       | 2040-12-20      | 4.5000%  | 0.0000% | $975000.00         | $21866.05          | Agency Mortgage-Backed Securities         |
| GNII RG CL3644 C       | 2048-02-20      | 3.0000%  | 0.0000% | $166000.00         | $88940.29          | Agency Mortgage-Backed Securities         |
| GNII JM 004631 M       | 2040-02-20      | 4.5000%  | 0.0000% | $50000.00          | $1012.76           | Agency Mortgage-Backed Securities         |
| GNII JM MA5253 M       | 2048-06-20      | 3.5000%  | 0.0000% | $1017000.00        | $34701.56          | Agency Mortgage-Backed Securities         |
| GNII JM MA5640 M       | 2048-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $17326.28          | Agency Mortgage-Backed Securities         |
| GNII FS MA5425 M       | 2041-08-20      | 4.5000%  | 0.0000% | $117551.00         | $90798.08          | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M       | 2049-05-20      | 3.5000%  | 0.0000% | $1050000.00        | $18019.41          | Agency Mortgage-Backed Securities         |
| GNII JM 004918 M       | 2041-01-20      | 4.0000%  | 0.0000% | $800000.00         | $11034.12          | Agency Mortgage-Backed Securities         |
| GNII JM MA6274 M       | 2049-11-20      | 3.0000%  | 0.0000% | $1000000.00        | $83089.39          | Agency Mortgage-Backed Securities         |
| GNII JM MA6885 M       | 2050-09-20      | 2.0000%  | 0.0000% | $135000.00         | $64689.28          | Agency Mortgage-Backed Securities         |
| GNII JM MA6756 M       | 2050-07-20      | 2.5000%  | 0.0000% | $115826.00         | $32451.04          | Agency Mortgage-Backed Securities         |
| GNII JM MA6856 M       | 2050-09-20      | 3.0000%  | 0.0000% | $500000.00         | $91141.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2051-12-25      | 2.0000%  | 0.0000% | $1400000.00        | $1169663.13        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-05-25      | 5.0000%  | 0.0000% | $1400000.00        | $1124019.11        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $28526951.23       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-12-25      | 5.5000%  | 0.0000% | $27347973.00       | $26164343.29       | Agency Collateralized Mortgage Obligation |
| GNII JM MA7409 M       | 2051-06-20      | 2.0000%  | 0.0000% | $85000.00          | $49643.20          | Agency Mortgage-Backed Securities         |
| GNII RG CK9357 C       | 2047-03-20      | 3.0000%  | 0.0000% | $126000.00         | $82554.86          | Agency Mortgage-Backed Securities         |
| GNII RG CM3318 C       | 2047-01-20      | 3.0000%  | 0.0000% | $130000.00         | $95754.63          | Agency Mortgage-Backed Securities         |
| GNII JM 004850 M       | 2040-11-20      | 4.5000%  | 0.0000% | $925000.00         | $10936.71          | Agency Mortgage-Backed Securities         |
| GNII JM MA6589 M       | 2050-04-20      | 3.0000%  | 0.0000% | $500000.00         | $66968.23          | Agency Mortgage-Backed Securities         |
| GNII JM MA5976 M       | 2049-06-20      | 3.5000%  | 0.0000% | $2011212.00        | $46043.56          | Agency Mortgage-Backed Securities         |
| GNII JM 004829 M       | 2040-10-20      | 5.0000%  | 0.0000% | $1346268.00        | $6453.82           | Agency Mortgage-Backed Securities         |
| GNII JM MA6081 M       | 2049-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $93410.18          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $247329500.00      | $249999964.44      | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2036-01-25      | 5.5000%  | 0.0000% | $22089207.00       | $21369524.93       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-07-25      | 5.5000%  | 0.0000% | $2829111.00        | $2859726.28        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $130855500.00      | $130609360.80      | U.S. Treasuries (including strips)        |
| GNII JM MA6647 M       | 2050-05-20      | 3.5000%  | 0.0000% | $380000.00         | $35128.55          | Agency Mortgage-Backed Securities         |
| GNII JM MA5517 M       | 2048-09-20      | 3.5000%  | 0.0000% | $501999.00         | $15498.09          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $236325000.00      | $240296618.87      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $239839300.00      | $241922816.94      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $124497400.00      | $127624617.04      | U.S. Treasuries (including strips)        |
| GNII FS 004436 M       | 2039-05-20      | 4.5000%  | 0.0000% | $860013.00         | $37268.61          | Agency Mortgage-Backed Securities         |
| GNII JM 004461 M       | 2039-06-20      | 4.5000%  | 0.0000% | $1315426.00        | $6512.92           | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M       | 2038-10-20      | 6.0000%  | 0.0000% | $11599090.00       | $6648.52           | Agency Mortgage-Backed Securities         |
| GNII RG CO7322 C       | 2047-04-20      | 3.0000%  | 0.0000% | $100000.00         | $57962.28          | Agency Mortgage-Backed Securities         |
| GNII RG CN6482 C       | 2048-01-20      | 3.0000%  | 0.0000% | $85000.00          | $58104.66          | Agency Mortgage-Backed Securities         |
| GNII JM MA6590 M       | 2050-04-20      | 3.5000%  | 0.0000% | $500000.00         | $42836.04          | Agency Mortgage-Backed Securities         |
| FMAR 1J1920 G          | 2038-10-01      | 6.2580%  | 0.0000% | $51126.00          | $297.83            | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M       | 2039-10-20      | 5.0000%  | 0.0000% | $700000.00         | $3568.01           | Agency Mortgage-Backed Securities         |
| GNII JM 004767 M       | 2040-08-20      | 4.5000%  | 0.0000% | $1000000.00        | $7295.09           | Agency Mortgage-Backed Securities         |
| GNMI BD 621752 X       | 2033-11-15      | 6.5000%  | 0.0000% | $3999500.00        | $7761.63           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB701043   | 2033-04-01      | 6.6350%  | 0.0000% | $290000.00         | $2088.26           | Agency Mortgage-Backed Securities         |
| GNII JM MA5699 M       | 2049-01-20      | 3.5000%  | 0.0000% | $700000.00         | $20453.61          | Agency Mortgage-Backed Securities         |
| GNII JM MA5865 M       | 2049-04-20      | 3.5000%  | 0.0000% | $545991.00         | $11998.45          | Agency Mortgage-Backed Securities         |
| GNII JM 004879 M       | 2040-12-20      | 4.0000%  | 0.0000% | $770609.00         | $12428.41          | Agency Mortgage-Backed Securities         |
| GNII RG CP9544 C       | 2047-07-20      | 3.0000%  | 0.0000% | $68000.00          | $43201.26          | Agency Mortgage-Backed Securities         |
| GNII JM MA6648 M       | 2050-05-20      | 4.0000%  | 0.0000% | $10000.00          | $1155.56           | Agency Mortgage-Backed Securities         |
| GNII JM 004796 M       | 2040-09-20      | 4.5000%  | 0.0000% | $300000.00         | $1983.54           | Agency Mortgage-Backed Securities         |
| GNII JM MA7042 M       | 2050-12-20      | 2.0000%  | 0.0000% | $135000.00         | $68884.38          | Agency Mortgage-Backed Securities         |
| GNII RG CM3246 C       | 2046-12-20      | 3.0000%  | 0.0000% | $56000.00          | $35700.31          | Agency Mortgage-Backed Securities         |
| GNII RG CM5211 C       | 2048-03-20      | 3.0000%  | 0.0000% | $26000.00          | $17133.96          | Agency Mortgage-Backed Securities         |
| GNII RG CO9673 C       | 2046-12-20      | 3.0000%  | 0.0000% | $48000.00          | $32088.69          | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M       | 2047-07-20      | 4.5000%  | 0.0000% | $1048404.00        | $79938.16          | Agency Mortgage-Backed Securities         |

### Security 703: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUZN3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1DUZN3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-07-15      | 0.7500%  | 0.0000% | $2597800.00        | $3342431.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $4505700.00        | $4761041.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $108453300.00      | $116665197.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $141401900.00      | $121871080.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $12418800.00       | $15262754.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $9373500.00        | $11958302.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $153482400.00      | $166425441.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $107520800.00      | $109916685.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $10525500.00       | $12641934.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $154474600.00      | $163250147.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $43980200.00       | $45422202.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $382743000.00      | $248482862.57      | U.S. Treasuries (including strips) |

### Security 704: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.830000%
- **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: ARP1DUZR4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1DUZR4
- **C.18 - Value (incl. sponsor support):** $605000000.00
- **C.18.a - Value (excl. sponsor support):** $605000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DO3371 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3275035.00        | $3359267.80        | Agency Mortgage-Backed Securities  |
| GNII SF DO0126 C       | 2055-12-20      | 6.5000%  | 0.0000% | $3025629.00        | $3183768.54        | Agency Mortgage-Backed Securities  |
| GNII SF DO3372 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3228084.00        | $3310625.21        | Agency Mortgage-Backed Securities  |
| GNII SF DI5721 C       | 2055-03-20      | 7.0000%  | 0.0000% | $3308995.00        | $3501501.92        | Agency Mortgage-Backed Securities  |
| GNII SF DL0075 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3363468.00        | $3430479.85        | Agency Mortgage-Backed Securities  |
| GNII SF CB1024 C       | 2051-02-20      | 2.5000%  | 0.0000% | $6703046.00        | $3662605.00        | Agency Mortgage-Backed Securities  |
| GNII SF DN6099 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2983470.00        | $3164191.14        | Agency Mortgage-Backed Securities  |
| GNII SF DN7497 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2950266.00        | $3104463.62        | Agency Mortgage-Backed Securities  |
| GNII SF DN7604 C       | 2055-10-20      | 5.5000%  | 0.0000% | $3114140.00        | $3189942.25        | Agency Mortgage-Backed Securities  |
| GNII SF DI4562 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2601230.00        | $2741245.91        | Agency Mortgage-Backed Securities  |
| GNII SF DN6100 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2936309.00        | $3115961.10        | Agency Mortgage-Backed Securities  |
| GNII SF DG7446 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2628994.00        | $2810148.96        | Agency Mortgage-Backed Securities  |
| GNII SF DN1395 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2964511.00        | $3097588.42        | Agency Mortgage-Backed Securities  |
| GNII SF DN3261 C       | 2055-11-20      | 5.0000%  | 0.0000% | $2944136.00        | $2958540.53        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1512900.00        | $1489010.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $94500.00          | $94329.67          | U.S. Treasuries (including strips) |
| GNII SF DO3653 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3387091.00        | $3574501.10        | Agency Mortgage-Backed Securities  |
| GNII SF DO3742 C       | 2055-12-20      | 6.5000%  | 0.0000% | $3149893.00        | $3314533.71        | Agency Mortgage-Backed Securities  |
| GNII SF DO5911 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2912495.00        | $2930021.43        | Agency Mortgage-Backed Securities  |
| GNII SF DO9836 C       | 2055-12-20      | 6.0000%  | 0.0000% | $2670438.00        | $2767236.04        | Agency Mortgage-Backed Securities  |
| GNII SF DI5375 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2588871.00        | $2720216.35        | Agency Mortgage-Backed Securities  |
| GNII SF DO5466 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2856700.00        | $2959187.25        | Agency Mortgage-Backed Securities  |
| GNII SF DN6061 C       | 2055-11-20      | 7.0000%  | 0.0000% | $2570258.00        | $2736992.25        | Agency Mortgage-Backed Securities  |
| GNII SF DN6098 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2800722.00        | $2970643.87        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0110 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2670023.00        | $2825989.28        | Agency Mortgage-Backed Securities  |
| GNII SF DN5809 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2973160.00        | $3140216.72        | Agency Mortgage-Backed Securities  |
| GNII SF DD7446 C       | 2054-07-20      | 5.0000%  | 0.0000% | $3450000.00        | $3280259.85        | Agency Mortgage-Backed Securities  |
| GNII SF DN5644 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2645988.00        | $2792692.29        | Agency Mortgage-Backed Securities  |
| GNII SF DN8111 C       | 2055-10-20      | 5.0000%  | 0.0000% | $2920946.00        | $2940130.82        | Agency Mortgage-Backed Securities  |
| GNII SF DN5204 C       | 2055-10-20      | 5.0000%  | 0.0000% | $2723682.00        | $2741476.06        | Agency Mortgage-Backed Securities  |
| GNII SF DN7204 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3453700.00        | $3482470.06        | Agency Mortgage-Backed Securities  |
| GNII SF DN7499 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2579310.00        | $2714121.94        | Agency Mortgage-Backed Securities  |
| GNII SF DP0582 C       | 2055-12-20      | 4.5000%  | 0.0000% | $3379462.00        | $3323109.47        | Agency Mortgage-Backed Securities  |
| GNII SF DM1644 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2965114.00        | $3154727.65        | Agency Mortgage-Backed Securities  |
| GNII SF DM0818 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2839780.00        | $3008546.88        | Agency Mortgage-Backed Securities  |
| GNII SF DM3497 C       | 2055-10-20      | 5.0000%  | 0.0000% | $3495213.00        | $3518085.71        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.30            | U.S. Treasuries (including strips) |
| GNII SF DM0865 C       | 2055-09-20      | 5.0000%  | 0.0000% | $3422706.00        | $3431561.25        | Agency Mortgage-Backed Securities  |
| GNII SF DO2376 C       | 2055-12-20      | 5.0000%  | 0.0000% | $3353626.00        | $3373807.00        | Agency Mortgage-Backed Securities  |
| GNII SF DF2944 C       | 2055-01-20      | 6.5000%  | 0.0000% | $2988377.00        | $3141551.34        | Agency Mortgage-Backed Securities  |
| GNII SF DO9808 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2997444.00        | $3047326.46        | Agency Mortgage-Backed Securities  |
| GNII SF DH0828 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2985264.00        | $3149080.72        | Agency Mortgage-Backed Securities  |
| GNII SF DO4619 C       | 2055-11-20      | 7.5000%  | 0.0000% | $2769254.00        | $2998343.45        | Agency Mortgage-Backed Securities  |
| GNII SF DG6659 C       | 2055-01-20      | 6.0000%  | 0.0000% | $2646760.00        | $2713827.36        | Agency Mortgage-Backed Securities  |
| GNII SF DE2437 C       | 2055-12-20      | 7.0000%  | 0.0000% | $3259475.00        | $3469066.85        | Agency Mortgage-Backed Securities  |
| GNII SF DO0178 C       | 2055-12-20      | 5.0000%  | 0.0000% | $3183803.00        | $3202958.88        | Agency Mortgage-Backed Securities  |
| GNII SF DN6047 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2635457.00        | $2726911.92        | Agency Mortgage-Backed Securities  |
| GNII SF MB0282 M       | 2040-04-20      | 5.0000%  | 0.0000% | $3134023.00        | $2962995.79        | Agency Mortgage-Backed Securities  |
| GNII SF DN9868 C       | 2055-12-20      | 7.5000%  | 0.0000% | $2904387.00        | $3026490.33        | Agency Mortgage-Backed Securities  |
| GNII SF DN9462 C       | 2055-10-20      | 7.5000%  | 0.0000% | $2549134.00        | $2766254.27        | Agency Mortgage-Backed Securities  |
| GNII SF DN9464 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3374788.00        | $3597929.04        | Agency Mortgage-Backed Securities  |
| GNII SF DP6910 C       | 2055-12-20      | 6.0000%  | 0.0000% | $3395398.00        | $3520562.56        | Agency Mortgage-Backed Securities  |
| GNII SF DN6105 C       | 2055-11-20      | 7.0000%  | 0.0000% | $2976862.00        | $3169273.92        | Agency Mortgage-Backed Securities  |
| GNII SF DG6660 C       | 2055-01-20      | 6.5000%  | 0.0000% | $3301052.00        | $3101481.57        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $4842600.00        | $4808140.06        | U.S. Treasuries (including strips) |
| GNII SF DG7402 C       | 2055-01-20      | 6.5000%  | 0.0000% | $3492568.00        | $3642284.98        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0107 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3373827.00        | $3554424.18        | Agency Mortgage-Backed Securities  |
| GNII SF DO9838 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2612198.00        | $2742326.39        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $73701400.00       | $76999648.20       | U.S. Treasuries (including strips) |
| GNII SF DM9408 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2597660.00        | $2731146.95        | Agency Mortgage-Backed Securities  |
| GNII SF DK2889 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3397573.00        | $3357216.60        | Agency Mortgage-Backed Securities  |
| GNII SF DO3042 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2766584.00        | $2895678.34        | Agency Mortgage-Backed Securities  |
| GNII SF DK7518 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2822133.00        | $2960065.21        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0082 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3344623.00        | $3477927.76        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8890 C       | 2055-05-20      | 5.0000%  | 0.0000% | $3764640.00        | $3604325.58        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9505 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3172759.00        | $3373546.00        | Agency Mortgage-Backed Securities  |
| GNII SF DG9906 C       | 2055-02-20      | 7.0000%  | 0.0000% | $4169888.00        | $3437602.33        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1398 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2658393.00        | $2742859.57        | Agency Mortgage-Backed Securities  |
| GNII SF DH7479 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2600802.00        | $2710642.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2114 C       | 2055-04-20      | 6.0000%  | 0.0000% | $2800891.00        | $2883578.77        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $41932100.00       | $42511355.13       | U.S. Treasuries (including strips) |
| GNII SF DI2735 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3437608.00        | $3638576.80        | Agency Mortgage-Backed Securities  |
| GNII SF DP4442 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2828824.00        | $2831295.45        | Agency Mortgage-Backed Securities  |
| GNII SF DN7609 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3352335.00        | $3521296.95        | Agency Mortgage-Backed Securities  |
| GNII SF DN8188 C       | 2055-11-20      | 5.0000%  | 0.0000% | $3292545.00        | $3315061.77        | Agency Mortgage-Backed Securities  |
| GNII SF DI3053 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3219997.00        | $3373294.96        | Agency Mortgage-Backed Securities  |
| GNII SF DN5706 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2679703.00        | $2807600.04        | Agency Mortgage-Backed Securities  |
| GNII SF DN5306 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3464267.00        | $3612666.17        | Agency Mortgage-Backed Securities  |
| GNII SF DM9391 C       | 2055-10-20      | 7.5000%  | 0.0000% | $2629111.00        | $2843617.66        | Agency Mortgage-Backed Securities  |
| GNII SF DK1963 C       | 2055-06-20      | 5.5000%  | 0.0000% | $3639331.00        | $3471539.42        | Agency Mortgage-Backed Securities  |
| GNII SF DK8328 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3434700.00        | $3642202.48        | Agency Mortgage-Backed Securities  |
| GNII SF DM6292 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2687298.00        | $2819401.62        | Agency Mortgage-Backed Securities  |
| GNII SF DM5775 C       | 2055-10-20      | 5.5000%  | 0.0000% | $2790830.00        | $2837091.85        | Agency Mortgage-Backed Securities  |
| GNII SF DM2540 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2629186.00        | $2751723.95        | Agency Mortgage-Backed Securities  |
| GNII SF DO5524 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3116703.00        | $3276862.93        | Agency Mortgage-Backed Securities  |
| GNII SF DL5382 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3128150.00        | $3249209.41        | Agency Mortgage-Backed Securities  |
| GNII SF DO5516 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3069982.00        | $3180186.52        | Agency Mortgage-Backed Securities  |
| GNII SF DO1950 C       | 2055-11-20      | 5.0000%  | 0.0000% | $2803275.00        | $2828042.97        | Agency Mortgage-Backed Securities  |
| GNII SF DL1886 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3117403.00        | $3192386.75        | Agency Mortgage-Backed Securities  |
| GNII SF DL8226 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2791258.00        | $3036851.52        | Agency Mortgage-Backed Securities  |
| GNII SF DL6467 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3228345.00        | $3282738.23        | Agency Mortgage-Backed Securities  |
| GNII SF DO3656 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3402604.00        | $3571282.26        | Agency Mortgage-Backed Securities  |
| GNII SF DO6245 C       | 2055-12-20      | 5.5000%  | 0.0000% | $2818519.00        | $2894019.61        | Agency Mortgage-Backed Securities  |
| GNII SF DO5274 C       | 2055-12-20      | 6.0000%  | 0.0000% | $2866611.00        | $2972282.88        | Agency Mortgage-Backed Securities  |
| GNII SF DO4864 C       | 2055-12-20      | 5.5000%  | 0.0000% | $3085958.00        | $3172578.78        | Agency Mortgage-Backed Securities  |
| GNII SF DL6233 C       | 2055-10-20      | 5.5000%  | 0.0000% | $3198215.00        | $3282343.83        | Agency Mortgage-Backed Securities  |
| GNII SF DM1941 C       | 2052-08-20      | 6.5000%  | 0.0000% | $2862436.00        | $2925702.78        | Agency Mortgage-Backed Securities  |
| GNII SF DM0382 C       | 2055-10-20      | 5.0000%  | 0.0000% | $2742909.00        | $2725954.96        | Agency Mortgage-Backed Securities  |
| GNII SF DN5564 C       | 2055-12-20      | 5.0000%  | 0.0000% | $3621780.00        | $3649822.24        | Agency Mortgage-Backed Securities  |
| GNII SF DM8651 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2776955.00        | $3017069.85        | Agency Mortgage-Backed Securities  |
| GNII SF DM9410 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2726161.00        | $2866099.82        | Agency Mortgage-Backed Securities  |
| GNII SF DN4638 C       | 2055-12-20      | 6.5000%  | 0.0000% | $3100556.00        | $3262617.93        | Agency Mortgage-Backed Securities  |
| GNII SF DN4494 C       | 2055-12-20      | 6.0000%  | 0.0000% | $3087894.00        | $3189044.14        | Agency Mortgage-Backed Securities  |
| GNII SF DN4011 C       | 2055-11-20      | 5.0000%  | 0.0000% | $3470419.00        | $3487534.45        | Agency Mortgage-Backed Securities  |
| GNII SF DI5370 C       | 2055-04-20      | 7.0000%  | 0.0000% | $3239310.00        | $3394124.06        | Agency Mortgage-Backed Securities  |
| GNII SF DK5284 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2746610.00        | $2901080.21        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9503 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3226252.00        | $3428446.59        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8836 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3059236.00        | $3249578.42        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9507 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3034094.00        | $3226105.63        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4848 C       | 2051-03-20      | 6.5000%  | 0.0000% | $3000000.00        | $3154774.89        | Agency Mortgage-Backed Securities  |
| GNII SF DH6161 C       | 2055-01-20      | 7.0000%  | 0.0000% | $3254237.00        | $3398363.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA0852 M       | 2043-03-20      | 3.5000%  | 0.0000% | $33015365.00       | $2934105.06        | Agency Mortgage-Backed Securities  |
| GNII SF DP4168 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2617369.00        | $2754172.77        | Agency Mortgage-Backed Securities  |
| GNII SF DN8114 C       | 2055-10-20      | 5.0000%  | 0.0000% | $3416762.00        | $3428475.40        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1346 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3095489.00        | $3295785.16        | Agency Mortgage-Backed Securities  |
| GNII SF DG7443 C       | 2055-04-20      | 7.5000%  | 0.0000% | $2902775.00        | $3128524.12        | Agency Mortgage-Backed Securities  |
| GNII SF DL3522 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3137911.00        | $3244096.43        | Agency Mortgage-Backed Securities  |
| GNII SF DO3651 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2838465.00        | $2993869.22        | Agency Mortgage-Backed Securities  |
| GNII SF DO6706 C       | 2055-12-20      | 6.5000%  | 0.0000% | $3069981.00        | $3230441.74        | Agency Mortgage-Backed Securities  |
| GNII SF DO4263 C       | 2055-12-20      | 5.5000%  | 0.0000% | $3501137.00        | $3594933.63        | Agency Mortgage-Backed Securities  |
| GNII SF DK8329 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2874509.00        | $3049799.94        | Agency Mortgage-Backed Securities  |
| GNII SF DL0285 C       | 2055-07-20      | 6.0000%  | 0.0000% | $3017470.00        | $3146603.29        | Agency Mortgage-Backed Securities  |
| GNII SF DL0187 C       | 2055-12-20      | 5.5000%  | 0.0000% | $2745428.00        | $2818978.93        | Agency Mortgage-Backed Securities  |
| GNII SF DL0466 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2942730.00        | $3061342.38        | Agency Mortgage-Backed Securities  |
| GNII SF DN5757 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2951669.00        | $3100186.95        | Agency Mortgage-Backed Securities  |
| GNII SF DN4495 C       | 2055-12-20      | 6.0000%  | 0.0000% | $3322758.00        | $3431604.91        | Agency Mortgage-Backed Securities  |
| GNII SF DN8112 C       | 2055-10-20      | 5.0000%  | 0.0000% | $3008775.00        | $3023119.56        | Agency Mortgage-Backed Securities  |
| GNII SF DP4166 C       | 2055-12-20      | 6.5000%  | 0.0000% | $3203958.00        | $3371411.80        | Agency Mortgage-Backed Securities  |
| GNII SF DN2498 C       | 2055-10-20      | 5.0000%  | 0.0000% | $2811417.00        | $2841169.97        | Agency Mortgage-Backed Securities  |
| GNII SF DM9559 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2783543.00        | $2904819.15        | Agency Mortgage-Backed Securities  |
| GNII SF DN5678 C       | 2055-10-20      | 5.5000%  | 0.0000% | $572301.00         | $589238.13         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $1800.00           | $1812.73           | U.S. Treasuries (including strips) |
| GNII SF DN7667 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2926013.00        | $3078948.87        | Agency Mortgage-Backed Securities  |
| GNII SF DN5765 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3184543.00        | $3340318.38        | Agency Mortgage-Backed Securities  |
| GNII SF DM7710 C       | 2055-09-20      | 5.5000%  | 0.0000% | $3402269.00        | $3427735.86        | Agency Mortgage-Backed Securities  |
| GNII SF DM3333 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2650324.00        | $2742291.15        | Agency Mortgage-Backed Securities  |
| GNII SF MA0088 M       | 2042-05-20      | 3.5000%  | 0.0000% | $41338916.00       | $2925003.36        | Agency Mortgage-Backed Securities  |
| GNII SF DM6581 C       | 2055-10-20      | 5.0000%  | 0.0000% | $2751995.00        | $2744374.69        | Agency Mortgage-Backed Securities  |
| GNII SF DM4524 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3296023.00        | $3462094.07        | Agency Mortgage-Backed Securities  |
| GNII SF DP4164 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2618759.00        | $2755624.95        | Agency Mortgage-Backed Securities  |
| GNII SF DN3680 C       | 2055-10-20      | 5.5000%  | 0.0000% | $3125173.00        | $3205100.37        | Agency Mortgage-Backed Securities  |
| GNII SF DN5854 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3106371.00        | $3186402.73        | Agency Mortgage-Backed Securities  |
| GNII SF DN5629 C       | 2055-10-20      | 5.5000%  | 0.0000% | $2702438.00        | $2778201.51        | Agency Mortgage-Backed Securities  |
| GNII SF DN2371 C       | 2055-10-20      | 7.0000%  | 0.0000% | $2851651.00        | $3051455.47        | Agency Mortgage-Backed Securities  |
| GNII SF DN6157 C       | 2055-12-20      | 6.0000%  | 0.0000% | $3216934.00        | $3335510.19        | Agency Mortgage-Backed Securities  |
| GNII SF DM4477 C       | 2055-10-20      | 5.0000%  | 0.0000% | $3336841.00        | $3348148.72        | Agency Mortgage-Backed Securities  |
| GNII SF DM5856 C       | 2055-09-20      | 7.0000%  | 0.0000% | $3338028.00        | $3389977.36        | Agency Mortgage-Backed Securities  |
| GNII SF DN6106 C       | 2055-11-20      | 7.0000%  | 0.0000% | $2730418.00        | $2908607.65        | Agency Mortgage-Backed Securities  |
| GNII SF DL5872 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3092698.00        | $3204222.78        | Agency Mortgage-Backed Securities  |
| GNII SF DL8236 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2847126.00        | $3030445.38        | Agency Mortgage-Backed Securities  |
| GNII SF DL9057 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2979900.00        | $3088242.77        | Agency Mortgage-Backed Securities  |
| GNII SF DM0659 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3205724.00        | $3276327.37        | Agency Mortgage-Backed Securities  |
| GNII SF DM7459 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2954645.00        | $3075166.31        | Agency Mortgage-Backed Securities  |
| GNII SF DM8601 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2756215.00        | $2923335.37        | Agency Mortgage-Backed Securities  |
| GNII SF DL2118 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3098317.00        | $3282851.79        | Agency Mortgage-Backed Securities  |
| GNII SF DL8802 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2935974.00        | $3121240.01        | Agency Mortgage-Backed Securities  |
| GNII SF DL3646 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2826106.00        | $2965073.97        | Agency Mortgage-Backed Securities  |
| GNII SF DO4585 C       | 2055-11-20      | 5.0000%  | 0.0000% | $3208578.00        | $3233895.49        | Agency Mortgage-Backed Securities  |
| GNII SF DI4614 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2778609.00        | $2944018.20        | Agency Mortgage-Backed Securities  |
| GNII SF DO3655 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3159966.00        | $3328387.01        | Agency Mortgage-Backed Securities  |
| GNII SF DO1953 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3291729.00        | $3375797.92        | Agency Mortgage-Backed Securities  |
| GNII SF DO5023 C       | 2055-12-20      | 5.5000%  | 0.0000% | $2677041.00        | $2748751.79        | Agency Mortgage-Backed Securities  |
| GNII SF DO3650 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2947484.00        | $3114628.35        | Agency Mortgage-Backed Securities  |
| GNII SF DN7542 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2719691.00        | $2858176.83        | Agency Mortgage-Backed Securities  |
| GNII SF DN5984 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3280937.00        | $3446323.80        | Agency Mortgage-Backed Securities  |
| GNII SF DN6056 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2878324.00        | $3052874.31        | Agency Mortgage-Backed Securities  |

### Security 705: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUZS2, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1DUZS2
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $18900.00          | $19233.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $49762400.00       | $50808036.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $41491400.00       | $42972361.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $126114600.00      | $119770349.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $531900.00         | $502394.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $200.00            | $175.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $30300.00          | $29898.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $18900.00          | $17939.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $300.00            | $283.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1141500.00        | $1147231.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $175.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $264400.00         | $256587.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $455400.00         | $455674.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $19641500.00       | $19885447.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $13095100.00       | $13389215.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $2345000.00        | $2437923.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $30045000.00       | $30689309.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $80000.00          | $78539.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $1110700.00        | $1044972.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $14333400.00       | $14829707.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $89320300.00       | $89707950.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $200984400.00      | $198581631.50      | U.S. Treasuries (including strips) |

### Security 706: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUZU7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1DUZU7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $199982700.00      | $130757536.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $200890400.00      | $124416748.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $129991000.00      | $114521258.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $149225000.00      | $111719273.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $146586400.00      | $126339483.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $99364000.00       | $108948974.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $174392100.00      | $127668445.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $60793900.00       | $62740870.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $148598300.00      | $112887453.74      | U.S. Treasuries (including strips) |

### Security 707: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.850000%
- **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: ARP1DV1N8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1DV1N8
- **C.18 - Value (incl. sponsor support):** $161000000.00
- **C.18.a - Value (excl. sponsor support):** $161000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MB0489 M | 2054-05-20      | 7.5000%  | 0.0000% | $5521888.00        | $5632467.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $5295566.00        | $5076148.72        | Agency Mortgage-Backed Securities |
| GNII SF DN8175 C | 2055-10-20      | 5.5000%  | 0.0000% | $5034167.00        | $5157493.25        | Agency Mortgage-Backed Securities |
| GNII SF DN8275 C | 2055-12-20      | 6.0000%  | 0.0000% | $4873582.00        | $5053231.98        | Agency Mortgage-Backed Securities |
| GNII SF DN0796 C | 2055-10-20      | 6.0000%  | 0.0000% | $4758991.00        | $4924317.51        | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M | 2055-06-20      | 6.0000%  | 0.0000% | $4248017.00        | $4289040.35        | Agency Mortgage-Backed Securities |
| GNII SF DO4465 C | 2055-11-20      | 6.5000%  | 0.0000% | $138144.00         | $144812.13         | Agency Mortgage-Backed Securities |
| GNII SF DO3550 C | 2055-11-20      | 5.5000%  | 0.0000% | $5143986.00        | $5335414.82        | Agency Mortgage-Backed Securities |
| GNII SF DO8482 C | 2055-12-20      | 5.0000%  | 0.0000% | $5542215.00        | $5575566.20        | Agency Mortgage-Backed Securities |
| GNII SF DN0314 C | 2055-10-20      | 5.0000%  | 0.0000% | $5179673.00        | $5199842.04        | Agency Mortgage-Backed Securities |
| GNII SF DL0837 C | 2055-09-20      | 6.5000%  | 0.0000% | $5005636.00        | $5251769.50        | Agency Mortgage-Backed Securities |
| GNII SF DL4136 C | 2055-08-20      | 6.0000%  | 0.0000% | $5193188.00        | $5360371.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ0744 C | 2055-09-20      | 6.0000%  | 0.0000% | $5364621.00        | $5527529.44        | Agency Mortgage-Backed Securities |
| GNII SF DM5776 C | 2055-10-20      | 5.5000%  | 0.0000% | $4872793.00        | $4982398.79        | Agency Mortgage-Backed Securities |
| GNII SF DI1520 C | 2055-03-20      | 6.5000%  | 0.0000% | $4778670.00        | $5034160.61        | Agency Mortgage-Backed Securities |
| GNII SF DJ3992 C | 2055-05-20      | 6.5000%  | 0.0000% | $4852023.00        | $5149730.03        | Agency Mortgage-Backed Securities |
| GNII SF DM1789 C | 2055-10-20      | 6.0000%  | 0.0000% | $5615167.00        | $5860258.77        | Agency Mortgage-Backed Securities |
| GNII SF DO8531 C | 2055-12-20      | 5.0000%  | 0.0000% | $5218033.00        | $5250075.20        | Agency Mortgage-Backed Securities |
| GNII SF DO1911 C | 2055-11-20      | 5.5000%  | 0.0000% | $5369760.00        | $5510204.15        | Agency Mortgage-Backed Securities |
| GNII SF DO6510 C | 2055-12-20      | 6.0000%  | 0.0000% | $5425638.00        | $5625643.29        | Agency Mortgage-Backed Securities |
| GNII SF DO5932 C | 2055-12-20      | 6.5000%  | 0.0000% | $5176320.00        | $5446874.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ2923 C | 2055-07-20      | 5.0000%  | 0.0000% | $5695685.00        | $5722533.79        | Agency Mortgage-Backed Securities |
| GNII SF DN6093 C | 2055-11-20      | 5.0000%  | 0.0000% | $5639416.00        | $5666998.20        | Agency Mortgage-Backed Securities |
| GNII SF DN5023 C | 2055-10-20      | 4.5000%  | 0.0000% | $5140648.00        | $4953504.31        | Agency Mortgage-Backed Securities |
| GNII SF DO8532 C | 2055-12-20      | 5.0000%  | 0.0000% | $5554769.00        | $5588195.75        | Agency Mortgage-Backed Securities |
| GNII SF DL0838 C | 2055-09-20      | 6.5000%  | 0.0000% | $4871293.00        | $5154079.55        | Agency Mortgage-Backed Securities |
| GNII SF DL4147 C | 2055-09-20      | 6.5000%  | 0.0000% | $5746407.00        | $6031020.14        | Agency Mortgage-Backed Securities |
| GNII SF CX4167 C | 2054-02-20      | 5.0000%  | 0.0000% | $5449116.00        | $4995710.82        | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M | 2053-12-20      | 7.0000%  | 0.0000% | $14476647.00       | $5025949.90        | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M | 2053-03-20      | 5.0000%  | 0.0000% | $7686103.00        | $5949350.24        | Agency Mortgage-Backed Securities |
| GNII SF MA9107 M | 2053-08-20      | 6.0000%  | 0.0000% | $10000000.00       | $5934387.09        | Agency Mortgage-Backed Securities |
| GNII SF DL9286 C | 2055-09-20      | 6.5000%  | 0.0000% | $5124874.00        | $5456390.82        | Agency Mortgage-Backed Securities |

### Security 708: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.830000%
- **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: ARP1DV1Q1, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1DV1Q1
- **C.18 - Value (incl. sponsor support):** $1616000000.00
- **C.18.a - Value (excl. sponsor support):** $1616000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-146 DA | 2050-10-20      | 1.0000%  | 0.0000% | $63089799.00       | $26860148.91       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 QC | 2050-10-20      | 1.2500%  | 0.0000% | $518865150.00      | $238300205.39      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC | 2050-10-20      | 1.2500%  | 0.0000% | $517161353.00      | $234872273.38      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-176 AC | 2050-11-20      | 1.2500%  | 0.0000% | $345462247.00      | $165299077.26      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 DC | 2050-11-20      | 1.0000%  | 0.0000% | $498225000.00      | $218231037.59      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA | 2050-09-20      | 1.0000%  | 0.0000% | $281606872.00      | $120485364.73      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JA | 2050-10-20      | 1.0000%  | 0.0000% | $458000000.00      | $205037093.89      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AB | 2050-09-20      | 1.0000%  | 0.0000% | $573322881.00      | $249247313.71      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA | 2050-09-20      | 1.0000%  | 0.0000% | $556760214.00      | $222307485.35      | Agency Collateralized Mortgage Obligation |

### Security 709: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV1V0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1DV1V0
- **C.18 - Value (incl. sponsor support):** $2847000000.00
- **C.18.a - Value (excl. sponsor support):** $2847000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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      | 0.1250%  | 0.0000% | $368000.00         | $249872.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $2373500.00        | $2415493.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $250000100.00      | $218653896.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $337600.00         | $333381.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $6000100.00        | $5883149.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $80.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $236039700.00      | $249891158.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $30000000.00       | $30793584.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $10830600.00       | $9597685.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $700.00            | $689.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100000000.00      | $91873325.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4771.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $2783800.00        | $2843383.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $35389400.00       | $35203349.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $70373500.00       | $49900810.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $255927700.00      | $249922676.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $251707300.00      | $249858024.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $2000000.00        | $1909624.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $49984500.00       | $52201251.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $237164700.00      | $249851248.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $130600.00         | $130594.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $86.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $16788100.00       | $17108056.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $200000000.00      | $203404310.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $4231000.00        | $4246275.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $8000000.00        | $12671571.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $10005500.00       | $9778325.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $36069800.00       | $32495039.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $2500000.00        | $2626453.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $241809300.00      | $249970706.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100000.00         | $62175.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $3000000.00        | $2984993.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $98004500.00       | $90687778.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $75000000.00       | $75651535.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $62711700.00       | $66650290.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $20500.00          | $21075.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1400000.00        | $1446371.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $20000000.00       | $18738275.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $235696000.00      | $206877332.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $29243600.00       | $27598309.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200000000.00      | $198681798.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $60909300.00       | $61696211.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $215100.00         | $215980.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $11071500.00       | $10853448.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $10076000.00       | $15179876.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $14494500.00       | $15277983.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $7883400.00        | $7708096.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $5454900.00        | $5427957.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $5000000.00        | $4742996.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $170000.00         | $250033.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $49999900.00       | $51038050.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $8000000.00        | $8330454.70        | U.S. Treasuries (including strips) |

### Security 710: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.820000%
- **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: ARP1DV1X6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV1X6
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA1449 M | 2043-11-20      | 4.0000%  | 0.0000% | $2917060.00        | $162558.18         | Agency Mortgage-Backed Securities |
| GNII SF BW8882 C | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $1080162.74        | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $91855.23          | Agency Mortgage-Backed Securities |
| GNII JM MA6588 M | 2050-04-20      | 2.5000%  | 0.0000% | $500000.00         | $65111.49          | Agency Mortgage-Backed Securities |
| GNII SF MA6744 M | 2035-03-20      | 4.5000%  | 0.0000% | $195236.00         | $51572.00          | Agency Mortgage-Backed Securities |
| GNII SF BD0560 C | 2048-09-20      | 4.5000%  | 0.0000% | $117000.00         | $24254.64          | Agency Mortgage-Backed Securities |
| GNII SF MA4426 M | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $20306.13          | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3489196.42        | Agency Mortgage-Backed Securities |
| GNII SF BD6216 C | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $148289.31         | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $89703.04          | Agency Mortgage-Backed Securities |
| GNII SF DL8195 C | 2055-09-20      | 6.5000%  | 0.0000% | $1514920.00        | $1585876.76        | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M | 2051-11-20      | 3.5000%  | 0.0000% | $1250070.00        | $797336.88         | Agency Mortgage-Backed Securities |
| GNII ET DN9882 C | 2065-08-20      | 4.0000%  | 0.0000% | $694223.00         | $661667.58         | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M | 2052-11-20      | 6.0000%  | 0.0000% | $42000.00          | $22553.19          | Agency Mortgage-Backed Securities |
| GNII EP 787494 C | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $5073001.28        | Agency Mortgage-Backed Securities |
| GNII SF DH2624 C | 2055-01-20      | 5.0000%  | 0.0000% | $5420448.00        | $4887330.19        | Agency Mortgage-Backed Securities |
| GNII SF AX4343 C | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $29711.16          | Agency Mortgage-Backed Securities |
| GNII SF MA9355 M | 2051-11-20      | 2.0000%  | 0.0000% | $592926.00         | $295729.94         | Agency Mortgage-Backed Securities |
| GNII ET CV5458 C | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $2632523.22        | Agency Mortgage-Backed Securities |
| GNII SF CZ0104 C | 2054-01-20      | 7.0000%  | 0.0000% | $5256720.00        | $4940448.07        | Agency Mortgage-Backed Securities |
| GNII SF MA0155 M | 2042-06-20      | 4.0000%  | 0.0000% | $846453.00         | $47784.64          | Agency Mortgage-Backed Securities |
| GNII SF MA5174 M | 2028-04-20      | 7.5000%  | 0.0000% | $90446.00          | $12855.77          | Agency Mortgage-Backed Securities |
| GNMI SF 743095 X | 2040-07-15      | 5.0000%  | 0.0000% | $257275.00         | $11926.07          | Agency Mortgage-Backed Securities |
| GNMI SF AA6305 X | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6145.37           | Agency Mortgage-Backed Securities |
| GNII SP 785218 C | 2050-12-20      | 2.0000%  | 0.0000% | $380000.00         | $192280.42         | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $58097.16          | Agency Mortgage-Backed Securities |
| GNII SF DM3005 C | 2055-09-20      | 6.5000%  | 0.0000% | $848991.00         | $888380.93         | Agency Mortgage-Backed Securities |
| GNII ET DJ8924 C | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $4581352.25        | Agency Mortgage-Backed Securities |
| GNII SF CZ3430 C | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $665672.20         | Agency Mortgage-Backed Securities |
| GNII SF DL4803 C | 2055-07-20      | 7.0000%  | 0.0000% | $1608158.00        | $1681855.82        | Agency Mortgage-Backed Securities |
| GNII SF MA1224 M | 2043-08-20      | 3.5000%  | 0.0000% | $7356540.00        | $651633.67         | Agency Mortgage-Backed Securities |
| GNII SF DM4616 C | 2055-09-20      | 6.5000%  | 0.0000% | $1287930.00        | $1365459.24        | Agency Mortgage-Backed Securities |
| GNAR AT MA7901 M | 2051-11-20      | 3.0000%  | 0.0000% | $233923.00         | $218655.73         | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C | 2065-02-20      | 6.5000%  | 0.0000% | $1961200.00        | $2041847.08        | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $9239.01           | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3512316.88        | Agency Mortgage-Backed Securities |
| GNII SF DH3446 C | 2055-02-20      | 5.5000%  | 0.0000% | $15383280.00       | $9665157.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ8369 C | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1686410.33        | Agency Mortgage-Backed Securities |
| GNMI SF BO9503 X | 2049-10-15      | 2.5000%  | 0.0000% | $853452.00         | $616384.54         | Agency Mortgage-Backed Securities |
| GNII SF DN5508 C | 2055-11-20      | 5.0000%  | 0.0000% | $3507160.00        | $3524512.60        | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M | 2052-09-20      | 6.0000%  | 0.0000% | $500000.00         | $260074.64         | Agency Mortgage-Backed Securities |
| GNII SP 788284 C | 2055-11-20      | 4.5000%  | 0.0000% | $38333504.00       | $37221774.63       | Agency Mortgage-Backed Securities |
| GNII SF DN6152 C | 2055-12-20      | 5.0000%  | 0.0000% | $1258346.00        | $1270567.90        | Agency Mortgage-Backed Securities |
| GNII SF DN6155 C | 2055-12-20      | 5.0000%  | 0.0000% | $2149370.00        | $2162304.19        | Agency Mortgage-Backed Securities |
| GNII SF DN6153 C | 2055-12-20      | 5.0000%  | 0.0000% | $2733220.00        | $2753034.93        | Agency Mortgage-Backed Securities |
| GNMI SF 757374 X | 2046-06-15      | 3.0000%  | 0.0000% | $405000.00         | $211756.16         | Agency Mortgage-Backed Securities |
| GNII BD DH9428 C | 2055-05-20      | 6.0000%  | 0.0000% | $1354902.00        | $1415552.86        | Agency Mortgage-Backed Securities |
| GNII ET DF1369 C | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $2118613.75        | Agency Mortgage-Backed Securities |
| GNII SF DE2929 C | 2054-11-20      | 6.5000%  | 0.0000% | $208129.00         | $215396.17         | Agency Mortgage-Backed Securities |
| GNMI SF 578323 X | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $14309.66          | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C | 2065-05-20      | 6.5000%  | 0.0000% | $3371748.00        | $3513422.46        | Agency Mortgage-Backed Securities |
| GNII SF DO3421 C | 2055-10-20      | 6.5000%  | 0.0000% | $1589664.00        | $1677115.11        | Agency Mortgage-Backed Securities |
| GNPL PN DK6737   | 2060-06-15      | 5.8400%  | 0.0000% | $1999500.00        | $2115702.67        | Agency Mortgage-Backed Securities |
| GNII JM MA5923 M | 2049-04-20      | 4.5000%  | 0.0000% | $495009.00         | $20108.58          | Agency Mortgage-Backed Securities |
| GNII SF DK2756 C | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5646133.17        | Agency Mortgage-Backed Securities |
| GNII SF MA6381 M | 2035-01-20      | 3.0000%  | 0.0000% | $973667.00         | $134047.59         | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M | 2043-03-20      | 3.5000%  | 0.0000% | $1530584.00        | $154071.62         | Agency Mortgage-Backed Securities |
| GNII FS MA2997 M | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $63410.80          | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $23814.55          | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M | 2046-11-20      | 3.0000%  | 0.0000% | $22841504.00       | $3123539.99        | Agency Mortgage-Backed Securities |
| GNII SF DH2870 C | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15639347.56       | Agency Mortgage-Backed Securities |
| GNII SF DD5242 C | 2055-05-20      | 5.5000%  | 0.0000% | $817955.00         | $357189.81         | Agency Mortgage-Backed Securities |
| GNPL PN CY1382   | 2059-04-15      | 5.5000%  | 0.0000% | $37011.00          | $37925.44          | Agency Mortgage-Backed Securities |
| GNII SF MA5798 M | 2031-05-20      | 7.0000%  | 0.0000% | $90448.00          | $21036.61          | Agency Mortgage-Backed Securities |
| GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  | 0.0000% | $466831.00         | $58535.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7591 M | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $626290.21         | Agency Mortgage-Backed Securities |
| GNII JM MA8478 M | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $711000.32         | Agency Mortgage-Backed Securities |
| GNII SF DL4797 C | 2055-07-20      | 7.0000%  | 0.0000% | $1378546.00        | $1440819.61        | Agency Mortgage-Backed Securities |
| GNII ET DK8066 C | 2065-07-20      | 3.0000%  | 0.0000% | $1617908.00        | $1474399.26        | Agency Mortgage-Backed Securities |
| GNII SF DL5985 C | 2055-08-20      | 6.5000%  | 0.0000% | $1011526.00        | $1059987.88        | Agency Mortgage-Backed Securities |
| GNII SF MA5962 M | 2034-05-20      | 4.5000%  | 0.0000% | $424399.00         | $111562.75         | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M | 2051-09-20      | 2.5000%  | 0.0000% | $5486592.00        | $3212078.29        | Agency Mortgage-Backed Securities |
| GNII SP 784106 M | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9706.08           | Agency Mortgage-Backed Securities |
| GNII AP 787362 M | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $45267.78          | Agency Mortgage-Backed Securities |
| GNPL PN CY8224   | 2059-02-15      | 5.7200%  | 0.0000% | $60545.00          | $62839.27          | Agency Mortgage-Backed Securities |
| GNMI SP 781210 X | 2029-09-15      | 6.5000%  | 0.0000% | $6868985.00        | $6344.90           | Agency Mortgage-Backed Securities |
| GNII SF MA9174 M | 2053-08-20      | 7.0000%  | 0.0000% | $988112.00         | $325786.78         | Agency Mortgage-Backed Securities |
| GNII ET DL0585 C | 2065-09-20      | 6.5000%  | 0.0000% | $6400000.00        | $6676333.21        | Agency Mortgage-Backed Securities |
| GNII BD DL9917 C | 2055-11-20      | 4.5000%  | 0.0000% | $1070804.00        | $1027692.36        | Agency Mortgage-Backed Securities |
| GNMI SF 575018 X | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $7079.77           | Agency Mortgage-Backed Securities |
| GNII SF MA5111 M | 2033-04-20      | 3.5000%  | 0.0000% | $400587.00         | $39417.81          | Agency Mortgage-Backed Securities |
| GNII SF MA4008 M | 2046-10-20      | 5.5000%  | 0.0000% | $205793.00         | $23628.33          | Agency Mortgage-Backed Securities |
| GNII SF 004195 M | 2038-07-20      | 6.0000%  | 0.0000% | $1739956.00        | $20005.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M | 2052-07-20      | 4.5000%  | 0.0000% | $65000.00          | $48114.42          | Agency Mortgage-Backed Securities |
| GNII SF DK5679 C | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1279054.51        | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $44955.13          | Agency Mortgage-Backed Securities |
| GNII SF DL5426 C | 2055-12-20      | 5.0000%  | 0.0000% | $14664848.00       | $14816331.00       | Agency Mortgage-Backed Securities |
| GNII SF DL5968 C | 2055-08-20      | 6.5000%  | 0.0000% | $1350470.00        | $1414777.33        | Agency Mortgage-Backed Securities |
| GNPL PN DM0359   | 2060-12-15      | 5.3400%  | 0.0000% | $13700000.00       | $14144702.00       | Agency Mortgage-Backed Securities |
| GNII SF DA6957 C | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $1088769.55        | Agency Mortgage-Backed Securities |
| GNII SF DM3339 C | 2055-08-20      | 6.5000%  | 0.0000% | $1589274.00        | $1669942.81        | Agency Mortgage-Backed Securities |
| GNPL PN DC1515   | 2059-07-15      | 5.4500%  | 0.0000% | $32220.00          | $33082.19          | Agency Mortgage-Backed Securities |
| GNII SF 004496 M | 2039-07-20      | 5.0000%  | 0.0000% | $390000.00         | $11074.70          | Agency Mortgage-Backed Securities |
| GNII SF MB0019 M | 2053-01-20      | 2.0000%  | 0.0000% | $71870.00          | $57926.72          | Agency Mortgage-Backed Securities |
| GNMI SF AZ8592 X | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $33738.86          | Agency Mortgage-Backed Securities |
| GNCL CL CW0767   | 2066-04-15      | 5.8300%  | 0.0000% | $54506.00          | $57955.59          | Agency Mortgage-Backed Securities |
| GNII SF DA9642 C | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $1120959.13        | Agency Mortgage-Backed Securities |
| GNII ET DB5669 C | 2057-09-20      | 2.5000%  | 0.0000% | $63183.00          | $51183.15          | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $85974.87          | Agency Mortgage-Backed Securities |
| GNII SF 627014 C | 2030-11-20      | 3.0000%  | 0.0000% | $80466.00          | $19733.97          | Agency Mortgage-Backed Securities |
| GNII SF CB4516 C | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $50829.71          | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $237462.80         | Agency Mortgage-Backed Securities |
| GNII SF BD3899 C | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $453317.62         | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $86871.42          | Agency Mortgage-Backed Securities |
| GNMI SF BB4157 X | 2048-02-15      | 5.0000%  | 0.0000% | $685293.00         | $105440.78         | Agency Mortgage-Backed Securities |
| GNMI SF BS5817 X | 2050-02-15      | 3.5000%  | 0.0000% | $197319.00         | $41675.07          | Agency Mortgage-Backed Securities |
| GNII SF DI9117 C | 2055-08-20      | 6.5000%  | 0.0000% | $1094612.00        | $1135308.48        | Agency Mortgage-Backed Securities |
| GNII SF DA9894 C | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $2244753.65        | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $38799.76          | Agency Mortgage-Backed Securities |
| GNII JM MA9767 M | 2054-07-20      | 6.0000%  | 0.0000% | $783273.00         | $388256.41         | Agency Mortgage-Backed Securities |
| GNII SF BW8886 C | 2032-11-20      | 7.0000%  | 0.0000% | $1775908.00        | $510724.12         | Agency Mortgage-Backed Securities |
| GNPL PN DF8938   | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $53621.85          | Agency Mortgage-Backed Securities |
| GNII SF DG0474 C | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2497045.03        | Agency Mortgage-Backed Securities |
| GNII SF DP3269 C | 2055-12-20      | 5.0000%  | 0.0000% | $3062830.00        | $3085034.50        | Agency Mortgage-Backed Securities |
| GNII SF CC9828 C | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $76366.10          | Agency Mortgage-Backed Securities |
| GNII SF CB4517 C | 2051-02-20      | 3.0000%  | 0.0000% | $86616.00          | $60675.46          | Agency Mortgage-Backed Securities |
| GNII SF DK7936 C | 2055-07-20      | 6.5000%  | 0.0000% | $979397.00         | $1023428.66        | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M | 2045-05-20      | 4.0000%  | 0.0000% | $122406.00         | $11122.69          | Agency Mortgage-Backed Securities |
| GNII SF DP0659 C | 2055-12-20      | 4.5000%  | 0.0000% | $5069090.00        | $4978292.46        | Agency Mortgage-Backed Securities |
| GNMI SF 590247 X | 2032-05-15      | 6.5000%  | 0.0000% | $182513.00         | $10816.78          | Agency Mortgage-Backed Securities |
| GNII SF CX4165 C | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1325701.17        | Agency Mortgage-Backed Securities |

### Security 711: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.830000%
- **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: ARP1DV520, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV520
- **C.18 - Value (incl. sponsor support):** $6471000000.00
- **C.18.a - Value (excl. sponsor support):** $6471000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $151307520.00      | $10660216.34       | Agency Mortgage-Backed Securities |
| GNMI SF 592312 X     | 2032-08-15      | 6.5000%  | 0.0000% | $1057272.00        | $21485.30          | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $7118.44           | Agency Mortgage-Backed Securities |
| GNII SF DO2191 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1245520.00        | $1305045.00        | Agency Mortgage-Backed Securities |
| GNII SF DI8073 C     | 2055-05-20      | 5.5000%  | 0.0000% | $756855.00         | $760305.28         | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3411615.85        | Agency Mortgage-Backed Securities |
| GNII JM MB0079 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $1251490.98        | Agency Mortgage-Backed Securities |
| GNII SF DO6459 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4683184.00        | $4726075.72        | Agency Mortgage-Backed Securities |
| GNII SF DO4244 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1008888.00        | $1047011.65        | Agency Mortgage-Backed Securities |
| GNII SF DI1183 C     | 2055-02-20      | 5.5000%  | 0.0000% | $5440432.00        | $2204750.10        | Agency Mortgage-Backed Securities |
| GNII SF MB0183 M     | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $54482.04          | Agency Mortgage-Backed Securities |
| GNII SF AX3459 C     | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1769327.93        | Agency Mortgage-Backed Securities |
| GNII SF DO3419 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1341624.00        | $1345036.77        | Agency Mortgage-Backed Securities |
| GNII SF MB0459 M     | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $428944.34         | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $142000000.00      | $134960563.57      | Agency Mortgage-Backed Securities |
| GNMI SF AL9314 X     | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1062727.24        | Agency Mortgage-Backed Securities |
| GNII SF DO2309 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1185674.00        | $1217438.60        | Agency Mortgage-Backed Securities |
| GNII RG CH5613 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $730669.20         | Agency Mortgage-Backed Securities |
| GNII SF CH8580 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $1002054.79        | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $67119.70          | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $562993.13         | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1689938.84        | Agency Mortgage-Backed Securities |
| GNII SF MB0311 M     | 2055-03-20      | 7.0000%  | 0.0000% | $436141.00         | $373939.55         | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $6105.90           | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $1007800.23        | Agency Mortgage-Backed Securities |
| GNII SF CT4984 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $869457.72         | Agency Mortgage-Backed Securities |
| GNPL PN CQ2023       | 2065-03-15      | 5.9500%  | 0.0000% | $53340.00          | $56964.66          | Agency Mortgage-Backed Securities |
| GNII SF DI1190 C     | 2052-02-20      | 5.5000%  | 0.0000% | $4203408.00        | $1760557.34        | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2250141.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $114226560.00      | $108142146.28      | Agency Mortgage-Backed Securities |
| GNII ET DO0198 C     | 2065-11-20      | 4.5000%  | 0.0000% | $945861.00         | $923519.76         | Agency Mortgage-Backed Securities |
| GNII SF DO2341 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2375112.00        | $2438742.04        | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6044489.34        | Agency Mortgage-Backed Securities |
| GNII SF DI9446 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1058048.00        | $1059693.32        | Agency Mortgage-Backed Securities |
| GNII SF DL0479 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1762000.00        | $1772380.81        | Agency Mortgage-Backed Securities |
| GNII ET DK6630 C     | 2065-05-20      | 6.0000%  | 0.0000% | $2330104.00        | $2080241.11        | Agency Mortgage-Backed Securities |
| GNII SF DK5601 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601618.00        | $1670077.36        | Agency Mortgage-Backed Securities |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1296758.96        | Agency Mortgage-Backed Securities |
| GNII SF DK5074 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $5203330.76        | Agency Mortgage-Backed Securities |
| GNII SF DM0777 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4223632.00        | $4485387.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5079 | 2033-06-01      | 5.0000%  | 0.0000% | $340000.00         | $172055.74         | Agency Mortgage-Backed Securities |
| GNII ET DL7149 C     | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $948670.31         | Agency Mortgage-Backed Securities |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $48300.00          | $42526.44          | Agency Mortgage-Backed Securities |
| GNPL PN CJ1374       | 2065-03-15      | 5.3900%  | 0.0000% | $6670384.00        | $6875835.23        | Agency Mortgage-Backed Securities |
| GNII SF CK7488 C     | 2052-02-20      | 2.5000%  | 0.0000% | $5204832.00        | $2639232.61        | Agency Mortgage-Backed Securities |
| GNII RG CI6769 C     | 2039-10-20      | 5.5000%  | 0.0000% | $1751722.00        | $911989.95         | Agency Mortgage-Backed Securities |
| GNII ET DL8502 C     | 2065-03-20      | 3.0000%  | 0.0000% | $367231.00         | $328688.99         | Agency Mortgage-Backed Securities |
| GNII ET DL6746 C     | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $178542.63         | Agency Mortgage-Backed Securities |
| GNII SF DG7449 C     | 2054-12-20      | 7.5000%  | 0.0000% | $5568968.00        | $5461514.38        | Agency Mortgage-Backed Securities |
| GNMI SF AA6300 X     | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $5977.12           | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90891.36          | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M     | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3322993.75        | Agency Mortgage-Backed Securities |
| GNII SF DH3328 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1155420.00        | $801089.97         | Agency Mortgage-Backed Securities |
| GNII ET DF7154 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1768112.00        | $1140490.85        | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $243420.70         | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1271476.44        | Agency Mortgage-Backed Securities |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $386325.59         | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $526840.44         | Agency Mortgage-Backed Securities |
| GNII SF MA5673 M     | 2033-09-20      | 5.0000%  | 0.0000% | $68376.00          | $12946.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1283 | 2037-03-01      | 3.0000%  | 0.0000% | $24871968.00       | $12904415.22       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU6840 | 2051-12-01      | 4.5000%  | 0.0000% | $1284076.00        | $519072.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3766 | 2055-11-01      | 5.0000%  | 0.0000% | $18346528.00       | $18574330.73       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV1680 | 2055-05-01      | 4.0000%  | 0.0000% | $2540240.00        | $2173345.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0201 | 2055-11-01      | 5.5000%  | 0.0000% | $1059736.00        | $879634.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  | 0.0000% | $179637248.00      | $176958437.52      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4559 | 2052-09-01      | 5.0000%  | 0.0000% | $2695292.00        | $2053765.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6644 | 2055-08-01      | 6.0000%  | 0.0000% | $4919290.00        | $4959064.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $23512800.00       | $16765106.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA0388 | 2040-03-01      | 5.0000%  | 0.0000% | $781453.00         | $30273.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $969509.00         | $876395.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $1095318.00        | $827148.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7085 | 2053-06-01      | 4.0000%  | 0.0000% | $370000.00         | $289088.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA3394 | 2049-04-01      | 5.0000%  | 0.0000% | $325000.00         | $49836.59          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0544 | 2036-03-01      | 2.0000%  | 0.0000% | $1153196.00        | $570084.10         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQJ2759 | 2054-09-01      | 7.5000%  | 0.0000% | $1058650.00        | $1116305.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8350 | 2054-12-01      | 5.5000%  | 0.0000% | $5693352.00        | $5764941.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $27030000.00       | $22401892.03       | Agency Mortgage-Backed Securities |
| GNII SF MB0627 M     | 2055-09-20      | 7.5000%  | 0.0000% | $338590.00         | $352307.25         | Agency Mortgage-Backed Securities |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2197814.83        | Agency Mortgage-Backed Securities |
| GNII ET DN9362 C     | 2065-11-20      | 4.5000%  | 0.0000% | $487290.00         | $475781.67         | Agency Mortgage-Backed Securities |
| GNII SF DO2093 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1225002.00        | $1264871.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $23000000.00       | $22047014.55       | Agency Mortgage-Backed Securities |
| GNII SF CH0583 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1118015.34        | Agency Mortgage-Backed Securities |
| GNII SF CG8222 C     | 2052-03-20      | 2.0000%  | 0.0000% | $2019012.00        | $1491123.62        | Agency Mortgage-Backed Securities |
| GNMI SF AE3305 X     | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $468075.26         | Agency Mortgage-Backed Securities |
| GNII SF CG9023 C     | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $182401.15         | Agency Mortgage-Backed Securities |
| GNII SF DJ8221 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4457264.00        | $4663895.04        | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $24195.81          | Agency Mortgage-Backed Securities |
| GNII ET DJ4966 C     | 2065-03-20      | 6.0000%  | 0.0000% | $1016842.00        | $1037254.84        | Agency Mortgage-Backed Securities |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $980716.06         | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4332968.00        | $4532038.31        | Agency Mortgage-Backed Securities |
| GNII SF DK3508 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2497520.00        | $2618834.76        | Agency Mortgage-Backed Securities |
| GNII ET DK2405 C     | 2065-04-20      | 3.0000%  | 0.0000% | $1019490.00        | $917394.68         | Agency Mortgage-Backed Securities |
| GNII ET DK5230 C     | 2065-11-20      | 6.5000%  | 0.0000% | $336196.00         | $351304.87         | Agency Mortgage-Backed Securities |
| GNII SF DK2651 C     | 2055-05-20      | 6.0000%  | 0.0000% | $10033072.00       | $10050554.10       | Agency Mortgage-Backed Securities |
| GNII SF DK0236 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1296578.00        | $1320981.32        | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $1119202.00        | $15263.61          | Agency Mortgage-Backed Securities |
| GNII SF DJ9735 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1300120.00        | $1359846.37        | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $24048096.00       | $22322875.31       | Agency Mortgage-Backed Securities |
| GNII SF MB0816 M     | 2055-12-20      | 6.5000%  | 0.0000% | $5268660.00        | $5492439.31        | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $275000.00         | $155850.64         | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $75000000.00       | $71152910.13       | Agency Mortgage-Backed Securities |
| GNMI SF BY2848 X     | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3458044.21        | Agency Mortgage-Backed Securities |
| GNII SF DO3753 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2975800.00        | $3001956.29        | Agency Mortgage-Backed Securities |
| GNII ET DI1686 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1646636.00        | $1674539.10        | Agency Mortgage-Backed Securities |
| GNII SF DO5852 C     | 2055-11-20      | 5.5000%  | 0.0000% | $5566576.00        | $5666016.81        | Agency Mortgage-Backed Securities |
| GNII SF DO5758 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2856720.00        | $2933249.62        | Agency Mortgage-Backed Securities |
| GNII SF DO2206 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1476148.00        | $1516433.74        | Agency Mortgage-Backed Securities |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44645.08          | Agency Mortgage-Backed Securities |
| GNII SF DL3167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2324868.08        | Agency Mortgage-Backed Securities |
| GNMI SF BU8321 X     | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $6742687.90        | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1547932.94        | Agency Mortgage-Backed Securities |
| GNII SF DL2626 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2051298.12        | Agency Mortgage-Backed Securities |
| GNII SF CO1899 C     | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1503380.88        | Agency Mortgage-Backed Securities |
| GNMI SF BC8602 X     | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $290117.92         | Agency Mortgage-Backed Securities |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1564276.00        | $1634315.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $84000.00          | $11517.39          | Agency Mortgage-Backed Securities |
| GNII SF DI2714 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4914560.00        | $5162780.73        | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $80752640.00       | $81064619.17       | Agency Mortgage-Backed Securities |
| GNII SF DM6994 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2771956.00        | $2834829.17        | Agency Mortgage-Backed Securities |
| GNII SF DM6933 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3543090.00        | $3555736.59        | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $715320.80         | Agency Mortgage-Backed Securities |
| GNII SF DG5013 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1688610.00        | $1758109.81        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5933 | 2055-11-01      | 7.5000%  | 0.0000% | $254830.00         | $271866.19         | Agency Mortgage-Backed Securities |
| GNII SF 683318 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $440540.02         | Agency Mortgage-Backed Securities |
| GNII SF DO4479 C     | 2055-12-20      | 3.5000%  | 0.0000% | $4369200.00        | $4000044.84        | Agency Mortgage-Backed Securities |
| GNII SF MB0361 M     | 2052-03-20      | 3.0000%  | 0.0000% | $137761.00         | $120056.45         | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $13247792.00       | $3312020.25        | Agency Mortgage-Backed Securities |
| GNII SF DO3420 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3528144.00        | $3726126.88        | Agency Mortgage-Backed Securities |
| GNII SF DN8220 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1550884.00        | $1630551.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | 0.0000% | $60122.00          | $32946.43          | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $900000.00         | $128624.27         | Agency Mortgage-Backed Securities |
| GNII SF MB0254 M     | 2045-12-20      | 3.0000%  | 0.0000% | $2834768.00        | $2448392.63        | Agency Mortgage-Backed Securities |
| GNII SF DN1522 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4300728.00        | $4406683.08        | Agency Mortgage-Backed Securities |
| GNII SF CU9136 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $710677.05         | Agency Mortgage-Backed Securities |
| GNII SF CX2397 C     | 2053-10-20      | 6.5000%  | 0.0000% | $2147412.00        | $1955326.21        | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $12104432.00       | $12862209.79       | Agency Mortgage-Backed Securities |
| GNII SF CZ0103 C     | 2054-01-20      | 7.0000%  | 0.0000% | $10445808.00       | $9839266.81        | Agency Mortgage-Backed Securities |
| GNII ET DN1740 C     | 2065-12-20      | 5.0000%  | 0.0000% | $282934.00         | $283068.02         | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $407109.82         | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1600801.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0077 | 2055-12-01      | 6.0000%  | 0.0000% | $236704512.00      | $241809843.83      | Agency Mortgage-Backed Securities |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6613.45           | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $200000.00         | $46751.03          | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12385030.95       | Agency Mortgage-Backed Securities |
| GNII SF DM3396 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2031596.00        | $2044952.31        | Agency Mortgage-Backed Securities |
| GNII SF DN2291 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5185120.00        | $5447324.75        | Agency Mortgage-Backed Securities |
| GNII ET CV3970 C     | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6388312.21        | Agency Mortgage-Backed Securities |
| GNII SF DN0815 C     | 2055-10-20      | 6.0000%  | 0.0000% | $88218.00          | $91380.14          | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $55437.91          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5950 | 2040-12-01      | 4.5000%  | 0.0000% | $3804292.00        | $3824755.29        | Agency Mortgage-Backed Securities |
| GNMI SF 705956 X     | 2027-11-15      | 2.5000%  | 0.0000% | $1130604.00        | $109532.33         | Agency Mortgage-Backed Securities |
| GNII SF MA7971 M     | 2028-06-20      | 7.0000%  | 0.0000% | $99214.00          | $38435.71          | Agency Mortgage-Backed Securities |
| GNII ET DN3615 C     | 2065-10-20      | 3.5000%  | 0.0000% | $1269420.00        | $1154793.80        | Agency Mortgage-Backed Securities |
| GNII SF DI1906 C     | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $27002703.41       | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $8390917.52        | Agency Mortgage-Backed Securities |
| GNII SF DI8242 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1451028.00        | $745187.67         | Agency Mortgage-Backed Securities |
| GNII SF DO2227 C     | 2055-11-20      | 6.0000%  | 0.0000% | $468971.00         | $487043.84         | Agency Mortgage-Backed Securities |
| GNII SF DI5722 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2106916.92        | Agency Mortgage-Backed Securities |
| GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $105501056.00      | $99218532.25       | Agency Mortgage-Backed Securities |
| GNII SF DI4561 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6475176.00        | $6758575.54        | Agency Mortgage-Backed Securities |
| GNII ET DO0245 C     | 2065-10-20      | 3.5000%  | 0.0000% | $408261.00         | $371724.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1954 | 2056-01-01      | 5.0000%  | 0.0000% | $84517632.00       | $84993438.12       | Agency Mortgage-Backed Securities |
| GNII SF DM7956 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2035024.00        | $2099084.37        | Agency Mortgage-Backed Securities |
| GNII SF DN3252 C     | 2055-11-20      | 6.0000%  | 0.0000% | $475899.00         | $493002.52         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0116 | 2055-11-01      | 6.0000%  | 0.0000% | $20911424.00       | $21606191.70       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $246925568.00      | $246770279.07      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1013 | 2055-10-01      | 6.5000%  | 0.0000% | $1317856.00        | $1379651.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKDF8605 | 2056-01-01      | 5.5000%  | 0.0000% | $1800000.00        | $1828653.00        | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2613578.15        | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $68007.00          | $67923.75          | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $642947.12         | Agency Mortgage-Backed Securities |
| GNII SF DG0944 C     | 2054-10-20      | 5.5000%  | 0.0000% | $2612456.00        | $2641816.42        | Agency Mortgage-Backed Securities |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1680525.48        | Agency Mortgage-Backed Securities |
| GNII ET DF7147 C     | 2064-11-20      | 5.5000%  | 0.0000% | $1442514.00        | $1078725.34        | Agency Mortgage-Backed Securities |
| GNII SF DE1090 C     | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $917021.75         | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $200739.00         | $208552.29         | Agency Mortgage-Backed Securities |
| GNPL PN DF3882       | 2059-11-15      | 4.9800%  | 0.0000% | $51638.00          | $51574.79          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9912 | 2033-03-01      | 3.5000%  | 0.0000% | $1837570.00        | $119110.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4399 | 2055-10-01      | 5.5000%  | 0.0000% | $1157054.00        | $1183711.88        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNBM4868 | 2028-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $93064.60          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6052 | 2054-05-01      | 5.5000%  | 0.0000% | $6445784.00        | $5664992.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6873 | 2055-12-01      | 5.0000%  | 0.0000% | $6250616.00        | $6271878.51        | Agency Mortgage-Backed Securities |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $3985296.83        | Agency Mortgage-Backed Securities |
| GNMI SF 747266 X     | 2040-09-15      | 5.0000%  | 0.0000% | $388491.00         | $25347.48          | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $412022.38         | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $4554952.00        | $542361.33         | Agency Mortgage-Backed Securities |
| GNII SF DL2220 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1014720.00        | $1060850.39        | Agency Mortgage-Backed Securities |
| GNII SF DM2611 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4451648.00        | $4683551.65        | Agency Mortgage-Backed Securities |
| GNMI SF AA5735 X     | 2042-10-15      | 3.5000%  | 0.0000% | $41429760.00       | $4117801.40        | Agency Mortgage-Backed Securities |
| GNII SF DL0675 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1113852.00        | $1152344.21        | Agency Mortgage-Backed Securities |
| GNAR AS MA0552 M     | 2042-11-20      | 5.8750%  | 0.0000% | $3030532.00        | $347467.98         | Agency Mortgage-Backed Securities |
| GNII SF 790708 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1527890.00        | $1553309.03        | Agency Mortgage-Backed Securities |
| GNII SF DL5085 C     | 2055-10-20      | 5.0000%  | 0.0000% | $9985824.00        | $10034028.84       | Agency Mortgage-Backed Securities |
| GNII SF DM3400 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2650456.00        | $2559434.95        | Agency Mortgage-Backed Securities |
| GNII ET DL9948 C     | 2065-06-20      | 7.0000%  | 0.0000% | $3261848.00        | $3237826.99        | Agency Mortgage-Backed Securities |
| GNII SF DM4575 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1200635.53        | Agency Mortgage-Backed Securities |
| GNII ET DM1679 C     | 2065-09-20      | 4.5000%  | 0.0000% | $231908.00         | $225954.39         | Agency Mortgage-Backed Securities |
| GNMI SF AA5391 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1209461.11        | Agency Mortgage-Backed Securities |
| GNII SF DO3495 C     | 2055-11-20      | 6.0000%  | 0.0000% | $5166816.00        | $5486613.26        | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $88420.24          | Agency Mortgage-Backed Securities |
| GNII SF CT6731 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1053560.00        | $1124426.51        | Agency Mortgage-Backed Securities |
| GNII SF DO2215 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2110564.00        | $2208822.60        | Agency Mortgage-Backed Securities |
| GNII SF DO2356 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1533282.00        | $1574357.60        | Agency Mortgage-Backed Securities |
| GNMI SF AD3523 X     | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8309.22           | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $2088192.00        | $412058.77         | Agency Mortgage-Backed Securities |
| GNII SF CW1327 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1844334.00        | $1523430.83        | Agency Mortgage-Backed Securities |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $415834.11         | Agency Mortgage-Backed Securities |
| GNII SF MA9902 M     | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $140784.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1158 | 2048-02-01      | 3.5000%  | 0.0000% | $1276422.00        | $224786.88         | Agency Mortgage-Backed Securities |
| GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $6238288.00        | $4237698.92        | Agency Mortgage-Backed Securities |
| GNPL PN BY2815       | 2063-06-15      | 2.7800%  | 0.0000% | $721875.00         | $616106.09         | Agency Mortgage-Backed Securities |
| GNII SF BW4523 C     | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $401635.26         | Agency Mortgage-Backed Securities |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1280060.04        | Agency Mortgage-Backed Securities |
| GNII RG CM3407 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $310823.11         | Agency Mortgage-Backed Securities |
| GNII ET DL6475 C     | 2065-08-20      | 3.0000%  | 0.0000% | $474011.00         | $424127.02         | Agency Mortgage-Backed Securities |
| GNII SF DL7073 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4434184.43        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4269 | 2041-02-01      | 2.5000%  | 0.0000% | $1585524.00        | $755483.95         | Agency Mortgage-Backed Securities |
| GNII SF DM0632 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4729336.00        | $4688788.87        | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C     | 2052-03-20      | 4.5000%  | 0.0000% | $1024902.00        | $978833.71         | Agency Mortgage-Backed Securities |
| GNII SF DL8042 C     | 2055-09-20      | 6.5000%  | 0.0000% | $824490.00         | $863086.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7991 | 2055-09-01      | 5.5000%  | 0.0000% | $6217216.00        | $6340760.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7665 | 2054-12-01      | 6.5000%  | 0.0000% | $530756.00         | $557543.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2067 | 2055-06-01      | 5.5000%  | 0.0000% | $4538768.00        | $4466711.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS5317 | 2038-07-01      | 5.0000%  | 0.0000% | $163000.00         | $105757.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $61000.00          | $13467.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA0514 | 2040-09-01      | 4.0000%  | 0.0000% | $208000.00         | $7731.07           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8407 | 2053-01-01      | 5.0000%  | 0.0000% | $138542336.00      | $114329196.82      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6353 | 2055-12-01      | 5.0000%  | 0.0000% | $4174664.00        | $4227903.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5555 | 2055-12-01      | 4.5000%  | 0.0000% | $1178404.00        | $1156016.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6764 | 2055-07-01      | 5.5000%  | 0.0000% | $6911080.00        | $7063931.63        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $38000.00          | $23445.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3849 | 2052-06-01      | 3.5000%  | 0.0000% | $6900000.00        | $4778731.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4375 | 2040-10-01      | 5.0000%  | 0.0000% | $1982084.00        | $2007040.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4906 | 2055-11-01      | 5.0000%  | 0.0000% | $10462368.00       | $10501371.32       | Agency Mortgage-Backed Securities |
| GNPL PN CD0901       | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $6888960.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  | 0.0000% | $70886144.00       | $14878633.43       | Agency Mortgage-Backed Securities |
| GNII SF DO6995 C     | 2055-11-20      | 6.0000%  | 0.0000% | $386213.00         | $399493.88         | Agency Mortgage-Backed Securities |
| GNII SF AT7141 C     | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $35085.53          | Agency Mortgage-Backed Securities |
| GNMI SF 592626 X     | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $19401.38          | Agency Mortgage-Backed Securities |
| GNII SF DO2090 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2091656.00        | $2194412.90        | Agency Mortgage-Backed Securities |
| GNII SF DN2294 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10951840.00       | $11658930.34       | Agency Mortgage-Backed Securities |
| GNII ET DN9904 C     | 2065-08-20      | 4.0000%  | 0.0000% | $378330.00         | $360301.11         | Agency Mortgage-Backed Securities |
| GNII SF CZ9362 C     | 2054-02-20      | 6.0000%  | 0.0000% | $13902368.00       | $10455123.03       | Agency Mortgage-Backed Securities |
| GNII SF DF9108 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1461145.66        | Agency Mortgage-Backed Securities |
| GNII SF DP3256 C     | 2055-12-20      | 5.5000%  | 0.0000% | $5209616.00        | $5349178.14        | Agency Mortgage-Backed Securities |
| GNII ET DF4672 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $3131077.37        | Agency Mortgage-Backed Securities |
| GNII ET DP1538 C     | 2062-10-20      | 4.0000%  | 0.0000% | $154263.00         | $147266.14         | Agency Mortgage-Backed Securities |
| GNII SF DB2848 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1336783.43        | Agency Mortgage-Backed Securities |
| GNCL CL DC7188       | 2066-12-15      | 5.2100%  | 0.0000% | $15168560.00       | $15119484.66       | Agency Mortgage-Backed Securities |
| GNII ET DN6779 C     | 2065-11-20      | 5.0000%  | 0.0000% | $308763.00         | $308359.34         | Agency Mortgage-Backed Securities |
| GNII SF DN8382 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1116674.00        | $1157839.07        | Agency Mortgage-Backed Securities |
| GNII SF DB0867 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $891484.24         | Agency Mortgage-Backed Securities |
| GNII SF DB9969 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1235684.00        | $1208007.17        | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAU8126 | 2043-08-01      | 2.7750%  | 0.0000% | $854781.00         | $135464.44         | Agency Mortgage-Backed Securities |
| GNII SF DG6115 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $807159.22         | Agency Mortgage-Backed Securities |
| GNII ET DN9376 C     | 2065-11-20      | 2.0000%  | 0.0000% | $304726.00         | $238885.28         | Agency Mortgage-Backed Securities |
| GNII SF DO4543 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4231920.00        | $4256004.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBM4835 | 2048-11-01      | 3.5000%  | 0.0000% | $1760000.00        | $179260.50         | Agency Mortgage-Backed Securities |
| GNII ET DO3795 C     | 2065-12-20      | 6.5000%  | 0.0000% | $52007232.00       | $54344471.69       | Agency Mortgage-Backed Securities |
| GNII SF DO7935 C     | 2055-12-20      | 4.5000%  | 0.0000% | $3210740.00        | $3157200.91        | Agency Mortgage-Backed Securities |
| GNII SF DN5531 C     | 2055-11-20      | 6.0000%  | 0.0000% | $468268.00         | $487575.02         | Agency Mortgage-Backed Securities |
| GNII ET DN3754 C     | 2065-11-20      | 6.5000%  | 0.0000% | $18200000.00       | $18999888.22       | Agency Mortgage-Backed Securities |
| GNII SF DM7880 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1175462.00        | $1234609.69        | Agency Mortgage-Backed Securities |
| GNII SF CV0623 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $951684.16         | Agency Mortgage-Backed Securities |
| GNII SF DD6905 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1413901.66        | Agency Mortgage-Backed Securities |
| GNII SF DA9707 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $485326.02         | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1795000.00        | $707988.59         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3337 | 2055-09-01      | 7.0000%  | 0.0000% | $1195600.00        | $1272375.91        | Agency Mortgage-Backed Securities |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $620012.03         | Agency Mortgage-Backed Securities |
| GNII SF MA5630 M     | 2029-08-20      | 7.5000%  | 0.0000% | $145648.00         | $23865.43          | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6005304.22        | Agency Mortgage-Backed Securities |
| GNCL CL CR4171       | 2066-03-15      | 5.8400%  | 0.0000% | $64235.00          | $68329.96          | Agency Mortgage-Backed Securities |
| GNII JM MA6401 M     | 2049-12-20      | 4.0000%  | 0.0000% | $603810.00         | $58260.18          | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M     | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $88726.47          | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $179767.52         | Agency Mortgage-Backed Securities |
| GNMI SF CR2379 X     | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2976776.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ1036 | 2055-08-01      | 5.0000%  | 0.0000% | $2369552.00        | $2377061.03        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6928 | 2052-05-01      | 2.5000%  | 0.0000% | $2600000.00        | $1932708.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3782 | 2055-11-01      | 5.5000%  | 0.0000% | $143517184.00      | $146859747.01      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9754 | 2038-05-01      | 3.0000%  | 0.0000% | $362844.00         | $286245.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3398 | 2056-01-01      | 6.0000%  | 0.0000% | $1265800.00        | $1323469.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9839 | 2055-11-01      | 6.0000%  | 0.0000% | $2001872.00        | $2080618.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3752 | 2050-02-01      | 3.0000%  | 0.0000% | $10000000.00       | $6923921.91        | Agency Mortgage-Backed Securities |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $623242.13         | Agency Mortgage-Backed Securities |
| GNII SF DK6182 C     | 2055-07-20      | 6.5000%  | 0.0000% | $868684.00         | $906923.84         | Agency Mortgage-Backed Securities |
| GNII SF DK9302 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2345692.00        | $2457397.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ9762 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1091099.30        | Agency Mortgage-Backed Securities |
| GNII SF DN0347 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1270856.00        | $1278503.59        | Agency Mortgage-Backed Securities |
| GNII SF DN0028 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1479268.00        | $1539410.51        | Agency Mortgage-Backed Securities |
| GNII SF DN0010 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3909459.49        | Agency Mortgage-Backed Securities |
| GNII SF DN1603 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1549154.00        | $1385418.74        | Agency Mortgage-Backed Securities |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $99269632.00       | $63193255.30       | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $5357000.00        | $2303554.58        | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $60416064.00       | $14575802.63       | Agency Mortgage-Backed Securities |
| GNII ET DN5074 C     | 2065-10-20      | 4.0000%  | 0.0000% | $685533.00         | $653458.05         | Agency Mortgage-Backed Securities |
| GNII SP 786238 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $1025539.74        | Agency Mortgage-Backed Securities |
| GNII SP 785702 C     | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1670236.25        | Agency Mortgage-Backed Securities |
| GNMI SF 613046 X     | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $9997.57           | Agency Mortgage-Backed Securities |
| GNII SP 788310 C     | 2055-09-20      | 5.0000%  | 0.0000% | $32114368.00       | $32653718.12       | Agency Mortgage-Backed Securities |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $42390.12          | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $137367552.00      | $84400274.88       | Agency Mortgage-Backed Securities |
| GNII SF MA8456 M     | 2032-10-20      | 3.0000%  | 0.0000% | $276346.00         | $189386.68         | Agency Mortgage-Backed Securities |
| GNII SF MA7423 M     | 2051-06-20      | 5.0000%  | 0.0000% | $25000.00          | $8357.55           | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $36887.29          | Agency Mortgage-Backed Securities |
| GNII SF DK6639 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1297028.00        | $1359063.94        | Agency Mortgage-Backed Securities |
| GNII JM MA6144 M     | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $71305.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB6293 | 2043-05-01      | 6.0000%  | 0.0000% | $1029104.00        | $636489.60         | Agency Mortgage-Backed Securities |
| GNII SF AL1773 C     | 2045-01-20      | 3.5000%  | 0.0000% | $16615000.00       | $2196097.94        | Agency Mortgage-Backed Securities |
| GNII SF MB0742 M     | 2055-10-20      | 3.5000%  | 0.0000% | $779659.00         | $712627.81         | Agency Mortgage-Backed Securities |
| GNII SF CT4982 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $714538.80         | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $7752935.83        | Agency Mortgage-Backed Securities |
| GNAR AF MB0900 M     | 2055-11-20      | 3.0000%  | 0.0000% | $365412.00         | $349837.74         | Agency Mortgage-Backed Securities |
| GNII SF DI6416 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $3515710.58        | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $7917000.00        | $803044.53         | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $1831676.59        | Agency Mortgage-Backed Securities |
| GNII SF DI1963 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $1066017.36        | Agency Mortgage-Backed Securities |
| GNII SF DI7671 C     | 2055-06-20      | 6.5000%  | 0.0000% | $999895.00         | $1031690.41        | Agency Mortgage-Backed Securities |
| GNII SF DI2094 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1384971.17        | Agency Mortgage-Backed Securities |
| GNII SF DI8276 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $1615124.61        | Agency Mortgage-Backed Securities |
| GNMI SF AM8641 X     | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5056.32           | Agency Mortgage-Backed Securities |
| GNII SF MB0740 M     | 2051-09-20      | 2.5000%  | 0.0000% | $181373.00         | $156941.93         | Agency Mortgage-Backed Securities |
| GNII SF DA4618 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1174286.00        | $1224033.50        | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9757361.38        | Agency Mortgage-Backed Securities |
| GNII SF DG5686 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $1996806.49        | Agency Mortgage-Backed Securities |
| GNMI SP 784398 X     | 2047-08-15      | 4.5000%  | 0.0000% | $56000.00          | $7108.07           | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $1969426.00        | $102166.17         | Agency Mortgage-Backed Securities |
| GNII SP 784504 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5929000.00        | $1572888.06        | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $54146.37          | Agency Mortgage-Backed Securities |
| GNMI SP 783700 X     | 2040-07-15      | 6.5000%  | 0.0000% | $5904656.00        | $399705.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAT8798 | 2033-06-01      | 3.5000%  | 0.0000% | $300000.00         | $12483.84          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP5181 | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $767097.55         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1502 | 2052-07-01      | 4.0000%  | 0.0000% | $6200000.00        | $4892060.22        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4256 | 2040-10-01      | 4.5000%  | 0.0000% | $1464892.00        | $1458382.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4318 | 2040-10-01      | 5.5000%  | 0.0000% | $1025544.00        | $1047949.54        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8102 | 2036-05-01      | 1.5000%  | 0.0000% | $26764704.00       | $13850282.94       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4502 | 2042-11-01      | 3.5000%  | 0.0000% | $9488192.00        | $1422213.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV6390 | 2040-12-01      | 6.0000%  | 0.0000% | $2437132.00        | $2533349.52        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  | 0.0000% | $7880000.00        | $4838465.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0422 | 2055-04-01      | 4.5000%  | 0.0000% | $1486378.00        | $1450518.89        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL1219 | 2055-05-01      | 7.0000%  | 0.0000% | $143678464.00      | $136033914.24      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBY3662 | 2053-05-01      | 7.0000%  | 0.0000% | $1473424.00        | $1535389.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL741897 | 2033-10-01      | 5.0000%  | 0.0000% | $553980.00         | $8263.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3209 | 2053-06-01      | 6.0000%  | 0.0000% | $1074496.00        | $956658.83         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1720 | 2049-11-01      | 3.0000%  | 0.0000% | $278000000.00      | $77033910.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6057 | 2054-05-01      | 5.5000%  | 0.0000% | $95696.00          | $84426.78          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2799 | 2052-10-01      | 4.0000%  | 0.0000% | $169862400.00      | $161232418.35      | Agency Mortgage-Backed Securities |
| GNMI SF BP7268 X     | 2049-09-15      | 2.5000%  | 0.0000% | $650221.00         | $292083.90         | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $5100000.00        | $888480.81         | Agency Mortgage-Backed Securities |
| GNII ET DL4684 C     | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $251791.57         | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3288787.07        | Agency Mortgage-Backed Securities |
| GNII ET DL9329 C     | 2065-09-20      | 6.5000%  | 0.0000% | $13300000.00       | $13788296.13       | Agency Mortgage-Backed Securities |
| GNII SF DO3805 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1752036.00        | $1762579.17        | Agency Mortgage-Backed Securities |
| GNII SF 794944 C     | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $58214.81          | Agency Mortgage-Backed Securities |
| GNII ET DM1651 C     | 2065-07-20      | 3.5000%  | 0.0000% | $426121.00         | $386568.17         | Agency Mortgage-Backed Securities |
| GNII SF DM6259 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2476124.00        | $2533916.86        | Agency Mortgage-Backed Securities |
| GNII SF DL3638 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2876796.00        | $3019646.77        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8425 | 2052-06-01      | 4.0000%  | 0.0000% | $3988412.00        | $3261321.59        | Agency Mortgage-Backed Securities |
| GNII SF DL4911 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1201930.00        | $1255496.67        | Agency Mortgage-Backed Securities |
| GNII SF DL7676 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4248544.00        | $4453537.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9202 | 2054-09-01      | 5.5000%  | 0.0000% | $226815488.00      | $203691926.39      | Agency Mortgage-Backed Securities |
| GNII ET DM3713 C     | 2065-11-20      | 3.5000%  | 0.0000% | $139342.00         | $126764.07         | Agency Mortgage-Backed Securities |
| GNII SF DL4507 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2776704.62        | Agency Mortgage-Backed Securities |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1505366.00        | $1579858.77        | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7765745.76        | Agency Mortgage-Backed Securities |
| GNMI SP 781216 X     | 2030-12-15      | 6.5000%  | 0.0000% | $15468752.00       | $32332.72          | Agency Mortgage-Backed Securities |
| GNII SF DL5999 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $4836754.84        | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $2982988.00        | $2033838.74        | Agency Mortgage-Backed Securities |
| GNII SF MA7915 M     | 2033-06-20      | 5.0000%  | 0.0000% | $94167.00          | $29406.23          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL960427 | 2038-01-01      | 5.5000%  | 0.0000% | $306351104.00      | $1743963.97        | Agency Mortgage-Backed Securities |
| GNII SF MA7232 M     | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $45511.04          | Agency Mortgage-Backed Securities |
| GNII SF MA8941 M     | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1198026.43        | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $164846.53         | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M     | 2050-08-20      | 3.0000%  | 0.0000% | $4646368.00        | $1527268.02        | Agency Mortgage-Backed Securities |
| GNII SF MA8946 M     | 2053-06-20      | 4.5000%  | 0.0000% | $19296576.00       | $16062598.91       | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $321982464.00      | $198269790.03      | Agency Mortgage-Backed Securities |
| GNII SF MA7165 M     | 2036-06-20      | 2.5000%  | 0.0000% | $1000000.00        | $392190.24         | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $1472064.00        | $110316.78         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  | 0.0000% | $2500000.00        | $1105635.67        | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $151900000.00      | $18167575.39       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $76000.00          | $70134.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8773 M     | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $412467.55         | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $5650752.00        | $3026294.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9136 M     | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $114524.62         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4032 | 2040-08-01      | 5.5000%  | 0.0000% | $1027904.00        | $1039813.99        | Agency Mortgage-Backed Securities |
| GNII RG CN9876 C     | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $519526.57         | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $251806.20         | Agency Mortgage-Backed Securities |
| GNII SF DK4802 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2593479.63        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL2928 | 2055-01-01      | 7.0000%  | 0.0000% | $73337300.00       | $69105000.96       | Agency Mortgage-Backed Securities |
| GNII SF DL0188 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1169834.00        | $1176873.67        | Agency Mortgage-Backed Securities |
| GNII SF DL2428 C     | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5130067.50        | Agency Mortgage-Backed Securities |
| GNII SF DK7698 C     | 2055-06-20      | 5.0000%  | 0.0000% | $3112248.00        | $3109022.24        | Agency Mortgage-Backed Securities |
| GNII SP 788234 M     | 2052-05-20      | 3.0000%  | 0.0000% | $2009384.00        | $1788568.43        | Agency Mortgage-Backed Securities |
| GNII SP 786980 C     | 2052-06-20      | 3.0000%  | 0.0000% | $21930000.00       | $15974353.53       | Agency Mortgage-Backed Securities |
| GNII SP 784115 M     | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11258.18          | Agency Mortgage-Backed Securities |
| GNII JP 785008 C     | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $7045.23           | Agency Mortgage-Backed Securities |
| GNII SP 785944 C     | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1226169.84        | Agency Mortgage-Backed Securities |
| GNII SP 786706 C     | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $325904.14         | Agency Mortgage-Backed Securities |
| GNII SP 784894 C     | 2048-02-20      | 3.5000%  | 0.0000% | $300000.00         | $77480.20          | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $56515584.00       | $41051382.06       | Agency Mortgage-Backed Securities |
| GNII SP 785349 C     | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $629713.94         | Agency Mortgage-Backed Securities |
| GNMI SP 784353 X     | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9789.66           | Agency Mortgage-Backed Securities |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11689151.55       | Agency Mortgage-Backed Securities |
| GNII SP 785221 C     | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $99910.53          | Agency Mortgage-Backed Securities |
| GNMI SP 784250 X     | 2040-05-15      | 6.5000%  | 0.0000% | $13621408.00       | $1885070.32        | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $27800253.56       | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $97341.62          | Agency Mortgage-Backed Securities |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $1298806.00        | $35408.76          | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $28485.66          | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1425799.62        | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $232504.08         | Agency Mortgage-Backed Securities |
| GNII SF DE3358 C     | 2054-10-20      | 4.5000%  | 0.0000% | $2418916.00        | $2329729.34        | Agency Mortgage-Backed Securities |
| GNII SF DE9639 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2089200.14        | Agency Mortgage-Backed Securities |
| GNII SF DC1385 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1981749.49        | Agency Mortgage-Backed Securities |
| GNII SF DN7548 C     | 2055-11-20      | 5.5000%  | 0.0000% | $24975488.00       | $25220384.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0202 | 2037-04-01      | 5.5000%  | 0.0000% | $152807424.00      | $2684962.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $52000000.00       | $44818948.34       | Agency Mortgage-Backed Securities |
| GNII SF DN7311 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1030140.00        | $1041521.94        | Agency Mortgage-Backed Securities |
| GNII SF MB0811 M     | 2055-12-20      | 4.0000%  | 0.0000% | $420797.00         | $399636.52         | Agency Mortgage-Backed Securities |
| GNII JM MA9952 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $2060428.61        | Agency Mortgage-Backed Securities |
| GNII SF MB0741 M     | 2055-10-20      | 3.0000%  | 0.0000% | $14585648.00       | $13167655.88       | Agency Mortgage-Backed Securities |
| GNII ET DN9380 C     | 2065-10-20      | 4.5000%  | 0.0000% | $676032.00         | $659228.55         | Agency Mortgage-Backed Securities |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $676075.96         | Agency Mortgage-Backed Securities |
| GNII SF DN5574 C     | 2055-12-20      | 5.0000%  | 0.0000% | $31293632.00       | $31481915.36       | Agency Mortgage-Backed Securities |
| GNMI SF AD9004 X     | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $49282.84          | Agency Mortgage-Backed Securities |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $152456.22         | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $13637140.00       | $1310492.54        | Agency Mortgage-Backed Securities |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $39552768.00       | $5085232.97        | Agency Mortgage-Backed Securities |
| GNII SF MA5651 M     | 2048-12-20      | 4.0000%  | 0.0000% | $5000000.00        | $455562.02         | Agency Mortgage-Backed Securities |
| GNII SF DM6135 C     | 2055-09-20      | 7.0000%  | 0.0000% | $26360520.00       | $28036458.55       | Agency Mortgage-Backed Securities |
| GNII SF DN2292 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4438400.00        | $4660098.25        | Agency Mortgage-Backed Securities |
| GNII ET DN1184 C     | 2065-08-20      | 6.0000%  | 0.0000% | $245398.00         | $251525.86         | Agency Mortgage-Backed Securities |
| GNII JM MA7083 M     | 2050-11-20      | 1.5000%  | 0.0000% | $730448.00         | $499577.06         | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $298992.76         | Agency Mortgage-Backed Securities |
| GNII SF AX4345 C     | 2046-10-20      | 3.5000%  | 0.0000% | $1060340.00        | $175267.48         | Agency Mortgage-Backed Securities |
| GNII SF DK3213 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1728042.00        | $1825989.29        | Agency Mortgage-Backed Securities |
| GNII SF DK3329 C     | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1138121.50        | Agency Mortgage-Backed Securities |
| GNII ET DL1360 C     | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $98032.80          | Agency Mortgage-Backed Securities |
| GNII SF DK9377 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3180224.00        | $3329744.05        | Agency Mortgage-Backed Securities |
| GNII SF DK5768 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1093906.99        | Agency Mortgage-Backed Securities |
| GNII SF DJ3037 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13131056.00       | $13767508.26       | Agency Mortgage-Backed Securities |
| GNII SF DH8138 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1096916.01        | Agency Mortgage-Backed Securities |
| GNII ET DM7156 C     | 2065-08-20      | 4.5000%  | 0.0000% | $93646.00          | $91316.89          | Agency Mortgage-Backed Securities |
| GNII SF DJ9245 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $1760831.95        | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $70552.45          | Agency Mortgage-Backed Securities |
| GNII SF DJ1851 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1020560.00        | $1067539.73        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7711 | 2055-11-01      | 7.0000%  | 0.0000% | $1302772.00        | $1379327.74        | Agency Mortgage-Backed Securities |
| GNII SP 785229 C     | 2050-11-20      | 3.0000%  | 0.0000% | $425000.00         | $201497.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ5807 | 2055-10-01      | 4.5000%  | 0.0000% | $1096136.00        | $1076915.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  | 0.0000% | $28503.00          | $22443.43          | Agency Mortgage-Backed Securities |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $592489.33         | Agency Mortgage-Backed Securities |
| GNII SF DK5762 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4559071.16        | Agency Mortgage-Backed Securities |
| GNII SF DL5783 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1036308.00        | $1093334.57        | Agency Mortgage-Backed Securities |
| GNII SF DO2175 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1273268.00        | $1338774.64        | Agency Mortgage-Backed Securities |
| GNII ET DL1588 C     | 2065-05-20      | 6.0000%  | 0.0000% | $260023.00         | $265483.98         | Agency Mortgage-Backed Securities |
| GNII ET DO0018 C     | 2065-10-20      | 6.0000%  | 0.0000% | $4081960.00        | $4185670.91        | Agency Mortgage-Backed Securities |
| GNII SF DO1683 C     | 2055-10-20      | 5.0000%  | 0.0000% | $4016760.00        | $4051834.91        | Agency Mortgage-Backed Securities |
| GNII SF DO1917 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4986560.00        | $5241700.48        | Agency Mortgage-Backed Securities |
| GNII SF DO2312 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1549002.00        | $1590500.28        | Agency Mortgage-Backed Securities |
| GNII SF DL5820 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1040876.00        | $1093271.57        | Agency Mortgage-Backed Securities |
| GNII ET DL6727 C     | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $213018.59         | Agency Mortgage-Backed Securities |
| GNII JM MA0927 M     | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $85627.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4052 | 2055-08-01      | 5.5000%  | 0.0000% | $1135652.00        | $1155753.47        | Agency Mortgage-Backed Securities |
| GNII SF DO6438 C     | 2055-11-20      | 5.5000%  | 0.0000% | $6478952.00        | $6539438.26        | Agency Mortgage-Backed Securities |
| GNII ET DK3347 C     | 2065-04-20      | 6.5000%  | 0.0000% | $134385.00         | $140054.13         | Agency Mortgage-Backed Securities |
| GNII SF MA6713 M     | 2050-06-20      | 4.5000%  | 0.0000% | $13369792.00       | $3251652.93        | Agency Mortgage-Backed Securities |
| GNII JM MA6532 M     | 2050-02-20      | 3.5000%  | 0.0000% | $4143400.00        | $408384.52         | Agency Mortgage-Backed Securities |
| GNII JM MA7188 M     | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1164684.87        | Agency Mortgage-Backed Securities |
| GNII SF DK6178 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1277125.46        | Agency Mortgage-Backed Securities |
| GNII SF MA6130 M     | 2034-01-20      | 4.5000%  | 0.0000% | $516452.00         | $118236.10         | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $1500000.00        | $254814.31         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $2023260.33        | Agency Mortgage-Backed Securities |
| GNII SF MA8613 M     | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $45607.33          | Agency Mortgage-Backed Securities |
| GNII JM MA7869 M     | 2052-02-20      | 1.5000%  | 0.0000% | $554856.00         | $331049.45         | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $780840.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $127000.00         | $33470.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $200000.00         | $58988.21          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7970 | 2055-11-01      | 5.5000%  | 0.0000% | $9005712.00        | $9303167.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4624 | 2055-05-01      | 5.0000%  | 0.0000% | $1973242.00        | $1975286.66        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF8832 | 2056-01-01      | 7.0000%  | 0.0000% | $2528788.00        | $2692006.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3876 | 2047-07-01      | 3.5000%  | 0.0000% | $19900992.00       | $19198957.98       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF5403 | 2053-01-01      | 6.5000%  | 0.0000% | $827863.00         | $617844.37         | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2687809.14        | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $26625984.94       | Agency Mortgage-Backed Securities |
| GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $18478624.00       | $15030695.34       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9600 | 2055-11-01      | 5.0000%  | 0.0000% | $2148760.00        | $2171762.77        | Agency Mortgage-Backed Securities |
| GNII SF DH6877 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1235678.00        | $858446.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7254 | 2055-11-01      | 5.5000%  | 0.0000% | $5774608.00        | $5914853.17        | Agency Mortgage-Backed Securities |
| GNII SF DG1170 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1790183.29        | Agency Mortgage-Backed Securities |
| GNII SF MA6341 M     | 2049-11-20      | 4.5000%  | 0.0000% | $4500000.00        | $579164.90         | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $19394.97          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4365 | 2055-06-01      | 5.5000%  | 0.0000% | $157753088.00      | $156931269.37      | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $2109436.00        | $176366.46         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4134 | 2040-09-01      | 5.5000%  | 0.0000% | $1006786.00        | $1032220.84        | Agency Mortgage-Backed Securities |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $253880.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9751 M     | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $340629.86         | Agency Mortgage-Backed Securities |
| GNII SF DJ9122 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4088880.00        | $3892335.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2886045.84        | Agency Mortgage-Backed Securities |
| GNII SF MA7771 M     | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $14429.14          | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $823145.00         | $410416.71         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4706       | 2060-08-15      | 5.0500%  | 0.0000% | $5513000.00        | $5534720.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1501292.00        | $1587447.32        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8098 | 2050-10-01      | 2.0000%  | 0.0000% | $38245080.00       | $19460144.00       | Agency Mortgage-Backed Securities |
| FNMS 07.500 GO611831 | 2031-02-01      | 7.5000%  | 0.0000% | $2499958.00        | $6537.97           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH6575 | 2053-12-01      | 7.0000%  | 0.0000% | $2956904.00        | $2068045.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAQ9370 | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $104140.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9431 | 2046-06-01      | 4.0000%  | 0.0000% | $2000000.00        | $301902.96         | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $1912532.00        | $150347.96         | Agency Mortgage-Backed Securities |
| GNII SF MA4559 M     | 2032-07-20      | 3.0000%  | 0.0000% | $1102508.00        | $106842.16         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0342       | 2060-10-15      | 5.7000%  | 0.0000% | $3939000.00        | $4139250.59        | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $300724.66         | Agency Mortgage-Backed Securities |
| GNII SF DH6779 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3367668.00        | $2012592.09        | Agency Mortgage-Backed Securities |
| GNII SF DJ5237 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1169466.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2499325.46        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5973       | 2060-08-15      | 6.4900%  | 0.0000% | $4002000.00        | $4271433.33        | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $1015602.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  | 0.0000% | $4166590.00        | $2751754.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  | 0.0000% | $102181760.00      | $105095404.73      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5144 | 2052-06-01      | 3.5000%  | 0.0000% | $3362404.00        | $2647380.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2657 | 2056-01-01      | 6.0000%  | 0.0000% | $1972038.00        | $2039045.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5133 | 2055-12-01      | 5.5000%  | 0.0000% | $1433050.00        | $1482245.65        | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $652363.45         | Agency Mortgage-Backed Securities |
| GNPL PN DG8449       | 2060-01-15      | 5.3600%  | 0.0000% | $86864.00          | $88824.75          | Agency Mortgage-Backed Securities |
| GNII SF MB0028 M     | 2054-11-20      | 6.5000%  | 0.0000% | $633690.00         | $382280.24         | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $573078.25         | Agency Mortgage-Backed Securities |
| GNII ET DN9373 C     | 2065-11-20      | 4.0000%  | 0.0000% | $686775.00         | $655621.74         | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $2761908.00        | $2894025.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ3140 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1441728.00        | $1512127.77        | Agency Mortgage-Backed Securities |
| GNII SF DG9275 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1212450.62        | Agency Mortgage-Backed Securities |
| GNII SF DJ1929 C     | 2055-05-20      | 6.5000%  | 0.0000% | $806216.00         | $840992.40         | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $1208954.00        | $1220628.94        | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $6975298.91        | Agency Mortgage-Backed Securities |
| GNII ET DE2574 C     | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $3688844.10        | Agency Mortgage-Backed Securities |
| GNII ET DE2901 C     | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1618689.26        | Agency Mortgage-Backed Securities |
| GNII SF DG9410 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1296510.00        | $1345838.08        | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $96101.59          | Agency Mortgage-Backed Securities |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6621838.08        | Agency Mortgage-Backed Securities |
| GNII SF MA7919 M     | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $10014.82          | Agency Mortgage-Backed Securities |
| GNII SF DB2483 C     | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $321000.66         | Agency Mortgage-Backed Securities |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1149808.31        | Agency Mortgage-Backed Securities |
| GNII SF DD6252 C     | 2054-07-20      | 6.0000%  | 0.0000% | $9287968.00        | $7450207.71        | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $2787329.48        | Agency Mortgage-Backed Securities |
| GNII SF DA6215 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1073900.01        | Agency Mortgage-Backed Securities |
| GNII SF DA2552 C     | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $636604.58         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5134 | 2055-09-01      | 7.0000%  | 0.0000% | $1591804.00        | $1730408.81        | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1241243.87        | Agency Mortgage-Backed Securities |
| GNII SF DO4246 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1312106.00        | $1360082.08        | Agency Mortgage-Backed Securities |
| GNAR AT 081843 M     | 2037-02-20      | 5.6250%  | 0.0000% | $1575000.00        | $11994.87          | Agency Mortgage-Backed Securities |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $420724.82         | Agency Mortgage-Backed Securities |
| GNMI SF AX8707 X     | 2047-01-15      | 3.0000%  | 0.0000% | $400000.00         | $124218.32         | Agency Mortgage-Backed Securities |
| GNII SF DO7297 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1962062.00        | $2041051.68        | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $83241216.00       | $37225447.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6194 | 2049-09-01      | 3.5000%  | 0.0000% | $15000000.00       | $3473197.33        | Agency Mortgage-Backed Securities |
| GNII SF 540678 C     | 2030-07-20      | 3.5000%  | 0.0000% | $1156002.00        | $47017.53          | Agency Mortgage-Backed Securities |
| GNII JM 005237 M     | 2041-11-20      | 3.5000%  | 0.0000% | $5116096.00        | $74174.54          | Agency Mortgage-Backed Securities |
| GNII SF DO7546 C     | 2055-12-20      | 5.5000%  | 0.0000% | $9794208.00        | $10056588.30       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0069 | 2055-04-01      | 6.5000%  | 0.0000% | $2886532.00        | $2849345.04        | Agency Mortgage-Backed Securities |
| GNII SF 003362 M     | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $6180.26           | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $845125.00         | $414643.28         | Agency Mortgage-Backed Securities |
| GNII SP 784110 C     | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $97087.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP0003 | 2049-12-01      | 2.5000%  | 0.0000% | $450000.00         | $108450.52         | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $925646.94         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0422 | 2055-12-01      | 4.5000%  | 0.0000% | $2439952.00        | $2394936.40        | Agency Mortgage-Backed Securities |
| GNPL PN CK5802       | 2058-05-15      | 4.7400%  | 0.0000% | $50000.00          | $48592.46          | Agency Mortgage-Backed Securities |
| GNII SF AJ9334 C     | 2044-10-20      | 3.5000%  | 0.0000% | $520000.00         | $65105.47          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  | 0.0000% | $46526464.00       | $41165463.22       | Agency Mortgage-Backed Securities |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1310409.17        | Agency Mortgage-Backed Securities |
| GNII SF DN3505 C     | 2055-11-20      | 5.5000%  | 0.0000% | $24659552.00       | $24889019.33       | Agency Mortgage-Backed Securities |
| GNII ET DN9366 C     | 2065-11-20      | 2.0000%  | 0.0000% | $464071.00         | $363801.34         | Agency Mortgage-Backed Securities |
| GNII SF DN0842 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3725176.00        | $3897236.87        | Agency Mortgage-Backed Securities |
| GNII SF DP0658 C     | 2055-12-20      | 4.5000%  | 0.0000% | $4450640.00        | $4376425.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  | 0.0000% | $10029460.00       | $9541563.60        | Agency Mortgage-Backed Securities |
| GNII SF DM6246 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1178170.00        | $1241370.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $15000.00          | $13541.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $235945.00         | $224848.27         | Agency Mortgage-Backed Securities |
| GNII SF DM4445 C     | 2055-10-20      | 6.0000%  | 0.0000% | $456374.00         | $472272.23         | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $57360.79          | Agency Mortgage-Backed Securities |
| GNII ET DM7664 C     | 2065-11-20      | 7.0000%  | 0.0000% | $4200000.00        | $4380002.51        | Agency Mortgage-Backed Securities |
| GNII ET DN1719 C     | 2065-10-20      | 6.5000%  | 0.0000% | $207330.00         | $216571.27         | Agency Mortgage-Backed Securities |
| GNII SF DM9329 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10996800.00       | $11107095.18       | Agency Mortgage-Backed Securities |
| GNII ET DN4520 C     | 2065-12-20      | 3.0000%  | 0.0000% | $85041.00          | $76402.88          | Agency Mortgage-Backed Securities |
| GNII SF DN3204 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1207150.00        | $1239554.83        | Agency Mortgage-Backed Securities |
| GNII ET DM3950 C     | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $631848.74         | Agency Mortgage-Backed Securities |
| GNII SF DM3574 C     | 2055-10-20      | 6.0000%  | 0.0000% | $5194456.00        | $5375119.08        | Agency Mortgage-Backed Securities |
| GNII SF DM4667 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1637166.00        | $1648322.86        | Agency Mortgage-Backed Securities |
| GNII SF DH1578 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1462180.00        | $1230003.37        | Agency Mortgage-Backed Securities |
| GNII SF DH1579 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1550978.00        | $983359.16         | Agency Mortgage-Backed Securities |
| GNII ET DG4215 C     | 2065-01-20      | 5.5000%  | 0.0000% | $600751.00         | $606387.83         | Agency Mortgage-Backed Securities |
| GNII SF DH6734 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $2337046.21        | Agency Mortgage-Backed Securities |
| GNII SF DE2953 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3616360.00        | $3713460.51        | Agency Mortgage-Backed Securities |
| GNII SF DO4067 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2521108.00        | $2588641.76        | Agency Mortgage-Backed Securities |
| GNII SF DG9947 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1082182.47        | Agency Mortgage-Backed Securities |
| GNII ET DD6091 C     | 2064-09-20      | 6.5000%  | 0.0000% | $28940256.00       | $15026725.93       | Agency Mortgage-Backed Securities |
| GNII SF DJ2858 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6149832.00        | $6376231.97        | Agency Mortgage-Backed Securities |
| GNII ET DF5601 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1380190.00        | $839019.52         | Agency Mortgage-Backed Securities |
| GNMI SF AX6248 X     | 2047-05-15      | 5.0000%  | 0.0000% | $66065.00          | $9256.30           | Agency Mortgage-Backed Securities |
| GNII SF DL6013 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2003448.00        | $2079751.82        | Agency Mortgage-Backed Securities |
| GNII SF DL5819 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1980222.00        | $2079678.00        | Agency Mortgage-Backed Securities |
| GNII SF DM2601 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1629588.00        | $1617643.65        | Agency Mortgage-Backed Securities |
| GNII SF DL5078 C     | 2055-10-20      | 5.5000%  | 0.0000% | $149199.00         | $153094.79         | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $96822.88          | Agency Mortgage-Backed Securities |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $3119850.92        | Agency Mortgage-Backed Securities |
| GNII SF MA2936 M     | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $5568.15           | Agency Mortgage-Backed Securities |
| GNII SF DO5279 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1488212.00        | $1497167.56        | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $154349.26         | Agency Mortgage-Backed Securities |
| GNII SF DI4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1618376.00        | $1709640.74        | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $75570000.00       | $8639286.50        | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M     | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $28236.71          | Agency Mortgage-Backed Securities |
| GNII SF DM6172 C     | 2055-10-20      | 6.5000%  | 0.0000% | $29157792.00       | $30627897.21       | Agency Mortgage-Backed Securities |
| GNII EP 788308 C     | 2065-05-20      | 2.5000%  | 0.0000% | $73892960.00       | $61510150.16       | Agency Mortgage-Backed Securities |
| GNII SP 787259 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1089506.92        | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $1707500.00        | $366168.84         | Agency Mortgage-Backed Securities |
| GNMI SP 784284 X     | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3294929.90        | Agency Mortgage-Backed Securities |
| GNMI SP 783760 X     | 2042-02-15      | 5.0000%  | 0.0000% | $75000.00          | $5645.68           | Agency Mortgage-Backed Securities |
| GNMI SP 785782 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1495792.00        | $1050521.87        | Agency Mortgage-Backed Securities |
| GNII SP 788195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $114595712.00      | $116629084.36      | Agency Mortgage-Backed Securities |
| GNMI SP 786470 X     | 2040-11-15      | 5.0000%  | 0.0000% | $750000.00         | $554546.04         | Agency Mortgage-Backed Securities |
| GNMI SP 784070 X     | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $128240.34         | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $559956.08         | Agency Mortgage-Backed Securities |
| GNII SF AB9531 C     | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $177199.84         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1218 | 2055-11-01      | 6.5000%  | 0.0000% | $1072226.00        | $1122417.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8299 | 2054-07-01      | 6.0000%  | 0.0000% | $2305000.00        | $2091339.75        | Agency Mortgage-Backed Securities |
| GNII SF DH4733 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2766432.00        | $2892899.99        | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $3137396.00        | $1767436.62        | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $272420.04         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1845 | 2055-12-01      | 6.5000%  | 0.0000% | $8236176.00        | $8647562.01        | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1742547.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889440 | 2038-04-01      | 5.5000%  | 0.0000% | $380315520.00      | $2242883.16        | Agency Mortgage-Backed Securities |
| GNII SF DG9937 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $2478272.95        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PSE9010 | 2050-04-01      | 3.5000%  | 0.0000% | $977000.00         | $274171.08         | Agency Mortgage-Backed Securities |
| GNII SF DJ2837 C     | 2055-07-20      | 6.5000%  | 0.0000% | $9050192.00        | $9480422.04        | Agency Mortgage-Backed Securities |
| GNII SF MA8350 M     | 2052-09-20      | 6.0000%  | 0.0000% | $549655.00         | $303398.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKAK4038 | 2042-02-01      | 3.5000%  | 0.0000% | $692000.00         | $40989.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8989 | 2056-01-01      | 5.5000%  | 0.0000% | $4932184.00        | $5090247.34        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3226 | 2051-12-01      | 2.5000%  | 0.0000% | $19000.00          | $13032.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0393 | 2039-10-01      | 5.5000%  | 0.0000% | $201000000.00      | $2314958.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF1727 | 2040-10-01      | 5.5000%  | 0.0000% | $1147118.00        | $1173694.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  | 0.0000% | $43000.00          | $6708.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8459 | 2055-09-01      | 5.5000%  | 0.0000% | $36774848.00       | $35059476.26       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4340 | 2055-06-01      | 5.5000%  | 0.0000% | $6651760.00        | $6469046.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9947 | 2055-02-01      | 4.5000%  | 0.0000% | $43478.00          | $41203.19          | Agency Mortgage-Backed Securities |
| GNMI SP 787712 X     | 2045-11-15      | 5.5000%  | 0.0000% | $404000.00         | $360859.26         | Agency Mortgage-Backed Securities |
| GNMI SP 782725 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2072282.26        | Agency Mortgage-Backed Securities |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $905810.14         | Agency Mortgage-Backed Securities |
| GNII SP 785831 C     | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $244145.98         | Agency Mortgage-Backed Securities |
| GNMI SP 785693 X     | 2049-05-15      | 5.0000%  | 0.0000% | $555203.00         | $326908.83         | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $945058.00         | $596574.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9959 M     | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $7809415.03        | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $862140.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0914 | 2040-03-01      | 5.5000%  | 0.0000% | $98306560.00       | $3700171.15        | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $2014247.64        | Agency Mortgage-Backed Securities |
| GNMI SF 779084 X     | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2635288.59        | Agency Mortgage-Backed Securities |
| GNII SF DI1742 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $1555467.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $1095321.71        | Agency Mortgage-Backed Securities |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1818862.71        | Agency Mortgage-Backed Securities |
| GNII SF DK9546 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1449264.00        | $1518562.42        | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1526330.39        | Agency Mortgage-Backed Securities |
| GNII ET DI6472 C     | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $4586797.30        | Agency Mortgage-Backed Securities |
| GNII SF DI7137 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1009468.00        | $906477.13         | Agency Mortgage-Backed Securities |
| GNII SF DI8401 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1470396.41        | Agency Mortgage-Backed Securities |
| GNII ET DO4470 C     | 2065-10-20      | 3.5000%  | 0.0000% | $345098.00         | $315174.24         | Agency Mortgage-Backed Securities |
| GNII SF DK9379 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $4461758.61        | Agency Mortgage-Backed Securities |
| GNII SF DO2294 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1863222.00        | $1874434.25        | Agency Mortgage-Backed Securities |
| GNII SF DI0837 C     | 2055-04-20      | 6.5000%  | 0.0000% | $812796.00         | $847227.58         | Agency Mortgage-Backed Securities |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1111281.15        | Agency Mortgage-Backed Securities |
| GNII SF DK2600 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5511016.00        | $5541222.77        | Agency Mortgage-Backed Securities |
| GNII ET DI6286 C     | 2064-12-20      | 6.0000%  | 0.0000% | $621444.00         | $117661.40         | Agency Mortgage-Backed Securities |
| GNII SF DK4955 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1318548.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0621 M     | 2055-09-20      | 4.5000%  | 0.0000% | $3262584.00        | $3180936.79        | Agency Mortgage-Backed Securities |
| GNII SF DK6034 C     | 2055-08-20      | 6.5000%  | 0.0000% | $763715.00         | $798128.18         | Agency Mortgage-Backed Securities |
| GNII SF DJ5267 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1410110.00        | $1448911.05        | Agency Mortgage-Backed Securities |
| GNII SF MB0362 M     | 2051-12-20      | 3.5000%  | 0.0000% | $1003924.00        | $904900.07         | Agency Mortgage-Backed Securities |
| GNII SF MB0682 M     | 2055-10-20      | 3.5000%  | 0.0000% | $29135136.00       | $26574394.21       | Agency Mortgage-Backed Securities |
| GNII ET DJ9658 C     | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4230739.39        | Agency Mortgage-Backed Securities |
| GNII SF DJ3199 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6927768.00        | $7305706.66        | Agency Mortgage-Backed Securities |
| GNII SF MB0661 M     | 2033-10-20      | 7.0000%  | 0.0000% | $29031.00          | $29187.33          | Agency Mortgage-Backed Securities |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $5262589.58        | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $5244165.47        | Agency Mortgage-Backed Securities |
| GNII BD DH8569 C     | 2055-01-20      | 4.5000%  | 0.0000% | $3299432.00        | $3098058.81        | Agency Mortgage-Backed Securities |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $768359.22         | Agency Mortgage-Backed Securities |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4991964.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1614954.39        | Agency Mortgage-Backed Securities |
| GNII ET DJ9042 C     | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3261015.63        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $40915712.00       | $7225038.41        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $226844.01         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4727 | 2047-07-01      | 4.0000%  | 0.0000% | $2800000.00        | $291401.13         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1151 | 2036-09-01      | 6.5000%  | 0.0000% | $52138000.00       | $324985.15         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA5128 | 2047-12-01      | 3.5000%  | 0.0000% | $140857344.00      | $20435009.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0568 | 2061-07-01      | 5.5000%  | 0.0000% | $13250000.00       | $10907251.24       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAL6854 | 2044-02-01      | 3.0000%  | 0.0000% | $2351936.00        | $472646.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1724 | 2055-06-01      | 6.5000%  | 0.0000% | $12761920.00       | $12746918.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4628 | 2040-11-01      | 5.5000%  | 0.0000% | $1509990.00        | $1557518.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $222031.22         | Agency Mortgage-Backed Securities |
| GNII SF DM6755 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6035640.00        | $6246590.30        | Agency Mortgage-Backed Securities |
| GNII SF DL7158 C     | 2055-08-20      | 5.5000%  | 0.0000% | $8711504.00        | $8777155.47        | Agency Mortgage-Backed Securities |
| GNII SF DM7811 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1499736.54        | Agency Mortgage-Backed Securities |
| GNII SF DN3514 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1768028.00        | $1822136.22        | Agency Mortgage-Backed Securities |
| GNII SF DM8576 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3654320.00        | $3778894.42        | Agency Mortgage-Backed Securities |
| GNII SF DM7925 C     | 2055-10-20      | 6.0000%  | 0.0000% | $490722.00         | $507235.09         | Agency Mortgage-Backed Securities |
| GNII SF DM7310 C     | 2055-09-20      | 6.0000%  | 0.0000% | $26049920.00       | $26388586.40       | Agency Mortgage-Backed Securities |
| GNII ET DP0148 C     | 2065-12-20      | 5.0000%  | 0.0000% | $221283.00         | $221387.81         | Agency Mortgage-Backed Securities |
| GNII SF DN8421 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1461350.00        | $1500498.59        | Agency Mortgage-Backed Securities |
| GNII SF DL8119 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1497815.25        | Agency Mortgage-Backed Securities |
| GNII SF DM8768 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2246724.00        | $2260244.04        | Agency Mortgage-Backed Securities |
| GNII SF DN3407 C     | 2055-11-20      | 5.0000%  | 0.0000% | $5705984.00        | $5757317.99        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $103725568.00      | $102710221.03      | Agency Mortgage-Backed Securities |
| GNII ET DM2986 C     | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $149986.28         | Agency Mortgage-Backed Securities |
| GNII SF DM2237 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1515610.00        | $1603925.03        | Agency Mortgage-Backed Securities |
| GNMI SF 590213 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $7996.33           | Agency Mortgage-Backed Securities |
| GNII ET DO9803 C     | 2065-12-20      | 2.0000%  | 0.0000% | $1549184.00        | $1214459.04        | Agency Mortgage-Backed Securities |
| GNII SF DO1811 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1686912.00        | $1756608.79        | Agency Mortgage-Backed Securities |
| GNII SF DO7548 C     | 2055-12-20      | 5.5000%  | 0.0000% | $13070336.00       | $13420481.58       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9380 | 2055-11-01      | 5.5000%  | 0.0000% | $2208912.00        | $2261348.44        | Agency Mortgage-Backed Securities |
| GNII SF DO7296 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1442778.00        | $1504382.28        | Agency Mortgage-Backed Securities |
| GNII SF DO2367 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1996108.00        | $2049584.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9291 | 2055-11-01      | 6.0000%  | 0.0000% | $1051744.00        | $1088905.86        | Agency Mortgage-Backed Securities |
| GNMI SF AU0790 X     | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $15978.47          | Agency Mortgage-Backed Securities |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $93098.00          | $82137.78          | Agency Mortgage-Backed Securities |
| GNII SF BV8709 C     | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $363932.32         | Agency Mortgage-Backed Securities |
| GNII SF DL1626 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1063472.00        | $1062267.70        | Agency Mortgage-Backed Securities |
| GNII SF DL1848 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2606648.00        | $2720728.58        | Agency Mortgage-Backed Securities |
| GNII SF DK7514 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6799480.00        | $7129884.01        | Agency Mortgage-Backed Securities |
| GNII SF BR7360 C     | 2049-12-20      | 5.5000%  | 0.0000% | $1117304.00        | $450885.64         | Agency Mortgage-Backed Securities |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1040293.48        | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $386559.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF9014 | 2041-01-01      | 5.0000%  | 0.0000% | $1814258.00        | $1851767.18        | Agency Mortgage-Backed Securities |
| GNII SF DA0829 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1179575.07        | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $106577408.00      | $80917495.30       | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $201652.08         | Agency Mortgage-Backed Securities |
| GNII SF BV7356 C     | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $704721.52         | Agency Mortgage-Backed Securities |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $259665.31         | Agency Mortgage-Backed Securities |
| GNII SF CO2536 C     | 2052-06-20      | 2.5000%  | 0.0000% | $1723520.00        | $1129797.48        | Agency Mortgage-Backed Securities |
| GNII SF BV8710 C     | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $399548.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9855 M     | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $462587.78         | Agency Mortgage-Backed Securities |
| GNII RG CO0390 C     | 2050-11-20      | 2.5000%  | 0.0000% | $3055990.00        | $1949823.10        | Agency Mortgage-Backed Securities |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $40391.72          | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30704.09          | Agency Mortgage-Backed Securities |
| GNII ET DL1237 C     | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $291197.95         | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3958406.53        | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $79494135.37       | Agency Mortgage-Backed Securities |
| GNII SF BH6397 C     | 2036-02-20      | 3.0000%  | 0.0000% | $1241700.00        | $269598.52         | Agency Mortgage-Backed Securities |
| GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $35603.95          | Agency Mortgage-Backed Securities |
| GNII SF CH3068 C     | 2051-11-20      | 5.0000%  | 0.0000% | $1090132.00        | $693137.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $14886560.00       | $5883749.90        | Agency Mortgage-Backed Securities |
| GNII SF MA9828 M     | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $56989.93          | Agency Mortgage-Backed Securities |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $42109.01          | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $798432.70         | Agency Mortgage-Backed Securities |
| GNII SF DN9281 C     | 2055-12-20      | 5.5000%  | 0.0000% | $6047104.00        | $6209101.88        | Agency Mortgage-Backed Securities |
| GNII SF MA9245 M     | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $253687.36         | Agency Mortgage-Backed Securities |
| GNMI SF CN3291 X     | 2052-05-15      | 5.0000%  | 0.0000% | $162912.00         | $148208.61         | Agency Mortgage-Backed Securities |
| GNMI SF BA6976 X     | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $28116.32          | Agency Mortgage-Backed Securities |
| GNII SF MA8847 M     | 2038-05-20      | 5.0000%  | 0.0000% | $67124.00          | $33196.26          | Agency Mortgage-Backed Securities |
| GNMI SF 649473 X     | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $59134.69          | Agency Mortgage-Backed Securities |
| GNII SF DJ3055 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12430802.45       | Agency Mortgage-Backed Securities |
| GNII SF DJ9879 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1695330.00        | $1770020.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ5758 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $8481817.37        | Agency Mortgage-Backed Securities |
| GNII SP 788036 C     | 2055-06-20      | 5.5000%  | 0.0000% | $22192608.00       | $22409996.72       | Agency Mortgage-Backed Securities |
| GNII SF DJ8294 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2174584.00        | $2093826.95        | Agency Mortgage-Backed Securities |
| GNMI SP 784571 X     | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $23619.29          | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1517142.00        | $1574666.85        | Agency Mortgage-Backed Securities |
| GNMI SF 752200 X     | 2046-04-15      | 3.0000%  | 0.0000% | $425000.00         | $205426.93         | Agency Mortgage-Backed Securities |
| GNII SF DD7539 C     | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $27300796.00       | Agency Mortgage-Backed Securities |
| GNMI SF 758929 X     | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $41433.27          | Agency Mortgage-Backed Securities |
| FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  | 0.0000% | $125000.00         | $27781.31          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC2917 | 2054-08-01      | 7.0000%  | 0.0000% | $1024504.00        | $1040730.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3573 | 2055-08-01      | 6.5000%  | 0.0000% | $1402530.00        | $1472546.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1746 | 2040-11-01      | 6.0000%  | 0.0000% | $38102016.00       | $40042780.29       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8118 | 2036-09-01      | 1.5000%  | 0.0000% | $1311744.00        | $723793.79         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1585 | 2052-08-01      | 3.5000%  | 0.0000% | $939000.00         | $661481.72         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2378 | 2035-05-01      | 3.5000%  | 0.0000% | $900000.00         | $120882.86         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM0492 | 2045-11-01      | 4.0000%  | 0.0000% | $13807392.00       | $1742665.66        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1604 | 2048-11-01      | 4.0000%  | 0.0000% | $2045900.00        | $408519.56         | Agency Mortgage-Backed Securities |
| GNII SF BZ8511 C     | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $50635.49          | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $634827.00         | $388742.21         | Agency Mortgage-Backed Securities |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1124266.87        | Agency Mortgage-Backed Securities |
| GNII ET DM1796 C     | 2065-10-20      | 3.0000%  | 0.0000% | $503367.00         | $453987.69         | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $810361.35         | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X     | 2050-08-15      | 2.5000%  | 0.0000% | $853969.00         | $219142.96         | Agency Mortgage-Backed Securities |
| GNII SF DM0773 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3241128.00        | $3444565.68        | Agency Mortgage-Backed Securities |
| GNII SF DM6195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $4868296.00        | $4975832.29        | Agency Mortgage-Backed Securities |
| GNMI SF AE9888 X     | 2043-05-15      | 3.5000%  | 0.0000% | $75000.00          | $10193.23          | Agency Mortgage-Backed Securities |
| GNII SF DM3842 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1246654.00        | $1309605.90        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1509 | 2046-08-01      | 3.0000%  | 0.0000% | $580000.00         | $138536.28         | Agency Mortgage-Backed Securities |
| GNII ET DN1720 C     | 2065-11-20      | 3.5000%  | 0.0000% | $685703.00         | $623817.20         | Agency Mortgage-Backed Securities |
| GNAR AT 080916 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1275000.00        | $26058.12          | Agency Mortgage-Backed Securities |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $120016.66         | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $250004.07         | Agency Mortgage-Backed Securities |
| GNII JM MA7042 M     | 2050-12-20      | 2.0000%  | 0.0000% | $2130000.00        | $1086842.42        | Agency Mortgage-Backed Securities |
| GNII SF DM9365 C     | 2055-09-20      | 5.5000%  | 0.0000% | $9093760.00        | $9308243.62        | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $95000000.00       | $81989394.57       | Agency Mortgage-Backed Securities |
| GNII SP 785663 C     | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2052764.56        | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2585796.96        | Agency Mortgage-Backed Securities |
| GNII ET DN9899 C     | 2064-09-20      | 4.5000%  | 0.0000% | $163339.00         | $158841.22         | Agency Mortgage-Backed Securities |
| GNII SF DN1526 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5740448.00        | $6027921.41        | Agency Mortgage-Backed Securities |
| GNII ET DM7581 C     | 2065-10-20      | 6.0000%  | 0.0000% | $901955.00         | $921572.48         | Agency Mortgage-Backed Securities |
| GNII SF MA6318 M     | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $8037.71           | Agency Mortgage-Backed Securities |
| GNII SF DM4376 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1723350.00        | $1806357.05        | Agency Mortgage-Backed Securities |
| GNII SF DM3844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1132461.71        | Agency Mortgage-Backed Securities |
| GNII ET DA1964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63619.24          | Agency Mortgage-Backed Securities |
| GNII ET CW5779 C     | 2063-08-20      | 6.0000%  | 0.0000% | $1124672.00        | $278348.62         | Agency Mortgage-Backed Securities |
| GNII SF CX4163 C     | 2054-02-20      | 7.5000%  | 0.0000% | $3467544.00        | $3269538.80        | Agency Mortgage-Backed Securities |
| GNII SF DD0077 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $2017270.52        | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3529675.01        | Agency Mortgage-Backed Securities |
| GNII ET DN9911 C     | 2065-06-20      | 3.0000%  | 0.0000% | $588893.00         | $526531.93         | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M     | 2054-09-20      | 6.0000%  | 0.0000% | $270643200.00      | $197582748.13      | Agency Mortgage-Backed Securities |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $108699904.00      | $91202681.47       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $300000.00         | $216060.61         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3821 | 2055-10-01      | 4.0000%  | 0.0000% | $409209.00         | $390142.35         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VSF5001 | 2043-11-01      | 3.0000%  | 0.0000% | $300000.00         | $124414.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1360 | 2055-11-01      | 5.5000%  | 0.0000% | $5058312.00        | $5174835.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4065 | 2055-11-01      | 5.5000%  | 0.0000% | $5277504.00        | $5405705.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3552 | 2055-12-01      | 5.5000%  | 0.0000% | $18517536.00       | $18991293.88       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8749 | 2054-08-01      | 5.5000%  | 0.0000% | $1079000.00        | $997810.86         | Agency Mortgage-Backed Securities |
| GNII SF BH6400 C     | 2036-03-20      | 3.5000%  | 0.0000% | $3312836.00        | $1078221.16        | Agency Mortgage-Backed Securities |
| GNII SF BZ4588 C     | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $358972.96         | Agency Mortgage-Backed Securities |
| GNII SF MA3980 M     | 2031-10-20      | 3.5000%  | 0.0000% | $88000.00          | $6261.89           | Agency Mortgage-Backed Securities |
| GNII SF MA5327 M     | 2048-06-20      | 2.5000%  | 0.0000% | $40482.00          | $13141.47          | Agency Mortgage-Backed Securities |
| GNII SF MA4263 M     | 2047-01-20      | 4.0000%  | 0.0000% | $1355010.00        | $123919.47         | Agency Mortgage-Backed Securities |
| GNMI SF BB4370 X     | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $67492.24          | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $403200000.00      | $210170078.47      | Agency Mortgage-Backed Securities |
| GNII SF CF4072 C     | 2052-10-20      | 2.5000%  | 0.0000% | $1144686.00        | $904293.36         | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  | 0.0000% | $596987.00         | $17828.51          | Agency Mortgage-Backed Securities |
| GNPL PN CC7502       | 2048-03-15      | 3.0900%  | 0.0000% | $52175.00          | $43705.56          | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $462758.28         | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $300014.57         | Agency Mortgage-Backed Securities |
| GNII SF BO8929 C     | 2049-12-20      | 3.5000%  | 0.0000% | $1685162.00        | $490469.65         | Agency Mortgage-Backed Securities |
| GNMI SF AO3542 X     | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $14348.93          | Agency Mortgage-Backed Securities |
| GNMI SF AB3754 X     | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $60395.95          | Agency Mortgage-Backed Securities |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $44010000.00       | $29731197.24       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3136 | 2050-04-01      | 3.0000%  | 0.0000% | $3500000.00        | $1120973.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7793 | 2049-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $455534.28         | Agency Mortgage-Backed Securities |
| GNII SF DL3116 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1920060.00        | $1933698.51        | Agency Mortgage-Backed Securities |
| GNII SF DN9104 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1701646.00        | $1755694.87        | Agency Mortgage-Backed Securities |
| GNII SF DM4603 C     | 2055-08-20      | 6.5000%  | 0.0000% | $15070688.00       | $15679669.57       | Agency Mortgage-Backed Securities |
| GNII SF DM3973 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2927136.00        | $3042315.42        | Agency Mortgage-Backed Securities |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2363192.00        | $2466570.82        | Agency Mortgage-Backed Securities |
| GNMI SF 677385 X     | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7373.96           | Agency Mortgage-Backed Securities |
| GNII SP 785787 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $1019891.29        | Agency Mortgage-Backed Securities |
| GNII SF 711788 C     | 2033-07-20      | 3.5000%  | 0.0000% | $1532120.00        | $376095.01         | Agency Mortgage-Backed Securities |
| GNII ET DN3442 C     | 2065-09-20      | 3.0000%  | 0.0000% | $322436.00         | $290393.98         | Agency Mortgage-Backed Securities |
| GNII SP 787108 C     | 2053-11-20      | 6.5000%  | 0.0000% | $6539544.00        | $4678752.21        | Agency Mortgage-Backed Securities |
| GNII SP 786202 C     | 2052-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $657131.99         | Agency Mortgage-Backed Securities |
| GNII SP 785568 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2200000.00        | $1271946.89        | Agency Mortgage-Backed Securities |
| GNPL PN DG8458       | 2060-05-15      | 5.5200%  | 0.0000% | $1800000.00        | $1860590.60        | Agency Mortgage-Backed Securities |
| GNMI SP 784342 X     | 2041-06-15      | 6.0000%  | 0.0000% | $2469004.00        | $486340.43         | Agency Mortgage-Backed Securities |
| GNII SP 787109 C     | 2053-11-20      | 6.5000%  | 0.0000% | $1337634.00        | $1051101.86        | Agency Mortgage-Backed Securities |
| GNMI SP 784135 X     | 2029-10-15      | 7.0000%  | 0.0000% | $8000000.00        | $541684.07         | Agency Mortgage-Backed Securities |
| GNII SF DF2705 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1098800.00        | $743058.77         | Agency Mortgage-Backed Securities |
| GNII SF DG2319 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3286490.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0420 | 2055-12-01      | 5.5000%  | 0.0000% | $1551800.00        | $1587288.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $5165342.02        | Agency Mortgage-Backed Securities |
| GNII SP 788290 C     | 2055-11-20      | 5.5000%  | 0.0000% | $100014720.00      | $102695053.32      | Agency Mortgage-Backed Securities |
| GNII ET DJ2041 C     | 2065-04-20      | 6.5000%  | 0.0000% | $2951176.00        | $2437451.86        | Agency Mortgage-Backed Securities |
| GNII JP 788351 M     | 2040-09-20      | 2.5000%  | 0.0000% | $32763008.00       | $30968818.30       | Agency Mortgage-Backed Securities |
| GNII JM MA8862 M     | 2051-12-20      | 3.0000%  | 0.0000% | $790763.00         | $659828.22         | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $28000.00          | $9861.82           | Agency Mortgage-Backed Securities |
| GNMI SF AO8679 X     | 2045-09-15      | 4.0000%  | 0.0000% | $2584612.00        | $153626.52         | Agency Mortgage-Backed Securities |
| GNII SF DO0692 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2283192.00        | $2341681.93        | Agency Mortgage-Backed Securities |
| GNII SF CX3733 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $1123247.69        | Agency Mortgage-Backed Securities |
| GNII SF DO5754 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1857628.00        | $1907392.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8146 | 2055-11-01      | 5.5000%  | 0.0000% | $3019708.00        | $3099558.49        | Agency Mortgage-Backed Securities |
| GNII SF DO1735 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1156300.00        | $1196817.40        | Agency Mortgage-Backed Securities |
| GNII SF CV5804 C     | 2054-01-20      | 7.5000%  | 0.0000% | $18432000.00       | $17622919.85       | Agency Mortgage-Backed Securities |
| GNII ET DO0105 C     | 2065-10-20      | 4.5000%  | 0.0000% | $200673.00         | $195799.63         | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $31630400.00       | $32208698.60       | Agency Mortgage-Backed Securities |
| GNII SF CZ6045 C     | 2054-01-20      | 6.0000%  | 0.0000% | $7388350.00        | $5663779.39        | Agency Mortgage-Backed Securities |
| GNII ET DO0114 C     | 2065-10-20      | 3.0000%  | 0.0000% | $193812.00         | $173952.60         | Agency Mortgage-Backed Securities |
| GNPL PN CY1378       | 2059-02-15      | 6.3600%  | 0.0000% | $198792.00         | $213293.26         | Agency Mortgage-Backed Securities |
| GNII ET DO0015 C     | 2065-09-20      | 4.0000%  | 0.0000% | $1119666.00        | $1068057.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9459 | 2055-12-01      | 5.5000%  | 0.0000% | $16149216.00       | $16548791.56       | Agency Mortgage-Backed Securities |
| GNII SF CX1604 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1618116.00        | $1439482.90        | Agency Mortgage-Backed Securities |
| GNII SF DO3752 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2945776.00        | $2976293.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  | 0.0000% | $1400000.00        | $1012462.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $85512.43          | Agency Mortgage-Backed Securities |
| GNII RG CQ2913 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $506340.00         | Agency Mortgage-Backed Securities |
| GNPL PN CU6227       | 2058-11-15      | 6.4400%  | 0.0000% | $48265.00          | $52482.06          | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1034586.56        | Agency Mortgage-Backed Securities |
| GNII RG CW5913 C     | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $586508.21         | Agency Mortgage-Backed Securities |
| GNII SF CQ6104 C     | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3140979.70        | Agency Mortgage-Backed Securities |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1731779.76        | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2439118.61        | Agency Mortgage-Backed Securities |
| GNII SF CZ1970 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1170804.00        | $1194545.14        | Agency Mortgage-Backed Securities |
| GNII SF DB8715 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1691092.78        | Agency Mortgage-Backed Securities |
| GNII ET CQ3339 C     | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2568115.86        | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103710.90         | Agency Mortgage-Backed Securities |
| GNII SF DM4281 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2093592.00        | $2192254.88        | Agency Mortgage-Backed Securities |
| GNII SF DO3758 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3949740.00        | $3973508.22        | Agency Mortgage-Backed Securities |
| GNPL PN DM0358       | 2060-12-15      | 5.2900%  | 0.0000% | $2141900.00        | $2195351.83        | Agency Mortgage-Backed Securities |
| GNII SF DM3312 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1345086.00        | $1377108.80        | Agency Mortgage-Backed Securities |
| GNII SF CL1953 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1289900.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA2140 | 2038-03-01      | 2.0000%  | 0.0000% | $6295312.00        | $5447369.57        | Agency Mortgage-Backed Securities |
| GNII ET DL5453 C     | 2065-12-20      | 5.0000%  | 0.0000% | $29184480.00       | $29198303.73       | Agency Mortgage-Backed Securities |
| GNII SF BV3235 C     | 2039-10-20      | 6.0000%  | 0.0000% | $1300000.00        | $463874.94         | Agency Mortgage-Backed Securities |
| GNII SF BW4519 C     | 2033-02-20      | 6.5000%  | 0.0000% | $2544728.00        | $859321.89         | Agency Mortgage-Backed Securities |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4185660.10        | Agency Mortgage-Backed Securities |
| GNII SF DM0769 C     | 2055-08-20      | 6.5000%  | 0.0000% | $48054.00          | $50837.55          | Agency Mortgage-Backed Securities |
| GNII JM MA6147 M     | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $417088.74         | Agency Mortgage-Backed Securities |
| GNII SF DN0251 C     | 2055-11-20      | 3.5000%  | 0.0000% | $10449776.00       | $9437554.97        | Agency Mortgage-Backed Securities |
| GNII ET DN3105 C     | 2065-08-20      | 4.5000%  | 0.0000% | $378641.00         | $369193.25         | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $943363.03         | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $6440000.00        | $1366658.77        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4176 | 2040-11-01      | 2.0000%  | 0.0000% | $147000.00         | $72647.74          | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X     | 2044-03-15      | 5.0000%  | 0.0000% | $186508.00         | $25473.62          | Agency Mortgage-Backed Securities |
| GNII SP 785565 C     | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1012865.19        | Agency Mortgage-Backed Securities |
| GNII ET DN3104 C     | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $187640.05         | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X     | 2048-05-15      | 4.0000%  | 0.0000% | $648638.00         | $58027.30          | Agency Mortgage-Backed Securities |
| GNII ET DM6731 C     | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $75187.93          | Agency Mortgage-Backed Securities |
| GNII SP 784981 C     | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $29783.79          | Agency Mortgage-Backed Securities |
| GNII SF BR8843 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1286672.43        | Agency Mortgage-Backed Securities |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $3254698.40        | Agency Mortgage-Backed Securities |
| GNII SF MA6216 M     | 2049-06-20      | 2.0000%  | 0.0000% | $57187.00          | $27622.10          | Agency Mortgage-Backed Securities |
| GNMI SF 721979 X     | 2028-03-15      | 2.5000%  | 0.0000% | $1962682.00        | $138720.32         | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $10387500.00       | $1219534.34        | Agency Mortgage-Backed Securities |
| GNMI SF 736519 X     | 2040-04-15      | 4.5000%  | 0.0000% | $1034000.00        | $27188.37          | Agency Mortgage-Backed Securities |
| GNMI SF 723437 X     | 2039-11-15      | 5.0000%  | 0.0000% | $352491.00         | $11130.96          | Agency Mortgage-Backed Securities |
| GNII SF DM6470 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1315610.00        | $1356778.85        | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $687066.00         | $315875.89         | Agency Mortgage-Backed Securities |
| GNII SF DM8515 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1165072.00        | $1195078.26        | Agency Mortgage-Backed Securities |
| GNII ET DM2755 C     | 2065-07-20      | 4.0000%  | 0.0000% | $361663.00         | $344425.00         | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $111774.21         | Agency Mortgage-Backed Securities |
| GNMI SF 723225 X     | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $10110.73          | Agency Mortgage-Backed Securities |
| GNII SF DM4204 C     | 2055-10-20      | 7.0000%  | 0.0000% | $2217616.00        | $2324387.76        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $642000.00         | $74843.74          | Agency Mortgage-Backed Securities |
| GNMI SP 783669 X     | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $34965.15          | Agency Mortgage-Backed Securities |
| GNII SF DM7320 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1665310.00        | $1729512.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $27000.00          | $5842.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4639 | 2050-11-01      | 2.5000%  | 0.0000% | $55000.00          | $23998.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3520 | 2050-05-01      | 3.5000%  | 0.0000% | $24473504.00       | $3639618.05        | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $14641968.00       | $1887254.79        | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $309520.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM2690 | 2050-01-01      | 2.5000%  | 0.0000% | $333879.00         | $75355.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3168 | 2055-10-01      | 5.5000%  | 0.0000% | $6410780.00        | $6529373.15        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I6BF0497 | 2060-07-01      | 3.0000%  | 0.0000% | $973000.00         | $468003.28         | Agency Mortgage-Backed Securities |
| GNII SF BY3432 C     | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $92443.55          | Agency Mortgage-Backed Securities |
| GNII RG CO7989 C     | 2045-09-20      | 4.5000%  | 0.0000% | $3716184.00        | $2887043.73        | Agency Mortgage-Backed Securities |
| GNMI SF 778792 X     | 2042-01-15      | 3.5000%  | 0.0000% | $9500050.00        | $1280630.94        | Agency Mortgage-Backed Securities |
| GNII SF BC9322 C     | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16716.18          | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $461044.94         | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1252448.00        | $958279.21         | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $508088.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $15708944.00       | $12225897.84       | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $71000.00          | $32862.89          | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $88729.00          | $91559.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5384 | 2039-04-01      | 4.0000%  | 0.0000% | $544066.00         | $445540.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $851541.43         | Agency Mortgage-Backed Securities |

### Security 712: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV561, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV561
- **C.18 - Value (incl. sponsor support):** $8784000000.00
- **C.18.a - Value (excl. sponsor support):** $8784000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $332284800.00      | $249999785.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $393550800.00      | $249999898.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $228106800.00      | $164597076.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $189607800.00      | $141492794.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $242408000.00      | $249999354.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $249024000.00      | $249999781.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $107200000.00      | $137961789.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $123945000.00      | $121578408.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $130267600.00      | $127780285.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $22204500.00       | $36536845.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $242150400.00      | $249151028.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $341189600.00      | $249999855.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $16257600.00       | $17836005.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $25800100.00       | $27146478.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $158452600.00      | $168092028.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $325470400.00      | $249999670.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $121120200.00      | $124393776.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $203395000.00      | $249999152.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $277747200.00      | $249997731.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $200719000.00      | $166384760.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $119226800.00      | $188229205.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $285980800.00      | $249999768.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $202922800.00      | $217188069.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $18270900.00       | $14107074.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $249326400.00      | $249999581.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $71225600.00       | $73545613.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $256636000.00      | $249999534.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $5069700.00        | $5421969.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $81886000.00       | $88447819.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $277353600.00      | $249999115.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $244816000.00      | $249999501.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $47780200.00       | $42327819.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $34297200.00       | $36211194.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $238371200.00      | $249998837.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $245715200.00      | $249998151.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $241611200.00      | $249999376.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $4005000.00        | $3922151.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $3543600.00        | $3545736.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $285045600.00      | $249999778.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $247628800.00      | $249998917.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $242628800.00      | $249999725.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $243704000.00      | $249957680.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $208560000.00      | $236230791.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $134550400.00      | $80455353.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $516627200.00      | $249999723.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $252270400.00      | $249999227.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $233112000.00      | $225120444.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $242772000.00      | $249998308.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $242028800.00      | $249997246.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $246033600.00      | $249999743.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $22661400.00       | $12036034.20       | U.S. Treasuries (including strips) |

### Security 713: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV587, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV587
- **C.18 - Value (incl. sponsor support):** $1757000000.00
- **C.18.a - Value (excl. sponsor support):** $1757000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $231163200.00      | $221212100.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $248913800.00      | $233901061.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $243193600.00      | $249995886.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $44673600.00       | $33147682.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $251286400.00      | $249997745.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $245472800.00      | $249999932.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $63609600.00       | $59017050.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $7616600.00        | $16392387.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $264682000.00      | $249999650.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $241267600.00      | $228476556.92      | U.S. Treasuries (including strips) |

### Security 714: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC JPM 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV595, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV595
- **C.18 - Value (incl. sponsor support):** $8788000000.00
- **C.18.a - Value (excl. sponsor support):** $8788000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-11-15      | 2.2500%  | 0.0000% | $399087200.00      | $391455501.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $2112342400.00     | $2141268166.87     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1150723200.00     | $1171582321.51     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $3002496000.00     | $3045608708.09     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $45299500.00       | $50351480.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $513870400.00      | $531652712.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $92410000.00       | $94649525.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $280443200.00      | $280517075.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $1271777000.00     | $1256674591.91     | U.S. Treasuries (including strips) |

### Security 715: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC JPM 3.830000%
- **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: ARP1DV5D6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV5D6
- **C.18 - Value (incl. sponsor support):** $2025000000.00
- **C.18.a - Value (excl. sponsor support):** $2025000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1158313.67        | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M     | 2040-09-20      | 5.5000%  | 0.0000% | $468745.00         | $471797.51         | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1150800.49        | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1352904.37        | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $412249.00         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1427549.45        | Agency Mortgage-Backed Securities |
| GNII SF MB0462 M     | 2040-06-20      | 7.0000%  | 0.0000% | $139184.00         | $142754.54         | Agency Mortgage-Backed Securities |
| GNII SF DO2190 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1508626.00        | $1557600.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0785 M     | 2040-11-20      | 5.0000%  | 0.0000% | $486555.00         | $494896.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $50000000.00       | $49779917.39       | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $63506.90          | Agency Mortgage-Backed Securities |
| GNII RG CL3466 C     | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1568856.64        | Agency Mortgage-Backed Securities |
| GNII SF DL5183 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4736856.00        | $4954311.31        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1261359.20        | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1100590.19        | Agency Mortgage-Backed Securities |
| GNII SF DK6565 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1490914.02        | Agency Mortgage-Backed Securities |
| GNII SF DL3542 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1588566.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 3PQU8344 | 2055-11-01      | 5.5000%  | 0.0000% | $3169600.00        | $3186032.22        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1598 | 2035-10-01      | 2.0000%  | 0.0000% | $419211.00         | $175159.42         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7074 | 2055-08-01      | 6.0000%  | 0.0000% | $29802016.00       | $29886725.68       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  | 0.0000% | $172364.00         | $106316.51         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1178 | 2045-06-01      | 6.5000%  | 0.0000% | $3108744.00        | $3060441.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  | 0.0000% | $1500000.00        | $1401686.54        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3227 | 2038-06-01      | 5.0000%  | 0.0000% | $34302592.00       | $559394.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4926 | 2055-12-01      | 5.0000%  | 0.0000% | $11011680.00       | $11006966.06       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0048 | 2055-11-01      | 6.0000%  | 0.0000% | $14266448.00       | $14872757.59       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  | 0.0000% | $123000000.00      | $126620422.96      | Agency Mortgage-Backed Securities |
| GNII SF CK4920 C     | 2052-01-20      | 3.5000%  | 0.0000% | $146807.00         | $107463.66         | Agency Mortgage-Backed Securities |
| GNII SF BY0805 C     | 2050-09-20      | 2.5000%  | 0.0000% | $50000.00          | $20946.69          | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $27245471.07       | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $932729.17         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1610 | 2054-12-01      | 4.5000%  | 0.0000% | $1276934.00        | $1065184.16        | Agency Mortgage-Backed Securities |
| GNPL PN BV3342       | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44644.87          | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $753317.40         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ5273 | 2055-11-01      | 7.0000%  | 0.0000% | $4602200.00        | $4944911.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0028 | 2055-12-01      | 5.5000%  | 0.0000% | $1983524.00        | $2030840.51        | Agency Mortgage-Backed Securities |
| GNPL LM CE7007       | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $73808.63          | Agency Mortgage-Backed Securities |
| GNII SP 786502 C     | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $280483.54         | Agency Mortgage-Backed Securities |
| GNII SF DO0867 C     | 2055-12-20      | 5.5000%  | 0.0000% | $8466224.00        | $8693028.49        | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $452496.58         | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $47717056.00       | $8710469.74        | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $6845479.00        | $2693064.08        | Agency Mortgage-Backed Securities |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1398396.00        | $1462711.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5153 | 2055-08-01      | 6.0000%  | 0.0000% | $190149888.00      | $185496243.27      | Agency Mortgage-Backed Securities |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35068.98          | Agency Mortgage-Backed Securities |
| GNII SF DI8419 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2348751.89        | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $66105856.00       | $61482400.50       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0716 | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $993708.11         | Agency Mortgage-Backed Securities |
| GNII ET DI6471 C     | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $592698.71         | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C     | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $137528.38         | Agency Mortgage-Backed Securities |
| GNII SF CC6421 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1456414.00        | $870061.66         | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C     | 2047-12-20      | 3.5000%  | 0.0000% | $200000.00         | $80949.94          | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1206053.52        | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1619320.00        | $1696483.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ1696 C     | 2055-04-20      | 7.0000%  | 0.0000% | $3211688.00        | $654199.60         | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $31300000.00       | $6293879.38        | Agency Mortgage-Backed Securities |
| GNCL CS CV1939       | 2066-02-15      | 12.3000% | 0.0000% | $10864688.00       | $11986097.64       | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $939989.98         | Agency Mortgage-Backed Securities |
| GNII SF CI1296 C     | 2052-02-20      | 2.5000%  | 0.0000% | $10686800.00       | $5335366.85        | Agency Mortgage-Backed Securities |
| GNII SF CU9626 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2265352.00        | $1198666.05        | Agency Mortgage-Backed Securities |
| GNII SF DO3774 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1437116.00        | $1523045.00        | Agency Mortgage-Backed Securities |
| GNII SF DO2139 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1195206.00        | $1227482.71        | Agency Mortgage-Backed Securities |
| GNII SF DO3806 C     | 2055-12-20      | 5.0000%  | 0.0000% | $83692672.00       | $84196306.63       | Agency Mortgage-Backed Securities |
| GNII SF MB0461 M     | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $280025.98         | Agency Mortgage-Backed Securities |
| GNII SF DN0005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1046147.67        | Agency Mortgage-Backed Securities |
| GNII SF DM7305 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $785157.92         | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C     | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $634746.98         | Agency Mortgage-Backed Securities |
| GNII ET DN9903 C     | 2065-09-20      | 3.5000%  | 0.0000% | $615502.00         | $559403.84         | Agency Mortgage-Backed Securities |
| GNII SF DN3238 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1730932.00        | $1778194.26        | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $592007.23         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8942 | 2055-03-01      | 7.0000%  | 0.0000% | $1643958.00        | $1207382.15        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $617528.24         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4234 | 2040-10-01      | 5.5000%  | 0.0000% | $1185114.00        | $1144852.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8204 | 2055-09-01      | 6.5000%  | 0.0000% | $2093832.00        | $2193827.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6402 | 2055-11-01      | 5.5000%  | 0.0000% | $8331600.00        | $8494943.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0321 | 2055-09-01      | 6.5000%  | 0.0000% | $2676224.00        | $2786918.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $7067744.00        | $6441122.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNRD5234 | 2035-01-01      | 6.0000%  | 0.0000% | $617000.00         | $454997.77         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $2731412.00        | $2041270.92        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1032 | 2054-01-01      | 4.0000%  | 0.0000% | $4250000.00        | $3914375.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0915 | 2033-09-01      | 5.5000%  | 0.0000% | $3943740.00        | $27377.16          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0842 | 2032-08-01      | 6.5000%  | 0.0000% | $52297439.00       | $108104.26         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3553 | 2052-11-01      | 5.0000%  | 0.0000% | $740467.00         | $468967.07         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5512 | 2052-09-01      | 4.0000%  | 0.0000% | $20003616.00       | $15848797.59       | Agency Mortgage-Backed Securities |
| GNII SF MB0593 M     | 2040-09-20      | 4.5000%  | 0.0000% | $434377.00         | $428838.83         | Agency Mortgage-Backed Securities |
| GNPL PN DC7255       | 2060-07-15      | 5.8200%  | 0.0000% | $4716000.00        | $4988289.13        | Agency Mortgage-Backed Securities |
| GNII ET DM1663 C     | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $262058.51         | Agency Mortgage-Backed Securities |
| GNMI SF 767026 X     | 2028-02-15      | 2.5000%  | 0.0000% | $1201152.00        | $87649.14          | Agency Mortgage-Backed Securities |
| GNII SF CM4442 C     | 2052-06-20      | 2.5000%  | 0.0000% | $3140532.00        | $920469.65         | Agency Mortgage-Backed Securities |
| GNII ET DL8562 C     | 2065-08-20      | 7.0000%  | 0.0000% | $11883760.00       | $12392230.42       | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $329423.01         | Agency Mortgage-Backed Securities |
| GNII RG CF0263 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1051452.00        | $369223.53         | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $92370048.00       | $64395072.49       | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $418179.58         | Agency Mortgage-Backed Securities |
| GNII SF DO5511 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1949824.00        | $2030309.68        | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $113903.82         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN3130 | 2035-08-01      | 2.0000%  | 0.0000% | $2500000.00        | $955281.10         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL1375 | 2041-05-01      | 4.0000%  | 0.0000% | $15000000.00       | $894169.73         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3143 | 2043-08-01      | 3.5000%  | 0.0000% | $15000000.00       | $687929.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ6594 | 2054-10-01      | 4.5000%  | 0.0000% | $2389636.00        | $2147550.83        | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $826713.00         | $867912.11         | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $101875584.00      | $75652177.83       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2627 | 2050-05-01      | 2.5000%  | 0.0000% | $149999872.00      | $65445642.84       | Agency Mortgage-Backed Securities |
| GNII SF MA8025 M     | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $294213.49         | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $109943.00         | $10649.30          | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $5760592.00        | $703293.26         | Agency Mortgage-Backed Securities |
| GNII SF DL3772 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2202890.00        | $2279694.29        | Agency Mortgage-Backed Securities |
| GNII SF DL5979 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1911236.00        | $2001830.49        | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $23000000.00       | $2386332.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBX4409 | 2038-07-01      | 3.0000%  | 0.0000% | $277856.00         | $191802.81         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH6285 | 2053-12-01      | 6.5000%  | 0.0000% | $170100.00         | $104127.90         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7543 | 2053-12-01      | 6.5000%  | 0.0000% | $9244048.00        | $4329956.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1596 | 2054-12-01      | 5.0000%  | 0.0000% | $504074.00         | $500850.87         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1891 | 2055-08-01      | 6.5000%  | 0.0000% | $1719396.00        | $1724918.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8524 | 2055-10-01      | 6.0000%  | 0.0000% | $1306472.00        | $1360424.97        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ8585 | 2055-11-01      | 7.0000%  | 0.0000% | $6984000.00        | $7385660.56        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1506 | 2055-08-01      | 7.0000%  | 0.0000% | $1703100.00        | $1810779.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0598 | 2038-06-01      | 5.5000%  | 0.0000% | $101167616.00      | $1757454.70        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0965 | 2052-04-01      | 3.5000%  | 0.0000% | $3694000.00        | $2441546.43        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  | 0.0000% | $345000.00         | $100160.95         | Agency Mortgage-Backed Securities |
| GNII SP 784479 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $370473.73         | Agency Mortgage-Backed Securities |
| GNII SF DG1073 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1447300.00        | $985428.24         | Agency Mortgage-Backed Securities |
| GNII ET DF3028 C     | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $111697.13         | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1217073.59        | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $938149.00         | $480507.04         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2996 | 2055-09-01      | 5.0000%  | 0.0000% | $3064848.00        | $3066025.35        | Agency Mortgage-Backed Securities |
| GNII JM MA5867 M     | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $78096.64          | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $304433.98         | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $573822.97         | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M     | 2048-08-20      | 5.5000%  | 0.0000% | $684160.00         | $57833.79          | Agency Mortgage-Backed Securities |
| GNII SF DM6247 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4688030.00        | $4902037.96        | Agency Mortgage-Backed Securities |
| GNII SF DK7267 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $3438207.66        | Agency Mortgage-Backed Securities |
| GNII SF DL4352 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1557230.00        | $1621521.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT2161 | 2049-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $1802011.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  | 0.0000% | $26478208.00       | $18252265.47       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0854 | 2037-04-01      | 2.5000%  | 0.0000% | $1171260.00        | $726891.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8860 | 2052-09-01      | 5.0000%  | 0.0000% | $2313128.00        | $1829121.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL0194 | 2041-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $679186.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $414758.69         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0257 | 2055-12-01      | 5.5000%  | 0.0000% | $67838976.00       | $69131451.30       | Agency Mortgage-Backed Securities |
| GNII SP 784474 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5800000.00        | $1431369.26        | Agency Mortgage-Backed Securities |
| GNAR AF MB0565 M     | 2055-08-20      | 4.5000%  | 0.0000% | $681227.00         | $681699.18         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0351       | 2060-10-15      | 5.4700%  | 0.0000% | $5400000.00        | $5601552.41        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7277 | 2052-05-01      | 3.5000%  | 0.0000% | $1850000.00        | $1277687.50        | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $693870.87         | Agency Mortgage-Backed Securities |
| GNPL PN CV1946       | 2065-04-15      | 5.5000%  | 0.0000% | $19588580.00       | $20242067.46       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB5820 | 2038-01-01      | 2.5000%  | 0.0000% | $35345.00          | $27572.03          | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1394608.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL749373 | 2033-11-01      | 5.0000%  | 0.0000% | $633113.00         | $10306.61          | Agency Mortgage-Backed Securities |
| GNII SF DB8686 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1770456.00        | $1599592.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6632 | 2055-07-01      | 6.5000%  | 0.0000% | $798960.00         | $843532.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2563 | 2055-07-01      | 6.5000%  | 0.0000% | $1734000.00        | $1211177.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0951 | 2055-12-01      | 5.5000%  | 0.0000% | $2119392.00        | $2183796.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2857 | 2054-10-01      | 6.0000%  | 0.0000% | $22516032.00       | $21111146.13       | Agency Mortgage-Backed Securities |
| GNPL PN DJ0343       | 2060-10-15      | 5.7000%  | 0.0000% | $5478000.00        | $5756490.16        | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $500000.00         | $59390.58          | Agency Mortgage-Backed Securities |
| GNII SF DJ1986 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1518831.54        | Agency Mortgage-Backed Securities |
| GNII SF DH4973 C     | 2055-07-20      | 6.5000%  | 0.0000% | $820793.00         | $860236.11         | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C     | 2065-03-20      | 6.5000%  | 0.0000% | $344889.00         | $241518.01         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0778 | 2034-03-01      | 5.5000%  | 0.0000% | $22659998.00       | $127081.42         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $13782288.00       | $9091632.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6574 | 2054-10-01      | 5.5000%  | 0.0000% | $300000.00         | $277305.47         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1248 | 2039-08-01      | 6.0000%  | 0.0000% | $269541.00         | $219488.04         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4600 | 2048-03-01      | 3.5000%  | 0.0000% | $872000.00         | $679550.54         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $4518000.00        | $2766734.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ5777 C     | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $15400985.96       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8087 | 2055-11-01      | 5.0000%  | 0.0000% | $4638928.00        | $4653693.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4379 | 2040-10-01      | 5.0000%  | 0.0000% | $3334812.00        | $3338648.92        | Agency Mortgage-Backed Securities |
| GNII SF DK9295 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1376428.00        | $1440675.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7508 | 2055-11-01      | 5.5000%  | 0.0000% | $11025984.00       | $11360038.84       | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1107662.00        | $1157434.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ8286 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2603024.00        | $2729272.22        | Agency Mortgage-Backed Securities |
| GNII SF MA2797 M     | 2030-05-20      | 3.0000%  | 0.0000% | $1491780.00        | $70862.57          | Agency Mortgage-Backed Securities |
| FNMS 03.980 ML957502 | 2029-07-01      | 3.9800%  | 0.0000% | $2200000.00        | $63922.18          | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $22000.00          | $11448.09          | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $5107872.00        | $2976143.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $1423500.00        | $47881.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6149 | 2055-09-01      | 5.5000%  | 0.0000% | $2527692.00        | $2583210.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9937 | 2030-09-01      | 3.0000%  | 0.0000% | $407000.00         | $36889.30          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7054 | 2055-10-01      | 7.0000%  | 0.0000% | $1027914.00        | $1086952.06        | Agency Mortgage-Backed Securities |
| GNII SF DK5755 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2474772.00        | $2584060.43        | Agency Mortgage-Backed Securities |
| GNII JM MA7579 M     | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $71138.71          | Agency Mortgage-Backed Securities |
| GNII SF DK4957 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1172884.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $91698.10          | Agency Mortgage-Backed Securities |
| GNII SF DL3166 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1738446.00        | $1823531.84        | Agency Mortgage-Backed Securities |
| GNII SF DL3556 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1322714.00        | $1383625.74        | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1179189.65        | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2969820.00        | $270246.61         | Agency Mortgage-Backed Securities |
| GNII ET DO2119 C     | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $153255.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV5439 | 2040-10-01      | 6.0000%  | 0.0000% | $1071134.00        | $1113319.77        | Agency Mortgage-Backed Securities |
| GNII SF 626951 C     | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2437271.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4945 | 2055-10-01      | 6.0000%  | 0.0000% | $80100864.00       | $81243868.09       | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $916823.17         | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1226890.20        | Agency Mortgage-Backed Securities |
| GNII SF MA4749 M     | 2032-09-20      | 3.0000%  | 0.0000% | $224867.00         | $23343.69          | Agency Mortgage-Backed Securities |
| GNII SF MA5441 M     | 2031-07-20      | 6.5000%  | 0.0000% | $231156.00         | $18434.83          | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $308117.76         | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $144610.36         | Agency Mortgage-Backed Securities |
| GNMI SF 722016 X     | 2028-12-15      | 2.5000%  | 0.0000% | $1331238.00        | $133836.76         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3329 | 2052-09-01      | 3.5000%  | 0.0000% | $313286.00         | $290426.40         | Agency Mortgage-Backed Securities |
| GNII ET DM6732 C     | 2065-09-20      | 4.5000%  | 0.0000% | $190845.00         | $185969.96         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0083 | 2055-08-01      | 6.5000%  | 0.0000% | $1200956.00        | $1267758.60        | Agency Mortgage-Backed Securities |
| GNII JM MB0672 M     | 2055-09-20      | 5.0000%  | 0.0000% | $843795.00         | $837521.80         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9121 | 2055-07-01      | 5.5000%  | 0.0000% | $12002784.00       | $12213661.08       | Agency Mortgage-Backed Securities |
| GNII SF DP2891 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4307264.00        | $4346712.80        | Agency Mortgage-Backed Securities |
| GNII ET DM2985 C     | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $244317.85         | Agency Mortgage-Backed Securities |
| GNII SF DM1111 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2530376.00        | $2653862.49        | Agency Mortgage-Backed Securities |
| GNII SF DN7313 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1577684.00        | $1608678.21        | Agency Mortgage-Backed Securities |
| GNII SF DM3337 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1674454.00        | $1771303.22        | Agency Mortgage-Backed Securities |
| GNII ET DM7095 C     | 2065-09-20      | 3.5000%  | 0.0000% | $365391.00         | $332107.58         | Agency Mortgage-Backed Securities |
| GNII ET DN5341 C     | 2065-11-20      | 3.5000%  | 0.0000% | $75788.00          | $69178.01          | Agency Mortgage-Backed Securities |
| GNII SF DM1572 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1022444.00        | $1072275.90        | Agency Mortgage-Backed Securities |
| GNII SF DM1828 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1101806.00        | $1155242.61        | Agency Mortgage-Backed Securities |
| GNMI SF 705951 X     | 2027-08-15      | 2.5000%  | 0.0000% | $1329354.00        | $128135.41         | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1372052.96        | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $3591816.00        | $2231790.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9209 M     | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $17764.28          | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $2494188.00        | $1951636.19        | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M     | 2053-08-20      | 3.5000%  | 0.0000% | $1045000.00        | $712710.57         | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $274060.47         | Agency Mortgage-Backed Securities |
| GNII SF DK6656 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2217296.03        | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $847669.13         | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $1640000.00        | $1735310.02        | Agency Mortgage-Backed Securities |
| GNII SF DL0489 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1619986.00        | $1694237.43        | Agency Mortgage-Backed Securities |
| GNMI SF BQ7388 X     | 2049-11-15      | 3.5000%  | 0.0000% | $1463366.00        | $136986.95         | Agency Mortgage-Backed Securities |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $645346.38         | Agency Mortgage-Backed Securities |
| GNMI SF AS4907 X     | 2046-04-15      | 4.0000%  | 0.0000% | $909018.00         | $86386.02          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9146 | 2055-11-01      | 6.0000%  | 0.0000% | $31044800.00       | $32014969.15       | Agency Mortgage-Backed Securities |
| FEPC 04.500 3JZJ2789 | 2039-06-01      | 4.5000%  | 0.0000% | $103000.00         | $27098.24          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7554 | 2052-04-01      | 2.5000%  | 0.0000% | $1500000.00        | $960577.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $1565016.00        | $1324664.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3883 | 2040-07-01      | 5.5000%  | 0.0000% | $1072316.00        | $1079783.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4033 | 2053-10-01      | 6.5000%  | 0.0000% | $1700000.00        | $1304844.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4159 | 2040-09-01      | 5.0000%  | 0.0000% | $2493352.00        | $2514375.99        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBK5641 | 2035-10-01      | 2.0000%  | 0.0000% | $330000.00         | $138392.41         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9116 | 2054-11-01      | 6.5000%  | 0.0000% | $2015628.00        | $2094987.12        | Agency Mortgage-Backed Securities |
| GNII SF DH6888 C     | 2055-02-20      | 6.5000%  | 0.0000% | $4202400.00        | $2729793.75        | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M     | 2034-01-20      | 4.5000%  | 0.0000% | $2589124.00        | $228304.28         | Agency Mortgage-Backed Securities |
| GNII ET DK1965 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2227661.21        | Agency Mortgage-Backed Securities |
| GNII SF DK0415 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1281852.00        | $1339709.62        | Agency Mortgage-Backed Securities |
| GNII SF MB0597 M     | 2040-09-20      | 6.5000%  | 0.0000% | $255307.00         | $264169.38         | Agency Mortgage-Backed Securities |
| GNII SF DI3374 C     | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $1967952.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4099 | 2053-02-01      | 5.5000%  | 0.0000% | $600000.00         | $481643.60         | Agency Mortgage-Backed Securities |
| GNII ET DK3110 C     | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1161814.37        | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $445699.55         | Agency Mortgage-Backed Securities |
| GNII SF DJ9938 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1268656.00        | $1329577.25        | Agency Mortgage-Backed Securities |
| GNII SF 796727 C     | 2038-12-20      | 6.5000%  | 0.0000% | $1887146.00        | $65184.82          | Agency Mortgage-Backed Securities |
| GNII ET DO0339 C     | 2065-09-20      | 2.0000%  | 0.0000% | $500473.00         | $391382.16         | Agency Mortgage-Backed Securities |
| GNII SF DK6443 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1055410.00        | $1103854.36        | Agency Mortgage-Backed Securities |
| GNII SF AC0282 C     | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $386511.96         | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15757190.26       | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $5764640.28        | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $860815.00         | $433428.66         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3653 | 2055-09-01      | 7.0000%  | 0.0000% | $1772412.00        | $1879476.81        | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $604226.17         | Agency Mortgage-Backed Securities |
| GNAR AT 081039 M     | 2034-08-20      | 5.3750%  | 0.0000% | $15999392.00       | $202077.36         | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $70818.61          | Agency Mortgage-Backed Securities |
| GNII SF MA7912 M     | 2037-03-20      | 3.5000%  | 0.0000% | $647991.00         | $194333.92         | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $1057608.67        | Agency Mortgage-Backed Securities |
| GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $75516.00          | $75423.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0088 | 2055-11-01      | 5.5000%  | 0.0000% | $10129376.00       | $10384307.10       | Agency Mortgage-Backed Securities |
| GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $240449.93         | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $150279.21         | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLSI2120 | 2054-07-25      | 6.5000%  | 0.0000% | $36416704.00       | $30644359.00       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $147628544.00      | $139885683.44      | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $285519.73         | Agency Mortgage-Backed Securities |
| GNII SF DM4564 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1968107.41        | Agency Mortgage-Backed Securities |
| GNII SF DM4288 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1432784.00        | $1500691.12        | Agency Mortgage-Backed Securities |
| GNII SF DM4244 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1797868.00        | $1883715.39        | Agency Mortgage-Backed Securities |
| GNII SF DM3433 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2453876.00        | $2565619.54        | Agency Mortgage-Backed Securities |
| GNII SF DG1159 C     | 2054-12-20      | 6.5000%  | 0.0000% | $3519530.00        | $1503634.83        | Agency Mortgage-Backed Securities |
| GNII ET DH5131 C     | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $321643.53         | Agency Mortgage-Backed Securities |
| GNII SF DJ2851 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10102928.00       | $10566383.40       | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $301630.20         | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $407388.77         | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $50452.00          | $52729.36          | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2156871.76        | Agency Mortgage-Backed Securities |
| GNII SF AZ7823 C     | 2047-04-20      | 3.5000%  | 0.0000% | $295000.00         | $76427.89          | Agency Mortgage-Backed Securities |
| GNII SF DM4663 C     | 2055-11-20      | 5.5000%  | 0.0000% | $10189120.00       | $10547590.12       | Agency Mortgage-Backed Securities |
| GNII SF DM6550 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1421708.00        | $1497111.57        | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $965507.98         | Agency Mortgage-Backed Securities |
| GNII SF DM4291 C     | 2055-09-20      | 6.5000%  | 0.0000% | $877760.00         | $928455.21         | Agency Mortgage-Backed Securities |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1259933.78        | Agency Mortgage-Backed Securities |
| GNMI SF 757397 X     | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $143788.34         | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $354324.83         | Agency Mortgage-Backed Securities |
| GNII SF MA9489 M     | 2054-02-20      | 6.0000%  | 0.0000% | $45227264.00       | $26623734.64       | Agency Mortgage-Backed Securities |
| GNII SF DK9219 C     | 2055-07-20      | 4.0000%  | 0.0000% | $9033088.00        | $8356934.33        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0685 | 2055-08-01      | 6.5000%  | 0.0000% | $3063644.00        | $3225818.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4458 | 2055-09-01      | 6.0000%  | 0.0000% | $2381600.00        | $2452892.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6082 | 2055-10-01      | 6.0000%  | 0.0000% | $1325010.00        | $1375355.72        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2530 | 2037-03-01      | 2.5000%  | 0.0000% | $1867422.00        | $1110759.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5150 | 2033-05-01      | 5.0000%  | 0.0000% | $560409.00         | $263005.54         | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $387444.77         | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 5.3750%  | 0.0000% | $6940000.00        | $217452.56         | Agency Mortgage-Backed Securities |
| GNII SF DL5948 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1628440.00        | $1705787.38        | Agency Mortgage-Backed Securities |
| GNII SF DM3697 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1223228.00        | $1233290.59        | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M     | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $28946.36          | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1501695.63        | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $3820590.00        | $484073.28         | Agency Mortgage-Backed Securities |
| GNII SF DN3061 C     | 2055-10-20      | 6.5000%  | 0.0000% | $10794288.00       | $11228405.86       | Agency Mortgage-Backed Securities |
| GNII SF MA5690 M     | 2031-08-20      | 7.0000%  | 0.0000% | $53730.00          | $11991.70          | Agency Mortgage-Backed Securities |
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $714054.79         | Agency Mortgage-Backed Securities |
| GNMI SF BB3477 X     | 2047-09-15      | 5.0000%  | 0.0000% | $1177452.00        | $106316.81         | Agency Mortgage-Backed Securities |
| GNMI SF BG0080 X     | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $266640.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3886 | 2040-07-01      | 5.5000%  | 0.0000% | $4011120.00        | $3924652.76        | Agency Mortgage-Backed Securities |
| GNII SF DL6442 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1574916.16        | Agency Mortgage-Backed Securities |
| GNMI SF BM2477 X     | 2049-09-15      | 2.5000%  | 0.0000% | $53617.00          | $15269.57          | Agency Mortgage-Backed Securities |
| GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $6086.18           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0636 | 2037-08-01      | 3.0000%  | 0.0000% | $744890.00         | $418195.98         | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $255990.67         | Agency Mortgage-Backed Securities |
| GNII RG CN6337 C     | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $358023.45         | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $346547.83         | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $6897232.00        | $457979.51         | Agency Mortgage-Backed Securities |
| GNII SF AM1139 C     | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1849734.00        | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $967866.43         | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1446578.00        | $1141191.32        | Agency Mortgage-Backed Securities |
| GNII RG CP0132 C     | 2045-07-20      | 3.5000%  | 0.0000% | $375000.00         | $204283.67         | Agency Mortgage-Backed Securities |
| GNII JM MA9159 M     | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $160070.80         | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $705964.33         | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $188660.29         | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $548394.00         | $228451.02         | Agency Mortgage-Backed Securities |
| GNII SF DG9280 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $966814.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0452 | 2055-12-01      | 5.5000%  | 0.0000% | $10725392.00       | $10947301.46       | Agency Mortgage-Backed Securities |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $81692.79          | Agency Mortgage-Backed Securities |
| GNII SF DH2738 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $977319.64         | Agency Mortgage-Backed Securities |
| GNII SP 787169 C     | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6431509.68        | Agency Mortgage-Backed Securities |
| GNII SF MA8422 M     | 2052-10-20      | 2.0000%  | 0.0000% | $1323304.00        | $760140.77         | Agency Mortgage-Backed Securities |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $101154240.00      | $37227342.93       | Agency Mortgage-Backed Securities |
| GNII ET DN4219 C     | 2065-05-20      | 3.0000%  | 0.0000% | $357621.00         | $319727.85         | Agency Mortgage-Backed Securities |
| GNII SF DN5547 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1282526.00        | $1344948.30        | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $87365632.00       | $65043179.25       | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $593411.26         | Agency Mortgage-Backed Securities |
| GNII SF DK5760 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5654088.00        | $5919731.63        | Agency Mortgage-Backed Securities |
| GNII ET DK8685 C     | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $430318.46         | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $85000.00          | $60614.44          | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $176958.02         | Agency Mortgage-Backed Securities |
| GNMI SF BJ2882 X     | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $40543.78          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNRD5206 | 2034-08-01      | 6.0000%  | 0.0000% | $298000.00         | $184681.32         | Agency Mortgage-Backed Securities |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $47527.00          | $22289.80          | Agency Mortgage-Backed Securities |
| GNII ET CZ9537 C     | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $296628.66         | Agency Mortgage-Backed Securities |
| GNII SF DN5533 C     | 2055-11-20      | 6.0000%  | 0.0000% | $986043.00         | $1022618.94        | Agency Mortgage-Backed Securities |
| GNII SF DN5535 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1627564.00        | $1685987.92        | Agency Mortgage-Backed Securities |
| GNII SF DN2296 C     | 2055-10-20      | 7.0000%  | 0.0000% | $3917932.00        | $4170118.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $562879.00         | $462437.90         | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $278585343.00      | $175684710.29      | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $4088632.64        | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $578136.94         | Agency Mortgage-Backed Securities |
| GNII SF DM3435 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6938413.97        | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2316060.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1047 | 2052-07-01      | 4.5000%  | 0.0000% | $832204.00         | $622386.76         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0211 | 2041-12-01      | 2.0000%  | 0.0000% | $1800000.00        | $1137797.99        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0937 | 2052-04-01      | 3.0000%  | 0.0000% | $477659.00         | $347354.95         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $531000.00         | $396182.01         | Agency Mortgage-Backed Securities |

### Security 716: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC JPM 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV5E4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV5E4
- **C.18 - Value (incl. sponsor support):** $8788000000.00
- **C.18.a - Value (excl. sponsor support):** $8788000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-02-26      | 0.0000%  | 0.0000% | $789500.00         | $785190.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $104507200.00      | $106696268.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $372559200.00      | $349055839.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $280298400.00      | $278450951.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $817700.00         | $812445.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $44100.00          | $43518.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $404420800.00      | $407032060.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $398764400.00      | $402453682.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $90497100.00       | $91252451.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $4500300.00        | $4463829.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $7719500.00        | $8064959.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $867622400.00      | $878293096.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $984400.00         | $973066.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $22363700.00       | $22033186.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $565136800.00      | $562621658.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $17400.00          | $17325.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $21244000.00       | $21016018.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $379382400.00      | $388633218.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $173519000.00      | $170473140.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $4746880000.00     | $4803312057.04     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $490582000.00      | $467276094.39      | U.S. Treasuries (including strips) |

### Security 717: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC JPM 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV5W4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV5W4
- **C.18 - Value (incl. sponsor support):** $8366000000.00
- **C.18.a - Value (excl. sponsor support):** $8366000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-11-30      | 1.2500%  | 0.0000% | $8685000.00        | $8515716.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $200512200.00      | $201930335.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7622%  | 0.0000% | $131457200.00      | $132376649.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $3228900.00        | $3339328.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $857076800.00      | $876054837.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $2521168000.00     | $2507913638.02     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3664588800.00     | $3695762829.28     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $102101000.00      | $104255867.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $986545600.00      | $1003170882.80     | U.S. Treasuries (including strips) |

### Security 718: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC JPM 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV5X2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV5X2
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $206.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $1900.00           | $1932.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $36979300.00       | $36881489.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $900.00            | $895.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $5504600.00        | $5445931.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $298461100.00      | $294535441.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $6752200.00        | $6941060.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $9409900.00        | $7315728.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $490562900.00      | $495517894.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1736200.00        | $1772363.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1900.00           | $1947.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $1300.00           | $1353.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $10994900.00       | $11086671.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $95800.00          | $100087.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $366600.00         | $392015.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $198.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $98400.00          | $100075.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $3531300.00        | $3096017.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $10236700.00       | $10321685.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $400.00            | $387.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1700.00           | $1669.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $78947400.00       | $55819468.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $215900.00         | $206049.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $146542000.00      | $151182618.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $157.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $100900.00         | $100003.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1700.00           | $1261.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $330252300.00      | $339388618.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $547636600.00      | $557325711.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $2480800.00        | $2280955.43        | U.S. Treasuries (including strips) |

### Security 719: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.850000%
- **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: ARP1DV6R4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1DV6R4
- **C.18 - Value (incl. sponsor support):** $2094000000.00
- **C.18.a - Value (excl. sponsor support):** $2094000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-116 AE                                   | 2051-09-20      | 5.5000%  | 0.0000% | $66571392.00       | $65477766.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FB                                   | 2053-05-20      | 4.9177%  | 0.0000% | $150000000.00      | $58289478.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-081 GB                                   | 2054-05-20      | 5.7500%  | 0.0000% | $49999999.00       | $51597532.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 4.8177%  | 0.0000% | $20361000.00       | $10814182.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-053 DL                                   | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $30796719.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 GJ                                   | 2053-11-20      | 7.5000%  | 0.0000% | $23069952.00       | $22354342.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 FU                                   | 2054-07-20      | 5.0177%  | 0.0000% | $30000000.00       | $22069223.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-201 C                                    | 2066-03-16      | 4.5000%  | 0.0000% | $17007760.00       | $14745983.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FH                                   | 2054-11-20      | 5.5977%  | 0.0000% | $100000000.00      | $68852108.30       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-05-15      | 6.5000%  | 0.0000% | $989999.00         | $15774.57          | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-03-25      | 5.1742%  | 0.0000% | $22000.00          | $18038.42          | Agency Collateralized Mortgage Obligation |
| FNRM CL082PT R24F082                               | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $31504970.43       | Agency Collateralized Mortgage Obligation |
| FNRM CL108G R25F108                                | 2051-02-25      | 5.5000%  | 0.0000% | $98448896.00       | $99319413.92       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-12-25      | 5.0000%  | 0.0000% | $1660000.00        | $1226468.89        | Agency Collateralized Mortgage Obligation |
| FNRM CL021CA R18F021                               | 2045-04-25      | 3.5000%  | 0.0000% | $1290000.00        | $9298.45           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 FA                                   | 2054-05-20      | 5.2677%  | 0.0000% | $100000000.00      | $46273065.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CB                                   | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51335116.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-170 YL                                   | 2055-07-20      | 5.5000%  | 0.0000% | $19443456.00       | $19722126.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 NF                                   | 2055-05-20      | 5.0677%  | 0.0000% | $50000000.00       | $48588000.31       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN5   B-1    20421125 FLT | 2042-11-25      | 13.3742% | 0.0000% | $6000000.00        | $6847155.16        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-05-25      | 4.8742%  | 0.0000% | $100000000.00      | $65555745.75       | Agency Collateralized Mortgage Obligation |
| FNRM CL047AY R15F047                               | 2045-07-25      | 3.0000%  | 0.0000% | $1000000.00        | $271157.45         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 ND                                   | 2052-03-20      | 4.7500%  | 0.0000% | $82265000.00       | $80123666.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-53 WA                                    | 2036-06-20      | 4.4985%  | 0.0000% | $12689488.00       | $913798.28         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.2500%  | 0.0000% | $27602000.00       | $27302117.99       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-02-15      | 3.0000%  | 0.0000% | $3994000.00        | $1061479.13        | Agency Collateralized Mortgage Obligation |
| FNRM RC088GC R20F088                               | 2050-12-25      | 1.0000%  | 0.0000% | $24000000.00       | $10636826.82       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-06-25      | 2.5000%  | 0.0000% | $505000.00         | $347346.74         | Agency Collateralized Mortgage Obligation |
| FNRM CL067BV R25F067                               | 2036-07-25      | 5.5000%  | 0.0000% | $16282000.00       | $16374365.76       | Agency Collateralized Mortgage Obligation |
| FNRM CL041JA R25F041                               | 2051-03-25      | 5.0000%  | 0.0000% | $25721888.00       | $19505154.75       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 5.2742%  | 0.0000% | $19910000.00       | $14479748.67       | Agency Collateralized Mortgage Obligation |
| FNRM CL001AY R25F001                               | 2055-02-25      | 5.5000%  | 0.0000% | $5659672.00        | $5779789.11        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-02-25      | 2.0000%  | 0.0000% | $3300000.00        | $858312.01         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-06-25      | 5.5000%  | 0.0000% | $1225000.00        | $1247793.98        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-08-25      | 5.0242%  | 0.0000% | $15000000.00       | $14071615.29       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-06-25      | 4.5000%  | 0.0000% | $660000.00         | $601941.13         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF98         CL     20301226 FLT | 2030-12-26      | 12.6231% | 0.0000% | $9213168.00        | $5726891.37        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.3242%  | 0.0000% | $109086000.00      | $75776794.88       | Agency Collateralized Mortgage Obligation |
| FNRM CL108A R25F108                                | 2048-02-25      | 5.0000%  | 0.0000% | $30129000.00       | $30358000.50       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-08-25      | 5.0000%  | 0.0000% | $252376000.00      | $249999955.28      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-07-25      | 5.0000%  | 0.0000% | $1015000.00        | $827012.27         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-10-15      | 1.5000%  | 0.0000% | $437999.00         | $377615.75         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-03O MF                                   | 2071-02-20      | 5.2141%  | 0.0000% | $22074016.00       | $12861803.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O FA                                   | 2070-09-20      | 4.4841%  | 0.0000% | $7690000.00        | $4608344.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-1O FE                                    | 2068-01-20      | 5.0994%  | 0.0000% | $3254000.00        | $1285284.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-08O AF                                   | 2068-01-20      | 4.2177%  | 0.0000% | $1400000.00        | $405338.89         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-137 AC                                   | 2052-04-20      | 5.0000%  | 0.0000% | $150000000.00      | $150555171.33      | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   B-1    20520528 FLT | 2052-05-28      | 13.3742% | 0.0000% | $18500000.00       | $21973125.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 FM                                   | 2055-01-20      | 5.2677%  | 0.0000% | $225000000.00      | $156899507.50      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FA                                   | 2054-10-20      | 4.9377%  | 0.0000% | $45753000.00       | $37058709.47       | Agency Collateralized Mortgage Obligation |
| MNRM CL004A2 R25M004                               | 2035-08-25      | 4.3890%  | 0.0000% | $16860000.00       | $16816492.77       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2043-12-25      | 2.0000%  | 0.0000% | $5000000.00        | $1262079.30        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.0000%  | 0.0000% | $34138300.00       | $32821769.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-5O NF                                    | 2069-05-20      | 4.7441%  | 0.0000% | $3700000.00        | $1345500.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB                                   | 2051-12-20      | 2.5000%  | 0.0000% | $50000000.00       | $31166828.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O FJ                                    | 2066-04-20      | 4.9641%  | 0.0000% | $400000.00         | $65838.79          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-127 KE                                   | 2044-04-16      | 2.5000%  | 0.0000% | $24553400.00       | $17682115.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-019 TL                                   | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50777716.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $40489344.00       | $39652249.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H30 GA                                   | 2062-12-20      | 4.4641%  | 0.0000% | $300000.00         | $10296.94          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-137 E                                    | 2051-06-20      | 5.0000%  | 0.0000% | $58333400.00       | $58391679.18       | Agency Collateralized Mortgage Obligation |
| GNRM 2003-25 T                                     | 2033-04-20      | 5.0000%  | 0.0000% | $12999.00          | $527.71            | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FB                                    | 2065-03-20      | 4.7441%  | 0.0000% | $299999.00         | $27741.82          | Agency Collateralized Mortgage Obligation |
| FNRM CL070LA R25F070                               | 2052-03-25      | 5.0000%  | 0.0000% | $92778496.00       | $87784613.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-066 FE                                   | 2053-05-20      | 4.7677%  | 0.0000% | $29974800.00       | $18242549.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 FA                                   | 2053-07-20      | 4.9677%  | 0.0000% | $100000000.00      | $41842326.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-14O FG                                   | 2074-08-20      | 4.7177%  | 0.0000% | $106520640.00      | $101228494.37      | Agency Collateralized Mortgage Obligation |

### Security 720: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **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: ARP1DV6Y9, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1DV6Y9
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $21111469.00       | $8247686.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8296 | 2046-11-01      | 3.0000%  | 0.0000% | $204959802.00      | $58396786.66       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7231 | 2046-05-01      | 3.0000%  | 0.0000% | $407803026.00      | $59118202.88       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8106 | 2046-10-01      | 3.0000%  | 0.0000% | $217713653.00      | $58764459.23       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBA1907 | 2045-08-01      | 3.0000%  | 0.0000% | $184196265.00      | $24562865.42       | Agency Mortgage-Backed Securities |

### Security 721: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.700000%
- **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: ARP1DV7J1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV7J1
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CNRD5115 | 2032-08-01      | 4.0000%  | 0.0000% | $525000.00         | $229547.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5289 | 2044-03-01      | 5.0000%  | 0.0000% | $34187.00          | $24849.67          | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2108 | 2051-04-25      | 2.5000%  | 0.0000% | $36000.00          | $28208.21          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4526 | 2052-03-01      | 2.0000%  | 0.0000% | $26954.00          | $19816.68          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0857 | 2055-08-01      | 6.5000%  | 0.0000% | $1580298.00        | $1660028.14        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0001 | 2040-06-01      | 4.5000%  | 0.0000% | $77914496.00       | $70128669.86       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7332 | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $62708.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1695 | 2052-10-01      | 5.0000%  | 0.0000% | $129000.00         | $99985.30          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $95040.00          | $73725.57          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6425 | 2032-09-01      | 6.5000%  | 0.0000% | $1467976.00        | $21383.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS9423 | 2044-06-01      | 5.0000%  | 0.0000% | $135000.00         | $14969.64          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA4727 | 2051-03-01      | 2.0000%  | 0.0000% | $101236.00         | $61692.89          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZN0740 | 2043-06-01      | 3.0000%  | 0.0000% | $52000.00          | $16727.20          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6536 | 2049-03-01      | 4.0000%  | 0.0000% | $591000.00         | $57880.05          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0788 | 2032-04-01      | 7.0000%  | 0.0000% | $8411500.00        | $43517.97          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0097 | 2034-10-01      | 2.5000%  | 0.0000% | $155000.00         | $47036.19          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4300 | 2047-09-01      | 4.5000%  | 0.0000% | $275000.00         | $70622.01          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1046 | 2037-11-01      | 3.0000%  | 0.0000% | $33379.00          | $23787.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $8508.39           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7675 | 2052-07-01      | 4.5000%  | 0.0000% | $40715000.00       | $29936827.31       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1756 | 2036-02-01      | 1.5000%  | 0.0000% | $91975.00          | $44786.81          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $63000.00          | $6316.75           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5301 | 2044-07-01      | 5.5000%  | 0.0000% | $25000.00          | $16643.38          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5222 | 2043-01-01      | 6.5000%  | 0.0000% | $29230.00          | $13383.52          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PSE9003 | 2049-08-01      | 3.5000%  | 0.0000% | $2822800.00        | $413508.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7944 | 2052-09-01      | 5.5000%  | 0.0000% | $41000.00          | $34397.48          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  | 0.0000% | $135326.00         | $21100.20          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZN0685 | 2043-04-01      | 3.0000%  | 0.0000% | $69000.00          | $10016.34          | Agency Mortgage-Backed Securities |
| GNII SF MB0256 M     | 2050-10-20      | 4.0000%  | 0.0000% | $104369000.00      | $97118534.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890221 | 2033-12-01      | 5.5000%  | 0.0000% | $1909000.00        | $37296.21          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN2806 | 2049-01-01      | 4.5000%  | 0.0000% | $819335.00         | $67418.99          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6448 | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $36698.53          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4563 | 2044-04-01      | 4.5000%  | 0.0000% | $935000.00         | $54360.58          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4608 | 2045-03-01      | 4.0000%  | 0.0000% | $449398.00         | $37784.70          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4422 | 2040-08-01      | 4.5000%  | 0.0000% | $190000.00         | $5977.07           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4682 | 2046-10-01      | 3.0000%  | 0.0000% | $70000.00          | $10944.32          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9066 | 2052-08-01      | 4.5000%  | 0.0000% | $12000.00          | $8300.97           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD4390 | 2052-01-01      | 3.0000%  | 0.0000% | $73654.00          | $60072.25          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4049 | 2040-08-01      | 6.0000%  | 0.0000% | $1330400.00        | $1371185.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3873 | 2055-12-01      | 5.0000%  | 0.0000% | $16624640.00       | $16848435.37       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE5290 | 2052-04-01      | 2.5000%  | 0.0000% | $25540.00          | $20103.16          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE0382 | 2052-04-01      | 2.5000%  | 0.0000% | $61442.00          | $41024.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM8530 | 2027-04-01      | 3.2400%  | 0.0000% | $1600000.00        | $1273365.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3894 | 2055-04-01      | 6.0000%  | 0.0000% | $69429632.00       | $65378036.84       | Agency Mortgage-Backed Securities |
| FNMS 07.000 GO767862 | 2032-10-01      | 7.0000%  | 0.0000% | $3000000.00        | $19204.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7264 | 2052-07-01      | 4.0000%  | 0.0000% | $10000000.00       | $8109311.49        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6254 | 2055-10-01      | 7.0000%  | 0.0000% | $2067456.00        | $2185803.36        | Agency Mortgage-Backed Securities |
| GNII SF 004658 M     | 2040-03-20      | 5.0000%  | 0.0000% | $4647048.00        | $142392.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4134 | 2048-05-01      | 3.5000%  | 0.0000% | $25000000.00       | $7618166.66        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $31000.00          | $22669.92          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA3908 | 2050-11-01      | 1.5000%  | 0.0000% | $100000.00         | $50771.35          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA2019 | 2050-01-01      | 3.5000%  | 0.0000% | $65938.00          | $18382.68          | Agency Mortgage-Backed Securities |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $241472512.00      | $249999540.09      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4253 | 2040-10-01      | 5.0000%  | 0.0000% | $1918560.00        | $1924821.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $58227.00          | $40765.30          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4609 | 2045-04-01      | 3.0000%  | 0.0000% | $500000.00         | $66492.68          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1027 | 2035-10-01      | 3.0000%  | 0.0000% | $80000.00          | $54849.30          | Agency Mortgage-Backed Securities |
| FMAR 1L0290 G        | 2035-12-01      | 6.3840%  | 0.0000% | $10295000.00       | $27170.82          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | 0.0000% | $884977.00         | $7996.81           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0206 | 2041-11-01      | 2.0000%  | 0.0000% | $2100000.00        | $1223141.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4188 | 2035-04-01      | 6.5000%  | 0.0000% | $7995576.00        | $73432.08          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9935 | 2047-02-01      | 3.0000%  | 0.0000% | $250000.00         | $66822.52          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8817 | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $78101.91          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $18000.00          | $11600.51          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7475 | 2053-07-01      | 6.5000%  | 0.0000% | $61455.00          | $44131.00          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5610 | 2055-12-01      | 5.5000%  | 0.0000% | $153499136.00      | $157876061.48      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1963 | 2054-07-01      | 5.5000%  | 0.0000% | $78000.00          | $74794.34          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3808 | 2050-10-01      | 2.0000%  | 0.0000% | $38439.00          | $22716.10          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0707 | 2053-08-01      | 3.5000%  | 0.0000% | $10000.00          | $8754.19           | Agency Mortgage-Backed Securities |
| GNII SF DL5031 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2873612.00        | $3018811.76        | Agency Mortgage-Backed Securities |
| GNII SF DL7674 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3517096.00        | $3680928.36        | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $10216832.00       | $6867086.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3767 | 2053-08-01      | 5.0000%  | 0.0000% | $19428820.00       | $19705013.64       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8150 | 2037-02-01      | 3.0000%  | 0.0000% | $131643.00         | $66230.04          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2797 | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $127643.48         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4176 | 2052-09-01      | 3.0000%  | 0.0000% | $19714.00          | $15090.46          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN4913 | 2036-01-01      | 1.5000%  | 0.0000% | $195000.00         | $95125.04          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | 0.0000% | $1010000.00        | $583204.47         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA2215 | 2056-01-01      | 4.5000%  | 0.0000% | $10835920.00       | $10661786.77       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0785 | 2053-04-01      | 5.5000%  | 0.0000% | $2506748.00        | $1711084.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW5579 | 2052-07-01      | 3.5000%  | 0.0000% | $103950.00         | $73832.83          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8521 | 2055-04-01      | 4.0000%  | 0.0000% | $87739.00          | $80773.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3410 | 2039-09-01      | 5.5000%  | 0.0000% | $1100000.00        | $34580.65          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4561 | 2044-04-01      | 3.5000%  | 0.0000% | $614655.00         | $40033.73          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $11236.83          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4419 | 2040-11-01      | 5.5000%  | 0.0000% | $2498692.00        | $2561626.41        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2087 | 2052-06-01      | 3.5000%  | 0.0000% | $34215.00          | $26633.31          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $83347.71          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI0295 | 2054-02-01      | 6.0000%  | 0.0000% | $1287270.00        | $1162794.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5140 | 2033-04-01      | 5.0000%  | 0.0000% | $208400.00         | $95246.43          | Agency Mortgage-Backed Securities |
| GNII SF DH9573 C     | 2055-02-20      | 5.5000%  | 0.0000% | $9860272.00        | $6469809.55        | Agency Mortgage-Backed Securities |

### Security 722: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2013A1, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD2013A1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 723: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2013B9, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD2013B9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 724: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2013C7, C.3 - LEI: N/A, C.5 - Other ID: ATD2013C7
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 725: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2013E3, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD2013E3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 726: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2013N3, C.3 - LEI: N/A, C.5 - Other ID: ATD2013N3
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 727: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD201VL6, C.3 - LEI: N/A, C.5 - Other ID: ATD201VL6
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 728: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD201VM4, C.3 - LEI: N/A, C.5 - Other ID: ATD201VM4
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 729: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD201VN2, C.3 - LEI: N/A, C.5 - Other ID: ATD201VN2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 730: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.850000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202O57, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD202O57
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 731: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.700000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202O65, C.3 - LEI: N/A, C.5 - Other ID: ATD202O65
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 732: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202O73, C.3 - LEI: N/A, C.5 - Other ID: ATD202O73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 733: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 3.780000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202O81, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: ATD202O81
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 734: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202O99, C.3 - LEI: N/A, C.5 - Other ID: ATD202O99
- **C.18 - Value (incl. sponsor support):** $482000000.00
- **C.18.a - Value (excl. sponsor support):** $482000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 735: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.700000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202OA6, C.3 - LEI: N/A, C.5 - Other ID: ATD202OA6
- **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:** 3.7000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 736: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202OB4, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ATD202OB4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 737: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.750000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD202OC2, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD202OC2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-01-08

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO