# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-034985
**Filing Date:** 2026-4
**Character Count:** 4161517
**Document Hash:** effe0968c139a7ffc190c27802e034e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034985.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034985

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843776

**BUSINESS ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 800-650-9744

**MAIL ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**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:** 29 days

- **WAL:** 58 days

- **Total Value of Portfolio Securities:** $390050593699.89

- **Amortized Cost of Portfolio Securities:** $390081576124.00

- **Cash:** $6384000000.85

- **Total Other Assets:** $933030054.61

- **Total Liabilities:** $1915671024.19

- **Net Assets of Series:** $395482935155.27

- **Number of Shares Outstanding (Series):** 395479841046.2900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $168055121486.74          | $218185158788.39           | 42.6800%                  | 55.4200%                   |
| 2026-03-03 | $169509064598.08          | $217213344609.99           | 43.0100%                  | 55.1100%                   |
| 2026-03-04 | $164570300570.44          | $217115017051.20           | 41.8100%                  | 55.1600%                   |
| 2026-03-05 | $167890231468.69          | $216860098885.71           | 42.6200%                  | 55.0600%                   |
| 2026-03-06 | $162894896636.50          | $216907064423.88           | 41.3500%                  | 55.0600%                   |
| 2026-03-09 | $167003123413.81          | $217300932458.09           | 42.3800%                  | 55.1400%                   |
| 2026-03-10 | $170768414978.32          | $217521548094.87           | 43.1800%                  | 55.0100%                   |
| 2026-03-11 | $164952732766.78          | $217357390823.81           | 41.7700%                  | 55.0400%                   |
| 2026-03-12 | $167639524271.04          | $217890932267.60           | 42.4000%                  | 55.1100%                   |
| 2026-03-13 | $162685073041.92          | $218022050909.28           | 41.1000%                  | 55.0800%                   |
| 2026-03-16 | $167405351719.51          | $218050843769.25           | 42.2900%                  | 55.0900%                   |
| 2026-03-17 | $171771988099.63          | $217831801900.70           | 43.3700%                  | 55.0000%                   |
| 2026-03-18 | $166222082674.17          | $218902233643.69           | 41.8600%                  | 55.1200%                   |
| 2026-03-19 | $169095088909.83          | $219457042442.32           | 42.6400%                  | 55.3400%                   |
| 2026-03-20 | $163074687933.87          | $219119706914.04           | 41.1200%                  | 55.2600%                   |
| 2026-03-23 | $169061471664.29          | $219124815567.16           | 42.6400%                  | 55.2700%                   |
| 2026-03-24 | $172983347977.12          | $219569257158.27           | 43.6400%                  | 55.3900%                   |
| 2026-03-25 | $168702843394.72          | $219432467102.07           | 42.5000%                  | 55.2700%                   |
| 2026-03-26 | $167244692350.17          | $221738465021.00           | 41.9500%                  | 55.6200%                   |
| 2026-03-27 | $162708416557.05          | $219354848418.78           | 40.9400%                  | 55.1900%                   |
| 2026-03-30 | $171585589048.59          | $219496580312.99           | 43.2000%                  | 55.2600%                   |
| 2026-03-31 | $182831124657.41          | $219851367239.32           | 46.0100%                  | 55.3200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.8500%             |
| 2026-03-03 | 3.8500%             |
| 2026-03-04 | 3.8500%             |
| 2026-03-05 | 3.8500%             |
| 2026-03-06 | 3.8400%             |
| 2026-03-09 | 3.8300%             |
| 2026-03-10 | 3.8300%             |
| 2026-03-11 | 3.8200%             |
| 2026-03-12 | 3.8200%             |
| 2026-03-13 | 3.8200%             |
| 2026-03-16 | 3.8300%             |
| 2026-03-17 | 3.8300%             |
| 2026-03-18 | 3.8300%             |
| 2026-03-19 | 3.8300%             |
| 2026-03-20 | 3.8200%             |
| 2026-03-23 | 3.8100%             |
| 2026-03-24 | 3.8100%             |
| 2026-03-25 | 3.8100%             |
| 2026-03-26 | 3.8200%             |
| 2026-03-27 | 3.8200%             |
| 2026-03-30 | 3.8300%             |
| 2026-03-31 | 3.8300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0001                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 0.9999                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 0.9999                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $250406464876.80

- **Number of Shares Outstanding:** 250404634834.0300

- **Expense Reimbursement/Waiver:** 933223.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1523500172.96            | $953104276.37           |
| 2026-03-03 | $1115130939.85            | $1494397674.01          |
| 2026-03-04 | $1091868799.78            | $1404332452.17          |
| 2026-03-05 | $1025292894.88            | $907472862.72           |
| 2026-03-06 | $1123935226.22            | $1026690719.06          |
| 2026-03-09 | $1234866328.70            | $998440076.45           |
| 2026-03-10 | $1376472705.72            | $1255169828.84          |
| 2026-03-11 | $1101345927.25            | $899309942.87           |
| 2026-03-12 | $929831084.21             | $831548617.49           |
| 2026-03-13 | $1149900223.86            | $949830474.94           |
| 2026-03-16 | $1229766266.67            | $871607950.14           |
| 2026-03-17 | $1285645807.05            | $1132854711.00          |
| 2026-03-18 | $1222613999.27            | $908027890.96           |
| 2026-03-19 | $950074614.44             | $902291114.85           |
| 2026-03-20 | $1060557061.66            | $1019160107.91          |
| 2026-03-23 | $1288769704.77            | $1115185308.60          |
| 2026-03-24 | $1265328185.91            | $1320364706.87          |
| 2026-03-25 | $1384890751.78            | $957398917.92           |
| 2026-03-26 | $724051864.45             | $737610576.11           |
| 2026-03-27 | $1075343443.35            | $1105688109.16          |
| 2026-03-30 | $1303623398.96            | $1295019841.98          |
| 2026-03-31 | $1317643431.00            | $1390807640.77          |

**Total Gross Subscriptions (Month):** $25780452832.74

**Total Gross Redemptions (Month):** $23476313801.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5100%           |
| 2026-03-03 | 3.5100%           |
| 2026-03-04 | 3.5100%           |
| 2026-03-05 | 3.5100%           |
| 2026-03-06 | 3.5000%           |
| 2026-03-09 | 3.4900%           |
| 2026-03-10 | 3.4900%           |
| 2026-03-11 | 3.4800%           |
| 2026-03-12 | 3.4800%           |
| 2026-03-13 | 3.4800%           |
| 2026-03-16 | 3.4900%           |
| 2026-03-17 | 3.4900%           |
| 2026-03-18 | 3.4900%           |
| 2026-03-19 | 3.4900%           |
| 2026-03-20 | 3.4800%           |
| 2026-03-23 | 3.4700%           |
| 2026-03-24 | 3.4700%           |
| 2026-03-25 | 3.4700%           |
| 2026-03-26 | 3.4800%           |
| 2026-03-27 | 3.4800%           |
| 2026-03-30 | 3.4900%           |
| 2026-03-31 | 3.4900%           |

**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:** $145076470278.47

- **Number of Shares Outstanding:** 145075206212.2600

- **Expense Reimbursement/Waiver:** 543532.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1074404239.30            | $599411413.42           |
| 2026-03-03 | $930423970.06             | $792417597.67           |
| 2026-03-04 | $958517445.14             | $842272000.74           |
| 2026-03-05 | $647182859.71             | $561005373.41           |
| 2026-03-06 | $622570638.20             | $591080715.56           |
| 2026-03-09 | $906783647.70             | $578025811.25           |
| 2026-03-10 | $835786086.37             | $807538852.40           |
| 2026-03-11 | $826777957.38             | $507242957.37           |
| 2026-03-12 | $696946232.72             | $535152453.55           |
| 2026-03-13 | $665117080.32             | $719987666.49           |
| 2026-03-16 | $782387493.14             | $588967299.00           |
| 2026-03-17 | $599858641.44             | $864237333.42           |
| 2026-03-18 | $584527558.13             | $576982304.15           |
| 2026-03-19 | $499360980.12             | $661702205.86           |
| 2026-03-20 | $707328178.15             | $642086071.51           |
| 2026-03-23 | $698165774.24             | $725715340.39           |
| 2026-03-24 | $786943244.13             | $816617090.62           |
| 2026-03-25 | $697202165.54             | $692921388.77           |
| 2026-03-26 | $448441459.02             | $449126684.60           |
| 2026-03-27 | $696275466.49             | $733591586.33           |
| 2026-03-30 | $740567242.26             | $782691066.70           |
| 2026-03-31 | $688195913.54             | $900214875.05           |

**Total Gross Subscriptions (Month):** $16093764273.10

**Total Gross Redemptions (Month):** $14968988088.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6600%           |
| 2026-03-03 | 3.6600%           |
| 2026-03-04 | 3.6600%           |
| 2026-03-05 | 3.6600%           |
| 2026-03-06 | 3.6500%           |
| 2026-03-09 | 3.6400%           |
| 2026-03-10 | 3.6400%           |
| 2026-03-11 | 3.6300%           |
| 2026-03-12 | 3.6300%           |
| 2026-03-13 | 3.6300%           |
| 2026-03-16 | 3.6400%           |
| 2026-03-17 | 3.6400%           |
| 2026-03-18 | 3.6400%           |
| 2026-03-19 | 3.6400%           |
| 2026-03-20 | 3.6300%           |
| 2026-03-23 | 3.6200%           |
| 2026-03-24 | 3.6200%           |
| 2026-03-25 | 3.6200%           |
| 2026-03-26 | 3.6300%           |
| 2026-03-27 | 3.6300%           |
| 2026-03-30 | 3.6400%           |
| 2026-03-31 | 3.6400%           |

**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: 03664BD29, C.4 - ISIN: US03664BD291, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $59987670.00
- **C.18.a - Value (excl. sponsor support):** $59987670.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 03664BE51, C.4 - ISIN: US03664BE513, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $57084500.43
- **C.18.a - Value (excl. sponsor support):** $57084500.43
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BED4, C.4 - ISIN: US03664BED47, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $56735725.20
- **C.18.a - Value (excl. sponsor support):** $56735725.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BFA9, C.4 - ISIN: US03664BFA98, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $24011857.10
- **C.18.a - Value (excl. sponsor support):** $24011857.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BFN1, C.4 - ISIN: US03664BFN10, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $198171240.00
- **C.18.a - Value (excl. sponsor support):** $198171240.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BFP6, C.4 - ISIN: US03664BFP67, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $51221325.21
- **C.18.a - Value (excl. sponsor support):** $51221325.21
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFZ1, C.4 - ISIN: US04821PFZ18, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200005810.00
- **C.18.a - Value (excl. sponsor support):** $200005810.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGA5, C.4 - ISIN: US04821PGA57, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $119002892.89
- **C.18.a - Value (excl. sponsor support):** $119002892.89
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGD9, C.4 - ISIN: US04821PGD96, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100004872.00
- **C.18.a - Value (excl. sponsor support):** $100004872.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.840000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGW7, C.4 - ISIN: US04821PGW77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99971800.00
- **C.18.a - Value (excl. sponsor support):** $99971800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGZ0, C.4 - ISIN: US04821PGZ09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99963813.00
- **C.18.a - Value (excl. sponsor support):** $99963813.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 12: 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: 05253CJ80, C.4 - ISIN: US05253CJ809, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $98283860.00
- **C.18.a - Value (excl. sponsor support):** $98283860.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 05253CK70, C.4 - ISIN: US05253CK708, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $195933760.00
- **C.18.a - Value (excl. sponsor support):** $195933760.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05494MAA1, C.4 - ISIN: US05494MAA18, C.3 - LEI: 2549002PC81GBGZF0752
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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: 05571CDE8, C.4 - ISIN: US05571CDE84, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $781872714.90
- **C.18.a - Value (excl. sponsor support):** $781872714.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 16: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CE49, C.4 - ISIN: US05571CE490, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $498236700.00
- **C.18.a - Value (excl. sponsor support):** $498236700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 17: 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):** $597821280.00
- **C.18.a - Value (excl. sponsor support):** $597821280.00
- **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 18: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CF55, C.4 - ISIN: US05571CF554, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $540236064.00
- **C.18.a - Value (excl. sponsor support):** $540236064.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **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 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CH38, C.4 - ISIN: US05571CH386, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $986614600.00
- **C.18.a - Value (excl. sponsor support):** $986614600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 20: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CJ36, C.4 - ISIN: US05571CJ366, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $491589000.00
- **C.18.a - Value (excl. sponsor support):** $491589000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 21: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CK18, C.4 - ISIN: US05571CK182, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $980113200.00
- **C.18.a - Value (excl. sponsor support):** $980113200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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):** $200026340.00
- **C.18.a - Value (excl. sponsor support):** $200026340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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 23: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $499877400.00
- **C.18.a - Value (excl. sponsor support):** $499877400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFC4, C.4 - ISIN: US05971MFC47, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300003030.00
- **C.18.a - Value (excl. sponsor support):** $300003030.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFD2, C.4 - ISIN: US05971MFD20, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $150007140.00
- **C.18.a - Value (excl. sponsor support):** $150007140.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600266994.00
- **C.18.a - Value (excl. sponsor support):** $600266994.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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):** $515364980.50
- **C.18.a - Value (excl. sponsor support):** $515364980.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 28: 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):** $500465620.00
- **C.18.a - Value (excl. sponsor support):** $500465620.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.030000%
- **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):** $1000640670.00
- **C.18.a - Value (excl. sponsor support):** $1000640670.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.920000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPJ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $299874576.00
- **C.18.a - Value (excl. sponsor support):** $299874576.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPK2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499023625.00
- **C.18.a - Value (excl. sponsor support):** $499023625.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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 32: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.020000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPM8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000013370.00
- **C.18.a - Value (excl. sponsor support):** $1000013370.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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 33: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WUV4, C.4 - ISIN: US06051WUV44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $250051650.00
- **C.18.a - Value (excl. sponsor support):** $250051650.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.990000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06051WWK6, C.4 - ISIN: US06051WWK60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $111001554.00
- **C.18.a - Value (excl. sponsor support):** $111001554.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 35: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXD1, C.4 - ISIN: US06051WXD19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $399901040.00
- **C.18.a - Value (excl. sponsor support):** $399901040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXN9, C.4 - ISIN: US06051WXN90, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499286950.00
- **C.18.a - Value (excl. sponsor support):** $499286950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.060000%
- **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):** $500057930.00
- **C.18.a - Value (excl. sponsor support):** $500057930.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **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):** $335116814.50
- **C.18.a - Value (excl. sponsor support):** $335116814.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMK8, C.4 - ISIN: US06054CMK89, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350162365.00
- **C.18.a - Value (excl. sponsor support):** $350162365.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CNC5, C.4 - ISIN: US06054CNC54, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $399210504.81
- **C.18.a - Value (excl. sponsor support):** $399210504.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CND3, C.4 - ISIN: US06054CND38, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $299982120.00
- **C.18.a - Value (excl. sponsor support):** $299982120.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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):** $672429600.00
- **C.18.a - Value (excl. sponsor support):** $672429600.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 43: 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):** $746017350.00
- **C.18.a - Value (excl. sponsor support):** $746017350.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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):** $198329940.00
- **C.18.a - Value (excl. sponsor support):** $198329940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGG5, C.4 - ISIN: US06054PGG54, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $494231900.00
- **C.18.a - Value (excl. sponsor support):** $494231900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 46: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGM2, C.4 - ISIN: US06054PGM23, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $493957200.00
- **C.18.a - Value (excl. sponsor support):** $493957200.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 47: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PJ31, C.4 - ISIN: US06054PJ315, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $196625200.00
- **C.18.a - Value (excl. sponsor support):** $196625200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 48: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PJU1, C.4 - ISIN: US06054PJU12, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $490170950.00
- **C.18.a - Value (excl. sponsor support):** $490170950.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PK96, C.4 - ISIN: US06054PK966, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $146873070.00
- **C.18.a - Value (excl. sponsor support):** $146873070.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PMJ2, C.4 - ISIN: US06054PMJ20, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $242871025.00
- **C.18.a - Value (excl. sponsor support):** $242871025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **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 51: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600090924.00
- **C.18.a - Value (excl. sponsor support):** $600090924.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.940000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500128330.00
- **C.18.a - Value (excl. sponsor support):** $500128330.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.910000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385055875.05
- **C.18.a - Value (excl. sponsor support):** $385055875.05
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.760000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDK5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499575940.00
- **C.18.a - Value (excl. sponsor support):** $499575940.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDT6, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $199881060.00
- **C.18.a - Value (excl. sponsor support):** $199881060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDX7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99947808.00
- **C.18.a - Value (excl. sponsor support):** $99947808.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDY5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $179872641.00
- **C.18.a - Value (excl. sponsor support):** $179872641.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.920000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RE32, C.4 - ISIN: US06054RE320, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $199935048.00
- **C.18.a - Value (excl. sponsor support):** $199935048.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.770000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REF5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499562630.00
- **C.18.a - Value (excl. sponsor support):** $499562630.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.870000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REM0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $557712931.32
- **C.18.a - Value (excl. sponsor support):** $557712931.32
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REW8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $629210249.54
- **C.18.a - Value (excl. sponsor support):** $629210249.54
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 62: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.930000%
- **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):** $250014592.50
- **C.18.a - Value (excl. sponsor support):** $250014592.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3V7, C.4 - ISIN: US06367L3V70, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $249960485.00
- **C.18.a - Value (excl. sponsor support):** $249960485.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3Y1, C.4 - ISIN: US06367L3Y10, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $249934112.50
- **C.18.a - Value (excl. sponsor support):** $249934112.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3Z8, C.4 - ISIN: US06367L3Z84, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $249967370.00
- **C.18.a - Value (excl. sponsor support):** $249967370.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367L4A2, C.4 - ISIN: US06367L4A25, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $199987660.00
- **C.18.a - Value (excl. sponsor support):** $199987660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.000000%
- **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):** $248965659.82
- **C.18.a - Value (excl. sponsor support):** $248965659.82
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5P5, C.4 - ISIN: US06370B5P55, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $196411693.66
- **C.18.a - Value (excl. sponsor support):** $196411693.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5R1, C.4 - ISIN: US06370B5R12, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $99984360.00
- **C.18.a - Value (excl. sponsor support):** $99984360.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5X8, C.4 - ISIN: US06370B5X89, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $199938354.00
- **C.18.a - Value (excl. sponsor support):** $199938354.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6F6, C.4 - ISIN: US06370B6F64, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $249960485.00
- **C.18.a - Value (excl. sponsor support):** $249960485.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6R0, C.4 - ISIN: US06370B6R03, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $350029746.50
- **C.18.a - Value (excl. sponsor support):** $350029746.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.910000%
- **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):** $700003360.00
- **C.18.a - Value (excl. sponsor support):** $700003360.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.900000%
- **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):** $199029929.60
- **C.18.a - Value (excl. sponsor support):** $199029929.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **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 75: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLJ9, C.4 - ISIN: US06418NLJ99, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $748078988.80
- **C.18.a - Value (excl. sponsor support):** $748078988.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMB5, C.4 - ISIN: US06418NMB54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $299436684.53
- **C.18.a - Value (excl. sponsor support):** $299436684.53
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMG4, C.4 - ISIN: US06418NMG42, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $949490800.00
- **C.18.a - Value (excl. sponsor support):** $949490800.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMZ2, C.4 - ISIN: US06418NMZ23, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $149903850.00
- **C.18.a - Value (excl. sponsor support):** $149903850.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNB4, C.4 - ISIN: US06418NNB46, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $999356000.00
- **C.18.a - Value (excl. sponsor support):** $999356000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNL2, C.4 - ISIN: US06418NNL28, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $499678750.00
- **C.18.a - Value (excl. sponsor support):** $499678750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNR9, C.4 - ISIN: US06418NNR97, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $999607200.00
- **C.18.a - Value (excl. sponsor support):** $999607200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741ED15, C.4 - ISIN: US06741ED157, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114988109.00
- **C.18.a - Value (excl. sponsor support):** $114988109.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ED23, C.4 - ISIN: US06741ED231, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $293939289.00
- **C.18.a - Value (excl. sponsor support):** $293939289.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDT4, C.4 - ISIN: US06741EDT47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $87755984.80
- **C.18.a - Value (excl. sponsor support):** $87755984.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 85: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDU1, C.4 - ISIN: US06741EDU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51850453.20
- **C.18.a - Value (excl. sponsor support):** $51850453.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 86: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EG79, C.4 - ISIN: US06741EG796, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97350111.36
- **C.18.a - Value (excl. sponsor support):** $97350111.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EGE4, C.4 - ISIN: US06741EGE41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197719420.00
- **C.18.a - Value (excl. sponsor support):** $197719420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EGP9, C.4 - ISIN: US06741EGP97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197532000.00
- **C.18.a - Value (excl. sponsor support):** $197532000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EGQ7, C.4 - ISIN: US06741EGQ70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197511260.00
- **C.18.a - Value (excl. sponsor support):** $197511260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EGT1, C.4 - ISIN: US06741EGT10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154997559.20
- **C.18.a - Value (excl. sponsor support):** $154997559.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EGU8, C.4 - ISIN: US06741EGU82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197428440.00
- **C.18.a - Value (excl. sponsor support):** $197428440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EH78, C.4 - ISIN: US06741EH786, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97618890.60
- **C.18.a - Value (excl. sponsor support):** $97618890.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EHD5, C.4 - ISIN: US06741EHD58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147808275.00
- **C.18.a - Value (excl. sponsor support):** $147808275.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EHL7, C.4 - ISIN: US06741EHL74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $128000080.00
- **C.18.a - Value (excl. sponsor support):** $128000080.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EJM3, C.4 - ISIN: US06741EJM30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $294286290.00
- **C.18.a - Value (excl. sponsor support):** $294286290.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRU9, C.4 - ISIN: US06741HRU94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229054868.40
- **C.18.a - Value (excl. sponsor support):** $229054868.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRV7, C.4 - ISIN: US06741HRV77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $296092263.20
- **C.18.a - Value (excl. sponsor support):** $296092263.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: 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: 06744RD13, C.4 - ISIN: US06744RD138, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $604937443.00
- **C.18.a - Value (excl. sponsor support):** $604937443.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **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):** $1750240975.00
- **C.18.a - Value (excl. sponsor support):** $1750240975.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 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):** $752619196.00
- **C.18.a - Value (excl. sponsor support):** $752619196.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: 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):** $199499655.11
- **C.18.a - Value (excl. sponsor support):** $199499655.11
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 102: 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: 06745GFT3, C.4 - ISIN: US06745GFT31, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200024020.00
- **C.18.a - Value (excl. sponsor support):** $200024020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: 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):** $559125327.80
- **C.18.a - Value (excl. sponsor support):** $559125327.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 104: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.900000%
- **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):** $467089617.30
- **C.18.a - Value (excl. sponsor support):** $467089617.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.910000%
- **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):** $693188911.80
- **C.18.a - Value (excl. sponsor support):** $693188911.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: 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):** $400109080.00
- **C.18.a - Value (excl. sponsor support):** $400109080.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 107: 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):** $767240301.10
- **C.18.a - Value (excl. sponsor support):** $767240301.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 108: 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):** $499883800.00
- **C.18.a - Value (excl. sponsor support):** $499883800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 109: 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):** $489880293.00
- **C.18.a - Value (excl. sponsor support):** $489880293.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 110: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJC6, C.4 - ISIN: US06745GJC69, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000329300.00
- **C.18.a - Value (excl. sponsor support):** $1000329300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MD29, C.4 - ISIN: US06945MD298, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $66986291.80
- **C.18.a - Value (excl. sponsor support):** $66986291.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 112: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEE2, C.4 - ISIN: US06945MEE21, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99532620.00
- **C.18.a - Value (excl. sponsor support):** $99532620.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEF9, C.4 - ISIN: US06945MEF95, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99521880.00
- **C.18.a - Value (excl. sponsor support):** $99521880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEN2, C.4 - ISIN: US06945MEN20, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $149169735.00
- **C.18.a - Value (excl. sponsor support):** $149169735.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEV4, C.4 - ISIN: US06945MEV46, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $149056245.00
- **C.18.a - Value (excl. sponsor support):** $149056245.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MFC5, C.4 - ISIN: US06945MFC55, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $198426860.00
- **C.18.a - Value (excl. sponsor support):** $198426860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MFS0, C.4 - ISIN: US06945MFS08, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99052430.00
- **C.18.a - Value (excl. sponsor support):** $99052430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDHE8, C.4 - ISIN: US0727MDHE81, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $199988300.00
- **C.18.a - Value (excl. sponsor support):** $199988300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDA7, C.4 - ISIN: US07644BDA70, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $184810560.00
- **C.18.a - Value (excl. sponsor support):** $184810560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 120: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDQ2, C.4 - ISIN: US07644BDQ23, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $149624670.00
- **C.18.a - Value (excl. sponsor support):** $149624670.00
- **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 121: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDW9, C.4 - ISIN: US07644BDW90, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98188080.05
- **C.18.a - Value (excl. sponsor support):** $98188080.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 122: 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):** $99629420.00
- **C.18.a - Value (excl. sponsor support):** $99629420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 123: 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):** $148629375.00
- **C.18.a - Value (excl. sponsor support):** $148629375.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 124: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BJU7, C.4 - ISIN: US07644BJU70, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $294086850.00
- **C.18.a - Value (excl. sponsor support):** $294086850.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MD27, C.4 - ISIN: US08224MD270, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $274943680.00
- **C.18.a - Value (excl. sponsor support):** $274943680.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: 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: 08224MD76, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $228930189.06
- **C.18.a - Value (excl. sponsor support):** $228930189.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224ME67, C.4 - ISIN: US08224ME674, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $201222382.92
- **C.18.a - Value (excl. sponsor support):** $201222382.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MEU4, C.4 - ISIN: US08224MEU45, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $88361774.97
- **C.18.a - Value (excl. sponsor support):** $88361774.97
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 3.880000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 130: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3DQ2, C.4 - ISIN: US1247P3DQ29, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49874555.00
- **C.18.a - Value (excl. sponsor support):** $49874555.00
- **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 131: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3EE8, C.4 - ISIN: US1247P3EE89, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $149298930.00
- **C.18.a - Value (excl. sponsor support):** $149298930.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3EJ7, C.4 - ISIN: US1247P3EJ76, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $124362000.00
- **C.18.a - Value (excl. sponsor support):** $124362000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619UDQ1, C.4 - ISIN: US12619UDQ13, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $124686387.50
- **C.18.a - Value (excl. sponsor support):** $124686387.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **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 134: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619UEE7, C.4 - ISIN: US12619UEE73, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74649465.00
- **C.18.a - Value (excl. sponsor support):** $74649465.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 135: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12658PAB0, C.4 - ISIN: US12658PAB04, C.3 - LEI: 254900F9PG6QUBCJUL32
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 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: 12710HDA3, C.4 - ISIN: US12710HDA32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $124871862.50
- **C.18.a - Value (excl. sponsor support):** $124871862.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 12710HDV7, C.4 - ISIN: US12710HDV78, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $126410711.32
- **C.18.a - Value (excl. sponsor support):** $126410711.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 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: 12710HEU8, C.4 - ISIN: US12710HEU86, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74537287.50
- **C.18.a - Value (excl. sponsor support):** $74537287.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 12710HF29, C.4 - ISIN: US12710HF293, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $94362265.00
- **C.18.a - Value (excl. sponsor support):** $94362265.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 140: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HGG7, C.4 - ISIN: US12710HGG74, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $247116950.00
- **C.18.a - Value (excl. sponsor support):** $247116950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HH35, C.4 - ISIN: US12710HH356, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49325810.00
- **C.18.a - Value (excl. sponsor support):** $49325810.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BDU3, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $498547600.00
- **C.18.a - Value (excl. sponsor support):** $498547600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 143: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BEU2, C.4 - ISIN: US12800BEU26, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $472115942.50
- **C.18.a - Value (excl. sponsor support):** $472115942.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BEV0, C.4 - ISIN: US12800BEV09, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $99382250.00
- **C.18.a - Value (excl. sponsor support):** $99382250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WF33, C.4 - ISIN: US12802WF339, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $496642950.00
- **C.18.a - Value (excl. sponsor support):** $496642950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 146: 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):** $496372700.00
- **C.18.a - Value (excl. sponsor support):** $496372700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 147: 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):** $198505720.00
- **C.18.a - Value (excl. sponsor support):** $198505720.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 148: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFW9, C.4 - ISIN: US12802WFW91, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $990342200.00
- **C.18.a - Value (excl. sponsor support):** $990342200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 149: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 150: California Enterprise Development Finance Auth

- **C.1 - Title:** RB (UNACEM NORTH AMERICA INC) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGB3, C.4 - ISIN: US13067RGB33, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $67500000.00
- **C.18.a - Value (excl. sponsor support):** $67500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 151: California Enterprise Development Finance Auth

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (UNACEM NORTH AMERICA INC) SERIES 2025B 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGC1, C.4 - ISIN: US13067RGC16, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 152: 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):** $249987225.00
- **C.18.a - Value (excl. sponsor support):** $249987225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 153: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSJ2, C.4 - ISIN: US13606DSJ27, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $98941392.00
- **C.18.a - Value (excl. sponsor support):** $98941392.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 154: CARGILL GLOBAL FUNDING PLC

- **C.1 - Title:** CARGILL GLOBAL FUNDING PLC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14177UD16, C.4 - ISIN: US14177UD168, C.3 - LEI: QP3XKRKS0CX2T3O07L95, C.5 - Other ID: 14177UD16
- **C.18 - Value (incl. sponsor support):** $99389881.08
- **C.18.a - Value (excl. sponsor support):** $99389881.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 156: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.970000%
- **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):** $211017253.47
- **C.18.a - Value (excl. sponsor support):** $211017253.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.980000%
- **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):** $240021463.20
- **C.18.a - Value (excl. sponsor support):** $240021463.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV41, C.4 - ISIN: US15963WV416, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $177965492.92
- **C.18.a - Value (excl. sponsor support):** $177965492.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV58, C.4 - ISIN: US15963WV580, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $94980823.30
- **C.18.a - Value (excl. sponsor support):** $94980823.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV90, C.4 - ISIN: US15963WV903, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $329031020.48
- **C.18.a - Value (excl. sponsor support):** $329031020.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WW57, C.4 - ISIN: US15963WW570, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $324891255.00
- **C.18.a - Value (excl. sponsor support):** $324891255.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WW65, C.4 - ISIN: US15963WW653, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $249909442.50
- **C.18.a - Value (excl. sponsor support):** $249909442.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 16115WDQ7, C.4 - ISIN: US16115WDQ78, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49873445.00
- **C.18.a - Value (excl. sponsor support):** $49873445.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 164: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WEF0, C.4 - ISIN: US16115WEF05, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49760940.00
- **C.18.a - Value (excl. sponsor support):** $49760940.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 165: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WEJ2, C.4 - ISIN: US16115WEJ27, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99489870.00
- **C.18.a - Value (excl. sponsor support):** $99489870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WGE1, C.4 - ISIN: US16115WGE12, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $59319252.00
- **C.18.a - Value (excl. sponsor support):** $59319252.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WGF8, C.4 - ISIN: US16115WGF86, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49427305.00
- **C.18.a - Value (excl. sponsor support):** $49427305.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JD11, C.4 - ISIN: US16537JD115, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149984655.00
- **C.18.a - Value (excl. sponsor support):** $149984655.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CD15, C.4 - ISIN: US16538CD159, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96490128.05
- **C.18.a - Value (excl. sponsor support):** $96490128.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CD23, C.4 - ISIN: US16538CD233, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199959080.00
- **C.18.a - Value (excl. sponsor support):** $199959080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 171: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.930000%
- **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):** $155022986.50
- **C.18.a - Value (excl. sponsor support):** $155022986.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 172: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.930000%
- **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):** $500072850.00
- **C.18.a - Value (excl. sponsor support):** $500072850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 173: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.900000%
- **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):** $500112900.00
- **C.18.a - Value (excl. sponsor support):** $500112900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 174: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.900000%
- **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):** $620139376.00
- **C.18.a - Value (excl. sponsor support):** $620139376.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 175: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.930000%
- **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):** $89001513.00
- **C.18.a - Value (excl. sponsor support):** $89001513.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQ77, C.4 - ISIN: US19423RQ771, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $249008177.16
- **C.18.a - Value (excl. sponsor support):** $249008177.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQA0, C.4 - ISIN: US19423RQA04, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130004439.50
- **C.18.a - Value (excl. sponsor support):** $130004439.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.980000%
- **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):** $212013826.64
- **C.18.a - Value (excl. sponsor support):** $212013826.64
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.980000%
- **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):** $765159089.40
- **C.18.a - Value (excl. sponsor support):** $765159089.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 180: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSA8, C.4 - ISIN: US19423RSA85, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $123936699.24
- **C.18.a - Value (excl. sponsor support):** $123936699.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSC4, C.4 - ISIN: US19423RSC42, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $244874430.15
- **C.18.a - Value (excl. sponsor support):** $244874430.15
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 182: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSD2, C.4 - ISIN: US19423RSD25, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $364852992.60
- **C.18.a - Value (excl. sponsor support):** $364852992.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.220000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSG5, C.4 - ISIN: US19423RSG55, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $800681760.00
- **C.18.a - Value (excl. sponsor support):** $800681760.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **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 4.100000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSL4, C.4 - ISIN: US19423RSL41, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263028167.30
- **C.18.a - Value (excl. sponsor support):** $263028167.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II BONDS SERIES 2023F2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964802P1, C.4 - ISIN: US1964802P13, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $23965000.00
- **C.18.a - Value (excl. sponsor support):** $23965000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 CLASS II BONDS SERIES 2023A2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20155000.00
- **C.18.a - Value (excl. sponsor support):** $20155000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 CLASS I BONDS SERIES 2025N2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2X9, C.4 - ISIN: US19648G2X93, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39520000.00
- **C.18.a - Value (excl. sponsor support):** $39520000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 2026C2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G6Z0, C.4 - ISIN: US19648G6Z06, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **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 2023N2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 191: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $36760000.00
- **C.18.a - Value (excl. sponsor support):** $36760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 192: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 193: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 194: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $47490000.00
- **C.18.a - Value (excl. sponsor support):** $47490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 195: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025L2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 196: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024F2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 197: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025D2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 198: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 199: COLUMBIA ORANGE CT LLC

- **C.1 - Title:** VARIABLE RATE DEMAND M/F HOUSING RB SERIES 2026A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 198238AA5, C.4 - ISIN: US198238AA53, C.3 - LEI: 549300A7LCJ1MYXC2720
- **C.18 - Value (incl. sponsor support):** $41000000.00
- **C.18.a - Value (excl. sponsor support):** $41000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2046-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YPE5, C.4 - ISIN: US20259YPE58, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $1000000200.00
- **C.18.a - Value (excl. sponsor support):** $1000000200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YPF2, C.4 - ISIN: US20259YPF24, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $500000400.00
- **C.18.a - Value (excl. sponsor support):** $500000400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YPG0, C.4 - ISIN: US20259YPG07, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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 203: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272EJ82, C.4 - ISIN: US20272EJ822, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $491360400.00
- **C.18.a - Value (excl. sponsor support):** $491360400.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.850000%
- **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):** $250059325.00
- **C.18.a - Value (excl. sponsor support):** $250059325.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 205: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.850000%
- **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):** $250059725.00
- **C.18.a - Value (excl. sponsor support):** $250059725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 206: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEH6, C.4 - ISIN: US20632CEH60, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $57004370.76
- **C.18.a - Value (excl. sponsor support):** $57004370.76
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEK9, C.4 - ISIN: US20632CEK99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $60007821.60
- **C.18.a - Value (excl. sponsor support):** $60007821.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 208: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEN3, C.4 - ISIN: US20632CEN39, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58006047.66
- **C.18.a - Value (excl. sponsor support):** $58006047.66
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFB8, C.4 - ISIN: US20632CFB81, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $150000147.00
- **C.18.a - Value (excl. sponsor support):** $150000147.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 210: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFF9, C.4 - ISIN: US20632CFF95, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $99997533.00
- **C.18.a - Value (excl. sponsor support):** $99997533.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFP7, C.4 - ISIN: US20632CFP77, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $211053566.57
- **C.18.a - Value (excl. sponsor support):** $211053566.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFQ5, C.4 - ISIN: US20632CFQ50, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $183006137.82
- **C.18.a - Value (excl. sponsor support):** $183006137.82
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LFB8, C.4 - ISIN: US20632LFB80, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $297655200.00
- **C.18.a - Value (excl. sponsor support):** $297655200.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: 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):** $250023375.00
- **C.18.a - Value (excl. sponsor support):** $250023375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 215: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X4T0, C.4 - ISIN: US21684X4T02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100002510.00
- **C.18.a - Value (excl. sponsor support):** $100002510.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 216: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5B8, C.4 - ISIN: US21684X5B84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200031800.00
- **C.18.a - Value (excl. sponsor support):** $200031800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 217: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5C6, C.4 - ISIN: US21684X5C67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100002070.00
- **C.18.a - Value (excl. sponsor support):** $100002070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 218: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5P7, C.4 - ISIN: US21684X5P70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249972600.00
- **C.18.a - Value (excl. sponsor support):** $249972600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 219: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X6U5, C.4 - ISIN: US21684X6U56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249694675.00
- **C.18.a - Value (excl. sponsor support):** $249694675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: 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):** $125040612.50
- **C.18.a - Value (excl. sponsor support):** $125040612.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: 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):** $144979729.00
- **C.18.a - Value (excl. sponsor support):** $144979729.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 222: 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):** $600143700.00
- **C.18.a - Value (excl. sponsor support):** $600143700.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 223: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XAH7, C.4 - ISIN: US22536XAH70, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $399955040.00
- **C.18.a - Value (excl. sponsor support):** $399955040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 224: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XBR4, C.4 - ISIN: US22536XBR44, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $151958169.60
- **C.18.a - Value (excl. sponsor support):** $151958169.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 226: 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):** $199979660.00
- **C.18.a - Value (excl. sponsor support):** $199979660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EDW0, C.4 - ISIN: US23305EDW03, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $299064990.00
- **C.18.a - Value (excl. sponsor support):** $299064990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 228: 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):** $996905600.00
- **C.18.a - Value (excl. sponsor support):** $996905600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 229: 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):** $297404190.00
- **C.18.a - Value (excl. sponsor support):** $297404190.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1G12, C.4 - ISIN: US2332K1G122, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $495188950.00
- **C.18.a - Value (excl. sponsor support):** $495188950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1GQ7, C.4 - ISIN: US2332K1GQ77, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $197586080.00
- **C.18.a - Value (excl. sponsor support):** $197586080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23347EAA1, C.4 - ISIN: US23347EAA10, C.3 - LEI: 254900N3M1UTXY73BU36
- **C.18 - Value (incl. sponsor support):** $15350000.00
- **C.18.a - Value (excl. sponsor support):** $15350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 233: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 3.880000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 234: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 3.880000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 235: EDUCATION LOAN FINANCE INC

- **C.1 - Title:** TAXABLE BONDS SERIES 2026-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 28140PAA4, C.4 - ISIN: US28140PAA49, C.3 - LEI: 54930082QM2EYHX0XK85
- **C.18 - Value (incl. sponsor support):** $78174000.00
- **C.18.a - Value (excl. sponsor support):** $78174000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 236: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** EUROPEAN INVESTMENT BANK 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 29878SE44, C.4 - ISIN: US29878SE448, C.3 - LEI: 5493006YXS1U5GIHE750
- **C.18 - Value (incl. sponsor support):** $498281450.00
- **C.18.a - Value (excl. sponsor support):** $498281450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 237: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WD14, C.4 - ISIN: US30601WD148, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $49994900.00
- **C.18.a - Value (excl. sponsor support):** $49994900.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: 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: 30601WJR1, C.4 - ISIN: US30601WJR16, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $73542870.00
- **C.18.a - Value (excl. sponsor support):** $73542870.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDB8, C.4 - ISIN: US30608HDB87, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $126000192.78
- **C.18.a - Value (excl. sponsor support):** $126000192.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDV4, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148486528.08
- **C.18.a - Value (excl. sponsor support):** $148486528.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDX0, C.4 - ISIN: US30608HDX08, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $166477763.93
- **C.18.a - Value (excl. sponsor support):** $166477763.93
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDZ5, C.4 - ISIN: US30608HDZ55, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $330859596.42
- **C.18.a - Value (excl. sponsor support):** $330859596.42
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HEE1, C.4 - ISIN: US30608HEE18, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $206929779.39
- **C.18.a - Value (excl. sponsor support):** $206929779.39
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HEG6, C.4 - ISIN: US30608HEG65, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $274907083.00
- **C.18.a - Value (excl. sponsor support):** $274907083.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HEH4, C.4 - ISIN: US30608HEH49, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $265006299.05
- **C.18.a - Value (excl. sponsor support):** $265006299.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GD67, C.4 - ISIN: US31428GD676, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $339791070.00
- **C.18.a - Value (excl. sponsor support):** $339791070.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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 247: 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):** $498482600.00
- **C.18.a - Value (excl. sponsor support):** $498482600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 248: 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):** $297323190.00
- **C.18.a - Value (excl. sponsor support):** $297323190.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GGV9, C.4 - ISIN: US31428GGV95, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $197433340.00
- **C.18.a - Value (excl. sponsor support):** $197433340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 31428GGW7, C.4 - ISIN: US31428GGW78, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $246764925.00
- **C.18.a - Value (excl. sponsor support):** $246764925.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 31428GJ38, C.4 - ISIN: US31428GJ384, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $294989790.00
- **C.18.a - Value (excl. sponsor support):** $294989790.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 252: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 253: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MF41, C.4 - ISIN: US38346MF411, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $198612740.00
- **C.18.a - Value (excl. sponsor support):** $198612740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 254: 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):** $347377590.00
- **C.18.a - Value (excl. sponsor support):** $347377590.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 255: 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):** $248098950.00
- **C.18.a - Value (excl. sponsor support):** $248098950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 256: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFC3, C.4 - ISIN: US38346MFC38, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $148825815.00
- **C.18.a - Value (excl. sponsor support):** $148825815.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFF6, C.4 - ISIN: US38346MFF68, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $238040544.00
- **C.18.a - Value (excl. sponsor support):** $238040544.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MG73, C.4 - ISIN: US38346MG732, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $74203747.50
- **C.18.a - Value (excl. sponsor support):** $74203747.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: 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: 39014JD15, C.4 - ISIN: US39014JD159, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $499948850.00
- **C.18.a - Value (excl. sponsor support):** $499948850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: 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: 39014JD23, C.4 - ISIN: US39014JD233, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $309936574.00
- **C.18.a - Value (excl. sponsor support):** $309936574.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 261: 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: 39014JD72, C.4 - ISIN: US39014JD720, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $434687887.50
- **C.18.a - Value (excl. sponsor support):** $434687887.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JF54, C.4 - ISIN: US39014JF543, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99295630.00
- **C.18.a - Value (excl. sponsor support):** $99295630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 264: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLP8, C.4 - ISIN: US40054PLP89, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $250005650.00
- **C.18.a - Value (excl. sponsor support):** $250005650.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 265: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVZ9, C.4 - ISIN: US40433FVZ97, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $600122400.00
- **C.18.a - Value (excl. sponsor support):** $600122400.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 266: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAA0, C.4 - ISIN: US40451HAA05, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $11500000.00
- **C.18.a - Value (excl. sponsor support):** $11500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 267: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAB8, C.4 - ISIN: US40451HAB87, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 268: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.4 - ISIN: US44988GHD34, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GHD3
- **C.18 - Value (incl. sponsor support):** $696593539.95
- **C.18.a - Value (excl. sponsor support):** $696593539.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHG6, C.4 - ISIN: US44988GHG64, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $300019500.00
- **C.18.a - Value (excl. sponsor support):** $300019500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $29850000.00
- **C.18.a - Value (excl. sponsor support):** $29850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 271: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45202BLE4, C.4 - ISIN: US45202BLE47, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $12190000.00
- **C.18.a - Value (excl. sponsor support):** $12190000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 272: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203ME80, C.4 - ISIN: US45203ME806, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $56665000.00
- **C.18.a - Value (excl. sponsor support):** $56665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 273: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $15250000.00
- **C.18.a - Value (excl. sponsor support):** $15250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 274: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $21665000.00
- **C.18.a - Value (excl. sponsor support):** $21665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 275: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $35500000.00
- **C.18.a - Value (excl. sponsor support):** $35500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 276: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RDN4, C.4 - ISIN: US45685RDN44, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $199543260.00
- **C.18.a - Value (excl. sponsor support):** $199543260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 277: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $46773000.00
- **C.18.a - Value (excl. sponsor support):** $46773000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 278: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 279: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.990000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HLX8, C.4 - ISIN: US46656HLX88, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300018111.00
- **C.18.a - Value (excl. sponsor support):** $300018111.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **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 280: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 474208AA3, C.4 - ISIN: US474208AA39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56330000.00
- **C.18.a - Value (excl. sponsor support):** $56330000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 281: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 475490AA6, C.4 - ISIN: US475490AA66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $36485000.00
- **C.18.a - Value (excl. sponsor support):** $36485000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 282: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE44, C.4 - ISIN: US48246UE441, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $249136475.00
- **C.18.a - Value (excl. sponsor support):** $249136475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE51, C.4 - ISIN: US48246UE516, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $249111225.00
- **C.18.a - Value (excl. sponsor support):** $249111225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE69, C.4 - ISIN: US48246UE698, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $199268800.00
- **C.18.a - Value (excl. sponsor support):** $199268800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE77, C.4 - ISIN: US48246UE771, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $249060775.00
- **C.18.a - Value (excl. sponsor support):** $249060775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 3.790000%
- **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:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 287: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50537AAA2, C.4 - ISIN: US50537AAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1810000.00
- **C.18.a - Value (excl. sponsor support):** $1810000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 288: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BGV7, C.4 - ISIN: US51502BGV71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $475000427.50
- **C.18.a - Value (excl. sponsor support):** $475000427.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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 289: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BGW5, C.4 - ISIN: US51502BGW54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000001900.00
- **C.18.a - Value (excl. sponsor support):** $1000001900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 290: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BGY1, C.4 - ISIN: US51502BGY11, C.3 - LEI: N/A
- **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:** 3.5800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 291: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UD23, C.4 - ISIN: US53127UD231, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124974425.00
- **C.18.a - Value (excl. sponsor support):** $124974425.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 292: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UFN5, C.4 - ISIN: US53127UFN54, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $148660350.00
- **C.18.a - Value (excl. sponsor support):** $148660350.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UFW5, C.4 - ISIN: US53127UFW53, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $24754047.50
- **C.18.a - Value (excl. sponsor support):** $24754047.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 294: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UGW4, C.4 - ISIN: US53127UGW45, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98692420.00
- **C.18.a - Value (excl. sponsor support):** $98692420.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UJP6, C.4 - ISIN: US53127UJP66, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $245222725.00
- **C.18.a - Value (excl. sponsor support):** $245222725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-09-23
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PBU3, C.4 - ISIN: US53128PBU30, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124998850.00
- **C.18.a - Value (excl. sponsor support):** $124998850.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 297: 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: 53619YD20, C.4 - ISIN: US53619YD205, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $215955936.00
- **C.18.a - Value (excl. sponsor support):** $215955936.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 298: 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: 53619YD87, C.4 - ISIN: US53619YD874, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $169860889.00
- **C.18.a - Value (excl. sponsor support):** $169860889.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RD21, C.4 - ISIN: US53944RD219, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $51089488.73
- **C.18.a - Value (excl. sponsor support):** $51089488.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $99781250.00
- **C.18.a - Value (excl. sponsor support):** $99781250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 301: 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):** $115015190.31
- **C.18.a - Value (excl. sponsor support):** $115015190.31
- **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 302: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RFV5, C.4 - ISIN: US53944RFV50, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $84158500.00
- **C.18.a - Value (excl. sponsor support):** $84158500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **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 303: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHB7, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100558641.30
- **C.18.a - Value (excl. sponsor support):** $100558641.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHR2, C.4 - ISIN: US53944RHR21, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98386680.00
- **C.18.a - Value (excl. sponsor support):** $98386680.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHT8, C.4 - ISIN: US53944RHT86, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49182500.00
- **C.18.a - Value (excl. sponsor support):** $49182500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJ82, C.4 - ISIN: US53944RJ828, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100245582.52
- **C.18.a - Value (excl. sponsor support):** $100245582.52
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 307: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJ90, C.4 - ISIN: US53944RJ901, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $147331050.00
- **C.18.a - Value (excl. sponsor support):** $147331050.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 308: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJA7, C.4 - ISIN: US53944RJA77, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98209570.00
- **C.18.a - Value (excl. sponsor support):** $98209570.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 309: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJB5, C.4 - ISIN: US53944RJB50, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98198430.00
- **C.18.a - Value (excl. sponsor support):** $98198430.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJE9, C.4 - ISIN: US53944RJE99, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98165010.00
- **C.18.a - Value (excl. sponsor support):** $98165010.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 311: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJF6, C.4 - ISIN: US53944RJF64, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98153870.00
- **C.18.a - Value (excl. sponsor support):** $98153870.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJJ8, C.4 - ISIN: US53944RJJ86, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50139539.73
- **C.18.a - Value (excl. sponsor support):** $50139539.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 313: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJN9, C.4 - ISIN: US53944RJN98, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98075810.00
- **C.18.a - Value (excl. sponsor support):** $98075810.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 314: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UD14, C.4 - ISIN: US54316UD148, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $149984610.00
- **C.18.a - Value (excl. sponsor support):** $149984610.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: 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: 55381BNR5, C.4 - ISIN: US55381BNR59, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $510036873.00
- **C.18.a - Value (excl. sponsor support):** $510036873.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPC6, C.4 - ISIN: US55381BPC62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $270011178.00
- **C.18.a - Value (excl. sponsor support):** $270011178.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 317: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPQ5, C.4 - ISIN: US55381BPQ58, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600144120.00
- **C.18.a - Value (excl. sponsor support):** $600144120.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPU6, C.4 - ISIN: US55381BPU60, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300066690.00
- **C.18.a - Value (excl. sponsor support):** $300066690.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPW2, C.4 - ISIN: US55381BPW27, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $250056025.00
- **C.18.a - Value (excl. sponsor support):** $250056025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPX0, C.4 - ISIN: US55381BPX00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $810190755.00
- **C.18.a - Value (excl. sponsor support):** $810190755.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 321: 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):** $661075750.60
- **C.18.a - Value (excl. sponsor support):** $661075750.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 322: 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):** $266029366.40
- **C.18.a - Value (excl. sponsor support):** $266029366.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 323: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQG6, C.4 - ISIN: US55381BQG67, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500141150.00
- **C.18.a - Value (excl. sponsor support):** $500141150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 324: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **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):** $529056497.20
- **C.18.a - Value (excl. sponsor support):** $529056497.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 325: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQP6, C.4 - ISIN: US55381BQP66, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $496147956.80
- **C.18.a - Value (excl. sponsor support):** $496147956.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 326: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQV3, C.4 - ISIN: US55381BQV35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200062340.00
- **C.18.a - Value (excl. sponsor support):** $200062340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 327: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.840000%
- **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):** $299982210.00
- **C.18.a - Value (excl. sponsor support):** $299982210.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 328: 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):** $210030450.00
- **C.18.a - Value (excl. sponsor support):** $210030450.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 329: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRN0, C.4 - ISIN: US55381BRN00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499788300.00
- **C.18.a - Value (excl. sponsor support):** $499788300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRP5, C.4 - ISIN: US55381BRP57, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $497585846.44
- **C.18.a - Value (excl. sponsor support):** $497585846.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRS9, C.4 - ISIN: US55381BRS96, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $219880144.00
- **C.18.a - Value (excl. sponsor support):** $219880144.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BSB5, C.4 - ISIN: US55381BSB52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $289884087.00
- **C.18.a - Value (excl. sponsor support):** $289884087.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 333: 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: 55381BSL3, C.4 - ISIN: US55381BSL35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $409775484.00
- **C.18.a - Value (excl. sponsor support):** $409775484.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 334: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTC2, C.4 - ISIN: US55381BTC27, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200011620.00
- **C.18.a - Value (excl. sponsor support):** $200011620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTE8, C.4 - ISIN: US55381BTE82, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500030700.00
- **C.18.a - Value (excl. sponsor support):** $500030700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTF5, C.4 - ISIN: US55381BTF57, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300018780.00
- **C.18.a - Value (excl. sponsor support):** $300018780.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LF33, C.4 - ISIN: US55607LF333, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $297975480.00
- **C.18.a - Value (excl. sponsor support):** $297975480.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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 338: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LGE8, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $271863845.00
- **C.18.a - Value (excl. sponsor support):** $271863845.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? No, 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: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABX4, C.4 - ISIN: US56036ABX46, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $199998046.00
- **C.18.a - Value (excl. sponsor support):** $199998046.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CD17, C.4 - ISIN: US56037CD179, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $44995396.50
- **C.18.a - Value (excl. sponsor support):** $44995396.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 341: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CD25, C.4 - ISIN: US56037CD252, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $57988133.20
- **C.18.a - Value (excl. sponsor support):** $57988133.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 342: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CD74, C.4 - ISIN: US56037CD740, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $203853630.00
- **C.18.a - Value (excl. sponsor support):** $203853630.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 343: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MDH2, C.4 - ISIN: US56274MDH25, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $99824420.00
- **C.18.a - Value (excl. sponsor support):** $99824420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **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 344: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 3.730000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30700000.00
- **C.18.a - Value (excl. sponsor support):** $30700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 345: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 346: Massachusetts HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 251 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587G3W3, C.4 - ISIN: US57587G3W39, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 347: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 348: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 349: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UG12, C.4 - ISIN: US59157UG128, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $173264770.00
- **C.18.a - Value (excl. sponsor support):** $173264770.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 350: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UG20, C.4 - ISIN: US59157UG201, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $31313953.00
- **C.18.a - Value (excl. sponsor support):** $31313953.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 351: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $132550000.00
- **C.18.a - Value (excl. sponsor support):** $132550000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 352: MICHELLE LEIGH LEGACY

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594109AA8, C.4 - ISIN: US594109AA83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52840000.00
- **C.18.a - Value (excl. sponsor support):** $52840000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 353: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 354: Minnesota HFA

- **C.1 - Title:** RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026E 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UD36, C.4 - ISIN: US60416UD361, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2052-07-01
- **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 355: Minnesota HFA

- **C.1 - Title:** RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026C 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UYT6, C.4 - ISIN: US60416UYT68, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2056-07-01
- **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 356: 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: 60683FCF9, C.4 - ISIN: US60683FCF99, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $500211300.00
- **C.18.a - Value (excl. sponsor support):** $500211300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCW2, C.4 - ISIN: US60683FCW23, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $285061845.00
- **C.18.a - Value (excl. sponsor support):** $285061845.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 358: 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):** $91972308.00
- **C.18.a - Value (excl. sponsor support):** $91972308.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 359: 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: 60683FEX8, C.4 - ISIN: US60683FEX87, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400036160.00
- **C.18.a - Value (excl. sponsor support):** $400036160.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFN9, C.4 - ISIN: US60683FFN96, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $369996670.00
- **C.18.a - Value (excl. sponsor support):** $369996670.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 361: 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: 60683FFV1, C.4 - ISIN: US60683FFV13, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $382479612.75
- **C.18.a - Value (excl. sponsor support):** $382479612.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFZ2, C.4 - ISIN: US60683FFZ27, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $401985126.00
- **C.18.a - Value (excl. sponsor support):** $401985126.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 363: 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: 60683FGN8, C.4 - ISIN: US60683FGN87, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $420156828.00
- **C.18.a - Value (excl. sponsor support):** $420156828.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 364: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FGR9, C.4 - ISIN: US60683FGR91, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $615272691.00
- **C.18.a - Value (excl. sponsor support):** $615272691.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FHA5, C.4 - ISIN: US60683FHA57, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $490216727.00
- **C.18.a - Value (excl. sponsor support):** $490216727.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QE83, C.4 - ISIN: US60689QE831, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $497991300.00
- **C.18.a - Value (excl. sponsor support):** $497991300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 367: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QF82, C.4 - ISIN: US60689QF820, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $347432050.00
- **C.18.a - Value (excl. sponsor support):** $347432050.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 368: 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):** $501074498.70
- **C.18.a - Value (excl. sponsor support):** $501074498.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 369: 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):** $464915974.50
- **C.18.a - Value (excl. sponsor support):** $464915974.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 370: 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):** $384939940.00
- **C.18.a - Value (excl. sponsor support):** $384939940.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 371: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5U3, C.4 - ISIN: US60701A5U34, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $224907480.00
- **C.18.a - Value (excl. sponsor support):** $224907480.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 372: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A6Q1, C.4 - ISIN: US60701A6Q13, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $476807053.50
- **C.18.a - Value (excl. sponsor support):** $476807053.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: 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: 60701AB28, C.4 - ISIN: US60701AB289, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $508811110.10
- **C.18.a - Value (excl. sponsor support):** $508811110.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 374: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701ABR3, C.4 - ISIN: US60701ABR32, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $240036504.00
- **C.18.a - Value (excl. sponsor support):** $240036504.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 375: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701ACD3, C.4 - ISIN: US60701ACD37, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500069800.00
- **C.18.a - Value (excl. sponsor support):** $500069800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 376: 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):** $206065446.20
- **C.18.a - Value (excl. sponsor support):** $206065446.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 377: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 378: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FK89, C.4 - ISIN: US63254FK898, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $489803600.00
- **C.18.a - Value (excl. sponsor support):** $489803600.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2G9, C.4 - ISIN: US63254G2G96, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250034575.00
- **C.18.a - Value (excl. sponsor support):** $250034575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2J3, C.4 - ISIN: US63254G2J36, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250045325.00
- **C.18.a - Value (excl. sponsor support):** $250045325.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 381: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MDW6, C.4 - ISIN: US63307MDW64, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $548281250.00
- **C.18.a - Value (excl. sponsor support):** $548281250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 382: 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):** $174964632.50
- **C.18.a - Value (excl. sponsor support):** $174964632.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 383: 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):** $514444752.80
- **C.18.a - Value (excl. sponsor support):** $514444752.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 384: 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):** $550107415.00
- **C.18.a - Value (excl. sponsor support):** $550107415.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 385: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TJV1, C.4 - ISIN: US63873TJV17, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $49984925.00
- **C.18.a - Value (excl. sponsor support):** $49984925.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TKN7, C.4 - ISIN: US63873TKN71, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $999424300.00
- **C.18.a - Value (excl. sponsor support):** $999424300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TKP2, C.4 - ISIN: US63873TKP20, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $499714300.00
- **C.18.a - Value (excl. sponsor support):** $499714300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TLG1, C.4 - ISIN: US63873TLG12, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $699756260.00
- **C.18.a - Value (excl. sponsor support):** $699756260.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.795000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65557LEX7, C.4 - ISIN: US65557LEX73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299973840.00
- **C.18.a - Value (excl. sponsor support):** $299973840.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.805000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65557LEY5, C.4 - ISIN: US65557LEY56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180969682.50
- **C.18.a - Value (excl. sponsor support):** $180969682.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 391: 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):** $149944755.00
- **C.18.a - Value (excl. sponsor support):** $149944755.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 392: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WSP4, C.4 - ISIN: US65558WSP40, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $499702950.00
- **C.18.a - Value (excl. sponsor support):** $499702950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 393: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WTN8, C.4 - ISIN: US65558WTN82, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $499749950.00
- **C.18.a - Value (excl. sponsor support):** $499749950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40863000.00
- **C.18.a - Value (excl. sponsor support):** $40863000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 395: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE STUDENT LOAN NOTES SERIES 2026-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FV3, C.4 - ISIN: US662826FV31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2056-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 396: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.770000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 397: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.790000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 398: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 3.770000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 399: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.770000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 400: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.780000%
- **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:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 401: 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):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 402: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UDA8, C.4 - ISIN: US67983UDA88, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49948800.00
- **C.18.a - Value (excl. sponsor support):** $49948800.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 403: 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):** $148971195.00
- **C.18.a - Value (excl. sponsor support):** $148971195.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 404: 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: 67983UJB0, C.4 - ISIN: US67983UJB08, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $196433300.00
- **C.18.a - Value (excl. sponsor support):** $196433300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.920000%
- **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):** $200012764.00
- **C.18.a - Value (excl. sponsor support):** $200012764.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 406: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAC1, C.4 - ISIN: US68047BAC19, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $149940675.00
- **C.18.a - Value (excl. sponsor support):** $149940675.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJL0, C.4 - ISIN: US69033NJL01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $275060885.00
- **C.18.a - Value (excl. sponsor support):** $275060885.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKE4, C.4 - ISIN: US69033NKE49, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250069625.00
- **C.18.a - Value (excl. sponsor support):** $250069625.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.850000%
- **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):** $300051570.00
- **C.18.a - Value (excl. sponsor support):** $300051570.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKP9, C.4 - ISIN: US69033NKP95, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100021130.00
- **C.18.a - Value (excl. sponsor support):** $100021130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NNB7, C.4 - ISIN: US69033NNB72, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $499759350.00
- **C.18.a - Value (excl. sponsor support):** $499759350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 412: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NNG6, C.4 - ISIN: US69033NNG69, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $599804700.00
- **C.18.a - Value (excl. sponsor support):** $599804700.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: 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: 69034BD64, C.4 - ISIN: US69034BD645, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $14990794.50
- **C.18.a - Value (excl. sponsor support):** $14990794.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BD72, C.4 - ISIN: US69034BD728, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199856600.00
- **C.18.a - Value (excl. sponsor support):** $199856600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 415: 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):** $349713000.00
- **C.18.a - Value (excl. sponsor support):** $349713000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 416: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BD98, C.4 - ISIN: US69034BD983, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149861520.00
- **C.18.a - Value (excl. sponsor support):** $149861520.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 417: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BDA5, C.4 - ISIN: US69034BDA52, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149846025.00
- **C.18.a - Value (excl. sponsor support):** $149846025.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **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 418: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BDW7, C.4 - ISIN: US69034BDW72, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $398750560.00
- **C.18.a - Value (excl. sponsor support):** $398750560.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 419: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BES5, C.4 - ISIN: US69034BES51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298211700.00
- **C.18.a - Value (excl. sponsor support):** $298211700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 420: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BET3, C.4 - ISIN: US69034BET35, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $198785500.00
- **C.18.a - Value (excl. sponsor support):** $198785500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 421: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BF21, C.4 - ISIN: US69034BF210, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $50656515.00
- **C.18.a - Value (excl. sponsor support):** $50656515.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 69034BF54, C.4 - ISIN: US69034BF541, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $198587500.00
- **C.18.a - Value (excl. sponsor support):** $198587500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **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 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: 69034BFB1, C.4 - ISIN: US69034BFB18, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $198456140.00
- **C.18.a - Value (excl. sponsor support):** $198456140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 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: 69034BG79, C.4 - ISIN: US69034BG796, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $247358825.00
- **C.18.a - Value (excl. sponsor support):** $247358825.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 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: 69034BG87, C.4 - ISIN: US69034BG879, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $247331950.00
- **C.18.a - Value (excl. sponsor support):** $247331950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 426: 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: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $149876925.00
- **C.18.a - Value (excl. sponsor support):** $149876925.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 427: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3Z8, C.4 - ISIN: US69901Q3Z83, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $180063540.00
- **C.18.a - Value (excl. sponsor support):** $180063540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29727000.00
- **C.18.a - Value (excl. sponsor support):** $29727000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 429: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** EDUCATIONAL LOAN RB SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBU8, C.4 - ISIN: US70878CBU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 430: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838MD15, C.4 - ISIN: US71838MD154, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $379961202.00
- **C.18.a - Value (excl. sponsor support):** $379961202.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 431: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838MD23, C.4 - ISIN: US71838MD238, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $599877360.00
- **C.18.a - Value (excl. sponsor support):** $599877360.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 432: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838MD64, C.4 - ISIN: US71838MD642, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $499692000.00
- **C.18.a - Value (excl. sponsor support):** $499692000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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 433: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838MD72, C.4 - ISIN: US71838MD725, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $149892090.00
- **C.18.a - Value (excl. sponsor support):** $149892090.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 434: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GD97, C.4 - ISIN: US73044GD977, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64939179.50
- **C.18.a - Value (excl. sponsor support):** $64939179.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 435: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GDV8, C.4 - ISIN: US73044GDV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49848215.00
- **C.18.a - Value (excl. sponsor support):** $49848215.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **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 436: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GF20, C.4 - ISIN: US73044GF204, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99332380.00
- **C.18.a - Value (excl. sponsor support):** $99332380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 437: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GGE3, C.4 - ISIN: US73044GGE35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $217510326.00
- **C.18.a - Value (excl. sponsor support):** $217510326.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 438: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GHS1, C.4 - ISIN: US73044GHS12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147601170.00
- **C.18.a - Value (excl. sponsor support):** $147601170.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GJF7, C.4 - ISIN: US73044GJF72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147239205.00
- **C.18.a - Value (excl. sponsor support):** $147239205.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 440: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GJN0, C.4 - ISIN: US73044GJN07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98072570.00
- **C.18.a - Value (excl. sponsor support):** $98072570.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 441: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GJQ3, C.4 - ISIN: US73044GJQ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147071385.00
- **C.18.a - Value (excl. sponsor support):** $147071385.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 442: 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):** $74373397.50
- **C.18.a - Value (excl. sponsor support):** $74373397.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 443: 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: 74154GJG9, C.4 - ISIN: US74154GJG91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49083955.00
- **C.18.a - Value (excl. sponsor support):** $49083955.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 444: 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: 74154GK10, C.4 - ISIN: US74154GK101, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49000440.00
- **C.18.a - Value (excl. sponsor support):** $49000440.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R4X8, C.4 - ISIN: US76221R4X86, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $38400000.00
- **C.18.a - Value (excl. sponsor support):** $38400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 446: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221SBW0, C.4 - ISIN: US76221SBW08, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 447: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 3.980000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EPP4, C.4 - ISIN: US76582EPP42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $342018502.20
- **C.18.a - Value (excl. sponsor support):** $342018502.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 448: 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):** $228524870.80
- **C.18.a - Value (excl. sponsor support):** $228524870.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 449: 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):** $178650162.00
- **C.18.a - Value (excl. sponsor support):** $178650162.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 76582KJF9, C.4 - ISIN: US76582KJF93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310180954.80
- **C.18.a - Value (excl. sponsor support):** $310180954.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 76582KJR3, C.4 - ISIN: US76582KJR32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154149933.62
- **C.18.a - Value (excl. sponsor support):** $154149933.62
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 452: 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):** $499280900.00
- **C.18.a - Value (excl. sponsor support):** $499280900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **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 453: 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):** $501499096.05
- **C.18.a - Value (excl. sponsor support):** $501499096.05
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 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: 78013WM98, C.4 - ISIN: US78013WM983, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $486269300.00
- **C.18.a - Value (excl. sponsor support):** $486269300.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 78013WQB9, C.4 - ISIN: US78013WQB99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $481264250.00
- **C.18.a - Value (excl. sponsor support):** $481264250.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-03-11
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 456: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRC3, C.4 - ISIN: US78014XRC38, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $700098070.00
- **C.18.a - Value (excl. sponsor support):** $700098070.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.4 - ISIN: US78014XRJ80, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $299994360.00
- **C.18.a - Value (excl. sponsor support):** $299994360.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.900000%
- **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):** $750259200.00
- **C.18.a - Value (excl. sponsor support):** $750259200.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSJ7, C.4 - ISIN: US78014XSJ71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1304259.80
- **C.18.a - Value (excl. sponsor support):** $1304259.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSN8, C.4 - ISIN: US78014XSN83, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $999345700.00
- **C.18.a - Value (excl. sponsor support):** $999345700.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSR9, C.4 - ISIN: US78014XSR97, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $374664000.00
- **C.18.a - Value (excl. sponsor support):** $374664000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-11
- **C.13 - Final Legal Maturity Date:** 2027-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: 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: 78015DQC7, C.4 - ISIN: US78015DQC73, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $481207550.00
- **C.18.a - Value (excl. sponsor support):** $481207550.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **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 463: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.950000%
- **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):** $12302782.26
- **C.18.a - Value (excl. sponsor support):** $12302782.26
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK89, C.4 - ISIN: US78015JK898, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $250054225.00
- **C.18.a - Value (excl. sponsor support):** $250054225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 465: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JKC0, C.4 - ISIN: US78015JKC08, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $500161300.00
- **C.18.a - Value (excl. sponsor support):** $500161300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 466: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JTQ0, C.4 - ISIN: US78015JTQ03, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499836400.00
- **C.18.a - Value (excl. sponsor support):** $499836400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 467: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU88, C.4 - ISIN: US78015JU889, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $786724385.60
- **C.18.a - Value (excl. sponsor support):** $786724385.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 468: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWL7, C.4 - ISIN: US78015JWL78, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $498927323.25
- **C.18.a - Value (excl. sponsor support):** $498927323.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 469: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 470: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QD23, C.4 - ISIN: US80285QD232, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $599877240.00
- **C.18.a - Value (excl. sponsor support):** $599877240.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 471: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QD72, C.4 - ISIN: US80285QD729, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $299784750.00
- **C.18.a - Value (excl. sponsor support):** $299784750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 472: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QEK2, C.4 - ISIN: US80285QEK22, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $529287970.40
- **C.18.a - Value (excl. sponsor support):** $529287970.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 473: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QFG0, C.4 - ISIN: US80285QFG01, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $244021618.80
- **C.18.a - Value (excl. sponsor support):** $244021618.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **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 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: 82124MDP2, C.4 - ISIN: US82124MDP23, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $124699275.00
- **C.18.a - Value (excl. sponsor support):** $124699275.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 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: 82124ME55, C.4 - ISIN: US82124ME550, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99628130.00
- **C.18.a - Value (excl. sponsor support):** $99628130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 476: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MED8, C.4 - ISIN: US82124MED83, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $258809642.00
- **C.18.a - Value (excl. sponsor support):** $258809642.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A, C.5 - Other ID: 82451WAA9_1
- **C.18 - Value (incl. sponsor support):** $32095000.00
- **C.18.a - Value (excl. sponsor support):** $32095000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 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):** $199979700.00
- **C.18.a - Value (excl. sponsor support):** $199979700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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.4 - ISIN: US83050UDD72, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $399468320.00
- **C.18.a - Value (excl. sponsor support):** $399468320.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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):** $249434600.00
- **C.18.a - Value (excl. sponsor support):** $249434600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UG28, C.4 - ISIN: US83050UG281, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $198009280.00
- **C.18.a - Value (excl. sponsor support):** $198009280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSU9, C.4 - ISIN: US83050WSU98, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $300066360.00
- **C.18.a - Value (excl. sponsor support):** $300066360.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSY1, C.4 - ISIN: US83050WSY11, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $150024510.00
- **C.18.a - Value (excl. sponsor support):** $150024510.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YFX3, C.4 - ISIN: US83050YFX31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99922930.00
- **C.18.a - Value (excl. sponsor support):** $99922930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 485: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 486: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MF40, C.4 - ISIN: US85520MF405, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $436949348.00
- **C.18.a - Value (excl. sponsor support):** $436949348.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 487: 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):** $114151840.50
- **C.18.a - Value (excl. sponsor support):** $114151840.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 488: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MH30, C.4 - ISIN: US85520MH302, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $207147738.00
- **C.18.a - Value (excl. sponsor support):** $207147738.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 489: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MJ12, C.4 - ISIN: US85520MJ126, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $294967620.00
- **C.18.a - Value (excl. sponsor support):** $294967620.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 490: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MK77, C.4 - ISIN: US85520MK777, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $293772240.00
- **C.18.a - Value (excl. sponsor support):** $293772240.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: 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):** $410004469.00
- **C.18.a - Value (excl. sponsor support):** $410004469.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, 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) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TKJ1, C.4 - ISIN: US86564TKJ15, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $432016243.20
- **C.18.a - Value (excl. sponsor support):** $432016243.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 493: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TLV3, C.4 - ISIN: US86564TLV34, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $299974770.00
- **C.18.a - Value (excl. sponsor support):** $299974770.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 494: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TLX9, C.4 - ISIN: US86564TLX99, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $199982100.00
- **C.18.a - Value (excl. sponsor support):** $199982100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 495: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TLY7, C.4 - ISIN: US86564TLY72, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $499960350.00
- **C.18.a - Value (excl. sponsor support):** $499960350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TMF7, C.4 - ISIN: US86564TMF74, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $549801780.00
- **C.18.a - Value (excl. sponsor support):** $549801780.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 497: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.860000%
- **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):** $500004100.00
- **C.18.a - Value (excl. sponsor support):** $500004100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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) 3.860000%
- **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):** $570016644.00
- **C.18.a - Value (excl. sponsor support):** $570016644.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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) 3.860000%
- **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):** $479034871.20
- **C.18.a - Value (excl. sponsor support):** $479034871.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUM0, C.4 - ISIN: US86565GUM04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $247032752.20
- **C.18.a - Value (excl. sponsor support):** $247032752.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVE7, C.4 - ISIN: US86565GVE78, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $498097110.00
- **C.18.a - Value (excl. sponsor support):** $498097110.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVG2, C.4 - ISIN: US86565GVG27, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $375079425.00
- **C.18.a - Value (excl. sponsor support):** $375079425.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVH0, C.4 - ISIN: US86565GVH00, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200036820.00
- **C.18.a - Value (excl. sponsor support):** $200036820.00
- **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):** 2026-05-11
- **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 504: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVJ6, C.4 - ISIN: US86565GVJ65, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $225042255.00
- **C.18.a - Value (excl. sponsor support):** $225042255.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVV9, C.4 - ISIN: US86565GVV93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $558171306.00
- **C.18.a - Value (excl. sponsor support):** $558171306.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWF3, C.4 - ISIN: US86565GWF35, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $514171521.80
- **C.18.a - Value (excl. sponsor support):** $514171521.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 507: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWR7, C.4 - ISIN: US86565GWR72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $320121760.00
- **C.18.a - Value (excl. sponsor support):** $320121760.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 508: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXT2, C.4 - ISIN: US86565GXT20, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $499984300.00
- **C.18.a - Value (excl. sponsor support):** $499984300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYD6, C.4 - ISIN: US86565GYD68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $494913177.00
- **C.18.a - Value (excl. sponsor support):** $494913177.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYX2, C.4 - ISIN: US86565GYX23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $449889795.00
- **C.18.a - Value (excl. sponsor support):** $449889795.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYY0, C.4 - ISIN: US86565GYY06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $299930130.00
- **C.18.a - Value (excl. sponsor support):** $299930130.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 512: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZG8, C.4 - ISIN: US86565GZG80, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $479932080.00
- **C.18.a - Value (excl. sponsor support):** $479932080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: 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: 86565GZT0, C.4 - ISIN: US86565GZT02, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200020500.00
- **C.18.a - Value (excl. sponsor support):** $200020500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: 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: 86565GZU7, C.4 - ISIN: US86565GZU74, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200018880.00
- **C.18.a - Value (excl. sponsor support):** $200018880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 515: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 867825AA9, C.4 - ISIN: US867825AA94, C.3 - LEI: 254900TB696MCVHSOA79
- **C.18 - Value (incl. sponsor support):** $38500000.00
- **C.18.a - Value (excl. sponsor support):** $38500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 516: 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):** $400016880.00
- **C.18.a - Value (excl. sponsor support):** $400016880.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 517: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.880000%
- **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):** $400145360.00
- **C.18.a - Value (excl. sponsor support):** $400145360.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTG1, C.4 - ISIN: US86959TTG12, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $199946320.00
- **C.18.a - Value (excl. sponsor support):** $199946320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 519: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTP1, C.4 - ISIN: US86959TTP11, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $249713725.00
- **C.18.a - Value (excl. sponsor support):** $249713725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 520: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TUL8, C.4 - ISIN: US86959TUL87, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $499492050.00
- **C.18.a - Value (excl. sponsor support):** $499492050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 521: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KMU3, C.4 - ISIN: US86960KMU33, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $485295550.00
- **C.18.a - Value (excl. sponsor support):** $485295550.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-12-28
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **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 522: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMZ0, C.4 - ISIN: US86960LMZ03, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250072000.00
- **C.18.a - Value (excl. sponsor support):** $250072000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 523: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNJ5, C.4 - ISIN: US86960LNJ51, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200070820.00
- **C.18.a - Value (excl. sponsor support):** $200070820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 524: 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):** $199367420.00
- **C.18.a - Value (excl. sponsor support):** $199367420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 525: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XG12, C.4 - ISIN: US87020XG128, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99015900.00
- **C.18.a - Value (excl. sponsor support):** $99015900.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 526: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XH37, C.4 - ISIN: US87020XH373, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $246670250.00
- **C.18.a - Value (excl. sponsor support):** $246670250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 527: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 3.880000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 528: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 529: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 530: 315/333 W DAWSON ASSOCIATES

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (CLEARWATER AT GLENDORA) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88556UAB2, C.4 - ISIN: US88556UAB26, C.3 - LEI: 254900K6G938JUXWC522
- **C.18 - Value (incl. sponsor support):** $43250000.00
- **C.18.a - Value (excl. sponsor support):** $43250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 531: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88581RAA0, C.4 - ISIN: US88581RAA05, C.3 - LEI: 2549001AUX5O8934U667
- **C.18 - Value (incl. sponsor support):** $52800000.00
- **C.18.a - Value (excl. sponsor support):** $52800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 532: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UF47, C.4 - ISIN: US88602UF476, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $148955940.00
- **C.18.a - Value (excl. sponsor support):** $148955940.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 533: 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: 88602UJB7, C.4 - ISIN: US88602UJB70, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98221510.00
- **C.18.a - Value (excl. sponsor support):** $98221510.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **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):** $300120210.00
- **C.18.a - Value (excl. sponsor support):** $300120210.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **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):** $375031511.25
- **C.18.a - Value (excl. sponsor support):** $375031511.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **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):** $416162710.08
- **C.18.a - Value (excl. sponsor support):** $416162710.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 537: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **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):** $90022716.00
- **C.18.a - Value (excl. sponsor support):** $90022716.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 538: 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):** $400097132.00
- **C.18.a - Value (excl. sponsor support):** $400097132.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 539: 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: 89115DML7, C.4 - ISIN: US89115DML72, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $231040739.16
- **C.18.a - Value (excl. sponsor support):** $231040739.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 540: 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):** $1017948194.24
- **C.18.a - Value (excl. sponsor support):** $1017948194.24
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 541: 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):** $998519259.40
- **C.18.a - Value (excl. sponsor support):** $998519259.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 542: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DP59, C.4 - ISIN: US89115DP598, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $908614616.00
- **C.18.a - Value (excl. sponsor support):** $908614616.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQ90, C.4 - ISIN: US89115DQ901, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $243985489.32
- **C.18.a - Value (excl. sponsor support):** $243985489.32
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQZ2, C.4 - ISIN: US89115DQZ23, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $952684747.60
- **C.18.a - Value (excl. sponsor support):** $952684747.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRM0, C.4 - ISIN: US89115DRM01, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1128730178.24
- **C.18.a - Value (excl. sponsor support):** $1128730178.24
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 546: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DS98, C.4 - ISIN: US89115DS980, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $579815241.00
- **C.18.a - Value (excl. sponsor support):** $579815241.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 547: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.910000%
- **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):** $134028769.80
- **C.18.a - Value (excl. sponsor support):** $134028769.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DSV9, C.4 - ISIN: US89115DSV90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $894606334.25
- **C.18.a - Value (excl. sponsor support):** $894606334.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 549: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DWZ5, C.4 - ISIN: US89115DWZ58, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $444882636.20
- **C.18.a - Value (excl. sponsor support):** $444882636.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-05
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **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 550: 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: 89115M4J2, C.4 - ISIN: US89115M4J27, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $360106624.80
- **C.18.a - Value (excl. sponsor support):** $360106624.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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 551: 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: 89115M7E0, C.4 - ISIN: US89115M7E03, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1500678600.00
- **C.18.a - Value (excl. sponsor support):** $1500678600.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 552: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.000000%
- **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):** $735189505.05
- **C.18.a - Value (excl. sponsor support):** $735189505.05
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 553: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFW0, C.4 - ISIN: US89152FFW05, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FFW0
- **C.18 - Value (incl. sponsor support):** $99031520.00
- **C.18.a - Value (excl. sponsor support):** $99031520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 554: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DGL2, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $54330485.00
- **C.18.a - Value (excl. sponsor support):** $54330485.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 555: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HGQ1, C.4 - ISIN: US89233HGQ11, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $94822396.80
- **C.18.a - Value (excl. sponsor support):** $94822396.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 556: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HHH0, C.4 - ISIN: US89233HHH03, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $98514890.00
- **C.18.a - Value (excl. sponsor support):** $98514890.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RPF6, C.4 - ISIN: US89602RPF63, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $60470000.00
- **C.18.a - Value (excl. sponsor support):** $60470000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 558: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG81, C.4 - ISIN: US89788LG818, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $996957129.00
- **C.18.a - Value (excl. sponsor support):** $996957129.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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 559: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LGA6, C.4 - ISIN: US89788LGA61, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499930100.00
- **C.18.a - Value (excl. sponsor support):** $499930100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **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 560: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA30, C.4 - ISIN: US90276JA305, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $399891744.00
- **C.18.a - Value (excl. sponsor support):** $399891744.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 561: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA55, C.4 - ISIN: US90276JA552, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $199946294.00
- **C.18.a - Value (excl. sponsor support):** $199946294.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 562: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA63, C.4 - ISIN: US90276JA636, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $249932552.50
- **C.18.a - Value (excl. sponsor support):** $249932552.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 563: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA71, C.4 - ISIN: US90276JA719, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $249881455.00
- **C.18.a - Value (excl. sponsor support):** $249881455.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 564: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA97, C.4 - ISIN: US90276JA974, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $497862706.38
- **C.18.a - Value (excl. sponsor support):** $497862706.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 565: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB21, C.4 - ISIN: US90276JB212, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500068805.00
- **C.18.a - Value (excl. sponsor support):** $500068805.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **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 566: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB39, C.4 - ISIN: US90276JB394, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500069380.00
- **C.18.a - Value (excl. sponsor support):** $500069380.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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 567: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB62, C.4 - ISIN: US90276JB626, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $750219750.00
- **C.18.a - Value (excl. sponsor support):** $750219750.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 568: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB70, C.4 - ISIN: US90276JB709, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500138050.00
- **C.18.a - Value (excl. sponsor support):** $500138050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZH2, C.4 - ISIN: US90276JZH21, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500001585.00
- **C.18.a - Value (excl. sponsor support):** $500001585.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 570: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UD18, C.4 - ISIN: US91058UD182, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $2035131174.12
- **C.18.a - Value (excl. sponsor support):** $2035131174.12
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 571: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917434DK5, C.4 - ISIN: US917434DK53, C.3 - LEI: 549300YXWQEI0S47WI02
- **C.18 - Value (incl. sponsor support):** $12350000.00
- **C.18.a - Value (excl. sponsor support):** $12350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 572: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 573: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512ME13, C.4 - ISIN: US92512ME133, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299015490.00
- **C.18.a - Value (excl. sponsor support):** $299015490.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LE14, C.4 - ISIN: US92646LE149, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $284059984.50
- **C.18.a - Value (excl. sponsor support):** $284059984.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LEE6, C.4 - ISIN: US92646LEE65, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $99531320.00
- **C.18.a - Value (excl. sponsor support):** $99531320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 576: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LEF3, C.4 - ISIN: US92646LEF31, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $248801575.00
- **C.18.a - Value (excl. sponsor support):** $248801575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 577: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LF47, C.4 - ISIN: US92646LF476, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $124133337.50
- **C.18.a - Value (excl. sponsor support):** $124133337.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 578: 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):** $49620150.00
- **C.18.a - Value (excl. sponsor support):** $49620150.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 579: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LFC9, C.4 - ISIN: US92646LFC90, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $188514371.00
- **C.18.a - Value (excl. sponsor support):** $188514371.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LG79, C.4 - ISIN: US92646LG797, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $494698000.00
- **C.18.a - Value (excl. sponsor support):** $494698000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 581: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930ME80, C.4 - ISIN: US93930ME805, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $164329341.00
- **C.18.a - Value (excl. sponsor support):** $164329341.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 582: 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: 93930MG88, C.4 - ISIN: US93930MG883, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $445097025.00
- **C.18.a - Value (excl. sponsor support):** $445097025.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 947184AA5, C.4 - ISIN: US947184AA57, C.3 - LEI: 549300MCMGT11YMCCO14
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 584: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVF8, C.4 - ISIN: US95001KVF82, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $749126475.00
- **C.18.a - Value (excl. sponsor support):** $749126475.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVG6, C.4 - ISIN: US95001KVG65, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $748078800.00
- **C.18.a - Value (excl. sponsor support):** $748078800.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 586: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVH4, C.4 - ISIN: US95001KVH49, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $499418800.00
- **C.18.a - Value (excl. sponsor support):** $499418800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 587: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVQ4, C.4 - ISIN: US95001KVQ48, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $249693200.00
- **C.18.a - Value (excl. sponsor support):** $249693200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 588: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVR2, C.4 - ISIN: US95001KVR21, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $748040100.00
- **C.18.a - Value (excl. sponsor support):** $748040100.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 589: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVS0, C.4 - ISIN: US95001KVS04, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $498693400.00
- **C.18.a - Value (excl. sponsor support):** $498693400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 590: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KWY6, C.4 - ISIN: US95001KWY62, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $499972250.00
- **C.18.a - Value (excl. sponsor support):** $499972250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 591: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXN9, C.4 - ISIN: US95001KXN98, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $199685980.00
- **C.18.a - Value (excl. sponsor support):** $199685980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 592: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXQ2, C.4 - ISIN: US95001KXQ20, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $998942300.00
- **C.18.a - Value (excl. sponsor support):** $998942300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-12-11
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 593: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55325000.00
- **C.18.a - Value (excl. sponsor support):** $55325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 594: 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):** $150008325.00
- **C.18.a - Value (excl. sponsor support):** $150008325.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 595: 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):** $558035042.40
- **C.18.a - Value (excl. sponsor support):** $558035042.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 596: 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):** $1000057100.00
- **C.18.a - Value (excl. sponsor support):** $1000057100.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 597: 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):** $500017350.00
- **C.18.a - Value (excl. sponsor support):** $500017350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 598: 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):** $111032145.60
- **C.18.a - Value (excl. sponsor support):** $111032145.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 599: 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):** $499964700.00
- **C.18.a - Value (excl. sponsor support):** $499964700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 600: 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):** $131026710.90
- **C.18.a - Value (excl. sponsor support):** $131026710.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 601: 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):** $299994210.00
- **C.18.a - Value (excl. sponsor support):** $299994210.00
- **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 602: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI382378, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI382378
- **C.18 - Value (incl. sponsor support):** $106004441.40
- **C.18.a - Value (excl. sponsor support):** $106004441.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 603: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI388V66, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI388V66
- **C.18 - Value (incl. sponsor support):** $496679584.10
- **C.18.a - Value (excl. sponsor support):** $496679584.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 604: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38BWL5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI38BWL5
- **C.18 - Value (incl. sponsor support):** $749958600.00
- **C.18.a - Value (excl. sponsor support):** $749958600.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 605: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38CGM9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI38CGM9
- **C.18 - Value (incl. sponsor support):** $349828080.00
- **C.18.a - Value (excl. sponsor support):** $349828080.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 606: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38D0P7, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38D0P7
- **C.18 - Value (incl. sponsor support):** $499895700.00
- **C.18.a - Value (excl. sponsor support):** $499895700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 607: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38DNF4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ACI38DNF4
- **C.18 - Value (incl. sponsor support):** $274950802.50
- **C.18.a - Value (excl. sponsor support):** $274950802.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 608: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38GNX8, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38GNX8
- **C.18 - Value (incl. sponsor support):** $299874480.00
- **C.18.a - Value (excl. sponsor support):** $299874480.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 609: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38PGH1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38PGH1
- **C.18 - Value (incl. sponsor support):** $499757150.00
- **C.18.a - Value (excl. sponsor support):** $499757150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 610: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI396HV0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI396HV0
- **C.18 - Value (incl. sponsor support):** $500083150.00
- **C.18.a - Value (excl. sponsor support):** $500083150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 611: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E0CR4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1E0CR4
- **C.18 - Value (incl. sponsor support):** $2248383420.00
- **C.18.a - Value (excl. sponsor support):** $2248383420.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $15655000.00       | $16775271.80       | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR REGS NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $16000.00          | $15534.67          | Corporate Debt Securities                         |
| NEVADA POWER CO                1M GLBL -R NT 37    | 2037-07-01      | 6.7500%  | 0.0000% | $70000.00          | $78907.85          | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 2.891%36    | 2036-04-06      | 2.8910%  | 0.0000% | $97000.00          | $82446.46          | Corporate Debt Securities                         |
| MERCADOLIBRE  INC              SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $315000.00         | $308424.20         | Corporate Debt Securities                         |
| MOOG INC                       SR 144A NT5.5%34    | 2034-10-15      | 5.5000%  | 0.0000% | $937000.00         | $933129.67         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 28     | 2028-03-01      | 4.6000%  | 0.0000% | $400000.00         | $403729.33         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $125000.00         | $129210.57         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.407%110129     | 2029-11-01      | 6.4070%  | 0.0000% | $1000.00           | $1068.94           | Corporate Debt Securities                         |
| US BANCORP                     FR 4.653%020129     | 2029-02-01      | 4.6530%  | 0.0000% | $64000.00          | $64677.44          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.696%080631     | 2031-08-06      | 4.6960%  | 0.0000% | $35000.00          | $35110.41          | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 29       | 2029-08-15      | 2.9500%  | 0.0000% | $98000.00          | $93508.61          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL FFF BD37    | 2037-09-15      | 6.1250%  | 0.0000% | $675000.00         | $715123.50         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31       | 2031-11-09      | 7.6600%  | 0.0000% | $35000.00          | $39427.66          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 31       | 2031-04-01      | 5.4500%  | 0.0000% | $71000.00          | $74543.61          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.691%011034     | 2034-01-10      | 6.6910%  | 0.0000% | $2778000.00        | $2999725.38        | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TRUST 2021-1  A-1    20510325 FLT | 2051-03-25      | 2.5000%  | 0.0000% | $10000000.00       | $5417919.96        | Private Label Collateralized Mortgage Obligations |
| MIDAMERICAN ENERGY COMPANY     FR 5.75%110135      | 2035-11-01      | 5.7500%  | 0.0000% | $89000.00          | $95188.02          | Corporate Debt Securities                         |
| COLBUN SA                      SR REGS NT 32       | 2032-01-19      | 3.1500%  | 0.0000% | $705000.00         | $631038.45         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SB REGS NT6.7%57    | 2057-12-09      | 6.7000%  | 0.0000% | $464000.00         | $461143.82         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 37       | 2037-02-27      | 6.1500%  | 0.0000% | $21000.00          | $22513.85          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.61%091234      | 2034-09-12      | 3.6100%  | 0.0000% | $375000.00         | $360279.48         | Corporate Debt Securities                         |
| TRALEE CLO II LTD 2013-2R      D-R    20290720 FLT | 2029-07-20      | 8.1092%  | 0.0000% | $6500000.00        | $1311944.30        | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP INC         SR NT 6.5%37        | 2037-06-15      | 6.5000%  | 0.0000% | $723000.00         | $800302.36         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54       | 2054-07-15      | 5.6250%  | 0.0000% | $4531000.00        | $4357983.76        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   B-3    20510925 FLT | 2051-09-25      | 3.2336%  | 0.0000% | $285000.00         | $213651.17         | Private Label Collateralized Mortgage Obligations |
| VULCAN MATLS CO                SR GLBL NT 34       | 2034-12-01      | 5.3500%  | 0.0000% | $27000.00          | $27861.39          | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2019-1     AA     20330225 4.1 | 2033-02-25      | 4.1500%  | 0.0000% | $60000.00          | $35987.25          | Asset-Backed Securities                           |
| UWM MORTGAGE TRUST 2021-INV1   B-2    20510825 FLT | 2051-08-25      | 3.1467%  | 0.0000% | $404000.00         | $306554.00         | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 43       | 2043-09-15      | 6.5500%  | 0.0000% | $35000.00          | $37395.79          | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $521000.00         | $498897.44         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   B-1    20510925 FLT | 2051-09-25      | 3.2336%  | 0.0000% | $348000.00         | $266853.03         | Private Label Collateralized Mortgage Obligations |
| IRON MTN INC DEL               SR GLBL REGS 29     | 2029-09-15      | 4.8750%  | 0.0000% | $62000.00          | $60098.25          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 45     | 2045-09-06      | 5.3790%  | 0.0000% | $23319000.00       | $22054770.13       | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 52       | 2052-03-10      | 2.9500%  | 0.0000% | $868000.00         | $540903.60         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   A-10   20520125 FLT | 2052-01-25      | 5.0000%  | 0.0000% | $575400.00         | $427101.40         | Private Label Collateralized Mortgage Obligations |
| ALCAN INC                      SR GLBL DEB 31      | 2031-03-15      | 7.2500%  | 0.0000% | $59000.00          | $65894.28          | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT2.2%28    | 2028-11-02      | 2.2000%  | 0.0000% | $14000.00          | $13286.78          | Corporate Debt Securities                         |
| ADVOCATE HEALTH & HOSPS CORP   SR -2020A BD 50     | 2050-06-15      | 3.0080%  | 0.0000% | $678000.00         | $446026.97         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.25%100129      | 2029-10-01      | 3.2500%  | 0.0000% | $13000.00          | $12525.89          | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $16819000.00       | $18143832.63       | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-2     AA     20291215 3.2 | 2029-12-15      | 3.2000%  | 0.0000% | $95000.00          | $54594.48          | Asset-Backed Securities                           |
| ABBOTT LABORATORIES            SR GLBL NT 36       | 2036-11-30      | 4.7500%  | 0.0000% | $730000.00         | $724571.23         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $100000.00         | $109221.69         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 27       | 2027-04-15      | 6.4500%  | 0.0000% | $180000.00         | $188753.70         | Corporate Debt Securities                         |
| ALEXANDER FDG TR II            SR SEC GLBL 28      | 2028-07-31      | 7.4670%  | 0.0000% | $27000.00          | $28708.97          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2009A NT6%39    | 2039-03-01      | 6.0000%  | 0.0000% | $217000.00         | $229388.53         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT3.2%29    | 2029-11-21      | 3.2000%  | 0.0000% | $512000.00         | $497682.20         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 29       | 2029-05-15      | 5.7370%  | 0.0000% | $52000.00          | $53859.68          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -Q NT 34    | 2034-04-01      | 5.1500%  | 0.0000% | $66000.00          | $67965.48          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -D NT 47    | 2047-10-01      | 3.8000%  | 0.0000% | $175000.00         | $127967.00         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 55       | 2055-09-15      | 3.5500%  | 0.0000% | $723000.00         | $468487.93         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $59000.00          | $56737.35          | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 28       | 2028-10-01      | 4.6250%  | 0.0000% | $18000.00          | $18333.27          | Corporate Debt Securities                         |
| BPCE                           FR 6.714%101929     | 2029-10-19      | 6.7140%  | 0.0000% | $20000000.00       | $21511460.00       | Corporate Debt Securities                         |
| VOYA CLO LTD 2019-3R           C-R    20321018 FLT | 2032-10-18      | 6.0792%  | 0.0000% | $2030000.00        | $2053508.91        | Asset-Backed Securities                           |
| WELLS FARGO COML MTG 2025-5C3  A-3    20580117 FLT | 2058-01-17      | 6.0960%  | 0.0000% | $9527000.00        | $10000072.71       | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 53    | 2053-04-01      | 5.4500%  | 0.0000% | $37000.00          | $35393.09          | Corporate Debt Securities                         |
| VITALITY RE XV LTD             -A -2024 144A 28    | 2028-01-07      | 6.0200%  | 0.0000% | $700000.00         | $705670.00         | Corporate Debt Securities                         |
| WELLS FG COM MTG TR 2026-1250B A      20410312 FLT | 2041-03-12      | 4.8333%  | 0.0000% | $22500000.00       | $22349334.24       | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2039-07-24      | 4.4210%  | 0.0000% | $95000.00          | $85606.21          | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESORTS INC   SR GLBL 144A 28     | 2028-08-15      | 4.3750%  | 0.0000% | $962000.00         | $937132.57         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.211%120335     | 2035-12-03      | 5.2110%  | 0.0000% | $30411000.00       | $30695358.06       | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 9.7500%  | 0.0000% | $1745000.00        | $1769430.00        | Corporate Debt Securities                         |
| WYETH                          CR SEN SR GLBL34    | 2034-02-01      | 6.5000%  | 0.0000% | $45000.00          | $50045.10          | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $2620000.00        | $2721258.27        | Corporate Debt Securities                         |
| TRICON AMER HOMES TR 2020-2    B      20391117 1.8 | 2039-11-17      | 1.8320%  | 0.0000% | $1500000.00        | $1429838.50        | Asset-Backed Securities                           |
| AUSTRALIA & NEW ZEALAND BKG GR LW TIER II 32       | 2032-12-08      | 6.7420%  | 0.0000% | $250000.00         | $275830.60         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $13860000.00       | $14186876.55       | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 38       | 2038-09-21      | 4.8750%  | 0.0000% | $200000.00         | $184472.83         | Corporate Debt Securities                         |
| WYNN LAS VEGAS LLC / WYNN      SR GLBL 144A 27     | 2027-05-15      | 5.2500%  | 0.0000% | $1326000.00        | $1346080.06        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 28     | 2028-11-16      | 7.7670%  | 0.0000% | $200000.00         | $215365.25         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL REGS 35     | 2035-03-01      | 5.2000%  | 0.0000% | $500000.00         | $505226.67         | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 37      | 2037-08-15      | 6.3750%  | 0.0000% | $50000.00          | $53987.79          | Corporate Debt Securities                         |
| CARGILL INC                    SR REGS NT4.5%26    | 2026-06-24      | 4.5000%  | 0.0000% | $450000.00         | $455735.25         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 4.75%38       | 2038-03-15      | 4.7500%  | 0.0000% | $310000.00         | $300052.96         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.05%30     | 2030-05-15      | 2.0500%  | 0.0000% | $662000.00         | $606679.60         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 32       | 2032-12-15      | 6.1250%  | 0.0000% | $20000.00          | $21799.29          | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.7%36    | 2036-02-01      | 4.7000%  | 0.0000% | $99000.00          | $96563.94          | Corporate Debt Securities                         |
| AKER BP ASA                    SR 144A NT 35       | 2035-10-30      | 5.2500%  | 0.0000% | $1125000.00        | $1114745.62        | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 32       | 2032-06-01      | 5.0500%  | 0.0000% | $160000.00         | $162717.33         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-2     AA     20310415 3.3 | 2031-04-15      | 3.3500%  | 0.0000% | $99000.00          | $57705.89          | Asset-Backed Securities                           |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53    | 2053-05-01      | 4.6000%  | 0.0000% | $73000.00          | $60903.66          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.85%042828      | 2028-04-28      | 3.8500%  | 0.0000% | $488000.00         | $493344.82         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 28       | 2028-02-15      | 5.5500%  | 0.0000% | $20000.00          | $20506.43          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 34     | 2034-04-22      | 5.9500%  | 0.0000% | $700000.00         | $747403.42         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $180000.00         | $166676.40         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 3%29     | 2029-07-01      | 3.0000%  | 0.0000% | $1374000.00        | $1323368.10        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62       | 2062-03-15      | 4.0250%  | 0.0000% | $285000.00         | $204706.63         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M BD-MMM6.45%39    | 2039-04-01      | 6.4500%  | 0.0000% | $10000.00          | $11139.60          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30    | 2030-01-15      | 4.7000%  | 0.0000% | $284000.00         | $288749.11         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 4%47     | 2047-08-15      | 4.0000%  | 0.0000% | $50000.00          | $37067.56          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33       | 2033-09-15      | 5.0500%  | 0.0000% | $378000.00         | $384386.10         | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 30       | 2030-04-29      | 6.8750%  | 0.0000% | $69000.00          | $70866.99          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 30    | 2030-04-01      | 3.3750%  | 0.0000% | $33000.00          | $32026.01          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M BD-103 36        | 2036-03-15      | 5.9000%  | 0.0000% | $75000.00          | $79386.92          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 34       | 2034-01-15      | 4.8500%  | 0.0000% | $75000.00          | $75493.42          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2008 B DB 38    | 2038-04-01      | 6.7500%  | 0.0000% | $303000.00         | $349843.80         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 27       | 2027-11-01      | 1.3750%  | 0.0000% | $75000.00          | $71670.69          | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 33       | 2033-07-05      | 5.4500%  | 0.0000% | $100000.00         | $102231.94         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            -2022 BD6.461%52    | 2052-11-01      | 6.4610%  | 0.0000% | $400000.00         | $433184.33         | Corporate Debt Securities                         |
| COLONIAL ENTERPRISES INC       SR 144A NT 35       | 2035-11-15      | 5.6270%  | 0.0000% | $54000.00          | $54887.09          | Corporate Debt Securities                         |
| EAGLE MATLS INC                SR GLBL NT2.5%31    | 2031-07-01      | 2.5000%  | 0.0000% | $505000.00         | $453176.90         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%44        | 2044-07-01      | 4.5000%  | 0.0000% | $35000.00          | $30662.80          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-11-02      | 7.9640%  | 0.0000% | $50000.00          | $58766.11          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT6.2%34    | 2034-12-15      | 6.2000%  | 0.0000% | $20000.00          | $22292.51          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.45%52     | 2052-08-15      | 2.4500%  | 0.0000% | $58000.00          | $30284.73          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 28       | 2028-03-15      | 4.1250%  | 0.0000% | $1126000.00        | $1108415.63        | Corporate Debt Securities                         |
| ENTERPRISE FLEET FIN 2024-3    A-3    20280820 4.9 | 2028-08-20      | 4.9800%  | 0.0000% | $347000.00         | $350284.93         | Asset-Backed Securities                           |
| EQUINIX INC                    SR GLBL NT3.2%29    | 2029-11-18      | 3.2000%  | 0.0000% | $59000.00          | $56739.84          | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30    | 2030-02-15      | 2.5000%  | 0.0000% | $47000.00          | $43916.54          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 33       | 2033-03-15      | 6.5500%  | 0.0000% | $17000.00          | $18907.93          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.8%34      | 2034-10-15      | 4.8000%  | 0.0000% | $5000.00           | $5011.07           | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30     | 2030-04-15      | 6.8750%  | 0.0000% | $1508000.00        | $1369190.69        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%30    | 2030-07-15      | 4.6000%  | 0.0000% | $73000.00          | $73869.51          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 32       | 2032-08-05      | 3.8500%  | 0.0000% | $72000.00          | $69056.56          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.1%31    | 2031-02-22      | 5.1000%  | 0.0000% | $511000.00         | $526874.21         | Corporate Debt Securities                         |
| BLACK KITE RE LTD              VAR 144A NT 28      | 2028-05-08      | 11.4900% | 0.0000% | $1000000.00        | $1023358.33        | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT 29       | 2029-03-18      | 5.8500%  | 0.0000% | $590000.00         | $602951.97         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46    | 2046-08-01      | 3.9000%  | 0.0000% | $57000.00          | $44642.40          | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL DEB 38      | 2038-02-15      | 6.6250%  | 0.0000% | $42000.00          | $45917.56          | Corporate Debt Securities                         |
| BLACKROCK TCP CAPITAL CORP     SR GLBL NT 29       | 2029-05-30      | 6.9500%  | 0.0000% | $258000.00         | $258646.72         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%31    | 2031-01-15      | 4.3000%  | 0.0000% | $230000.00         | $229426.53         | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 55       | 2055-05-15      | 6.4500%  | 0.0000% | $95000.00          | $100844.08         | Corporate Debt Securities                         |
| BOEING CO                      3.2%29              | 2029-03-01      | 3.2000%  | 0.0000% | $1265000.00        | $1220708.13        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.932%021429     | 2029-02-14      | 4.9320%  | 0.0000% | $527000.00         | $534240.45         | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 30       | 2030-06-19      | 2.6300%  | 0.0000% | $139000.00         | $128932.46         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 46       | 2046-08-11      | 5.8600%  | 0.0000% | $175000.00         | $173059.06         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 52       | 2052-02-15      | 3.6250%  | 0.0000% | $59000.00          | $39906.53          | Corporate Debt Securities                         |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.4875%  | 0.0000% | $1425200.00        | $1288548.41        | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29    | 2029-11-25      | 4.8680%  | 0.0000% | $47000.00          | $48569.24          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 5.0400%  | 0.0000% | $218000.00         | $223622.22         | Corporate Debt Securities                         |
| BENCHMARK MTG  2021-B27 TR     A-5    20540717 2.3 | 2054-07-17      | 2.3900%  | 0.0000% | $6554000.00        | $5802286.79        | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN LLC               SR 144A NT 53       | 2053-11-21      | 6.8750%  | 0.0000% | $404000.00         | $434157.14         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL 144A 64     | 2064-07-15      | 4.7000%  | 0.0000% | $19000.00          | $14380.38          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.699%29    | 2029-04-10      | 4.6990%  | 0.0000% | $48000.00          | $49551.85          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.37%060427      | 2027-06-04      | 5.3700%  | 0.0000% | $353000.00         | $363333.19         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 44       | 2044-11-10      | 4.2500%  | 0.0000% | $75000.00          | $63056.69          | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 28     | 2028-06-30      | 4.5000%  | 0.0000% | $635000.00         | $642061.20         | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2021-1     A-13   20510325 FLT | 2051-03-25      | 2.5000%  | 0.0000% | $325000.00         | $169308.64         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC 2021-INV1 B-4    20510625 FLT | 2051-06-25      | 2.9514%  | 0.0000% | $130000.00         | $87634.76          | Private Label Collateralized Mortgage Obligations |
| MATTEL INC                     SR NT 5.45%41       | 2041-11-01      | 5.4500%  | 0.0000% | $275000.00         | $254006.04         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 35       | 2035-07-15      | 6.1500%  | 0.0000% | $2290000.00        | $2388752.43        | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT 28       | 2028-03-30      | 4.2500%  | 0.0000% | $292000.00         | $292110.96         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.3%30    | 2030-11-15      | 4.3000%  | 0.0000% | $220000.00         | $219803.47         | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR NT 6.1%41        | 2041-10-01      | 6.1000%  | 0.0000% | $99000.00          | $106388.37         | Corporate Debt Securities                         |
| HSBC BANK USA NA               FR 7%011539         | 2039-01-15      | 7.0000%  | 0.0000% | $682000.00         | $768094.16         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 32       | 2032-03-10      | 4.6750%  | 0.0000% | $8112000.00        | $7995325.78        | Corporate Debt Securities                         |
| GALTON FDGG MTG TR 2020-H1     M1     20600125 FLT | 2060-01-25      | 2.8320%  | 0.0000% | $1245000.00        | $1064232.22        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2023-FUN   C      20400315 FLT | 2040-03-15      | 7.0619%  | 0.0000% | $3150000.00        | $3169730.43        | Private Label Collateralized Mortgage Obligations |
| LOWES COS INC                  SR GLBL NT 5%40     | 2040-04-15      | 5.0000%  | 0.0000% | $1562000.00        | $1504730.14        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $550000.00         | $625978.83         | Corporate Debt Securities                         |
| GREAT WOLF TRUST 2024-WOLF     B      20390315 FLT | 2039-03-15      | 5.7635%  | 0.0000% | $790000.00         | $792023.63         | Private Label Collateralized Mortgage Obligations |
| UTD AUTO CR SEC TR 2023-1      D      20280710 8.0 | 2028-07-10      | 8.0000%  | 0.0000% | $7500000.00        | $2707853.25        | Asset-Backed Securities                           |
| MELLO MORT CAP ACC 2022-INV1   A-5    20520325 FLT | 2052-03-25      | 2.5000%  | 0.0000% | $789480.00         | $528221.59         | Private Label Collateralized Mortgage Obligations |
| MSCI INC                       SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $30000.00          | $29018.37          | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 6.1%34        | 2034-03-15      | 6.1000%  | 0.0000% | $19000.00          | $20450.29          | Corporate Debt Securities                         |
| HOMES TR 2023-NQM2             M-1    20680225 FLT | 2068-02-25      | 7.2314%  | 0.0000% | $5000000.00        | $5021320.79        | Private Label Collateralized Mortgage Obligations |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-10-13      | 5.6250%  | 0.0000% | $45000.00          | $47951.10          | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 35       | 2035-03-14      | 5.2500%  | 0.0000% | $2517000.00        | $2551656.99        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A VR 144A NT 29    | 2029-06-07      | 6.0200%  | 0.0000% | $5900000.00        | $5891150.00        | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 28       | 2028-08-16      | 2.0430%  | 0.0000% | $42000.00          | $39828.34          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.1%60    | 2060-02-15      | 3.1000%  | 0.0000% | $1050000.00        | $580336.17         | Corporate Debt Securities                         |
| SFO COMMERCIAL MTG TR 2021-555 D      20380517 FLT | 2038-05-17      | 6.1875%  | 0.0000% | $2188000.00        | $2174992.32        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT3.9%30    | 2030-03-25      | 3.9000%  | 0.0000% | $24000.00          | $23269.68          | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.2%112833       | 2033-11-28      | 7.2000%  | 0.0000% | $200000.00         | $228430.00         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT6.9%53    | 2053-05-23      | 6.9000%  | 0.0000% | $250000.00         | $273928.33         | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTR 2024-NQM1  A-1    20640325 FLT | 2064-03-25      | 6.1290%  | 0.0000% | $10085000.00       | $5497571.03        | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 6.3%030138       | 2038-03-01      | 6.3000%  | 0.0000% | $11000.00          | $12003.97          | Corporate Debt Securities                         |
| MEADWESTVACO CORP              SR GLBL DEB 31      | 2031-02-15      | 7.9500%  | 0.0000% | $58000.00          | $66100.76          | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT3.1%30    | 2030-01-15      | 3.1000%  | 0.0000% | $176000.00         | $168219.82         | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.5900%  | 0.0000% | $26487000.00       | $26481702.60       | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $620000.00         | $638856.27         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $155000.00         | $157528.39         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 44       | 2044-01-22      | 4.8750%  | 0.0000% | $200000.00         | $177070.75         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $321000.00         | $355121.75         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -CCCC 35    | 2035-04-15      | 5.4000%  | 0.0000% | $58000.00          | $60216.76          | Corporate Debt Securities                         |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $12000.00          | $12776.36          | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT6.3%37    | 2037-10-09      | 6.3000%  | 0.0000% | $75000.00          | $78735.75          | Corporate Debt Securities                         |
| PROVIDENT FUNDG MTG TR 2024-1  B-3    20541225 FLT | 2054-12-25      | 5.8015%  | 0.0000% | $3187500.00        | $2692670.94        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV4       B-3    20560325 FLT | 2056-03-25      | 6.7459%  | 0.0000% | $4775000.00        | $4293970.71        | Private Label Collateralized Mortgage Obligations |
| LOEWS CORP                     SR GLBL NT3.2%30    | 2030-05-15      | 3.2000%  | 0.0000% | $20000.00          | $19197.98          | Corporate Debt Securities                         |
| RCKT MORTGAGE TR 2025-CES3     A-1A   20550325 FLT | 2055-03-25      | 5.5530%  | 0.0000% | $7000000.00        | $5241753.89        | Asset-Backed Securities                           |
| COOPERATIEVE RABOBANK U.A.     FR 5.71%012133      | 2033-01-21      | 5.7100%  | 0.0000% | $250000.00         | $261730.69         | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 29       | 2029-01-15      | 5.1250%  | 0.0000% | $56000.00          | $57814.93          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO WIS DISC   3.75%47             | 2047-12-01      | 3.7500%  | 0.0000% | $25000.00          | $17053.00          | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC            1LIEN GLBL 33       | 2033-10-15      | 7.5000%  | 0.0000% | $19246000.00       | $19813051.31       | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR 144A NT 4%28     | 2028-09-09      | 4.0000%  | 0.0000% | $250000.00         | $248848.61         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51       | 2051-11-30      | 3.2500%  | 0.0000% | $98000.00          | $63645.45          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-2    20520425 FLT | 2052-04-25      | 3.5000%  | 0.0000% | $9473680.00        | $6666230.26        | Private Label Collateralized Mortgage Obligations |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $90000.00          | $87617.45          | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.4708%  | 0.0000% | $5267000.00        | $5411315.80        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2021-NMR1  M3     20601125 FLT | 2060-11-25      | 2.5000%  | 0.0000% | $600000.00         | $501083.00         | Private Label Collateralized Mortgage Obligations |
| NASDAQ INC                     CR SEN SR GLBL26    | 2026-06-30      | 3.8500%  | 0.0000% | $99000.00          | $99908.32          | Corporate Debt Securities                         |
| NEW RSDNTL MTG LN TR 2022-NQM2 A-2    20620325 FLT | 2062-03-25      | 3.6990%  | 0.0000% | $932000.00         | $757628.86         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 30        | 2030-02-08      | 4.4324%  | 0.0000% | $349000.00         | $348260.02         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 32       | 2032-08-16      | 3.6500%  | 0.0000% | $60000.00          | $57113.55          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 41       | 2041-08-19      | 2.7500%  | 0.0000% | $39000.00          | $27356.87          | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-4         A-1    20570525 FLT | 2057-05-25      | 4.0000%  | 0.0000% | $21692000.00       | $2580012.39        | Private Label Collateralized Mortgage Obligations |
| WB COML MTG TR 2024-HQ         B      20400316 FLT | 2040-03-16      | 5.9923%  | 0.0000% | $4000000.00        | $4013982.42        | Private Label Collateralized Mortgage Obligations |
| NOMURA HLDGS INC               SR GLBL NT 34       | 2034-07-03      | 5.7830%  | 0.0000% | $3902000.00        | $4055021.70        | Corporate Debt Securities                         |
| MORGAN STAN RES LN TR MTG 23-2 B-4    20530625 FLT | 2053-06-25      | 6.5161%  | 0.0000% | $1619000.00        | $1480245.12        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 3.2%031032       | 2032-03-10      | 3.2000%  | 0.0000% | $98000.00          | $90020.51          | Corporate Debt Securities                         |
| SLC STUDENT LN TR 2008-1       A-4A   20321215 FLT | 2032-12-15      | 5.5526%  | 0.0000% | $210000.00         | $24241.30          | Asset-Backed Securities                           |
| COOPERATIEVE RABOBANK U.A.     FR 3.649%040628     | 2028-04-06      | 3.6490%  | 0.0000% | $3250000.00        | $3276774.13        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT3.3%40    | 2040-09-02      | 3.3000%  | 0.0000% | $3700000.00        | $2791754.83        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR 144A NT2.3%28    | 2028-06-15      | 2.3000%  | 0.0000% | $330000.00         | $316074.73         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 49       | 2049-05-01      | 4.3500%  | 0.0000% | $668000.00         | $535111.42         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT4.5%48    | 2048-05-15      | 4.5000%  | 0.0000% | $95000.00          | $78447.20          | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL 144A 34     | 2034-04-03      | 5.5500%  | 0.0000% | $230000.00         | $236495.58         | Corporate Debt Securities                         |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT6.1%34    | 2034-04-01      | 6.1000%  | 0.0000% | $430000.00         | $463475.50         | Corporate Debt Securities                         |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT 35       | 2035-01-15      | 5.6500%  | 0.0000% | $241000.00         | $246026.72         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2020A 50    | 2050-02-01      | 3.6500%  | 0.0000% | $151000.00         | $103908.13         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 4.95%43       | 2043-01-15      | 4.9500%  | 0.0000% | $899000.00         | $787991.48         | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 34    | 2034-11-01      | 3.0310%  | 0.0000% | $76000.00          | $72342.06          | Corporate Debt Securities                         |
| EMPRESA DE TRANSPORTE DE PASAJ SR GLBL REGS 47     | 2047-01-25      | 5.0000%  | 0.0000% | $300000.00         | $273317.00         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 31      | 2031-01-28      | 9.5000%  | 0.0000% | $1800000.00        | $1683691.40        | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            D      20341214 FLT | 2034-12-14      | 9.2523%  | 0.0000% | $12281680.00       | $12463255.33       | Private Label Collateralized Mortgage Obligations |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $3635000.00        | $3590759.02        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          GLBL NT 2.95%27     | 2027-04-15      | 2.9500%  | 0.0000% | $1536000.00        | $1535589.55        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR GLBL REGS 30     | 2030-09-01      | 2.5000%  | 0.0000% | $12000.00          | $10913.20          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.65%53     | 2053-01-15      | 5.6500%  | 0.0000% | $62000.00          | $59105.70          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT5.2%34    | 2034-01-31      | 5.2000%  | 0.0000% | $28000.00          | $28869.03          | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.3%34      | 2034-07-05      | 5.3000%  | 0.0000% | $424000.00         | $433154.63         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.5%31    | 2031-04-15      | 3.5000%  | 0.0000% | $112000.00         | $107419.08         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR NT 2.9%27        | 2027-11-03      | 2.9000%  | 0.0000% | $1273000.00        | $1265568.51        | Corporate Debt Securities                         |
| MACQUARIE BK LTD               FR 5.642%081336     | 2036-08-13      | 5.6420%  | 0.0000% | $395000.00         | $394803.55         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2021-1       A1     20611125 FLT | 2061-11-25      | 2.2500%  | 0.0000% | $350000.00         | $135945.76         | Private Label Collateralized Mortgage Obligations |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32       | 2032-01-14      | 4.5050%  | 0.0000% | $1910000.00        | $1896067.88        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50    | 2050-05-01      | 4.2000%  | 0.0000% | $110000.00         | $79429.90          | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           A-15   20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $3270000.00        | $2012606.17        | Private Label Collateralized Mortgage Obligations |
| MARRIOTT INTL INC NEW          SR GLBL NN NT 29    | 2029-05-15      | 4.8750%  | 0.0000% | $22000.00          | $22607.57          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $77000.00          | $76270.21          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 50     | 2050-07-16      | 2.4500%  | 0.0000% | $180000.00         | $104087.55         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37    | 2037-04-15      | 5.5000%  | 0.0000% | $2396000.00        | $2436303.38        | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             SR GLBL NT 5%44     | 2044-03-15      | 5.0000%  | 0.0000% | $450000.00         | $399236.50         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SB GLBL NT5.3%45    | 2045-12-01      | 5.3000%  | 0.0000% | $2500000.00        | $2316741.67        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $167000.00         | $171476.07         | Corporate Debt Securities                         |
| MF1 LLC 2025-FL17              E      20400221 FLT | 2040-02-21      | 7.1696%  | 0.0000% | $3000000.00        | $3010039.39        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   A-11   20520425 FLT | 2052-04-25      | 4.8119%  | 0.0000% | $919828.00         | $680854.01         | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.6%090932       | 2032-09-09      | 4.6000%  | 0.0000% | $72000.00          | $72175.04          | Corporate Debt Securities                         |
| TRANSATLANTIC HLDGS INC        SR NT 8%39          | 2039-11-30      | 8.0000%  | 0.0000% | $344000.00         | $422771.41         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR NT 3.875%28      | 2028-11-13      | 3.8750%  | 0.0000% | $790000.00         | $796339.09         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $401000.00         | $414084.30         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT 34       | 2034-08-09      | 5.2500%  | 0.0000% | $60000.00          | $60683.60          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 6.625%062140     | 2040-06-21      | 6.6250%  | 0.0000% | $190000.00         | $211607.33         | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT 36       | 2036-01-15      | 4.7500%  | 0.0000% | $140000.00         | $135201.89         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 5%35     | 2035-05-20      | 5.0000%  | 0.0000% | $11578000.00       | $11736091.16       | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH           SR GLBL NT4.5%48    | 2048-06-26      | 4.5000%  | 0.0000% | $585000.00         | $492555.38         | Corporate Debt Securities                         |
| UNION ELEC CO                  1M BD 5.55%56       | 2056-03-15      | 5.5500%  | 0.0000% | $2407000.00        | $2320159.45        | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 33       | 2033-02-15      | 5.1500%  | 0.0000% | $45000.00          | $44344.98          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.597%012732     | 2032-01-27      | 4.5970%  | 0.0000% | $2943000.00        | $2923671.68        | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 31       | 2031-10-15      | 3.1500%  | 0.0000% | $60000.00          | $50798.10          | Corporate Debt Securities                         |
| KALLPA GENERACION S A          SR 144A NT5.5%35    | 2035-09-11      | 5.5000%  | 0.0000% | $350000.00         | $343194.44         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 29       | 2029-02-01      | 4.3750%  | 0.0000% | $66000.00          | $66417.23          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $3923000.00        | $3723851.08        | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN NT 4.3%45     | 2045-05-20      | 4.3000%  | 0.0000% | $67000.00          | $55069.79          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28       | 2028-04-28      | 4.1250%  | 0.0000% | $379000.00         | $384605.88         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-11-19      | 5.5610%  | 0.0000% | $75000.00          | $73177.52          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 4%36     | 2036-12-15      | 4.0000%  | 0.0000% | $272000.00         | $252434.44         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29       | 2029-07-15      | 5.5500%  | 0.0000% | $76000.00          | $78519.91          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 38       | 2038-04-01      | 5.1500%  | 0.0000% | $63000.00          | $60319.98          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 5%33     | 2033-02-15      | 5.0000%  | 0.0000% | $178000.00         | $183583.66         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-01-07      | 5.3500%  | 0.0000% | $646000.00         | $664510.05         | Corporate Debt Securities                         |
| HOME PARTN AMER TR 2019-1      D      20390919 3.4 | 2039-09-19      | 3.4060%  | 0.0000% | $3800000.00        | $2830765.95        | Asset-Backed Securities                           |
| LEIDOS INC                     SR GLBL NT5.5%35    | 2035-03-15      | 5.5000%  | 0.0000% | $550000.00         | $558747.44         | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT1.5%28    | 2028-02-15      | 1.5000%  | 0.0000% | $21000.00          | $19888.82          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 29       | 2029-11-15      | 3.8750%  | 0.0000% | $958000.00         | $875716.32         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.2%64    | 2064-02-15      | 5.2000%  | 0.0000% | $25000.00          | $22829.86          | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-INV2       B-3    20560225 FLT | 2056-02-25      | 6.5521%  | 0.0000% | $4744999.00        | $5087565.56        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%27    | 2027-05-08      | 5.4000%  | 0.0000% | $41000.00          | $42227.54          | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2019-GSA1  A-4    20521113 3.0 | 2052-11-13      | 3.0479%  | 0.0000% | $30000.00          | $28476.06          | Private Label Collateralized Mortgage Obligations |
| KIMBERLY-CLARK CORP            SR GLBL NT 27       | 2027-09-15      | 1.0500%  | 0.0000% | $32000.00          | $30662.61          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 53       | 2053-07-01      | 5.7500%  | 0.0000% | $79000.00          | $76939.28          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 33       | 2033-08-11      | 4.9760%  | 0.0000% | $539000.00         | $539151.52         | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR NT 5.65%27       | 2027-11-15      | 5.6500%  | 0.0000% | $543000.00         | $564977.62         | Corporate Debt Securities                         |
| LSEG FINANCE PLC               FR 2.5%040631       | 2031-04-06      | 2.5000%  | 0.0000% | $290000.00         | $263808.01         | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT5.4%32    | 2032-03-15      | 5.4000%  | 0.0000% | $509000.00         | $518375.78         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR GLBL NT4.3%45    | 2045-03-15      | 4.3000%  | 0.0000% | $62000.00          | $48213.13          | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 31     | 2031-04-01      | 6.7500%  | 0.0000% | $9719000.00        | $9459138.24        | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR GLBL 144A 27     | 2027-04-01      | 4.2000%  | 0.0000% | $355000.00         | $361414.85         | Corporate Debt Securities                         |
| PFS FINANCING CORP 2025-A      A      20290116 FLT | 2029-01-16      | 4.3222%  | 0.0000% | $320000.00         | $320956.14         | Asset-Backed Securities                           |
| PACIFICORP                     1M GLBL BD7.7%31    | 2031-11-15      | 7.7000%  | 0.0000% | $80000.00          | $91946.31          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 27       | 2027-11-17      | 5.1250%  | 0.0000% | $98000.00          | $101108.21         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $75000.00          | $71985.00          | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 6%31     | 2031-03-15      | 6.0000%  | 0.0000% | $97000.00          | $100836.03         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 5%35     | 2035-01-31      | 5.0000%  | 0.0000% | $39000.00          | $39062.14          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 32       | 2032-11-30      | 6.2500%  | 0.0000% | $8004000.00        | $8710779.88        | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $11000.00          | $11380.38          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT6.5%40    | 2040-02-09      | 6.5000%  | 0.0000% | $76000.00          | $79784.72          | Corporate Debt Securities                         |
| LOANCORE ISSUER 2025-CRE9      D      20430518 FLT | 2043-05-18      | 6.3296%  | 0.0000% | $1500000.00        | $1503773.51        | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 4.25%31     | 2031-03-15      | 4.2500%  | 0.0000% | $163000.00         | $162132.66         | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 60     | 2060-05-15      | 3.9500%  | 0.0000% | $180000.00         | $124954.60         | Corporate Debt Securities                         |
| INDIANA MICH PWR CO            SR -H NT 6.05%37    | 2037-03-15      | 6.0500%  | 0.0000% | $420000.00         | $443931.13         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $867000.00         | $899826.79         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR NT 6.15%36       | 2036-04-07      | 6.1500%  | 0.0000% | $9000.00           | $9258.34           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 30       | 2030-04-01      | 4.4500%  | 0.0000% | $97000.00          | $99649.07          | Corporate Debt Securities                         |
| LIFE 2021-BMR MORTGAGE TRUST   C      20380315 FLT | 2038-03-15      | 4.8875%  | 0.0000% | $12840000.00       | $1360575.43        | Private Label Collateralized Mortgage Obligations |
| BFLD COML MTG TR 2024-UNIV     B      20411115 FLT | 2041-11-15      | 5.5146%  | 0.0000% | $75000.00          | $75183.82          | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN II LLC            SR GLBL 144A 45     | 2045-04-15      | 3.9500%  | 0.0000% | $35000.00          | $25970.49          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $3000000.00        | $3383835.00        | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.6%32    | 2032-09-01      | 3.6000%  | 0.0000% | $1758000.00        | $1619293.80        | Corporate Debt Securities                         |
| CIGNA CORP                     SR GLBL DEB 27      | 2027-05-15      | 7.8750%  | 0.0000% | $9000.00           | $9608.40           | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.9%33    | 2033-11-15      | 5.9000%  | 0.0000% | $94000.00          | $102536.04         | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 5.674%28    | 2028-03-12      | 5.6740%  | 0.0000% | $225000.00         | $227723.54         | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2021-B29 A-5    20540917 FLT | 2054-09-17      | 2.3879%  | 0.0000% | $180000.00         | $158910.46         | Private Label Collateralized Mortgage Obligations |
| BROOKLYN UNION GAS CO          SR GLBL 144A 46     | 2046-03-10      | 4.5040%  | 0.0000% | $58000.00          | $47179.37          | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 020626-020632    | 2032-02-06      | 4.5305%  | 0.0000% | $4822000.00        | $4777719.64        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-01-17      | 5.5650%  | 0.0000% | $5600000.00        | $5790563.33        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 51       | 2051-02-15      | 3.7500%  | 0.0000% | $876000.00         | $651938.18         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 28       | 2028-04-15      | 3.2500%  | 0.0000% | $55000.00          | $54654.94          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 35     | 2035-11-15      | 3.1370%  | 0.0000% | $386000.00         | $331215.36         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 29       | 2029-11-11      | 4.4760%  | 0.0000% | $179000.00         | $182933.82         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL40    | 2040-05-01      | 5.7050%  | 0.0000% | $110000.00         | $112459.69         | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II 42       | 2042-03-10      | 3.8110%  | 0.0000% | $4255000.00        | $3286362.37        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.75%042145      | 2045-04-21      | 4.7500%  | 0.0000% | $150000.00         | $133579.67         | Corporate Debt Securities                         |
| BELL CDA                       SR US-10 NT 54      | 2054-02-15      | 5.5500%  | 0.0000% | $1079000.00        | $1014930.78        | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         GLBL NT 5.625%34    | 2034-08-01      | 5.6250%  | 0.0000% | $33000.00          | $34116.22          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.222%052731     | 2031-05-27      | 5.2220%  | 0.0000% | $12000000.00       | $12326602.67       | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 34       | 2034-08-14      | 4.6500%  | 0.0000% | $15000.00          | $15125.56          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.4%34      | 2034-02-15      | 5.4000%  | 0.0000% | $58000.00          | $59518.44          | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.65%011537      | 2037-01-15      | 5.6500%  | 0.0000% | $330000.00         | $325966.67         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-03-15      | 3.2500%  | 0.0000% | $68000.00          | $66373.74          | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $13307000.00       | $13193657.63       | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 50       | 2050-02-01      | 3.7500%  | 0.0000% | $8000.00           | $5700.88           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52    | 2052-03-17      | 3.0010%  | 0.0000% | $106000.00         | $66842.23          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 4.125%51    | 2051-10-07      | 4.1250%  | 0.0000% | $490000.00         | $332444.18         | Corporate Debt Securities                         |
| BANK5 2023-5YR2                A-S    20560717 FLT | 2056-07-17      | 7.1406%  | 0.0000% | $53500.00          | $56156.89          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-IG3      C      20480917 FLT | 2048-09-17      | 3.2570%  | 0.0000% | $5220000.00        | $2239276.45        | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                     GLBL NT 4.8%29      | 2029-03-15      | 4.8000%  | 0.0000% | $1782000.00        | $1809733.86        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 66       | 2066-03-15      | 5.6500%  | 0.0000% | $20000.00          | $19475.55          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT3.5%53    | 2053-09-15      | 3.5000%  | 0.0000% | $7661000.00        | $5003288.44        | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT5.6%35    | 2035-06-15      | 5.6000%  | 0.0000% | $33000.00          | $34216.34          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 28       | 2028-01-17      | 4.7500%  | 0.0000% | $93000.00          | $94942.20          | Corporate Debt Securities                         |
| L AIR LIQUIDE                  SR GLBL 144A 46     | 2046-09-27      | 3.5000%  | 0.0000% | $310000.00         | $231795.96         | Corporate Debt Securities                         |
| WB COML MTG TR 2024-HQ         A      20400316 FLT | 2040-03-16      | 5.5407%  | 0.0000% | $12040000.00       | $12100094.98       | Private Label Collateralized Mortgage Obligations |
| RTX CORPORATION                4.125%28            | 2028-11-16      | 4.1250%  | 0.0000% | $232000.00         | $234192.11         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $42000.00          | $42857.43          | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL REGS 29     | 2029-09-23      | 3.0000%  | 0.0000% | $290000.00         | $275385.93         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 50       | 2050-04-01      | 3.0500%  | 0.0000% | $197000.00         | $132902.11         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.605%042336     | 2036-04-23      | 5.6050%  | 0.0000% | $17000.00          | $17735.25          | Corporate Debt Securities                         |
| WHEELS FLT LEASE FD LLC 2024-2 A-1    20390621 4.8 | 2039-06-21      | 4.8700%  | 0.0000% | $224000.00         | $152486.85         | Asset-Backed Securities                           |
| VISIO TRUST 2021-1R            A-1    20560525 1.2 | 2056-05-25      | 1.2800%  | 0.0000% | $210000.00         | $40483.34          | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                     GLBL NT 4.75%45     | 2045-03-15      | 4.7500%  | 0.0000% | $98000.00          | $87346.53          | Corporate Debt Securities                         |
| AHS HOSP CORP                  SR -2021 BD 51      | 2051-07-01      | 2.7800%  | 0.0000% | $59000.00          | $36680.89          | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 28    | 2028-11-07      | 5.8908%  | 0.0000% | $15505000.00       | $15460035.50       | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.35%44     | 2044-03-15      | 5.3500%  | 0.0000% | $56000.00          | $54259.96          | Corporate Debt Securities                         |
| AS MILEAGE PLAN IP LTD         SR SEC GLBL 31      | 2031-10-20      | 5.3080%  | 0.0000% | $4375000.00        | $4325687.43        | Corporate Debt Securities                         |
| ACRA TRUST 2024-NQM1           A-1    20641025 FLT | 2064-10-25      | 5.6080%  | 0.0000% | $1323794.00        | $980467.79         | Private Label Collateralized Mortgage Obligations |
| ABN AMRO BANK N.V.             SNR NPF 144A 27     | 2027-09-18      | 6.3390%  | 0.0000% | $200000.00         | $202123.82         | Corporate Debt Securities                         |
| AGCO CORP                      SR GLBL NT 27       | 2027-03-21      | 5.4500%  | 0.0000% | $343000.00         | $346225.53         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT2.5%41    | 2041-09-22      | 2.5000%  | 0.0000% | $250000.00         | $178433.75         | Corporate Debt Securities                         |
| WHISTLER PIPELINE LLC          SR 144A NT5.7%31    | 2031-09-30      | 5.7000%  | 0.0000% | $35000.00          | $35811.65          | Corporate Debt Securities                         |
| WEYERHAEUSER CO                SR GLBL DEB 32      | 2032-03-15      | 7.3750%  | 0.0000% | $525000.00         | $585825.33         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.574%072529     | 2029-07-25      | 5.5740%  | 0.0000% | $65000.00          | $67034.43          | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 2.47%121329      | 2029-12-13      | 2.4700%  | 0.0000% | $600000.00         | $571500.00         | Corporate Debt Securities                         |
| AGL CLO 29 L 5.28057 21APR39 144A F                | 2039-04-21      | 5.2800%  | 0.0000% | $5000000.00        | $5008800.00        | Asset-Backed Securities                           |
| VALERO ENERGY CORP             SR GLBL NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $505000.00         | $587235.88         | Corporate Debt Securities                         |
| URSA RE II LIMITED             -FG-20252 144A28    | 2028-06-07      | 11.4292% | 0.0000% | $7750000.00        | $7813550.00        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.557%072534     | 2034-07-25      | 5.5570%  | 0.0000% | $1086000.00        | $1120423.85        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2023-INV3      A-1    20681125 FLT | 2068-11-25      | 6.8760%  | 0.0000% | $4073700.00        | $2524819.29        | Private Label Collateralized Mortgage Obligations |
| TSMC GLOBAL LTD                SR GLBL REGS 31     | 2031-04-23      | 2.2500%  | 0.0000% | $200000.00         | $182687.00         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $225000.00         | $222047.50         | Corporate Debt Securities                         |
| DAVIS PK CLO LTD 2022-1R       C-R    20380720 FLT | 2038-07-20      | 5.6176%  | 0.0000% | $1500000.00        | $1512499.75        | Asset-Backed Securities                           |
| EIDP INC                       SR GLBL NT4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $87000.00          | $87316.97          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.222%052731     | 2031-05-27      | 5.2220%  | 0.0000% | $250000.00         | $256804.22         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 48     | 2048-09-21      | 5.0000%  | 0.0000% | $300000.00         | $257480.67         | Corporate Debt Securities                         |
| COMISION EJECUTIVA HIDROELECTR SR GLBL 144A 33     | 2033-01-24      | 8.6500%  | 0.0000% | $2400000.00        | $2492276.67        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $41000.00          | $49283.23          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -B BD 37    | 2037-03-01      | 5.7500%  | 0.0000% | $172000.00         | $174908.81         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.45%010930      | 2030-01-09      | 2.4500%  | 0.0000% | $279000.00         | $263189.23         | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2024-WCL1  D      20410617 FLT | 2041-06-17      | 6.9615%  | 0.0000% | $15900000.00       | $15933791.03       | Private Label Collateralized Mortgage Obligations |
| ENCORE CAP GROUP INC           SR SEC GLBL 31      | 2031-04-15      | 6.6250%  | 0.0000% | $1000000.00        | $1029535.00        | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 33       | 2033-11-15      | 6.0360%  | 0.0000% | $98000.00          | $105348.30         | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 54       | 2054-09-15      | 5.5500%  | 0.0000% | $95000.00          | $89407.98          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 33       | 2033-11-15      | 5.8750%  | 0.0000% | $63000.00          | $68001.22          | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 28       | 2028-11-01      | 4.8500%  | 0.0000% | $1051000.00        | $1071566.32        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43       | 2043-02-15      | 4.4500%  | 0.0000% | $67000.00          | $57838.83          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-05-09      | 5.2970%  | 0.0000% | $1812000.00        | $1863195.74        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 4%31     | 2031-03-01      | 4.0000%  | 0.0000% | $107000.00         | $102761.02         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32    | 2032-11-29      | 6.7000%  | 0.0000% | $43000.00          | $47538.03          | Corporate Debt Securities                         |
| CHILE ELECTRICITY LU           AMZ-20231 144A33    | 2033-01-20      | 6.0100%  | 0.0000% | $1136000.00        | $1019441.21        | Corporate Debt Securities                         |
| CITADEL SECURITIES GLOBAL      SR SEC 144A NT32    | 2032-01-27      | 5.1250%  | 0.0000% | $10000000.00       | $9903694.44        | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      SR GLBL 144A 31     | 2031-01-15      | 5.6000%  | 0.0000% | $1142000.00        | $1118842.78        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 D28    | 2028-12-01      | 4.0000%  | 0.0000% | $6603000.00        | $6639206.45        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 27       | 2027-05-09      | 4.3500%  | 0.0000% | $9000.00           | $9139.30           | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 32       | 2032-02-15      | 5.3750%  | 0.0000% | $1085000.00        | $1096173.39        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 32       | 2032-05-09      | 4.7500%  | 0.0000% | $16000.00          | $16111.14          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 49       | 2049-09-01      | 2.7500%  | 0.0000% | $1639000.00        | $1009626.73        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2006 B36    | 2036-06-15      | 6.2000%  | 0.0000% | $211000.00         | $229164.05         | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 30       | 2030-07-10      | 5.2500%  | 0.0000% | $363000.00         | $369480.46         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 4%081545         | 2045-08-15      | 4.0000%  | 0.0000% | $89000.00          | $74714.71          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 65       | 2065-01-15      | 5.6500%  | 0.0000% | $850000.00         | $815641.11         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 29       | 2029-08-15      | 6.8750%  | 0.0000% | $821000.00         | $807399.91         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-02-13      | 5.1740%  | 0.0000% | $3741000.00        | $3817311.41        | Corporate Debt Securities                         |
| FS RIALTO 2026-FL11 2026-FL11  A      20440119 5.1 | 2044-01-19      | 5.1153%  | 0.0000% | $15500000.00       | $15533153.04       | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   A-4    20481113 3.8 | 2048-11-13      | 3.8180%  | 0.0000% | $1170000.00        | $249646.90         | Private Label Collateralized Mortgage Obligations |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $4853000.00        | $4752967.54        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 144A NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $2670000.00        | $3337901.69        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 37     | 2037-03-23      | 5.0100%  | 0.0000% | $200000.00         | $192640.67         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 66       | 2066-01-15      | 5.8750%  | 0.0000% | $1802000.00        | $1750904.54        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $68000.00          | $67737.11          | Corporate Debt Securities                         |
| CWHEQ REV HEQ RES 2006-RES     05C1A  20350716 FLT | 2035-07-16      | 3.9670%  | 0.0000% | $41754617.00       | $11954.04          | Asset-Backed Securities                           |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 29       | 2029-11-07      | 3.1380%  | 0.0000% | $25000.00          | $24310.30          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.464%050936     | 2036-05-09      | 5.4640%  | 0.0000% | $2460000.00        | $2548000.21        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.06%072232      | 2032-07-22      | 5.0600%  | 0.0000% | $82000.00          | $84123.66          | Corporate Debt Securities                         |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 15.9500% | 0.0000% | $8420000.00        | $8537880.00        | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR 144A NT 38       | 2038-06-25      | 4.6250%  | 0.0000% | $400000.00         | $360217.33         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B3       A-5    20510412 4.0 | 2051-04-12      | 4.0250%  | 0.0000% | $300000.00         | $296715.05         | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 35     | 2035-01-17      | 6.0330%  | 0.0000% | $200000.00         | $210652.23         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $5005000.00        | $5659103.45        | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR 144A NT 48       | 2048-06-25      | 4.8750%  | 0.0000% | $235000.00         | $194662.25         | Corporate Debt Securities                         |
| BANK5 2024-5YR10               A-2    20571017 4.8 | 2057-10-17      | 4.8300%  | 0.0000% | $265000.00         | $267030.96         | Private Label Collateralized Mortgage Obligations |
| EXXON MOBIL CORP               SR GLBL NT 49       | 2049-08-16      | 3.0950%  | 0.0000% | $25000.00          | $16870.72          | Corporate Debt Securities                         |
| TELEDYNE FLIR LLC              SR GLBL NT2.5%30    | 2030-08-01      | 2.5000%  | 0.0000% | $457000.00         | $420603.00         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55     | 2055-02-16      | 5.5500%  | 0.0000% | $1318000.00        | $1267332.78        | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR NT 5%42          | 2042-03-15      | 5.0000%  | 0.0000% | $7837000.00        | $7131373.94        | Corporate Debt Securities                         |
| LSEG US FIN CORP               SR 144A NT 34       | 2034-03-28      | 5.2970%  | 0.0000% | $386000.00         | $387575.43         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 28     | 2028-06-15      | 8.0000%  | 0.0000% | $1025000.00        | $1085972.69        | Corporate Debt Securities                         |
| FORTITUDE GROUP HOLDI          SR 144A NT 30       | 2030-04-01      | 6.2500%  | 0.0000% | $88000.00          | $92269.76          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-20      | 5.6180%  | 0.0000% | $314000.00         | $323292.29         | Corporate Debt Securities                         |
| NTT FINANCE CORP               GLBL REGS NT 31     | 2031-07-02      | 5.1360%  | 0.0000% | $200000.00         | $205569.47         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT4.6%29    | 2029-06-08      | 4.6000%  | 0.0000% | $250000.00         | $250647.22         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL REGS NT 35     | 2035-04-01      | 5.4500%  | 0.0000% | $800000.00         | $821640.00         | Corporate Debt Securities                         |
| EMPRESA DE TRANSPORTE DE PASAJ GLBL REGS NT 30     | 2030-05-07      | 3.6500%  | 0.0000% | $200000.00         | $192188.00         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.5%33    | 2033-04-15      | 4.5000%  | 0.0000% | $1729000.00        | $1719715.27        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.8%30    | 2030-02-15      | 2.8000%  | 0.0000% | $936000.00         | $882645.92         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.65%111528      | 2028-11-15      | 5.6500%  | 0.0000% | $54000.00          | $56484.24          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT5.7%55    | 2055-09-01      | 5.7000%  | 0.0000% | $905000.00         | $887488.25         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.9%31    | 2031-01-23      | 4.9000%  | 0.0000% | $7000.00           | $7203.25           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 28       | 2028-09-01      | 3.7500%  | 0.0000% | $55000.00          | $54561.93          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $28000.00          | $26784.52          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT4.9%30    | 2030-10-10      | 4.9000%  | 0.0000% | $294000.00         | $298202.73         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT5.3%35    | 2035-02-21      | 5.3000%  | 0.0000% | $7878000.00        | $8036890.51        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 3%52     | 2052-01-15      | 3.0000%  | 0.0000% | $520000.00         | $335703.33         | Corporate Debt Securities                         |
| ARCOSA INC                     SR GLBL 144A 29     | 2029-04-15      | 4.3750%  | 0.0000% | $350000.00         | $343235.76         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29       | 2029-01-23      | 4.7500%  | 0.0000% | $804000.00         | $819695.87         | Corporate Debt Securities                         |
| BX COML MTG TR 2021-MC         A      20340417 FLT | 2034-04-17      | 4.4875%  | 0.0000% | $36500000.00       | $36481539.10       | Private Label Collateralized Mortgage Obligations |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 29     | 2029-02-15      | 4.8720%  | 0.0000% | $716000.00         | $721538.50         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT5.3%33    | 2033-12-07      | 5.3000%  | 0.0000% | $69000.00          | $71784.38          | Corporate Debt Securities                         |
| ARBOR  RLTY COML 2025-FL1      D      20430121 FLT | 2043-01-21      | 6.9680%  | 0.0000% | $3400000.00        | $3404553.02        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TR 2022-3   A-1    20670125 FLT | 2067-01-25      | 4.0000%  | 0.0000% | $470000.00         | $319178.59         | Private Label Collateralized Mortgage Obligations |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36              | 2036-02-01      | 4.7000%  | 0.0000% | $88000.00          | $85834.61          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.2%33    | 2033-03-01      | 4.2000%  | 0.0000% | $90000.00          | $86964.30          | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018-ASHF      B      20350416 FLT | 2035-04-16      | 5.0950%  | 0.0000% | $3822000.00        | $3809155.95        | Private Label Collateralized Mortgage Obligations |
| BAE SYSTEMS PLC                GLBL 144A NT 41     | 2041-10-11      | 5.8000%  | 0.0000% | $500000.00         | $529214.44         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 36       | 2036-02-19      | 4.8500%  | 0.0000% | $10160000.00       | $9993968.67        | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU 2019-1   AA     20330815 3.1 | 2033-08-15      | 3.1500%  | 0.0000% | $159000.00         | $100555.47         | Asset-Backed Securities                           |
| BFLD TRUST 2025-EWEST          C      20420616 FLT | 2042-06-16      | 5.7725%  | 0.0000% | $1003000.00        | $1002008.59        | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC           GLBL NT 4.812%33    | 2033-02-13      | 4.8120%  | 0.0000% | $8264000.00        | $8329913.66        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.7%34    | 2034-06-01      | 5.7000%  | 0.0000% | $392000.00         | $409106.88         | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT 27       | 2027-08-15      | 3.4500%  | 0.0000% | $21930000.00       | $21699698.45       | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 6%37          | 2037-05-11      | 6.0000%  | 0.0000% | $87000.00          | $94181.27          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.97%29     | 2029-10-17      | 4.9700%  | 0.0000% | $37000.00          | $38555.89          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 56      | 2056-03-15      | 5.5500%  | 0.0000% | $85000.00          | $82327.32          | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         CR SEN SR GLBL35    | 2035-11-15      | 6.2500%  | 0.0000% | $38000.00          | $42674.80          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT4.2%31    | 2031-03-12      | 4.2000%  | 0.0000% | $67000.00          | $66128.78          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 30       | 2030-05-15      | 5.2500%  | 0.0000% | $2942000.00        | $2823917.93        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 36       | 2036-09-11      | 5.1970%  | 0.0000% | $78000.00          | $75471.02          | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 34       | 2034-06-11      | 5.6500%  | 0.0000% | $550000.00         | $562630.14         | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2005-B     2-A    20350515 FLT | 2035-05-15      | 3.9670%  | 0.0000% | $394287000.00      | $78771.54          | Asset-Backed Securities                           |
| CK HUTCHISON INTL 21 LTD       GLBL 144A NT 31     | 2031-04-15      | 2.5000%  | 0.0000% | $475000.00         | $436789.94         | Corporate Debt Securities                         |
| CD MTG TR 2018-C7              D      20510817 FLT | 2051-08-17      | 3.0883%  | 0.0000% | $1250000.00        | $1050380.68        | Private Label Collateralized Mortgage Obligations |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $26361000.00       | $17450279.04       | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $65000.00          | $62799.64          | Corporate Debt Securities                         |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $400000.00         | $160119.08         | Private Label Collateralized Mortgage Obligations |
| DBWF MORTGAGE TRUST 2024-LCRS  D      20370415 FLT | 2037-04-15      | 6.8615%  | 0.0000% | $4000000.00        | $4000951.11        | Private Label Collateralized Mortgage Obligations |
| EQUINIX ASIA FING CORP PTE LTD SR GLBL NT4.4%31    | 2031-03-15      | 4.4000%  | 0.0000% | $55000.00          | $53848.18          | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -A NT 30    | 2030-04-01      | 5.2000%  | 0.0000% | $99000.00          | $103265.91         | Corporate Debt Securities                         |
| EMPRESA NACIONAL DEL PETROLEO  SR GLBL 144A 34     | 2034-07-30      | 5.9500%  | 0.0000% | $305000.00         | $310800.08         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 29     | 2029-08-15      | 3.1000%  | 0.0000% | $411000.00         | $392546.56         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $99000.00          | $103367.22         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 41       | 2041-02-15      | 6.1500%  | 0.0000% | $3209000.00        | $3422681.96        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $68000.00          | $70634.32          | Corporate Debt Securities                         |
| ENERFLEX INC                   SR GLBL 144A 31     | 2031-01-15      | 6.8750%  | 0.0000% | $155000.00         | $161115.83         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%030731       | 2031-03-07      | 4.9000%  | 0.0000% | $42461000.00       | $43294367.89       | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR NT 5.625%32      | 2032-08-16      | 5.6250%  | 0.0000% | $904000.00         | $931310.97         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 30     | 2030-03-10      | 2.6250%  | 0.0000% | $200000.00         | $185574.25         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.5%40    | 2040-05-13      | 3.5000%  | 0.0000% | $33000.00          | $27335.44          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $9000.00           | $8768.67           | Corporate Debt Securities                         |
| CNH EQUIP TRUST 2024-A         A-3    20290615 4.7 | 2029-06-15      | 4.7700%  | 0.0000% | $35000.00          | $23392.75          | Asset-Backed Securities                           |
| CSL FIN PLC                    SR 144A NT 52       | 2052-04-27      | 4.7500%  | 0.0000% | $150000.00         | $129694.42         | Corporate Debt Securities                         |
| CIM TR 2022-R2                 B1     20611225 FLT | 2061-12-25      | 4.0498%  | 0.0000% | $13695000.00       | $8314834.64        | Private Label Collateralized Mortgage Obligations |
| CMS ENERGY CORP                SR GLBL NT 27       | 2027-08-15      | 3.4500%  | 0.0000% | $95000.00          | $94113.49          | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.9%39    | 2039-02-15      | 5.9000%  | 0.0000% | $480000.00         | $508602.67         | Corporate Debt Securities                         |
| CALI COMMERCIAL MG TR 2024-SUN C      20410715 FLT | 2041-07-15      | 6.4589%  | 0.0000% | $3100000.00        | $3112773.87        | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC               SR GLBL REGS 38     | 2038-12-15      | 6.3750%  | 0.0000% | $634000.00         | $706099.01         | Corporate Debt Securities                         |
| PRKCM TRUST 2022-AFC1          A-1A   20570425 FLT | 2057-04-25      | 4.1000%  | 0.0000% | $270000.00         | $168055.05         | Private Label Collateralized Mortgage Obligations |
| OBX  TR 2025-NQM13             M-1    20650525 FLT | 2065-05-25      | 6.2790%  | 0.0000% | $1127000.00        | $1137801.73        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV1   A-3    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $8129088.00        | $4950014.75        | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN LLC               SR REGS NT 30       | 2030-11-21      | 6.3750%  | 0.0000% | $355000.00         | $380908.20         | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $1.00              | $0.69              | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 29       | 2029-04-04      | 5.3710%  | 0.0000% | $580000.00         | $605930.30         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-01-11      | 6.0970%  | 0.0000% | $200000.00         | $210125.78         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL REGS 55     | 2055-05-01      | 5.7000%  | 0.0000% | $50000.00          | $49890.50          | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR COCO 26             | 2026-05-19      | 4.4000%  | 0.0000% | $268000.00         | $272358.57         | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR REGS NT 31       | 2031-03-26      | 5.2500%  | 0.0000% | $300000.00         | $307421.75         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR REGS NT 31       | 2031-08-13      | 4.8500%  | 0.0000% | $10000.00          | $10027.57          | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM4            A-3    20611025 2.3 | 2061-10-25      | 2.3670%  | 0.0000% | $9165000.00        | $4912029.76        | Private Label Collateralized Mortgage Obligations |
| BLUE OWL CR INCOME CORP        SR GLBL NT 28       | 2028-06-13      | 7.9500%  | 0.0000% | $72000.00          | $75444.48          | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL REGS 28     | 2028-02-15      | 4.7500%  | 0.0000% | $342000.00         | $336596.21         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.5%38    | 2038-04-15      | 6.5000%  | 0.0000% | $95000.00          | $97645.96          | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              JR SB GLBL 56       | 2056-09-15      | 6.3750%  | 0.0000% | $1615000.00        | $1594062.87        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 37       | 2037-01-15      | 5.0460%  | 0.0000% | $1019000.00        | $1008700.63        | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-2    20551125 FLT | 2055-11-25      | 4.2610%  | 0.0000% | $1638350.00        | $1404666.95        | Private Label Collateralized Mortgage Obligations |
| INTERSTATE PWR & LT CO         SR GLBL DB5.7%33    | 2033-10-15      | 5.7000%  | 0.0000% | $150000.00         | $159771.50         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT 31       | 2031-01-15      | 3.3750%  | 0.0000% | $2342000.00        | $2095750.41        | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M -1 BD 4.5%41     | 2041-08-15      | 4.5000%  | 0.0000% | $420000.00         | $366601.20         | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -P NT 33    | 2033-04-01      | 5.3000%  | 0.0000% | $320000.00         | $332403.20         | Corporate Debt Securities                         |
| INTERPUBLIC GROUP COS INC      SR GLBL NT 28       | 2028-10-01      | 4.6500%  | 0.0000% | $8000.00           | $7936.96           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD2.1%27    | 2027-08-01      | 2.1000%  | 0.0000% | $82000.00          | $79720.40          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $3586000.00        | $3580856.08        | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT4.1%34    | 2034-09-18      | 4.1000%  | 0.0000% | $7618000.00        | $7080448.53        | Corporate Debt Securities                         |
| PACIFICORP                     1ST MTG BD5.1%31    | 2031-04-15      | 5.1000%  | 0.0000% | $815000.00         | $815725.35         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   B-2    20511225 FLT | 2051-12-25      | 3.2126%  | 0.0000% | $934000.00         | $706155.72         | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-11-01      | 5.0500%  | 0.0000% | $18605000.00       | $18434609.21       | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $789000.00         | $710629.07         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 27 BD 44    | 2044-03-15      | 4.3000%  | 0.0000% | $209000.00         | $172985.35         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD6.1%36    | 2036-08-01      | 6.1000%  | 0.0000% | $98000.00          | $100215.45         | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN GLBL NT 54    | 2054-06-15      | 5.6850%  | 0.0000% | $125000.00         | $123879.90         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 32       | 2032-01-15      | 4.9500%  | 0.0000% | $51000.00          | $51878.22          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32       | 2032-03-15      | 2.3550%  | 0.0000% | $674000.00         | $586519.29         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-09-26      | 4.4500%  | 0.0000% | $5476000.00        | $5260070.67        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-02-15      | 5.2500%  | 0.0000% | $49000.00          | $50120.06          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT4.2%30    | 2030-11-15      | 4.2000%  | 0.0000% | $12000.00          | $12054.68          | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN GLBL NT 34    | 2034-06-15      | 5.3300%  | 0.0000% | $47000.00          | $48620.27          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT6.2%28    | 2028-11-16      | 6.2000%  | 0.0000% | $240000.00         | $253550.40         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $1743000.00        | $1675571.85        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-DWHP C      20380415 FLT | 2038-04-15      | 7.0126%  | 0.0000% | $12600000.00       | $12669031.59       | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2021-J4            A-7    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $2300000.00        | $1486948.63        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    SR GLBL 2024B 35    | 2035-03-15      | 4.8500%  | 0.0000% | $44000.00          | $42724.24          | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 6%36     | 2036-03-15      | 6.0000%  | 0.0000% | $29000.00          | $28081.38          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-06-25      | 4.8500%  | 0.0000% | $49000.00          | $50572.08          | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     4.85%48             | 2048-11-15      | 4.8500%  | 0.0000% | $1449000.00        | $1231537.30        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.4%35    | 2035-10-15      | 5.4000%  | 0.0000% | $3571000.00        | $3654454.27        | Corporate Debt Securities                         |
| ONE GAS INC                    GLBL NT 4.25%32     | 2032-09-01      | 4.2500%  | 0.0000% | $70000.00          | $68094.02          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   A-5    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $526320.00         | $353849.85         | Private Label Collateralized Mortgage Obligations |
| UNILEVER CAP CORP              GLBL NT 4.25%27     | 2027-08-12      | 4.2500%  | 0.0000% | $236000.00         | $237898.55         | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           A-9    20511125 FLT | 2051-11-25      | 4.6172%  | 0.0000% | $2952100.00        | $2064780.37        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $89000.00          | $85633.23          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $833000.00         | $552473.37         | Corporate Debt Securities                         |
| PACIFIC LIFECORP               SR 144A NT 43       | 2043-01-30      | 5.1250%  | 0.0000% | $68000.00          | $62802.19          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   A-9    20510925 FLT | 2051-09-25      | 4.6672%  | 0.0000% | $4009000.00        | $2756344.44        | Private Label Collateralized Mortgage Obligations |
| MERCEDES-BENZ FIN NORTH AMER   GLBL REGS NT 29     | 2029-08-01      | 4.8000%  | 0.0000% | $150000.00         | $152235.00         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.7%36    | 2036-02-04      | 5.7000%  | 0.0000% | $24096000.00       | $23259025.44       | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             GLBL NT 5.5%53      | 2053-04-15      | 5.5000%  | 0.0000% | $120000.00         | $115015.33         | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 30       | 2030-07-01      | 4.9040%  | 0.0000% | $440000.00         | $445152.40         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 50    | 2050-05-15      | 3.7000%  | 0.0000% | $171000.00         | $125157.94         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL-2009B 39    | 2039-11-01      | 5.9500%  | 0.0000% | $53000.00          | $55890.71          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT3.4%29    | 2029-09-01      | 3.4000%  | 0.0000% | $165000.00         | $158816.35         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.6%34    | 2034-04-01      | 5.6000%  | 0.0000% | $95000.00          | $99357.65          | Corporate Debt Securities                         |
| HILTON USA TRUST 2016-HHV      A      20381105 3.7 | 2038-11-05      | 3.7190%  | 0.0000% | $9508000.00        | $9487245.62        | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 3%012230         | 2030-01-22      | 3.0000%  | 0.0000% | $200000.00         | $187982.00         | Corporate Debt Securities                         |
| SOCIETE GENERALE               VR 011924-011928    | 2028-01-19      | 5.3271%  | 0.0000% | $250000.00         | $254493.68         | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $338000.00         | $402026.96         | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT5.4%30    | 2030-04-25      | 5.4000%  | 0.0000% | $90000.00          | $93845.70          | Corporate Debt Securities                         |
| NORTHERN TR CORP               SR GLBL NT 4%27     | 2027-05-10      | 4.0000%  | 0.0000% | $389000.00         | $394526.39         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $7323000.00        | $6030177.24        | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4%32          | 2032-12-15      | 4.0000%  | 0.0000% | $31000.00          | $29450.86          | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 34       | 2034-09-11      | 6.1140%  | 0.0000% | $527000.00         | $556315.25         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 27       | 2027-03-29      | 3.9500%  | 0.0000% | $200000.00         | $199259.89         | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB 144A NT 55      | 2055-01-19      | 7.1320%  | 0.0000% | $1250000.00        | $1277655.00        | Corporate Debt Securities                         |
| IDAHO PWR CO                   FR 4.2%030148       | 2048-03-01      | 4.2000%  | 0.0000% | $220000.00         | $176088.00         | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 16.8420% | 0.0000% | $1750000.00        | $1802192.88        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.033%012637     | 2037-01-26      | 5.0330%  | 0.0000% | $19000.00          | $18780.69          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT5.2%40    | 2040-04-01      | 5.2000%  | 0.0000% | $55000.00          | $55518.65          | Corporate Debt Securities                         |
| VEGS 2024-GCS                  C      20360710 FLT | 2036-07-10      | 6.2165%  | 0.0000% | $2900000.00        | $2941810.51        | Private Label Collateralized Mortgage Obligations |
| PARKER-HANNIFIN CORP           SR GLBL NT 29       | 2029-06-14      | 3.2500%  | 0.0000% | $5446000.00        | $5320686.03        | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           A-7    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $800352.00         | $583432.86         | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $3156000.00        | $2950835.45        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.384%012330     | 2030-01-23      | 5.3840%  | 0.0000% | $38000.00          | $39223.21          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.3%30    | 2030-02-15      | 5.3000%  | 0.0000% | $85000.00          | $87810.29          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 53       | 2053-01-15      | 6.7500%  | 0.0000% | $1085000.00        | $1141213.85        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $6705064.00        | $5768031.31        | Corporate Debt Securities                         |
| ENLINK MIDSTREAM PARTNERS LP   SR NT 5.6%44        | 2044-04-01      | 5.6000%  | 0.0000% | $75000.00          | $70878.75          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28       | 2028-05-19      | 4.4500%  | 0.0000% | $69000.00          | $70412.89          | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 34     | 2034-04-03      | 5.5500%  | 0.0000% | $200000.00         | $205648.33         | Corporate Debt Securities                         |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $966000.00         | $524905.08         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL REGS 34     | 2034-04-22      | 5.9500%  | 0.0000% | $200000.00         | $213543.83         | Corporate Debt Securities                         |
| SOCIEDAD DE TRANSMISION AUSTRA SR GLBL REGS 32     | 2032-01-27      | 4.0000%  | 0.0000% | $600000.00         | $568080.67         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 5.837%031334     | 2034-03-13      | 5.8370%  | 0.0000% | $290000.00         | $299256.36         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.867%060834     | 2034-06-08      | 5.8670%  | 0.0000% | $175000.00         | $184696.03         | Corporate Debt Securities                         |
| TRUIST BK                      SR NT 4.136%29      | 2029-10-23      | 4.1360%  | 0.0000% | $342000.00         | $344507.70         | Corporate Debt Securities                         |
| OBX TR 2026-NQM1               A-3    20651125 FLT | 2065-11-25      | 5.1710%  | 0.0000% | $3474000.00        | $3379440.14        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   B-1    20520125 FLT | 2052-01-25      | 3.2240%  | 0.0000% | $325000.00         | $241318.91         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUST            A-1    20550525 FLT | 2055-05-25      | 5.5600%  | 0.0000% | $300000.00         | $220928.17         | Private Label Collateralized Mortgage Obligations |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $4462000.00        | $4500640.92        | Corporate Debt Securities                         |
| NYC COML MTG 2025-300P         C      20420715 FLT | 2042-07-15      | 5.4720%  | 0.0000% | $30000.00          | $29859.18          | Private Label Collateralized Mortgage Obligations |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 33       | 2033-04-15      | 3.2500%  | 0.0000% | $419000.00         | $374177.94         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $84000.00          | $67267.88          | Corporate Debt Securities                         |
| RESIDENTIAL MTG LN TR 2021-1R  A-1    20650125 FLT | 2065-01-25      | 0.8590%  | 0.0000% | $393580.00         | $29884.06          | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 4.97%050231      | 2031-05-02      | 4.9700%  | 0.0000% | $372000.00         | $382974.10         | Corporate Debt Securities                         |
| QVC INC                        1LIEN NT 5.95%43    | 2043-03-15      | 5.9500%  | 0.0000% | $206000.00         | $90154.76          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          GLBL NT 5%29        | 2029-02-01      | 5.0000%  | 0.0000% | $30000.00          | $30672.70          | Corporate Debt Securities                         |
| SAGICOR FINL CORP LTD          SR GLBL 144A 28     | 2028-05-13      | 5.3000%  | 0.0000% | $310000.00         | $314369.97         | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32    | 2032-03-24      | 3.6250%  | 0.0000% | $250000.00         | $234561.22         | Corporate Debt Securities                         |
| GS MTG-BACKED SECU TR 2025-PJ6 A-14   20551125 FLT | 2055-11-25      | 5.5000%  | 0.0000% | $600000.00         | $595151.00         | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC               SR GLBL NT 35       | 2035-05-11      | 4.1250%  | 0.0000% | $70000.00          | $67221.82          | Corporate Debt Securities                         |
| GWT COMMERCIAL MTG 2024-WLF2   B      20410515 FLT | 2041-05-15      | 5.8131%  | 0.0000% | $300000.00         | $300775.08         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2026-2  A-CH4  20560327 0.0 | 2056-03-27      | 1.5000%  | 0.0000% | $20000000.00       | $17375768.82       | Private Label Collateralized Mortgage Obligations |
| SERVICENOW INC                 SR GLBL NT1.4%30    | 2030-09-01      | 1.4000%  | 0.0000% | $145000.00         | $125428.87         | Corporate Debt Securities                         |
| FEDERAL EX CORP 2020-1AA       AA     20350820 1.8 | 2035-08-20      | 1.8750%  | 0.0000% | $50000.00          | $30605.36          | Asset-Backed Securities                           |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $1125000.00        | $1062663.75        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.217%042242     | 2042-04-22      | 3.2170%  | 0.0000% | $354000.00         | $270342.16         | Corporate Debt Securities                         |
| MUTUAL OF OMAHA COS GLOBAL FDG FR 5.8%072726       | 2026-07-27      | 5.8000%  | 0.0000% | $619000.00         | $628137.13         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2022-INV1    A2     20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $13518240.00       | $9000238.79        | Private Label Collateralized Mortgage Obligations |
| NASDAQ INC                     CR SEN SR GLBL34    | 2034-02-15      | 5.5500%  | 0.0000% | $193000.00         | $199568.11         | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL NT5.4%54    | 2054-08-15      | 5.4000%  | 0.0000% | $1740000.00        | $1695247.20        | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR GLBL 144A 31     | 2031-09-22      | 2.0800%  | 0.0000% | $300000.00         | $259065.00         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO WIS DISC   1M GLBL BD 38       | 2038-09-01      | 6.3750%  | 0.0000% | $620000.00         | $664157.95         | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM4            M-1    20640125 FLT | 2064-01-25      | 6.6220%  | 0.0000% | $1304000.00        | $1314924.04        | Private Label Collateralized Mortgage Obligations |
| HEALTHPEAK OP LLC              SR GLBL NT 41       | 2041-02-01      | 6.7500%  | 0.0000% | $40000.00          | $43451.20          | Corporate Debt Securities                         |
| NORTH SHORE LONG IS JEWISH     SR SEC -2013A 43    | 2043-11-01      | 6.1500%  | 0.0000% | $20000.00          | $20364.30          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1ST MTG BDS 6.2%    | 2037-07-01      | 6.2000%  | 0.0000% | $186000.00         | $202580.04         | Corporate Debt Securities                         |
| FLEX INTER HOLDCO LLC          SR SEC 144A NT31    | 2031-06-30      | 3.3630%  | 0.0000% | $4279000.00        | $3908000.00        | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT4.5%44    | 2044-12-01      | 4.5000%  | 0.0000% | $85000.00          | $73258.95          | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30       | 2030-01-15      | 5.6250%  | 0.0000% | $347000.00         | $325692.47         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 4.99%052731      | 2031-05-27      | 4.9900%  | 0.0000% | $1800000.00        | $1845932.00        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 31       | 2031-11-04      | 4.4250%  | 0.0000% | $200000.00         | $199987.75         | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    B      20410515 FLT | 2041-05-15      | 5.6635%  | 0.0000% | $14000000.00       | $13850260.28       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC 2021-INV1 A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $4739000.00        | $2696239.59        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TRUST 2021-13  A-3-A  20520425 FLT | 2052-04-25      | 2.0000%  | 0.0000% | $120000.00         | $64962.04          | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              B      20390913 FLT | 2039-09-13      | 3.6900%  | 0.0000% | $2475000.00        | $2346248.02        | Private Label Collateralized Mortgage Obligations |
| MACQUARIE BK LTD               FR 4.529%032929     | 2029-03-29      | 4.5290%  | 0.0000% | $300000.00         | $300726.00         | Corporate Debt Securities                         |
| KINROSS GOLD CORP              SR GLBL NT 33       | 2033-07-15      | 6.2500%  | 0.0000% | $15000.00          | $16158.22          | Corporate Debt Securities                         |
| UNION ELEC CO                  SR SEC GLBL NT39    | 2039-03-15      | 8.4500%  | 0.0000% | $98000.00          | $124221.42         | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           A-3    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $16546100.00       | $10245450.05       | Private Label Collateralized Mortgage Obligations |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%34    | 2034-09-15      | 4.8000%  | 0.0000% | $21000.00          | $20486.41          | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    D      20410515 FLT | 2041-05-15      | 6.8617%  | 0.0000% | $17869400.00       | $17373843.57       | Private Label Collateralized Mortgage Obligations |
| LOWES COS INC                  SR GLBL NT1.7%30    | 2030-10-15      | 1.7000%  | 0.0000% | $84000.00          | $74493.63          | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL NT6.2%40    | 2040-10-01      | 6.2000%  | 0.0000% | $90000.00          | $89883.00          | Corporate Debt Securities                         |
| M/I HOMES INC                  SR NT 3.95%30       | 2030-02-15      | 3.9500%  | 0.0000% | $50000.00          | $46751.86          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  B-3    20511225 FLT | 2051-12-25      | 3.2046%  | 0.0000% | $149000.00         | $112527.56         | Private Label Collateralized Mortgage Obligations |
| MICRON TECHNOLOGY INC          SR GLBL NT 51       | 2051-11-01      | 3.4770%  | 0.0000% | $1400000.00        | $1003614.50        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD5.1%53    | 2053-05-15      | 5.1000%  | 0.0000% | $436000.00         | $402465.79         | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT2.7%30    | 2030-06-01      | 2.7000%  | 0.0000% | $259000.00         | $243099.99         | Corporate Debt Securities                         |
| NORTHWESTERN UNIV              -2013 SINK BD 44    | 2044-12-01      | 4.6430%  | 0.0000% | $1000.00           | $951.21            | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.9%34    | 2034-06-01      | 4.9000%  | 0.0000% | $482000.00         | $487091.53         | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTG 2025-NQM7  A-1FCF 20651026 FLT | 2065-10-26      | 4.9490%  | 0.0000% | $20000000.00       | $18838740.60       | Private Label Collateralized Mortgage Obligations |
| ELECTRICITE DE FRANCE SA       SR GLBL REGS 35     | 2035-01-13      | 5.7500%  | 0.0000% | $9390000.00        | $9802017.55        | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.5%50    | 2050-04-01      | 3.5000%  | 0.0000% | $991000.00         | $746014.89         | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           SR GLBL NT 34       | 2034-09-10      | 4.7240%  | 0.0000% | $182000.00         | $180843.51         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-HYB1     B-2    20491025 FLT | 2049-10-25      | 5.0946%  | 0.0000% | $600000.00         | $503165.42         | Private Label Collateralized Mortgage Obligations |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.3100% | 0.0000% | $9650000.00        | $9854580.00        | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 51      | 2051-03-30      | 3.4500%  | 0.0000% | $80000.00          | $55378.00          | Corporate Debt Securities                         |
| NEW RESI MTG LN TR 2018-5      A-1    20571225 FLT | 2057-12-25      | 4.7500%  | 0.0000% | $13992000.00       | $1705322.54        | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC               SR 144A NT5.5%40    | 2040-03-25      | 5.5000%  | 0.0000% | $365000.00         | $366276.28         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 29       | 2029-02-15      | 4.7500%  | 0.0000% | $80000.00          | $81115.16          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -EEEE 56    | 2056-03-15      | 5.9500%  | 0.0000% | $1227000.00        | $1227439.33        | Corporate Debt Securities                         |
| SENTARA HEALTHCARE             GLBL -2021 BD 51    | 2051-11-01      | 2.9270%  | 0.0000% | $49000.00          | $31423.01          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 28       | 2028-01-14      | 5.4500%  | 0.0000% | $3289000.00        | $3304185.13        | Corporate Debt Securities                         |
| GTE FLA INC                    SR GLBL -E DB 28    | 2028-02-01      | 6.8600%  | 0.0000% | $1000.00           | $1043.93           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.6%29    | 2029-02-01      | 4.6000%  | 0.0000% | $51000.00          | $51596.53          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SB GLBL NT6.5%36    | 2036-05-02      | 6.5000%  | 0.0000% | $3376000.00        | $3614017.38        | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 34       | 2034-03-01      | 5.7500%  | 0.0000% | $9000.00           | $8012.45           | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 29      | 2029-03-01      | 3.9500%  | 0.0000% | $598000.00         | $592409.70         | Corporate Debt Securities                         |
| NEW RES MTG TR 2019-NQM5       A-3    20591125 FLT | 2059-11-25      | 3.0653%  | 0.0000% | $2540000.00        | $355733.24         | Private Label Collateralized Mortgage Obligations |
| NEWMONT CORP                   SR NT 4.875%42      | 2042-03-15      | 4.8750%  | 0.0000% | $767000.00         | $712057.23         | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR REGS NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $14000.00          | $14288.82          | Corporate Debt Securities                         |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $590000.00         | $587656.39         | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI 1LIEN AMZ REGS28    | 2028-10-20      | 4.7500%  | 0.0000% | $10000.00          | $9235.58           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022G 32    | 2032-11-01      | 5.9500%  | 0.0000% | $11000.00          | $11795.87          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.446%011029     | 2029-01-10      | 6.4460%  | 0.0000% | $252000.00         | $262854.52         | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 28       | 2028-01-15      | 4.7500%  | 0.0000% | $441000.00         | $444694.60         | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $7000000.00        | $6836122.22        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 50       | 2050-05-01      | 5.2500%  | 0.0000% | $577000.00         | $546491.12         | Corporate Debt Securities                         |
| US BANCORP                     FR 4.481%012632     | 2032-01-26      | 4.4810%  | 0.0000% | $34000.00          | $33836.14          | Corporate Debt Securities                         |
| NUTRIEN LTD                    5%49                | 2049-04-01      | 5.0000%  | 0.0000% | $707000.00         | $637530.18         | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR GLBL NT 36       | 2036-07-15      | 6.8750%  | 0.0000% | $42000.00          | $47405.14          | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL30    | 2030-09-15      | 3.5000%  | 0.0000% | $61000.00          | $57269.58          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT4.6%28    | 2028-06-15      | 4.6000%  | 0.0000% | $93000.00          | $94211.27          | Corporate Debt Securities                         |
| SHELL FIN US INC               GLBL 144A NT3%51    | 2051-11-26      | 3.0000%  | 0.0000% | $901000.00         | $580934.77         | Corporate Debt Securities                         |
| HYATT HOTELS CORP              GLBL NT 5.5%34      | 2034-06-30      | 5.5000%  | 0.0000% | $488000.00         | $496066.64         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50    | 2050-07-15      | 3.8000%  | 0.0000% | $35000.00          | $25977.78          | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 29       | 2029-11-07      | 2.3750%  | 0.0000% | $37000.00          | $34984.61          | Corporate Debt Securities                         |
| HOMES TR 2025-NQM2             A-1    20700225 FLT | 2070-02-25      | 5.4250%  | 0.0000% | $1006892.00        | $849409.80         | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF GAS CO          1M GLBL DDD BD35    | 2035-06-15      | 5.4500%  | 0.0000% | $452000.00         | $468460.58         | Corporate Debt Securities                         |
| HOME PART AMER TR 2020-2       D      20410117 2.3 | 2041-01-17      | 2.3810%  | 0.0000% | $1000000.00        | $657202.21         | Asset-Backed Securities                           |
| NEW RES MTG LN TR 2025-NQM4    A-3    20650725 FLT | 2065-07-25      | 5.8050%  | 0.0000% | $2546000.00        | $2216992.62        | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DEB4.6%27    | 2027-09-01      | 4.6850%  | 0.0000% | $20000.00          | $20232.77          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.435%012430     | 2030-01-24      | 5.4350%  | 0.0000% | $429000.00         | $442468.51         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 37       | 2037-11-15      | 6.6250%  | 0.0000% | $95000.00          | $106758.89         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36       | 2036-07-21      | 5.3730%  | 0.0000% | $10742000.00       | $10860027.72       | Corporate Debt Securities                         |
| OBX TR 2023-NQM3               M-1    20630225 FLT | 2063-02-25      | 6.4879%  | 0.0000% | $7527952.00        | $7542838.84        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 45       | 2045-09-26      | 5.8750%  | 0.0000% | $42000.00          | $36132.43          | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%35    | 2035-09-15      | 4.8000%  | 0.0000% | $181000.00         | $175290.05         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.7%35    | 2035-11-15      | 4.7000%  | 0.0000% | $1000.00           | $1002.90           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.3%31    | 2031-09-15      | 2.3000%  | 0.0000% | $48000.00          | $42141.71          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 29       | 2029-07-27      | 5.2820%  | 0.0000% | $238000.00         | $244119.81         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 56       | 2056-02-19      | 5.6500%  | 0.0000% | $651000.00         | $631692.43         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.7%32    | 2032-12-01      | 4.7000%  | 0.0000% | $4960000.00        | $5073666.67        | Corporate Debt Securities                         |
| ALABAMA PWR CO                 GLBL 2021B NT 52    | 2052-03-15      | 3.0000%  | 0.0000% | $2586000.00        | $1624352.80        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $362000.00         | $354011.46         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR NT 4.875%36      | 2036-03-13      | 4.8750%  | 0.0000% | $3000000.00        | $2967022.50        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $454000.00         | $432536.39         | Corporate Debt Securities                         |
| ALLOYA AUTO REC TR 2025-1      A-3    20281226 4.6 | 2028-12-26      | 4.6900%  | 0.0000% | $350000.00         | $350805.93         | Asset-Backed Securities                           |
| ALCON FIN CORP                 SR GLBL 144A 29     | 2029-09-23      | 3.0000%  | 0.0000% | $457000.00         | $433970.25         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 2%32     | 2032-01-15      | 2.0000%  | 0.0000% | $89000.00          | $77058.18          | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $32000.00          | $33020.30          | Corporate Debt Securities                         |
| AMORTIZING RES COLL TR 2004-1  A5     20341025 FLT | 2034-10-25      | 4.7930%  | 0.0000% | $1800000.00        | $118628.91         | Asset-Backed Securities                           |
| ALCAN INC                      SR GLBL NT 33       | 2033-12-15      | 6.1250%  | 0.0000% | $485000.00         | $527192.44         | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR GLBL NT 30       | 2030-05-07      | 2.8750%  | 0.0000% | $570000.00         | $536472.60         | Corporate Debt Securities                         |
| ARBOR MUL MTG SEC TR 2022-MF4  A-5    20550218 FLT | 2055-02-18      | 3.2830%  | 0.0000% | $600000.00         | $558544.69         | Private Label Collateralized Mortgage Obligations |
| AMERICAN CR ACCE REC TR 2024-4 D      20310812 5.3 | 2031-08-12      | 5.3400%  | 0.0000% | $2600000.00        | $2620647.47        | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT 44       | 2044-12-05      | 4.9500%  | 0.0000% | $511000.00         | $483891.45         | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33       | 2033-08-04      | 5.9500%  | 0.0000% | $1513000.00        | $1551461.72        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL50    | 2050-05-01      | 5.8050%  | 0.0000% | $62000.00          | $61076.67          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 54       | 2054-10-13      | 5.2500%  | 0.0000% | $235000.00         | $200321.05         | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 33       | 2033-05-01      | 4.3500%  | 0.0000% | $35000.00          | $33854.97          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31       | 2031-03-12      | 5.3500%  | 0.0000% | $10000000.00       | $9598702.78        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33    | 2033-09-11      | 4.8930%  | 0.0000% | $2624000.00        | $2637220.59        | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 8.9500%  | 0.0000% | $3459000.00        | $3538557.00        | Corporate Debt Securities                         |
| ARBR RTL CM RL ES NT  2026-FL1 B      20430922 FLT | 2043-09-22      | 5.6700%  | 0.0000% | $9000000.00        | $9027999.00        | Private Label Collateralized Mortgage Obligations |
| AUTONATION INC                 SR GLBL NT 35       | 2035-03-15      | 5.8900%  | 0.0000% | $806000.00         | $820119.33         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32      | 2032-10-15      | 5.5000%  | 0.0000% | $51000.00          | $53630.13          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 6.593%37      | 2037-10-15      | 6.5930%  | 0.0000% | $62000.00          | $71379.43          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.8%41    | 2041-08-15      | 2.8000%  | 0.0000% | $10000.00          | $7182.88           | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-1     AA     20300815 3.6 | 2030-08-15      | 3.6500%  | 0.0000% | $50000.00          | $27700.30          | Asset-Backed Securities                           |
| AMERICAN EXPRESS CO            SR GLBL NT 38       | 2038-03-19      | 8.1500%  | 0.0000% | $563000.00         | $706799.58         | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT2.8%41    | 2041-10-01      | 2.8000%  | 0.0000% | $45000.00          | $32738.85          | Corporate Debt Securities                         |
| BOEING CO                      3.85%48             | 2048-11-01      | 3.8500%  | 0.0000% | $25000.00          | $18330.79          | Corporate Debt Securities                         |
| BX COML MTG TR 2026-CSMO       B      20310215 0.0 | 2031-02-15      | 5.3725%  | 0.0000% | $6210000.00        | $6222890.61        | Private Label Collateralized Mortgage Obligations |
| CCG RECEIVABLES TRUST 2025-2   A-2    20340814 4.1 | 2034-08-14      | 4.1400%  | 0.0000% | $1350000.00        | $1352432.70        | Asset-Backed Securities                           |
| BX COML MTG TR 2026-XL6        C      20430315 FLT | 2043-03-15      | 5.2725%  | 0.0000% | $7500000.00        | $7451950.04        | Private Label Collateralized Mortgage Obligations |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.2908%  | 0.0000% | $10900000.00       | $11434100.00       | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49    | 2049-11-15      | 3.7000%  | 0.0000% | $120000.00         | $88913.73          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32    | 2032-03-15      | 3.0000%  | 0.0000% | $35000.00          | $31776.62          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 30       | 2030-02-10      | 5.1250%  | 0.0000% | $27000.00          | $27489.79          | Corporate Debt Securities                         |
| MONONGAHELA PWR CO             1M GLBL 144A 27     | 2027-05-15      | 3.5500%  | 0.0000% | $259000.00         | $259756.57         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR NT 3.17%27       | 2027-09-11      | 3.1700%  | 0.0000% | $200000.00         | $197070.22         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-4    20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $4407920.00        | $2857731.16        | Private Label Collateralized Mortgage Obligations |
| MERCK & CO INC                 SR GLBL NT2.9%61    | 2061-12-10      | 2.9000%  | 0.0000% | $198000.00         | $114190.89         | Corporate Debt Securities                         |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 11.5600% | 0.0000% | $8000000.00        | $8125600.00        | Corporate Debt Securities                         |
| ICNQ MORTGAGE TRUST 2024-MF    A      20341212 FLT | 2034-12-12      | 5.7780%  | 0.0000% | $20250.00          | $20843.95          | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               SR 144A NT5.3%29    | 2029-06-24      | 5.3000%  | 0.0000% | $262000.00         | $269543.13         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT5.4%35    | 2035-04-07      | 5.4000%  | 0.0000% | $3912000.00        | $4069184.16        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 28       | 2028-03-05      | 4.0180%  | 0.0000% | $375000.00         | $373564.46         | Corporate Debt Securities                         |
| HUNDRED ACRES WD TR 2021-INV1  B3     20510725 FLT | 2051-07-25      | 3.2317%  | 0.0000% | $4582800.00        | $3426635.78        | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                 SR GLBL NT 52       | 2052-04-15      | 3.6250%  | 0.0000% | $88000.00          | $64069.74          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 30       | 2030-07-28      | 4.7720%  | 0.0000% | $92000.00          | $92603.61          | Corporate Debt Securities                         |
| EXELON CORP                    SR NT 7.6%32        | 2032-04-01      | 7.6000%  | 0.0000% | $99000.00          | $115775.55         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $311000.00         | $326026.83         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC 2017-C 4%57         | 2057-11-15      | 4.0000%  | 0.0000% | $35000.00          | $25790.14          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 30       | 2030-03-15      | 6.2500%  | 0.0000% | $228000.00         | $236456.01         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $90000.00          | $90174.45          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA NY    SNR PREF NT 27      | 2027-03-05      | 5.0410%  | 0.0000% | $318000.00         | $321571.37         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR NT 5.968%54      | 2054-03-04      | 5.9680%  | 0.0000% | $51000.00          | $49141.36          | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.2700% | 0.0000% | $2750000.00        | $2896575.00        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 5.5%56        | 2056-03-15      | 5.5000%  | 0.0000% | $3000000.00        | $2873728.33        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          LW TIER II 32       | 2032-07-29      | 2.3590%  | 0.0000% | $65000.00          | $56180.33          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 5%29     | 2029-01-30      | 5.0000%  | 0.0000% | $17000.00          | $17328.84          | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 50       | 2050-10-15      | 2.7500%  | 0.0000% | $534000.00         | $333953.22         | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              CR SEN SR GLBL31    | 2031-03-15      | 2.9500%  | 0.0000% | $85000.00          | $77651.84          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 41       | 2041-12-15      | 3.3750%  | 0.0000% | $1687000.00        | $1270340.52        | Corporate Debt Securities                         |
| DH EUROPE FIN II S A R L       SR GLBL NT 39       | 2039-11-15      | 3.2500%  | 0.0000% | $2327000.00        | $1884096.92        | Corporate Debt Securities                         |
| COREVEST AMCR FIN TR 2021-1    XA     20540417 FLT | 2054-04-17      | 2.7720%  | 0.0000% | $15570827.00       | $52006.99          | Asset-Backed Securities                           |
| FMC CORP                       SR GLBL NT4.5%49    | 2049-10-01      | 4.5000%  | 0.0000% | $5546000.00        | $3537072.42        | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.6%53      | 2053-03-15      | 5.6000%  | 0.0000% | $5062000.00        | $4767132.88        | Corporate Debt Securities                         |
| COREVEST AMERIC FIN TR 2021-2  X-A    20540717 FLT | 2054-07-17      | 2.9101%  | 0.0000% | $41565000.00       | $271536.79         | Asset-Backed Securities                           |
| D R HORTON INC                 SR GLBL NT5.5%35    | 2035-10-15      | 5.5000%  | 0.0000% | $14000.00          | $14519.28          | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 4.5%28      | 2028-10-16      | 4.5000%  | 0.0000% | $50000.00          | $51812.75          | Corporate Debt Securities                         |
| DGWD TR 2025-INFL              C      20350815 FLT | 2035-08-15      | 5.6725%  | 0.0000% | $7000000.00        | $6981354.33        | Private Label Collateralized Mortgage Obligations |
| CWHEQ REV HEQ RES 2006-RES     05D1A  20351115 FLT | 2035-11-15      | 3.9770%  | 0.0000% | $5993700.00        | $24114.92          | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            SR GLBL NT 49       | 2049-04-15      | 6.2500%  | 0.0000% | $4390000.00        | $4413088.96        | Corporate Debt Securities                         |
| DWIGHT 2025-FL1                A      20420620 FLT | 2042-06-20      | 5.3416%  | 0.0000% | $165500.00         | $165921.45         | Private Label Collateralized Mortgage Obligations |
| DARDEN RESTAURANTS INC         SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $77000.00          | $78329.83          | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT 32       | 2032-12-01      | 6.7500%  | 0.0000% | $2007000.00        | $1909790.96        | Corporate Debt Securities                         |
| EATON CORP OHIO                SR GLBL NT4.2%31    | 2031-03-06      | 4.2000%  | 0.0000% | $234000.00         | $230622.60         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 42       | 2042-04-05      | 4.3500%  | 0.0000% | $3619000.00        | $3030393.78        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 28       | 2028-04-17      | 4.8500%  | 0.0000% | $73000.00          | $74920.22          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.7%35    | 2035-04-01      | 5.7000%  | 0.0000% | $15072000.00       | $15836150.40       | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -E NT 33    | 2033-03-15      | 6.3000%  | 0.0000% | $89000.00          | $94404.08          | Corporate Debt Securities                         |
| FLASH COMPUTE LLC              SR SEC GLBL 30      | 2030-12-31      | 7.2500%  | 0.0000% | $9620000.00        | $9825173.22        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.1%33    | 2033-04-01      | 5.1000%  | 0.0000% | $2565000.00        | $2672370.90        | Corporate Debt Securities                         |
| FERGUSON FIN PLC               GLBL 144A NT 28     | 2028-10-24      | 4.5000%  | 0.0000% | $1550000.00        | $1571831.75        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.654%101830     | 2030-10-18      | 4.6540%  | 0.0000% | $426000.00         | $433588.03         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $331000.00         | $329877.58         | Corporate Debt Securities                         |
| MORGAN STANLEY CAPTAL 24-BPR2  C      20410507 FLT | 2041-05-07      | 8.7522%  | 0.0000% | $8000000.00        | $8290300.26        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47       | 2047-01-21      | 5.5410%  | 0.0000% | $620000.00         | $595066.18         | Corporate Debt Securities                         |
| GWT COMMERCIAL MTG 2024-WLF2   D      20410515 FLT | 2041-05-15      | 6.6120%  | 0.0000% | $5000000.00        | $5027193.25        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 28       | 2028-02-10      | 4.8750%  | 0.0000% | $485000.00         | $491230.43         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT5.4%34    | 2034-11-14      | 5.4000%  | 0.0000% | $2196000.00        | $2265349.68        | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 34       | 2034-03-15      | 6.0500%  | 0.0000% | $75000.00          | $78803.92          | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $420000.00         | $461743.80         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-9        A-7-A  20500525 FLT | 2050-05-25      | 3.0000%  | 0.0000% | $97220.00          | $24272.04          | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2025-VIS2   M-1    20551225 FLT | 2055-12-25      | 6.2040%  | 0.0000% | $958000.00         | $966630.62         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2024-5   A-8    20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $100000.00         | $100369.40         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-VIS1     A-2    20550825 FLT | 2055-08-25      | 5.6950%  | 0.0000% | $1836000.00        | $1642002.53        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2018-8        B-5    20490125 FLT | 2049-01-25      | 4.0418%  | 0.0000% | $2097900.00        | $1488874.92        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG 2021-6 TR        A-15   20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $5000000.00        | $2801205.32        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     A-5A   20491025 FLT | 2049-10-25      | 5.0946%  | 0.0000% | $2091000.00        | $169389.79         | Private Label Collateralized Mortgage Obligations |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT5.7%28    | 2028-02-01      | 5.7000%  | 0.0000% | $5000.00           | $5123.30           | Corporate Debt Securities                         |
| PACIFICORP                     1M BD 5.45%33       | 2033-04-15      | 5.4500%  | 0.0000% | $3000000.00        | $3002335.00        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 28       | 2028-11-19      | 5.1300%  | 0.0000% | $510000.00         | $523214.10         | Corporate Debt Securities                         |
| GS MTG SECS TR 2021-GSA3       E      20541217 2.2 | 2054-12-17      | 2.2500%  | 0.0000% | $5000000.00        | $2553455.00        | Private Label Collateralized Mortgage Obligations |
| GEORGIA PWR CO                 SR GLBL 2025B 31    | 2031-03-15      | 4.8500%  | 0.0000% | $41000.00          | $41517.24          | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $1438000.00        | $1446252.52        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD2.5%31    | 2031-02-01      | 2.5000%  | 0.0000% | $1288000.00        | $1157134.91        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.4%33    | 2033-06-15      | 6.4000%  | 0.0000% | $9000.00           | $9708.61           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $612000.00         | $607137.49         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $403000.00         | $363217.86         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.4%33    | 2033-01-09      | 6.4000%  | 0.0000% | $92000.00          | $98452.68          | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL NT 5.55%35     | 2035-03-19      | 5.5500%  | 0.0000% | $545000.00         | $553779.95         | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR DEB 6.25%39      | 2039-07-15      | 6.2500%  | 0.0000% | $17000.00          | $18110.52          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.3%34    | 2034-12-01      | 5.3000%  | 0.0000% | $36000.00          | $36749.40          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 7.161%103029     | 2029-10-30      | 7.1610%  | 0.0000% | $21000.00          | $22914.73          | Corporate Debt Securities                         |
| INGERSOLL RAND INC             SR GLBL NT 27       | 2027-06-15      | 5.1970%  | 0.0000% | $80000.00          | $81914.58          | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 6%36     | 2036-01-15      | 6.0000%  | 0.0000% | $70000.00          | $74971.17          | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                TAX BD 2018B 28     | 2028-11-15      | 5.3250%  | 0.0000% | $1091000.00        | $1121533.45        | Corporate Debt Securities                         |
| INGERSOLL RAND INC             SR GLBL NT 31       | 2031-06-15      | 5.3140%  | 0.0000% | $539000.00         | $560342.66         | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2025-VIS3   A-3    20660225 FLT | 2066-02-25      | 5.5680%  | 0.0000% | $2239000.00        | $2150145.58        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 5.45%111027      | 2027-11-10      | 5.4500%  | 0.0000% | $94000.00          | $97816.01          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     M-1    20550825 FLT | 2055-08-25      | 6.4120%  | 0.0000% | $1044000.00        | $1055628.42        | Private Label Collateralized Mortgage Obligations |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 15.7700% | 0.0000% | $8250000.00        | $8563500.00        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-02-13      | 4.8750%  | 0.0000% | $243000.00         | $247745.79         | Corporate Debt Securities                         |
| PMT LN TR 2025-INV3            B-3    20560325 FLT | 2056-03-25      | 6.8159%  | 0.0000% | $3955504.00        | $3675183.68        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM1               A-1F   20651125 FLT | 2065-11-25      | 4.9119%  | 0.0000% | $632000.00         | $617466.72         | Private Label Collateralized Mortgage Obligations |
| ONEOK PARTNERS LP              SR NT 6.125%41      | 2041-02-01      | 6.1250%  | 0.0000% | $50000.00          | $50993.42          | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT5.1%30    | 2030-04-15      | 5.1000%  | 0.0000% | $3036000.00        | $3128800.40        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.9%52    | 2052-11-09      | 6.9000%  | 0.0000% | $58000.00          | $56217.47          | Corporate Debt Securities                         |
| OBX TRUST 2023-NQM10           M-1    20631025 FLT | 2063-10-25      | 7.6470%  | 0.0000% | $9553000.00        | $9720841.43        | Private Label Collateralized Mortgage Obligations |
| HUNTINGTON BANCSHARES INC      SR GLBL NT 32       | 2032-01-28      | 4.6230%  | 0.0000% | $34000.00          | $33724.95          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.55%092629      | 2029-09-26      | 4.5500%  | 0.0000% | $68000.00          | $67605.73          | Corporate Debt Securities                         |
| LKQ CORP                       SR GLBL NT 33       | 2033-06-15      | 6.2500%  | 0.0000% | $1006000.00        | $1052801.91        | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%27      | 2027-02-05      | 4.6000%  | 0.0000% | $483000.00         | $487026.07         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT2.3%28    | 2028-03-25      | 2.3000%  | 0.0000% | $38000.00          | $36176.51          | Corporate Debt Securities                         |
| PACIFICORP                     1ST MTG BD5.8%36    | 2036-04-15      | 5.8000%  | 0.0000% | $480000.00         | $482537.60         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 36       | 2036-01-15      | 5.8750%  | 0.0000% | $14686000.00       | $15000586.36       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.5%44    | 2044-07-08      | 4.5000%  | 0.0000% | $837000.00         | $625745.39         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   GLBL NT 4.75%33     | 2033-02-06      | 4.7500%  | 0.0000% | $135000.00         | $134826.79         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50    | 2050-07-01      | 4.9500%  | 0.0000% | $462965.00         | $389244.77         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32       | 2032-09-15      | 1.8500%  | 0.0000% | $178000.00         | $148584.12         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  B-1    20511225 FLT | 2051-12-25      | 3.2046%  | 0.0000% | $307000.00         | $235666.05         | Private Label Collateralized Mortgage Obligations |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.65%44     | 2044-07-05      | 5.6500%  | 0.0000% | $643000.00         | $635976.65         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 4%30     | 2030-10-29      | 4.0000%  | 0.0000% | $18000.00          | $17878.48          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-10-21      | 2.6500%  | 0.0000% | $14000.00          | $12545.93          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.1%031532       | 2032-03-15      | 3.1000%  | 0.0000% | $6000.00           | $5514.17           | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL 144A 31     | 2031-04-15      | 5.6000%  | 0.0000% | $8481000.00        | $8169615.37        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.2908%  | 0.0000% | $14535000.00       | $14959422.00       | Corporate Debt Securities                         |
| RFR TRUST 2025-SGRM            B      20410313 5.8 | 2041-03-13      | 5.6700%  | 0.0000% | $307500.00         | $311063.31         | Private Label Collateralized Mortgage Obligations |
| REPUBLIC SVCS INC              GLBL NT 5.2%34      | 2034-11-15      | 5.2000%  | 0.0000% | $384000.00         | $398140.59         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.5%29      | 2029-12-01      | 2.5000%  | 0.0000% | $61000.00          | $57545.77          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SNR NPF 144A 27     | 2027-12-15      | 1.9800%  | 0.0000% | $369000.00         | $365014.80         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 5.447%030530     | 2030-03-05      | 5.4470%  | 0.0000% | $1339000.00        | $1371757.22        | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 34       | 2034-04-01      | 5.4500%  | 0.0000% | $75000.00          | $78048.00          | Corporate Debt Securities                         |
| PUBLIC SVC CO NEW HAMPSHIRE    1M GLBL -Y BD 28    | 2028-07-01      | 4.4000%  | 0.0000% | $768000.00         | $776540.16         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $15000.00          | $14796.95          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-01-15      | 4.8500%  | 0.0000% | $442000.00         | $450839.51         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-07-02      | 5.4010%  | 0.0000% | $90000.00          | $90478.12          | Corporate Debt Securities                         |
| VERUS SECRITIZATION TR 2021-R2 A-1    20640225 FLT | 2064-02-25      | 0.9180%  | 0.0000% | $839751.00         | $114543.62         | Private Label Collateralized Mortgage Obligations |
| WESTROCK CO                    SR GLBL DEB 47      | 2047-03-01      | 7.5500%  | 0.0000% | $821000.00         | $905071.77         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 29       | 2029-07-15      | 4.3000%  | 0.0000% | $2754000.00        | $2723892.66        | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 29     | 2029-02-15      | 3.8750%  | 0.0000% | $118000.00         | $115118.60         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  B-4    20511025 FLT | 2051-10-25      | 3.1990%  | 0.0000% | $152000.00         | $109361.24         | Private Label Collateralized Mortgage Obligations |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 30       | 2030-02-15      | 5.0500%  | 0.0000% | $431000.00         | $436625.75         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 30       | 2030-02-15      | 2.3500%  | 0.0000% | $30000.00          | $27993.38          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 36       | 2036-11-15      | 5.7500%  | 0.0000% | $98000.00          | $106357.66         | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 5%32     | 2032-04-01      | 5.0000%  | 0.0000% | $210000.00         | $216402.90         | Corporate Debt Securities                         |
| MONTOYA RE LTD                 GLBL-B 144A 30      | 2030-04-09      | 16.1792% | 0.0000% | $4000000.00        | $3930000.00        | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT 60       | 2060-06-15      | 3.1250%  | 0.0000% | $199000.00         | $122001.21         | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    A      20410515 FLT | 2041-05-15      | 5.2640%  | 0.0000% | $7396780.00        | $7352101.84        | Private Label Collateralized Mortgage Obligations |
| TOTAL CAP INTL                 SR GLBL NT 49       | 2049-07-12      | 3.4610%  | 0.0000% | $365000.00         | $257983.81         | Corporate Debt Securities                         |
| M & T BK CORP                  GLBL NT 5.053%34    | 2034-01-27      | 5.0530%  | 0.0000% | $610000.00         | $605677.00         | Corporate Debt Securities                         |
| US BANCORP                     FR 1.375%072230     | 2030-07-22      | 1.3750%  | 0.0000% | $44000.00          | $38663.48          | Corporate Debt Securities                         |
| LIFE MORTGAGE TRUST 2022-BMR2  A-1    20380517 FLT | 2038-05-17      | 4.9678%  | 0.0000% | $31927300.00       | $30840427.31       | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV1   B-3    20510825 FLT | 2051-08-25      | 3.1467%  | 0.0000% | $237000.00         | $178089.42         | Private Label Collateralized Mortgage Obligations |
| TRAVELERS COMPANIES INC        SR NT 6.25%37       | 2037-06-15      | 6.2500%  | 0.0000% | $50000.00          | $55354.14          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   B-4    20520125 FLT | 2052-01-25      | 3.2240%  | 0.0000% | $240000.00         | $180385.13         | Private Label Collateralized Mortgage Obligations |
| INVERSIONES CMPC S A           SR REGS NT 3%31     | 2031-04-06      | 3.0000%  | 0.0000% | $333000.00         | $295595.22         | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2024-INV1  A-2    20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $19494720.00       | $12253731.09       | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF GAS CO          -UU 4.125%48        | 2048-06-01      | 4.1250%  | 0.0000% | $540000.00         | $421043.40         | Corporate Debt Securities                         |
| LSEG FINANCE PLC               FR 2.5%040631       | 2031-04-06      | 2.5000%  | 0.0000% | $500000.00         | $454841.39         | Corporate Debt Securities                         |
| SCG COMMERCL MTG TR 2025-FLWR  C      20420815 FLT | 2042-08-15      | 5.4225%  | 0.0000% | $3000000.00        | $3005355.01        | Private Label Collateralized Mortgage Obligations |
| SANTANDER DRIVE AUTO 2025-4    B      20320115 4.2 | 2032-01-15      | 4.2700%  | 0.0000% | $1000.00           | $999.49            | Asset-Backed Securities                           |
| XYLEM INC                      SR GLBL NT 28       | 2028-01-30      | 1.9500%  | 0.0000% | $2621000.00        | $2523053.23        | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT3.9%62    | 2062-03-01      | 3.9000%  | 0.0000% | $70000.00          | $49869.40          | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.0400% | 0.0000% | $10850000.00       | $11088700.00       | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 28       | 2028-02-01      | 1.7500%  | 0.0000% | $285000.00         | $273091.75         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL REGS NT 33     | 2033-10-06      | 6.5000%  | 0.0000% | $414000.00         | $459385.67         | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR 144A NT 31       | 2031-03-24      | 4.8500%  | 0.0000% | $90000.00          | $88812.28          | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  A-1    20551125 FLT | 2055-11-25      | 1.0270%  | 0.0000% | $3633076.00        | $275393.45         | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT 39       | 2039-08-15      | 3.5500%  | 0.0000% | $1000.00           | $838.92            | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-08-15      | 4.6500%  | 0.0000% | $408000.00         | $404083.88         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 48       | 2048-05-30      | 5.2500%  | 0.0000% | $419000.00         | $382894.77         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 2%50     | 2050-08-15      | 2.0000%  | 0.0000% | $376000.00         | $198631.61         | Corporate Debt Securities                         |
| RTX CORPORATION                NT 6.05%36          | 2036-06-01      | 6.0500%  | 0.0000% | $74000.00          | $80627.93          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.2%32    | 2032-05-15      | 4.2000%  | 0.0000% | $5724000.00        | $5648424.12        | Corporate Debt Securities                         |
| VERUS SEC TR 2023-6            A-1    20680925 FLT | 2068-09-25      | 6.6650%  | 0.0000% | $500000.00         | $236993.49         | Private Label Collateralized Mortgage Obligations |
| WASTE CONNECTIONS INC          SR GLBL NT4.2%33    | 2033-01-15      | 4.2000%  | 0.0000% | $35000.00          | $34066.08          | Corporate Debt Securities                         |
| FORD CR AUTO OWN 2021-REV1 TR  A      20331015 1.3 | 2033-10-15      | 1.3700%  | 0.0000% | $254000.00         | $253875.26         | Asset-Backed Securities                           |
| WELLS FARGO & CO               SUB NT    7.5%35    | 2035-04-15      | 7.5000%  | 0.0000% | $54000.00          | $63694.80          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.65% 37       | 2037-02-01      | 5.6500%  | 0.0000% | $10000.00          | $10567.37          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 49       | 2049-10-01      | 3.1500%  | 0.0000% | $136000.00         | $92749.28          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL YYY BD52    | 2052-03-15      | 3.7000%  | 0.0000% | $13382000.00       | $9445342.72        | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2026-MED1  A-1A   20560425 5.1 | 2056-04-25      | 5.1246%  | 0.0000% | $187000.00         | $184247.83         | Private Label Collateralized Mortgage Obligations |
| SANDERS RE II LTD ACTING       -A VR 144A BD 28    | 2028-06-07      | 10.5600% | 0.0000% | $2250000.00        | $2326275.00        | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            GLBL NT 5.5%34      | 2034-03-01      | 5.5000%  | 0.0000% | $86000.00          | $86988.43          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2032 32    | 2032-11-29      | 6.8000%  | 0.0000% | $60000.00          | $67448.67          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34       | 2034-04-05      | 5.7500%  | 0.0000% | $1849000.00        | $1950826.48        | Corporate Debt Securities                         |
| ARES TR 2025-IND3              D      20420415 FLT | 2042-04-15      | 6.2225%  | 0.0000% | $5740000.00        | $5755874.31        | Private Label Collateralized Mortgage Obligations |
| APTIV PLC                      SR GLBL NT3.1%51    | 2051-12-01      | 3.1000%  | 0.0000% | $2038000.00        | $1271107.39        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 28       | 2028-05-12      | 1.6500%  | 0.0000% | $21000.00          | $20095.55          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               4.39%37             | 2037-08-15      | 4.3900%  | 0.0000% | $35000.00          | $31805.18          | Corporate Debt Securities                         |
| ANGEL OAK MRTG TR 2020-3       A-1    20650425 FLT | 2065-04-25      | 1.6910%  | 0.0000% | $50000000.00       | $4985942.74        | Private Label Collateralized Mortgage Obligations |
| ATMOS ENERGY CORP              SR GLBL NT 44       | 2044-10-15      | 4.1250%  | 0.0000% | $92000.00          | $77754.80          | Corporate Debt Securities                         |
| BX TR 2019-IMC                 D      20340417 FLT | 2034-04-17      | 5.6193%  | 0.0000% | $3000000.00        | $2977492.01        | Private Label Collateralized Mortgage Obligations |
| ATHENE GLOBAL FDG              SR REGS NT 28       | 2028-08-19      | 1.9850%  | 0.0000% | $24000.00          | $22383.02          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031329       | 2029-03-13      | 4.9000%  | 0.0000% | $92000.00          | $92798.56          | Corporate Debt Securities                         |
| ANGEL OAK MTG LN 2020-6 TR     A-2    20650525 FLT | 2065-05-25      | 1.5180%  | 0.0000% | $3080000.00        | $501567.64         | Private Label Collateralized Mortgage Obligations |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-08-15      | 5.3500%  | 0.0000% | $520000.00         | $535046.78         | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 30     | 2030-04-10      | 5.1250%  | 0.0000% | $100000.00         | $102725.38         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-03-01      | 4.8750%  | 0.0000% | $165000.00         | $142839.26         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54       | 2054-02-15      | 6.7500%  | 0.0000% | $73000.00          | $79106.09          | Corporate Debt Securities                         |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT 34       | 2034-09-12      | 5.4090%  | 0.0000% | $404000.00         | $383660.52         | Corporate Debt Securities                         |
| AMEREN CORP                    SR GLBL NT 27       | 2027-03-15      | 1.9500%  | 0.0000% | $4757000.00        | $4652187.43        | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 28       | 2028-08-01      | 1.9500%  | 0.0000% | $61000.00          | $57585.83          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 53       | 2053-03-02      | 5.7500%  | 0.0000% | $66000.00          | $63168.07          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT2.9%32    | 2032-03-01      | 2.9000%  | 0.0000% | $310000.00         | $282272.57         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33    | 2033-02-28      | 4.9000%  | 0.0000% | $799000.00         | $802660.75         | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL CC NT 34    | 2034-04-01      | 5.6500%  | 0.0000% | $494000.00         | $521525.68         | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT5.3%31    | 2031-03-01      | 5.3000%  | 0.0000% | $21527000.00       | $22027215.72       | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42       | 2042-01-15      | 4.9500%  | 0.0000% | $100000.00         | $93816.00          | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 34       | 2034-08-15      | 5.7500%  | 0.0000% | $14000.00          | $14474.70          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT 50       | 2050-04-09      | 3.2500%  | 0.0000% | $22000.00          | $15544.05          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 31       | 2031-05-15      | 5.1250%  | 0.0000% | $15000.00          | $15562.82          | Corporate Debt Securities                         |
| CNH EQUIP TR 2022-B            A-3    20271115 3.8 | 2027-11-15      | 3.8900%  | 0.0000% | $391000.00         | $86186.65          | Asset-Backed Securities                           |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.1%29    | 2029-04-20      | 5.1000%  | 0.0000% | $90000.00          | $93062.55          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $99000.00          | $98919.53          | Corporate Debt Securities                         |
| COCA-COLA FEMSA SAB DE CV      SR GLBL NT5.1%35    | 2035-05-06      | 5.1000%  | 0.0000% | $715000.00         | $714579.34         | Corporate Debt Securities                         |
| CALI MTG TR 2019-101C          B      20390311 4.1 | 2039-03-11      | 4.1580%  | 0.0000% | $1000000.00        | $954664.00         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-INV1            A-2    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $300000.00         | $176912.95         | Private Label Collateralized Mortgage Obligations |
| CARLISLE COS INC               SR GLBL NT 30       | 2030-03-01      | 2.7500%  | 0.0000% | $82000.00          | $76563.54          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-06-01      | 5.5500%  | 0.0000% | $22000.00          | $23039.94          | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR GLBL 144A 54     | 2054-10-01      | 5.6950%  | 0.0000% | $16000.00          | $15515.92          | Corporate Debt Securities                         |
| BX TRUST 2024-BRBK             C      20411015 FLT | 2041-10-15      | 8.5519%  | 0.0000% | $6234000.00        | $6222213.78        | Private Label Collateralized Mortgage Obligations |
| BGC GROUP INC                  CR SEN SR GLBL29    | 2029-06-10      | 6.6000%  | 0.0000% | $233000.00         | $244817.76         | Corporate Debt Securities                         |
| AMYNTA AGY BORROWER INC / AMYN SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $1278000.00        | $1223305.86        | Corporate Debt Securities                         |
| BOFA AUTO TR 2025-1            A-2A   20271120 4.5 | 2027-11-20      | 4.5200%  | 0.0000% | $1600000.00        | $615639.19         | Asset-Backed Securities                           |
| ASPEN INSURANCE HOLDINGS LTD   SR GLBL NT 30       | 2030-07-01      | 5.7500%  | 0.0000% | $95000.00          | $99141.52          | Corporate Debt Securities                         |
| ASPIRE MTG TR 2026-1           M-1    20660125 FLT | 2066-01-25      | 5.4040%  | 0.0000% | $675000.00         | $666190.80         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.676%061941     | 2041-06-19      | 2.6760%  | 0.0000% | $100000.00         | $71795.20          | Corporate Debt Securities                         |
| BPCE                           FR 5.125%011828     | 2028-01-18      | 5.1250%  | 0.0000% | $327000.00         | $333988.76         | Corporate Debt Securities                         |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.5%30      | 2030-01-16      | 4.5000%  | 0.0000% | $65000.00          | $66888.25          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 30       | 2030-03-02      | 5.2500%  | 0.0000% | $47000.00          | $48355.91          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $8319000.00        | $6229669.28        | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.4%30      | 2030-04-01      | 3.4000%  | 0.0000% | $1506000.00        | $1468967.46        | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2019-L2   C      20520315 FLT | 2052-03-15      | 4.9484%  | 0.0000% | $4125000.00        | $3653387.51        | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC                 1LIEN GLBL 30       | 2030-10-15      | 4.7340%  | 0.0000% | $50000.00          | $50490.97          | Corporate Debt Securities                         |
| NYO COML MTG TR 2021-1290      A      20381215 FLT | 2038-12-15      | 4.8825%  | 0.0000% | $15000000.00       | $14995049.87       | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT5.7%55    | 2055-11-15      | 5.7000%  | 0.0000% | $80000.00          | $75995.20          | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN GLBL NT63    | 2063-06-28      | 6.1000%  | 0.0000% | $15173000.00       | $15354747.25       | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-8        A-11   20500325 FLT | 2050-03-25      | 4.6430%  | 0.0000% | $100000.00         | $5926.05           | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2025-VIS3   A-1    20660225 5.0 | 2066-02-25      | 5.0620%  | 0.0000% | $12507000.00       | $11976912.73       | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-INV2    B2     20560525 FLT | 2056-05-25      | 6.7584%  | 0.0000% | $336960.00         | $318898.82         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TRUST 2026-ACES1 A1-IO  20651025 FLT | 2065-10-25      | 1.6060%  | 0.0000% | $463744000.00      | $17038075.06       | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2015-1        B4     20441225 FLT | 2044-12-25      | 5.0132%  | 0.0000% | $5420500.00        | $1131041.92        | Private Label Collateralized Mortgage Obligations |
| SIMON PPTY GROUP LP            SR GLBL NT 30       | 2030-10-01      | 4.3750%  | 0.0000% | $1798000.00        | $1830668.16        | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC          SR GLBL NT 28       | 2028-12-01      | 5.5500%  | 0.0000% | $1729000.00        | $1801548.84        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 55       | 2055-04-01      | 6.1410%  | 0.0000% | $30000.00          | $30951.45          | Corporate Debt Securities                         |
| SOUTHERN NAT GAS CO            SR NT 8%32          | 2032-03-01      | 8.0000%  | 0.0000% | $70000.00          | $80184.77          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27       | 2027-10-13      | 1.6400%  | 0.0000% | $1247000.00        | $1237402.26        | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT3.4%30    | 2030-05-01      | 3.4000%  | 0.0000% | $75000.00          | $72391.25          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-04-27      | 2.8500%  | 0.0000% | $2000000.00        | $1841283.33        | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR NT -2012A 42     | 2042-03-15      | 4.3000%  | 0.0000% | $24000.00          | $20686.59          | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 28     | 2028-02-15      | 4.5000%  | 0.0000% | $2620000.00        | $2572263.60        | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 51     | 2051-09-14      | 2.6250%  | 0.0000% | $1020000.00        | $623443.97         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL -2055 55    | 2055-05-15      | 5.6500%  | 0.0000% | $972000.00         | $969020.28         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.622%040131     | 2031-04-01      | 3.6220%  | 0.0000% | $97000.00          | $94449.87          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD31    | 2031-03-15      | 1.3500%  | 0.0000% | $12046000.00       | $10272708.34       | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32      | 2032-07-31      | 6.1250%  | 0.0000% | $8212000.00        | $8194330.51        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-12       A-4    20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $500000.00         | $256875.04         | Private Label Collateralized Mortgage Obligations |
| JACKSON NATL LIFE GLOBAL FDG   GLBL REGS NT 28     | 2028-04-12      | 5.2500%  | 0.0000% | $150000.00         | $154649.37         | Corporate Debt Securities                         |
| NEW RESI MTG LN TR 2016-2      A-1    20351125 FLT | 2035-11-25      | 3.7500%  | 0.0000% | $11221248.00       | $1196001.75        | Private Label Collateralized Mortgage Obligations |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 9.7908%  | 0.0000% | $8694000.00        | $8916322.68        | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 7.7908%  | 0.0000% | $6505000.00        | $6858872.00        | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 40       | 2040-04-15      | 6.8750%  | 0.0000% | $60000.00          | $60873.68          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 8%29     | 2029-09-15      | 8.0000%  | 0.0000% | $99000.00          | $109904.41         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 38       | 2038-01-15      | 6.9500%  | 0.0000% | $97000.00          | $109208.64         | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 2022-INV1    A-3    20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $7940000.00        | $5262185.83        | Private Label Collateralized Mortgage Obligations |
| MARATHON OIL CORP              SR GLBL NT4.4%27    | 2027-07-15      | 4.4000%  | 0.0000% | $25000.00          | $25003.47          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT4.2%69    | 2069-11-15      | 4.2000%  | 0.0000% | $190000.00         | $142784.37         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $5256000.00        | $5249424.16        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $500000.00         | $497694.17         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 37       | 2037-03-01      | 6.1500%  | 0.0000% | $2212000.00        | $2421332.62        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.9%32    | 2032-04-15      | 3.9000%  | 0.0000% | $19000.00          | $18237.59          | Corporate Debt Securities                         |
| FS RIALTO LLC 2025-FL10        C      20420819 FLT | 2042-08-19      | 5.8231%  | 0.0000% | $2500000.00        | $2494395.11        | Private Label Collateralized Mortgage Obligations |
| MERCEDES-BENZ FIN NORTH AMER   8.5%31              | 2031-01-18      | 8.5000%  | 0.0000% | $723000.00         | $848235.25         | Corporate Debt Securities                         |
| FIGRE TR 2026-HE1              D      20560125 FLT | 2056-01-25      | 6.1210%  | 0.0000% | $6353750.00        | $6272503.54        | Asset-Backed Securities                           |
| DISNEY WALT CO                 SR GLBL NT3.6%51    | 2051-01-13      | 3.6000%  | 0.0000% | $288000.00         | $210818.88         | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 27     | 2027-04-15      | 5.2500%  | 0.0000% | $3147000.00        | $3213711.15        | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 26       | 2026-10-01      | 4.2500%  | 0.0000% | $1487000.00        | $1517647.07        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR2         2-A-1B 20450125 FLT | 2045-01-25      | 4.5330%  | 0.0000% | $3292000.00        | $24889.38          | Private Label Collateralized Mortgage Obligations |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 37       | 2037-06-15      | 6.3750%  | 0.0000% | $74000.00          | $80059.18          | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 37       | 2037-04-01      | 5.9500%  | 0.0000% | $64000.00          | $69410.56          | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 51       | 2051-12-01      | 3.6500%  | 0.0000% | $5384000.00        | $3741969.73        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 56    | 2056-03-15      | 5.7000%  | 0.0000% | $40000.00          | $38650.07          | Corporate Debt Securities                         |
| VISTA POINT SEC TR 2020-2      A-1    20650425 FLT | 2065-04-25      | 1.4750%  | 0.0000% | $474999.00         | $36412.07          | Private Label Collateralized Mortgage Obligations |
| TELEFONICA EMISONES SA         SR GLBL NT 47       | 2047-03-08      | 5.2130%  | 0.0000% | $150000.00         | $130066.58         | Corporate Debt Securities                         |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $19991.39          | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL NT 31       | 2031-03-20      | 4.9500%  | 0.0000% | $98000.00          | $95507.12          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 32       | 2032-04-04      | 5.6250%  | 0.0000% | $693000.00         | $725111.02         | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 31       | 2031-12-01      | 3.7500%  | 0.0000% | $100000.00         | $93901.00          | Corporate Debt Securities                         |
| TEXACO CAP INC MTNS B E        SR DEB 8.625%32     | 2032-04-01      | 8.6250%  | 0.0000% | $1000.00           | $1254.26           | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-INV2    A3     20560525 FLT | 2056-05-25      | 6.3750%  | 0.0000% | $13971580.00       | $13371411.64       | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2019-COR6 A-4    20521118 3.0 | 2052-11-18      | 3.0565%  | 0.0000% | $200000.00         | $182237.82         | Private Label Collateralized Mortgage Obligations |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $64000.00          | $61044.76          | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     M-2    20551122 FLT | 2055-11-22      | 5.4729%  | 0.0000% | $1179000.00        | $1171730.62        | Asset-Backed Securities                           |
| J.P.MORGAN MORTGAGE TR 2024-2  A-8-A  20540825 FLT | 2054-08-25      | 6.0000%  | 0.0000% | $50000.00          | $22283.26          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TRUST 2026-VIS1  A-1    20660625 FLT | 2066-06-25      | 4.7870%  | 0.0000% | $14017240.00       | $13838798.18       | Private Label Collateralized Mortgage Obligations |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $1135000.00        | $1107762.52        | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $95000.00          | $98320.57          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-08-10      | 5.0860%  | 0.0000% | $27000.00          | $27624.38          | Corporate Debt Securities                         |
| JP MORGAN MTG TRUST 2026-ACES1 A2-X   20651025 FLT | 2065-10-25      | 1.9381%  | 0.0000% | $144000.00         | $19664.50          | Asset-Backed Securities                           |
| JP MORGAN MTG TRUST 2026-ACES1 A2     20651025 FLT | 2065-10-25      | 5.1610%  | 0.0000% | $25000.00          | $24593.50          | Asset-Backed Securities                           |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-02-15      | 2.6250%  | 0.0000% | $788000.00         | $750392.04         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 31     | 2031-05-13      | 5.2440%  | 0.0000% | $3419000.00        | $3531047.47        | Corporate Debt Securities                         |
| TOLL BROS FIN CORP             SR GLBL NT 28       | 2028-02-15      | 4.3500%  | 0.0000% | $63000.00          | $63028.24          | Corporate Debt Securities                         |
| JPMDB COML MT SEC TR 2020-COR7 B      20530515 FLT | 2053-05-15      | 3.2937%  | 0.0000% | $6796000.00        | $5386025.38        | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               SR GLBL NT 54       | 2054-01-15      | 5.7500%  | 0.0000% | $42000.00          | $40584.55          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 4.35%28     | 2028-08-25      | 4.3500%  | 0.0000% | $540000.00         | $538876.80         | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27       | 2027-02-16      | 4.6500%  | 0.0000% | $807000.00         | $815419.03         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.65%031533      | 2033-03-15      | 4.6500%  | 0.0000% | $414000.00         | $409225.20         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 32       | 2032-03-25      | 5.6500%  | 0.0000% | $990000.00         | $1004227.95        | Corporate Debt Securities                         |
| PROGRESS RESIDENTIAL 2025-SFR1 A      20420220 3.4 | 2042-02-20      | 3.4000%  | 0.0000% | $1588000.00        | $1498883.02        | Asset-Backed Securities                           |
| S&P GLOBAL INC                 SR GLBL NT 37       | 2037-11-15      | 6.5500%  | 0.0000% | $70000.00          | $78261.01          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M BD-19 6.5%38     | 2038-08-01      | 6.5000%  | 0.0000% | $4818000.00        | $5284205.74        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT3.2%32    | 2032-06-01      | 3.2000%  | 0.0000% | $5830000.00        | $5427827.17        | Corporate Debt Securities                         |
| WELLS FARG CML MTG TR 2024-GRP D      20411015 FLT | 2041-10-15      | 7.6108%  | 0.0000% | $18250000.00       | $18648261.63       | Private Label Collateralized Mortgage Obligations |
| RTX CORPORATION                GLBL NT 2.82%51     | 2051-09-01      | 2.8200%  | 0.0000% | $3769000.00        | $2302218.27        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 27       | 2027-11-15      | 3.3750%  | 0.0000% | $10000.00          | $9991.20           | Corporate Debt Securities                         |
| POLESTAR RE LTD                -B-20261 144A 29    | 2029-01-08      | 12.6792% | 0.0000% | $20955000.00       | $20923567.50       | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 6%110127         | 2027-11-01      | 6.0000%  | 0.0000% | $732000.00         | $768219.36         | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2005-7     A-5    20400125 FLT | 2040-01-25      | 4.8986%  | 0.0000% | $13780000.00       | $9889044.90        | Asset-Backed Securities                           |
| EMERA US FIN LLC               SR NT 5.2%33        | 2033-04-01      | 5.2000%  | 0.0000% | $230000.00         | $228136.49         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $182000.00         | $175287.84         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-05-15      | 5.9500%  | 0.0000% | $2920000.00        | $2795601.51        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5%27        | 2027-12-08      | 5.0000%  | 0.0000% | $66000.00          | $67674.05          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 33       | 2033-02-15      | 5.7500%  | 0.0000% | $72000.00          | $75098.68          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 34       | 2034-03-15      | 5.3500%  | 0.0000% | $38000.00          | $38990.20          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 45       | 2045-01-15      | 4.9500%  | 0.0000% | $224000.00         | $202885.76         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.8%080131       | 2031-08-01      | 7.8000%  | 0.0000% | $91000.00          | $104722.80         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 6%48     | 2048-06-15      | 6.0000%  | 0.0000% | $62000.00          | $60206.75          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 2.45%020232      | 2032-02-02      | 2.4500%  | 0.0000% | $4999000.00        | $4428740.46        | Corporate Debt Securities                         |
| BANCO DE CREDITO E INVERSIONES FR 2.875%101431     | 2031-10-14      | 2.8750%  | 0.0000% | $308000.00         | $281575.70         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.482%092136     | 2036-09-21      | 2.4820%  | 0.0000% | $327000.00         | $281985.00         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF 144A 30    | 2030-01-22      | 4.8960%  | 0.0000% | $2250000.00        | $2289561.51        | Corporate Debt Securities                         |
| BWX TECHNOLOGIES INC           SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $270000.00         | $264314.02         | Corporate Debt Securities                         |
| AVIS BUDGET RENTL FD LC 2021-1 A      20270820 1.3 | 2027-08-20      | 1.3800%  | 0.0000% | $800000.00         | $662800.44         | Asset-Backed Securities                           |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT 33       | 2033-06-30      | 6.4500%  | 0.0000% | $298000.00         | $324609.91         | Corporate Debt Securities                         |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.9%29    | 2029-12-01      | 2.9000%  | 0.0000% | $31000.00          | $29193.53          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51    | 2051-08-01      | 3.5000%  | 0.0000% | $65000.00          | $46280.87          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR NT 6.45%36       | 2036-07-15      | 6.7120%  | 0.0000% | $10000.00          | $11194.20          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR DEB 6.25%34      | 2034-08-01      | 6.2500%  | 0.0000% | $510000.00         | $558387.10         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2007A 37    | 2037-08-15      | 6.3000%  | 0.0000% | $2352000.00        | $2564691.36        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2010 B DB 40    | 2040-06-15      | 5.7000%  | 0.0000% | $95000.00          | $97791.42          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT 6.875%98      | 2098-02-15      | 6.8750%  | 0.0000% | $350000.00         | $394308.15         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 50       | 2050-05-01      | 2.4500%  | 0.0000% | $180000.00         | $106143.90         | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.577%50    | 2050-04-05      | 3.5770%  | 0.0000% | $7000.00           | $5096.26           | Corporate Debt Securities                         |
| CAMERON INTERNATIONAL CORP     SR NT 7%38          | 2038-07-15      | 7.0000%  | 0.0000% | $415000.00         | $475742.63         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-07-23      | 4.6500%  | 0.0000% | $1363000.00        | $1160680.82        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.514%070533     | 2033-07-05      | 5.5140%  | 0.0000% | $580000.00         | $603096.95         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR LW TIER II 32       | 2032-12-08      | 6.7420%  | 0.0000% | $1005000.00        | $1108839.00        | Corporate Debt Securities                         |
| BANCO DE CREDITO E INVERSIONES FR 2.875%101431     | 2031-10-14      | 2.8750%  | 0.0000% | $532000.00         | $486358.02         | Corporate Debt Securities                         |
| ASCENSION HEALTH ALLIANCE      GLBL -2025 BD 30    | 2030-11-15      | 4.2940%  | 0.0000% | $1000.00           | $1001.98           | Corporate Debt Securities                         |
| ATLAS WHSE LENDING CO LP       SR 144A NT 30       | 2030-11-15      | 4.9500%  | 0.0000% | $531000.00         | $528910.52         | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         M2     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $830000.00         | $638670.06         | Asset-Backed Securities                           |
| BANCO SANTANDER SA             SNR PREF GLBL 31    | 2031-07-15      | 5.4390%  | 0.0000% | $1800000.00        | $1868548.20        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.974%020730     | 2030-02-07      | 3.9740%  | 0.0000% | $2791000.00        | $2764683.66        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.496%021331     | 2031-02-13      | 2.4960%  | 0.0000% | $170000.00         | $157470.66         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $160000.00         | $116591.20         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC 144A NT30    | 2030-01-07      | 5.3800%  | 0.0000% | $742000.00         | $750609.67         | Corporate Debt Securities                         |
| ARROYO MORTGAGE TRUST 2022-2   A-1    20570725 4.9 | 2057-07-25      | 4.9500%  | 0.0000% | $274000.00         | $170204.81         | Private Label Collateralized Mortgage Obligations |
| ASHLAND INC                    SR GLBL NT 43       | 2043-05-15      | 6.8750%  | 0.0000% | $100000.00         | $100373.22         | Corporate Debt Securities                         |
| ASSURANT INC                   CR SEN SR GLBL30    | 2030-02-22      | 3.7000%  | 0.0000% | $93000.00          | $89383.07          | Corporate Debt Securities                         |
| BX COML MTG TR 2025-JDI        C      20421117 FLT | 2042-11-17      | 5.4225%  | 0.0000% | $2000000.00        | $1781579.95        | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 41       | 2041-02-08      | 2.3750%  | 0.0000% | $23000.00          | $16274.72          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT2.7%51    | 2051-09-15      | 2.7000%  | 0.0000% | $5189000.00        | $3083667.03        | Corporate Debt Securities                         |
| VERTIV HOLDINGS CO             SR NT 4.85%36       | 2036-03-15      | 4.8500%  | 0.0000% | $1150000.00        | $1116882.56        | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2025-VOLT D      20441215 FLT | 2044-12-15      | 6.4225%  | 0.0000% | $3500000.00        | $3478273.57        | Private Label Collateralized Mortgage Obligations |
| ASPIRE MTG TR 2026-1           A-2    20660125 FLT | 2066-01-25      | 5.0570%  | 0.0000% | $959000.00         | $948673.62         | Private Label Collateralized Mortgage Obligations |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 13.7600% | 0.0000% | $20000000.00       | $21038000.00       | Corporate Debt Securities                         |
| BX TRUST 2024-BRVE             C      20410415 FLT | 2041-04-15      | 6.7615%  | 0.0000% | $25200.00          | $24234.08          | Private Label Collateralized Mortgage Obligations |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 30     | 2030-01-15      | 5.1500%  | 0.0000% | $19000.00          | $19232.41          | Corporate Debt Securities                         |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 54       | 2054-09-13      | 5.7500%  | 0.0000% | $744000.00         | $713879.16         | Corporate Debt Securities                         |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4375%  | 0.0000% | $16813000.00       | $15963472.74       | Private Label Collateralized Mortgage Obligations |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 35       | 2035-06-15      | 5.8750%  | 0.0000% | $95000.00          | $102807.92         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 50       | 2050-08-06      | 2.1250%  | 0.0000% | $510000.00         | $279600.63         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR PREF GLBL 33    | 2033-11-07      | 6.9380%  | 0.0000% | $16000000.00       | $18318912.00       | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $7717000.00        | $7774836.77        | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT4.4%52    | 2052-08-05      | 4.4000%  | 0.0000% | $16000.00          | $13357.19          | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION 3.875%27            | 2027-11-02      | 3.8750%  | 0.0000% | $200000.00         | $199877.64         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.6%111527       | 2027-11-15      | 4.6000%  | 0.0000% | $1509000.00        | $1546570.75        | Corporate Debt Securities                         |
| DBWF MTG TR 2016-85T           A      20361211 3.7 | 2036-12-11      | 3.7910%  | 0.0000% | $9935000.00        | $9848249.23        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG 2019-GC43   C      20521113 FLT | 2052-11-13      | 3.6140%  | 0.0000% | $3000000.00        | $2482717.87        | Private Label Collateralized Mortgage Obligations |
| CANADIAN NATL RY CO            SR NT 4.375%34      | 2034-09-18      | 4.3750%  | 0.0000% | $22000.00          | $21200.96          | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             GLBL NT 3.75%52     | 2052-02-15      | 3.7500%  | 0.0000% | $170000.00         | $118763.98         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 1.1%091427       | 2027-09-14      | 1.1000%  | 0.0000% | $28000.00          | $26865.42          | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2021-J2    A-3A   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $400000.00         | $229932.14         | Private Label Collateralized Mortgage Obligations |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $71000.00          | $75315.74          | Corporate Debt Securities                         |
| CHASE HOME LENDING MTG 2025-11 A-11   20560825 FLT | 2056-08-25      | 4.9619%  | 0.0000% | $370000.00         | $322400.37         | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36      | 2036-01-30      | 6.1830%  | 0.0000% | $3746000.00        | $3824684.73        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 31       | 2031-03-15      | 1.3750%  | 0.0000% | $12000.00          | $10442.17          | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT4.5%29    | 2029-10-01      | 4.5000%  | 0.0000% | $75000.00          | $76068.00          | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM AG            GLBL 144A NT 50     | 2050-01-21      | 3.6250%  | 0.0000% | $290000.00         | $206613.00         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION GLBL NT 5.5%47      | 2047-11-02      | 5.5000%  | 0.0000% | $357000.00         | $321326.38         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 30       | 2030-03-01      | 3.2730%  | 0.0000% | $292000.00         | $281291.63         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 5.2%35      | 2035-03-30      | 5.2000%  | 0.0000% | $91000.00          | $92405.95          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $35000.00          | $33009.90          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT5.2%33    | 2033-11-15      | 5.2000%  | 0.0000% | $81000.00          | $84279.24          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37      | 2037-05-21      | 5.6410%  | 0.0000% | $2805000.00        | $2848506.33        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 28       | 2028-05-01      | 3.5500%  | 0.0000% | $2616000.00        | $2613911.56        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL 144A NT 47     | 2047-05-25      | 4.7500%  | 0.0000% | $15201000.00       | $12740034.11       | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR NT-E 6.75%32     | 2032-12-15      | 6.7500%  | 0.0000% | $1725000.00        | $1926333.38        | Corporate Debt Securities                         |
| EASTERN GAS TRANSMISSION AND S SR GLBL NT 3%29     | 2029-11-15      | 3.0000%  | 0.0000% | $350000.00         | $335056.17         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT7.5%38    | 2038-07-01      | 7.5000%  | 0.0000% | $19000.00          | $21967.04          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 29     | 2029-04-22      | 5.6500%  | 0.0000% | $2266000.00        | $2392610.86        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-8        A-5    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $2247176.00        | $1548511.75        | Private Label Collateralized Mortgage Obligations |
| OGLETHORPE POWER CORP          1M GLBL 2025A 55    | 2055-02-01      | 5.9000%  | 0.0000% | $15000.00          | $14663.60          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%46     | 2046-07-15      | 4.0000%  | 0.0000% | $384000.00         | $259351.47         | Corporate Debt Securities                         |
| NOKIA CORP                     SR GLBL NT 27       | 2027-06-12      | 4.3750%  | 0.0000% | $10000.00          | $10070.17          | Corporate Debt Securities                         |
| OCEANVIEW MTG TR 2021-3        A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $5275000.00        | $3171391.96        | Private Label Collateralized Mortgage Obligations |
| NORINCHUKIN BANK LTD           GLBL 144A NT 32     | 2032-09-14      | 5.0710%  | 0.0000% | $2085000.00        | $2084133.97        | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 36     | 2036-01-12      | 5.1120%  | 0.0000% | $20000.00          | $19776.96          | Corporate Debt Securities                         |
| OAK ST INV GD NET LS FD 2020-1 A-1    20501120 1.8 | 2050-11-20      | 1.8500%  | 0.0000% | $4067600.00        | $2852702.85        | Private Label Collateralized Mortgage Obligations |
| NARRAGANSETT ELEC CO           SR GLBL 144A 30     | 2030-04-09      | 3.3950%  | 0.0000% | $18000.00          | $17443.09          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $91000.00          | $91779.67          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR NT 6.4%37        | 2037-05-01      | 6.4000%  | 0.0000% | $129000.00         | $136724.09         | Corporate Debt Securities                         |
| GM FIN REV REC TR 2024-1       A      20361211 4.9 | 2036-12-11      | 4.9800%  | 0.0000% | $1000.00           | $1020.47           | Asset-Backed Securities                           |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-05-05      | 2.5500%  | 0.0000% | $51000.00          | $50474.79          | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.5%34      | 2034-05-06      | 6.5000%  | 0.0000% | $35000.00          | $37539.27          | Corporate Debt Securities                         |
| GS MORTGAGE-BK SEC TR 2020-PJ6 A-2    20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $1457900.00        | $669625.56         | Private Label Collateralized Mortgage Obligations |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31       | 2031-03-12      | 5.2310%  | 0.0000% | $1700000.00        | $1685568.37        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $650552.00         | $670152.59         | Corporate Debt Securities                         |
| PACIFIC LIFE INS CO            SUB GLBL 144A 67    | 2067-10-24      | 4.3000%  | 0.0000% | $868000.00         | $689289.89         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.8%30    | 2030-11-01      | 5.8000%  | 0.0000% | $1457000.00        | $1546629.78        | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 5.34%040335      | 2035-04-03      | 5.3400%  | 0.0000% | $300000.00         | $315733.00         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%32    | 2032-06-15      | 5.9000%  | 0.0000% | $55000.00          | $57773.22          | Corporate Debt Securities                         |
| PFIZER INC                     GLBL NT 2.625%30    | 2030-04-01      | 2.6250%  | 0.0000% | $317000.00         | $300162.54         | Corporate Debt Securities                         |
| POLARIS INC                    SR GLBL NT 29       | 2029-03-15      | 6.9500%  | 0.0000% | $6000.00           | $6291.11           | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $350000.00         | $277883.08         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 6.375%38      | 2038-05-16      | 6.3750%  | 0.0000% | $835000.00         | $926162.17         | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.55%050830      | 2030-05-08      | 4.5500%  | 0.0000% | $2417000.00        | $2470206.90        | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1MTG BD 4.15% 45    | 2045-10-01      | 4.1500%  | 0.0000% | $79000.00          | $65878.89          | Corporate Debt Securities                         |
| MASS GEN BRIGHAM INC           SR GLBL -2017 48    | 2048-07-01      | 3.7650%  | 0.0000% | $25000.00          | $19252.31          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.2%29    | 2029-09-27      | 4.2000%  | 0.0000% | $88000.00          | $85210.11          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 29 BD 30    | 2030-07-01      | 4.5500%  | 0.0000% | $77535.00          | $77233.00          | Corporate Debt Securities                         |
| PIEDMONT HEALTHCARE INC        SR SEC 2021 BD52    | 2052-01-01      | 2.8640%  | 0.0000% | $410000.00         | $255512.00         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 28       | 2028-05-01      | 5.5500%  | 0.0000% | $845000.00         | $877409.97         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.3%30    | 2030-07-23      | 4.3000%  | 0.0000% | $55000.00          | $55395.57          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.8%28    | 2028-06-23      | 5.8000%  | 0.0000% | $378000.00         | $392718.90         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 31       | 2031-02-01      | 1.7500%  | 0.0000% | $52000.00          | $45712.51          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 5%35     | 2035-07-23      | 5.0000%  | 0.0000% | $449000.00         | $456334.17         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%50    | 2050-04-01      | 3.6000%  | 0.0000% | $1943000.00        | $1199763.64        | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           FR 4.2%112134       | 2034-11-21      | 4.2000%  | 0.0000% | $45000.00          | $43611.15          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-09-26      | 5.9500%  | 0.0000% | $42000.00          | $35126.55          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-4    20510825 FLT | 2051-08-25      | 3.3083%  | 0.0000% | $219000.00         | $162327.59         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2019-1     M3     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $981000.00         | $880322.72         | Asset-Backed Securities                           |
| STANDARD CHARTERED PLC         SR GLBL 144A 36     | 2036-08-12      | 5.4000%  | 0.0000% | $29624000.00       | $29338128.40       | Corporate Debt Securities                         |
| SHOPS AT CRYSTALS TR 2016-CSTL C      20360708 FLT | 2036-07-08      | 3.7311%  | 0.0000% | $17000000.00       | $17007025.25       | Private Label Collateralized Mortgage Obligations |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 27       | 2027-09-01      | 4.9110%  | 0.0000% | $58000.00          | $58442.10          | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 50       | 2050-09-17      | 4.1500%  | 0.0000% | $45000.00          | $33294.33          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $8.00              | $8.23              | Corporate Debt Securities                         |
| UNUM GROUP                     SR NT 5.75%42       | 2042-08-15      | 5.7500%  | 0.0000% | $19000.00          | $18564.66          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 28       | 2028-09-13      | 5.3540%  | 0.0000% | $2444000.00        | $2478795.23        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%65    | 2065-12-04      | 5.7000%  | 0.0000% | $187000.00         | $184321.22         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT3.5%50    | 2050-11-15      | 3.5000%  | 0.0000% | $300000.00         | $210270.67         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.5%091029       | 2029-09-10      | 4.5000%  | 0.0000% | $496000.00         | $496052.08         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $1539000.00        | $1132757.86        | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 52       | 2052-11-01      | 6.2500%  | 0.0000% | $1175000.00        | $1250613.21        | Corporate Debt Securities                         |
| ML MTG INVESTORS 2005-WMC1     M-1    20350925 FLT | 2035-09-25      | 4.5430%  | 0.0000% | $750000.00         | $111238.37         | Asset-Backed Securities                           |
| MCGRAW-HILL ED INC             SR SEC 144A NT31    | 2031-09-01      | 7.3750%  | 0.0000% | $390000.00         | $397435.67         | Corporate Debt Securities                         |
| MEDSTAR HEALTH INC             SR GLBL SINK 49     | 2049-08-15      | 3.6260%  | 0.0000% | $55000.00          | $39827.33          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-15   20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $719703.00         | $485130.99         | Private Label Collateralized Mortgage Obligations |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $10000.00          | $10235.88          | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 30       | 2030-02-10      | 2.6250%  | 0.0000% | $380000.00         | $348930.72         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31       | 2031-09-12      | 4.5270%  | 0.0000% | $1331000.00        | $1317223.15        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-5    20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $1052632.00        | $752242.41         | Private Label Collateralized Mortgage Obligations |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2177000.00        | $2117282.47        | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR GLBL NT 35       | 2035-03-15      | 4.3750%  | 0.0000% | $2304000.00        | $2223877.12        | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               EXTND-A 144A 32     | 2032-07-07      | 7.0200%  | 0.0000% | $8710000.00        | $8863296.00        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 4%46     | 2046-05-10      | 4.0000%  | 0.0000% | $1696000.00        | $1359965.87        | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2023D 29    | 2029-03-15      | 5.5000%  | 0.0000% | $63000.00          | $64837.36          | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 33       | 2033-07-15      | 5.3750%  | 0.0000% | $298000.00         | $310249.95         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT3.2%27    | 2027-03-02      | 3.2000%  | 0.0000% | $769000.00         | $763992.10         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL 144A 49     | 2049-11-07      | 3.1250%  | 0.0000% | $416000.00         | $278183.36         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $3066000.00        | $2899435.29        | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            SR GLBL NT4.4%29    | 2029-03-15      | 4.4000%  | 0.0000% | $549000.00         | $537199.55         | Corporate Debt Securities                         |
| NEWFOLD DIGITAL HLDGS GROUP IN 1LIEN GLBL 29       | 2029-04-30      | 11.7500% | 0.0000% | $30654000.00       | $25653779.12       | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2022-NLP  A      20370415 FLT | 2037-04-15      | 4.5190%  | 0.0000% | $15807000.00       | $14728467.66       | Private Label Collateralized Mortgage Obligations |
| HIT TR 2022-HI32               C      20390715 FLT | 2039-07-15      | 7.4100%  | 0.0000% | $2000000.00        | $1595672.54        | Private Label Collateralized Mortgage Obligations |
| HERSHEY CO                     SR GLBL NT 32       | 2032-02-24      | 4.9500%  | 0.0000% | $13000.00          | $13328.09          | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT6.2%35    | 2035-10-15      | 6.2000%  | 0.0000% | $685000.00         | $743580.44         | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 5.8%42        | 2042-02-01      | 5.8000%  | 0.0000% | $603000.00         | $598716.69         | Corporate Debt Securities                         |
| NISSAN AUTO REC OWNR TR 2022-B A-3    20270517 4.4 | 2027-05-17      | 4.4600%  | 0.0000% | $1875000.00        | $189454.15         | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-14       A-12   20520525 FLT | 2052-05-25      | 5.0000%  | 0.0000% | $30541.00          | $21159.23          | Private Label Collateralized Mortgage Obligations |
| JACOBS ENGR GROUP INC          SR GLBL NT5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $454000.00         | $470991.71         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 28       | 2028-07-21      | 5.8750%  | 0.0000% | $27000.00          | $27850.06          | Corporate Debt Securities                         |
| NORTHERN TR CORP               JR SB GLBL NT 32    | 2032-11-02      | 6.1250%  | 0.0000% | $73000.00          | $79506.54          | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $1677000.00        | $1679323.58        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $588000.00         | $559369.63         | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR NT 4.375%52      | 2052-02-02      | 4.3750%  | 0.0000% | $170000.00         | $129203.42         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2024-12       A-4-A  20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $3950000.00        | $2083552.72        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TRUST 2026-VIS1  A-1LCF 20660625 FLT | 2066-06-25      | 4.9000%  | 0.0000% | $312350.00         | $310415.10         | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.766%33    | 2033-01-13      | 5.7660%  | 0.0000% | $200000.00         | $210230.60         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-25      | 4.7500%  | 0.0000% | $2335000.00        | $2398060.57        | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT 36       | 2036-07-15      | 7.1250%  | 0.0000% | $65000.00          | $74755.31          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $1000.00           | $994.42            | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%50    | 2050-02-15      | 3.3000%  | 0.0000% | $3251000.00        | $2137391.62        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 39       | 2039-03-15      | 3.8750%  | 0.0000% | $2857000.00        | $2488453.35        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 30       | 2030-03-04      | 5.5460%  | 0.0000% | $297000.00         | $305006.97         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.8%29    | 2029-01-07      | 5.8000%  | 0.0000% | $94000.00          | $97857.13          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT30    | 2030-01-25      | 5.9000%  | 0.0000% | $1410000.00        | $1471527.70        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.1%45    | 2045-02-01      | 4.1000%  | 0.0000% | $90000.00          | $70992.30          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 5%35     | 2035-04-01      | 5.0000%  | 0.0000% | $68000.00          | $66643.40          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-07-15      | 5.4500%  | 0.0000% | $26000.00          | $26858.40          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 34       | 2034-04-15      | 5.1500%  | 0.0000% | $99000.00          | $101717.27         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-01-21      | 4.1480%  | 0.0000% | $1951000.00        | $1951830.26        | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 27       | 2027-12-01      | 3.4830%  | 0.0000% | $100000.00         | $99503.00          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      LW TIER II 36       | 2036-08-15      | 2.4870%  | 0.0000% | $284000.00         | $243699.78         | Corporate Debt Securities                         |
| J.P. MRGN CHASE CML TR 2021-2N A      20400109 FLT | 2040-01-09      | 1.9739%  | 0.0000% | $19839000.00       | $18401662.31       | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-INV2    B3     20560525 FLT | 2056-05-25      | 6.7584%  | 0.0000% | $205465.00         | $187872.38         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-INV2    A9     20560525 FLT | 2056-05-25      | 6.3750%  | 0.0000% | $1249224.00        | $1192642.97        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2013-C10  C      20471217 FLT | 2047-12-17      | 3.9050%  | 0.0000% | $4490000.00        | $760820.16         | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.783%121729     | 2029-12-17      | 4.7830%  | 0.0000% | $352000.00         | $359993.06         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-14       A-3-A  20520525 FLT | 2052-05-25      | 2.0000%  | 0.0000% | $85000.00          | $48181.08          | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 4.875%110127     | 2027-11-01      | 4.8750%  | 0.0000% | $34000.00          | $34807.93          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2022-8        A-17   20530125 FLT | 2053-01-25      | 4.5000%  | 0.0000% | $249999.00         | $172370.25         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      A-2-A  20521025 FLT | 2052-10-25      | 3.0000%  | 0.0000% | $115000.00         | $75285.38          | Private Label Collateralized Mortgage Obligations |
| ORLANDO HEALTH OBLIGATED GROUP -2020A SNK BD 50    | 2050-10-01      | 3.3270%  | 0.0000% | $90000.00          | $64465.65          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $316000.00         | $322120.39         | Corporate Debt Securities                         |
| HLTN COML MTG TR 2024-DPLO     C      20410615 FLT | 2041-06-15      | 6.2127%  | 0.0000% | $750000.00         | $752070.91         | Private Label Collateralized Mortgage Obligations |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $98000.00          | $100713.57         | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 66       | 2066-03-16      | 5.8520%  | 0.0000% | $160000.00         | $158574.13         | Corporate Debt Securities                         |
| TTX CO MTN BE 144A             FR 4.6%020149       | 2049-02-01      | 4.6000%  | 0.0000% | $400000.00         | $345014.67         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT5.3%54    | 2054-06-25      | 5.3000%  | 0.0000% | $640000.00         | $605006.93         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 29       | 2029-07-16      | 3.0400%  | 0.0000% | $1915000.00        | $1832335.83        | Corporate Debt Securities                         |
| SWEDBANK AB                    SNR NPF 144A 29     | 2029-03-14      | 5.4070%  | 0.0000% | $572000.00         | $587394.41         | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT4.6%33    | 2033-03-16      | 4.6000%  | 0.0000% | $400000.00         | $394710.67         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT2.7%29    | 2029-08-15      | 2.7000%  | 0.0000% | $35000.00          | $33306.00          | Corporate Debt Securities                         |
| NOVASTAR HM EQ LN TR 2003-2    M-2    20330925 FLT | 2033-09-25      | 6.5680%  | 0.0000% | $10000000.00       | $649222.41         | Asset-Backed Securities                           |
| KROGER CO                      SR GLBL NT 43       | 2043-08-01      | 5.1500%  | 0.0000% | $807000.00         | $751916.87         | Corporate Debt Securities                         |
| HILT 2025-NVIL                 D      20420715 FLT | 2042-07-15      | 7.3625%  | 0.0000% | $4165000.00        | $4178628.83        | Private Label Collateralized Mortgage Obligations |
| KOMATSU FINANCE AMERICA INC    SR GLBL 144A 27     | 2027-10-06      | 5.4990%  | 0.0000% | $500000.00         | $507605.00         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.68%062628      | 2028-06-26      | 5.6800%  | 0.0000% | $862000.00         | $891815.62         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT1.8%28    | 2028-01-10      | 1.8000%  | 0.0000% | $59000.00          | $56396.33          | Corporate Debt Securities                         |
| KEYCORP                        FR 6.401%030635     | 2035-03-06      | 6.4010%  | 0.0000% | $38000.00          | $40344.42          | Corporate Debt Securities                         |
| HF SINCLAIR CORP               CR SEN GLBL NT30    | 2030-10-01      | 4.5000%  | 0.0000% | $333000.00         | $332853.48         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $49000.00          | $51707.90          | Corporate Debt Securities                         |
| ONEOK PARTNERS LP              SR GLBL NT 36       | 2036-10-01      | 6.6500%  | 0.0000% | $631000.00         | $697090.94         | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     A-1    20551122 FLT | 2055-11-22      | 4.9229%  | 0.0000% | $1403800.00        | $1041043.54        | Asset-Backed Securities                           |
| FREEPORT MCMORAN INC           SR GLBL NT 28       | 2028-08-01      | 4.3750%  | 0.0000% | $48000.00          | $47947.28          | Corporate Debt Securities                         |
| FORD CREDIT AT TR  2025-A      A-3    20280615 4.7 | 2028-06-15      | 4.7200%  | 0.0000% | $1000.00           | $1006.61           | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $5943000.00        | $6039831.28        | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2025-ESH A      20421015 FLT | 2042-10-15      | 4.9725%  | 0.0000% | $2338000.00        | $2343166.99        | Private Label Collateralized Mortgage Obligations |
| ENTERGY ARKANSAS LLC           1M GLBL BD 54       | 2054-06-01      | 5.7500%  | 0.0000% | $88000.00          | $87506.91          | Corporate Debt Securities                         |
| ENTERPRISE FLET FINCNG 2022-3  A-3    20290720 4.2 | 2029-07-20      | 4.2900%  | 0.0000% | $147000.00         | $134338.59         | Asset-Backed Securities                           |
| EXTENDED AMER TR 2026-ESH2     D      20430217 FLT | 2043-02-17      | 5.9225%  | 0.0000% | $25390000.00       | $25274588.28       | Private Label Collateralized Mortgage Obligations |
| EXELON CORP                    SR GLBL NT5.1%45    | 2045-06-15      | 5.1000%  | 0.0000% | $1254000.00        | $1140082.46        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $296000.00         | $298608.09         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               SR GLBL NT 29       | 2029-11-15      | 3.7500%  | 0.0000% | $90000.00          | $90771.90          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT 36       | 2036-03-02      | 5.0500%  | 0.0000% | $40000.00          | $38425.92          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.15%042331      | 2031-04-23      | 5.1500%  | 0.0000% | $913000.00         | $946920.49         | Corporate Debt Securities                         |
| ANTARES CLO 2021-1R LTD        A-1-R  20381025 FLT | 2038-10-25      | 5.0880%  | 0.0000% | $111311872.00      | $111631934.71      | Asset-Backed Securities                           |
| A P MOELLER MAERSK A S         SR GLBL REGS 29     | 2029-06-20      | 4.5000%  | 0.0000% | $740000.00         | $747018.90         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 40       | 2040-05-15      | 2.7500%  | 0.0000% | $41000.00          | $30117.32          | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40    | 2040-04-15      | 6.3000%  | 0.0000% | $50000.00          | $53801.50          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT3.5%30    | 2030-11-15      | 3.5000%  | 0.0000% | $26000.00          | $25019.08          | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR REGS NT 28       | 2028-08-15      | 5.6500%  | 0.0000% | $300000.00         | $309623.83         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR NT 6.5%36        | 2036-07-01      | 6.5000%  | 0.0000% | $432000.00         | $469800.00         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 2.688%031131     | 2031-03-11      | 2.6880%  | 0.0000% | $200000.00         | $180916.67         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 30     | 2030-05-13      | 3.7500%  | 0.0000% | $353000.00         | $341356.29         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL REGS NT 31     | 2031-03-02      | 2.4500%  | 0.0000% | $610000.00         | $548050.60         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 37     | 2037-08-10      | 5.1990%  | 0.0000% | $750000.00         | $734651.44         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-05-14      | 5.9050%  | 0.0000% | $1050000.00        | $1094962.90        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR 278 REGS NT30    | 2030-02-08      | 7.0180%  | 0.0000% | $1690000.00        | $1808861.17        | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2021-J1    A-4A   20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $2140000.00        | $1241881.96        | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINL CORP          SR GLBL NT 30       | 2030-07-26      | 5.4630%  | 0.0000% | $56000.00          | $57604.05          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 5%34     | 2034-03-15      | 5.0000%  | 0.0000% | $44000.00          | $44155.42          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.65%30     | 2030-02-01      | 2.6500%  | 0.0000% | $11000.00          | $10328.52          | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         SR GLBL NT 34       | 2034-08-01      | 5.8500%  | 0.0000% | $81000.00          | $82121.04          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AP BD 30    | 2030-03-15      | 4.8000%  | 0.0000% | $35000.00          | $35458.97          | Corporate Debt Securities                         |
| CIM TR 2023-R2                 M1     20640825 FLT | 2064-08-25      | 5.7118%  | 0.0000% | $6759800.00        | $6306087.72        | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-SFT       A      20420417 FLT | 2042-04-17      | 5.1167%  | 0.0000% | $595000.00         | $604884.68         | Private Label Collateralized Mortgage Obligations |
| CANADIAN NATL RY CO            SR GLBL NT6.9%28    | 2028-07-15      | 6.9000%  | 0.0000% | $39000.00          | $41738.84          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 31       | 2031-03-21      | 4.5500%  | 0.0000% | $4745000.00        | $4601766.90        | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2019-RP1   M-2    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $100000.00         | $93041.33          | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-R2                 M2     20640825 FLT | 2064-08-25      | 5.7118%  | 0.0000% | $4285000.00        | $3826966.98        | Private Label Collateralized Mortgage Obligations |
| DISNEY WALT CO                 SR GLBL NT 28       | 2028-11-30      | 7.6250%  | 0.0000% | $16000.00          | $17668.59          | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR GLBL NT 34       | 2034-04-15      | 5.6500%  | 0.0000% | $688000.00         | $724149.43         | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 50       | 2050-05-11      | 3.0780%  | 0.0000% | $245000.00         | $167148.80         | Corporate Debt Securities                         |
| CHI COML MTG TR 2025-SFT       C      20420417 FLT | 2042-04-17      | 6.1589%  | 0.0000% | $7000000.00        | $7168752.02        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LNDG MTG TR 2025-1  A-11   20551125 FLT | 2055-11-25      | 4.8619%  | 0.0000% | $1000000.00        | $777659.00         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  A-5    20490212 3.6 | 2049-02-12      | 3.6160%  | 0.0000% | $500000.00         | $128746.95         | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 27     | 2027-09-14      | 1.7220%  | 0.0000% | $400000.00         | $395153.27         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR GLBL 144A 30     | 2030-04-09      | 4.1500%  | 0.0000% | $1809000.00        | $1802736.84        | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 4.75%28     | 2028-03-21      | 4.7500%  | 0.0000% | $359000.00         | $361469.72         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 48       | 2048-09-15      | 4.2500%  | 0.0000% | $75000.00          | $60257.92          | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $60000.00          | $61193.40          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 35       | 2035-08-15      | 5.6250%  | 0.0000% | $95000.00          | $98033.11          | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 35       | 2035-05-15      | 5.7500%  | 0.0000% | $55000.00          | $58013.57          | Corporate Debt Securities                         |
| BX TRUST 2024-BRVE             A      20410415 FLT | 2041-04-15      | 5.5135%  | 0.0000% | $900000.00         | $862873.58         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-ARIA             A      20421215 FLT | 2042-12-15      | 5.0311%  | 0.0000% | $24721000.00       | $24914010.39       | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 31     | 2031-03-25      | 2.9580%  | 0.0000% | $200000.00         | $182912.60         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.045%020637     | 2037-02-06      | 5.0450%  | 0.0000% | $404000.00         | $399672.21         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.271%072329     | 2029-07-23      | 4.2710%  | 0.0000% | $78000.00          | $78154.24          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 30       | 2030-05-20      | 2.8230%  | 0.0000% | $35000.00          | $32897.99          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 5.75%40       | 2040-01-15      | 5.7500%  | 0.0000% | $89000.00          | $95844.00          | Corporate Debt Securities                         |
| BPCE                           SUB 144A NT 42      | 2042-10-19      | 3.5820%  | 0.0000% | $3375000.00        | $2540359.12        | Corporate Debt Securities                         |
| BX TRUST 2025-ARIA             B      20421215 FLT | 2042-12-15      | 5.1770%  | 0.0000% | $1869000.00        | $1874633.52        | Private Label Collateralized Mortgage Obligations |
| AVOLON HLDGS FDG LTD           SR 144A NT 29       | 2029-11-15      | 5.7500%  | 0.0000% | $1350000.00        | $1411077.00        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE 2023-B40    A-5    20561215 6.0 | 2056-12-15      | 6.0537%  | 0.0000% | $1380120.00        | $1477027.54        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    SNR NPF REGS 28     | 2028-01-20      | 2.5910%  | 0.0000% | $500000.00         | $494730.01         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2023-V2       A-2    20550517 5.3 | 2055-05-17      | 5.3576%  | 0.0000% | $250000.00         | $253484.26         | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    FR 5.198%011030     | 2030-01-10      | 5.1980%  | 0.0000% | $360000.00         | $368623.98         | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         B1     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $542650.00         | $317289.08         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2025-5C37 D      20580917 FLT | 2058-09-17      | 4.5000%  | 0.0000% | $2000000.00        | $1757972.00        | Private Label Collateralized Mortgage Obligations |
| BMW US CAP LLC                 144A NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $765000.00         | $769110.18         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 30       | 2030-09-08      | 5.2500%  | 0.0000% | $25000.00          | $25767.85          | Corporate Debt Securities                         |
| BK OF AMER AUTO TR 2023-1      A-4    20290716 5.3 | 2029-07-16      | 5.3900%  | 0.0000% | $1740000.00        | $1757460.13        | Asset-Backed Securities                           |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-10-19      | 7.7500%  | 0.0000% | $699000.00         | $823956.73         | Corporate Debt Securities                         |
| BPCE                           SNR NPF GLBL 32     | 2032-01-20      | 2.2770%  | 0.0000% | $500000.00         | $441870.38         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.606%072139     | 2039-07-21      | 5.6060%  | 0.0000% | $16376000.00       | $16784426.54       | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 53       | 2053-08-02      | 7.0810%  | 0.0000% | $206000.00         | $229513.86         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL 144A 34     | 2034-07-15      | 4.2000%  | 0.0000% | $52000.00          | $48024.95          | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2079-12-31      | 4.8750%  | 0.0000% | $390000.00         | $388656.94         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 54       | 2054-04-01      | 6.2500%  | 0.0000% | $6100000.00        | $5797440.00        | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $33000.00          | $29203.72          | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR NT 5.5%41        | 2041-06-15      | 5.5000%  | 0.0000% | $149000.00         | $150395.30         | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         M3     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $535000.00         | $392839.27         | Asset-Backed Securities                           |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT 30       | 2030-03-27      | 3.2500%  | 0.0000% | $93000.00          | $88932.28          | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 4.7375%  | 0.0000% | $16631392.00       | $13493183.59       | Private Label Collateralized Mortgage Obligations |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1370000.00        | $1447488.27        | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2023-FL0      A-S    20350917 FLT | 2035-09-17      | 6.5315%  | 0.0000% | $17949000.00       | $18020463.28       | Asset-Backed Securities                           |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.9%43      | 2043-06-15      | 5.9000%  | 0.0000% | $856000.00         | $823508.14         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT3.5%46    | 2046-08-15      | 3.5000%  | 0.0000% | $444000.00         | $320222.67         | Corporate Debt Securities                         |
| REVVITY INC                    SR GLBL NT 31       | 2031-03-15      | 2.5500%  | 0.0000% | $59000.00          | $53086.63          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-04-23      | 5.2180%  | 0.0000% | $444000.00         | $460486.26         | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.2%29    | 2029-04-01      | 5.2000%  | 0.0000% | $261000.00         | $272277.81         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT6.4%33    | 2033-11-30      | 6.4000%  | 0.0000% | $76000.00          | $84094.25          | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING REGS NT 4.772%29    | 2029-12-09      | 4.7720%  | 0.0000% | $900000.00         | $913847.60         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.4%28    | 2028-10-15      | 2.4000%  | 0.0000% | $24000.00          | $22987.84          | Corporate Debt Securities                         |
| PMT LOAN TRUST 2024-INV2       B-3    20591225 FLT | 2059-12-25      | 6.5871%  | 0.0000% | $7489000.00        | $7433234.27        | Private Label Collateralized Mortgage Obligations |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $16000.00          | $18179.41          | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-3     B-2    20650425 FLT | 2065-04-25      | 4.7500%  | 0.0000% | $6806750.00        | $5948026.30        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2024-NQM3            A-1    20691225 FLT | 2069-12-25      | 5.7220%  | 0.0000% | $300000.00         | $226282.70         | Private Label Collateralized Mortgage Obligations |
| M D C HLDGS INC                SR GLBL NT 61       | 2061-08-06      | 3.9660%  | 0.0000% | $410000.00         | $271649.26         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.55%32     | 2032-10-15      | 4.5500%  | 0.0000% | $151000.00         | $154698.28         | Corporate Debt Securities                         |
| LIFE MORTGAGE TRUST 2022-BMR2  C      20380517 FLT | 2038-05-17      | 5.7656%  | 0.0000% | $11584000.00       | $10107764.02       | Private Label Collateralized Mortgage Obligations |
| SUTTER HEALTH                  2023A BD5.164%33    | 2033-08-15      | 5.1640%  | 0.0000% | $602000.00         | $613599.60         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 34       | 2034-05-18      | 5.1590%  | 0.0000% | $1001000.00        | $1029448.06        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 2%27     | 2027-03-12      | 2.0000%  | 0.0000% | $141000.00         | $138051.06         | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 29       | 2029-03-01      | 6.9500%  | 0.0000% | $437000.00         | $451128.94         | Corporate Debt Securities                         |
| MHP COM MORT TR 2022-MHIL      B      20390118 FLT | 2039-01-18      | 4.7865%  | 0.0000% | $874998.00         | $20453.09          | Private Label Collateralized Mortgage Obligations |
| STANDARD CHARTERED PLC         LW TIER II GLBL     | 2044-03-26      | 5.7000%  | 0.0000% | $3886000.00        | $3667574.42        | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 28       | 2028-04-01      | 4.6500%  | 0.0000% | $194000.00         | $199032.36         | Corporate Debt Securities                         |
| UNIVERSITY SOUTHN CALIF        GLBL 2021A BD 51    | 2051-10-01      | 2.9450%  | 0.0000% | $4621000.00        | $3025391.81        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SUB GLBL NT 43      | 2043-07-13      | 6.1840%  | 0.0000% | $13000.00          | $13811.31          | Corporate Debt Securities                         |
| TCL-SYMPHONY CLO LTD 2016-1RR  D-RR   20321013 FLT | 2032-10-13      | 7.0134%  | 0.0000% | $3610000.00        | $3676391.17        | Asset-Backed Securities                           |
| MMCAPS FDG XVII 2005-17        B      20351201 FLT | 2035-12-01      | 4.5290%  | 0.0000% | $1800000.00        | $1680567.02        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 A-2    20700125 FLT | 2070-01-25      | 5.7730%  | 0.0000% | $340909.00         | $267152.62         | Asset-Backed Securities                           |
| JP MORGAN MORTG TR 2024-10     A-4    20550325 FLT | 2055-03-25      | 5.5000%  | 0.0000% | $225000.00         | $96180.83          | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $641000.00         | $638218.77         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT5.5%36    | 2036-02-15      | 5.5000%  | 0.0000% | $4962000.00        | $4789214.89        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2018-6        B-1    20481225 FLT | 2048-12-25      | 3.9022%  | 0.0000% | $1868000.00        | $1262746.50        | Private Label Collateralized Mortgage Obligations |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT2.8%41    | 2041-10-15      | 2.8000%  | 0.0000% | $61000.00          | $44961.34          | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 30       | 2030-04-01      | 4.8500%  | 0.0000% | $270000.00         | $278019.00         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 36       | 2036-01-15      | 6.2500%  | 0.0000% | $300000.00         | $299911.33         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.711%012435     | 2035-01-24      | 5.7110%  | 0.0000% | $200000.00         | $207325.76         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 3.8%50      | 2050-05-01      | 3.8000%  | 0.0000% | $285000.00         | $202539.05         | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD 35       | 2035-04-15      | 5.2500%  | 0.0000% | $42000.00          | $43267.91          | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41    | 2041-09-01      | 5.5000%  | 0.0000% | $1049000.00        | $903423.28         | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $33000.00          | $32025.34          | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $17978000.00       | $18204313.06       | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT3.9%28    | 2028-08-20      | 3.9000%  | 0.0000% | $44000.00          | $43701.31          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR NT 6.75%36       | 2036-06-20      | 6.7500%  | 0.0000% | $7889000.00        | $9026889.64        | Corporate Debt Securities                         |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.1200%  | 0.0000% | $10161000.00       | $10572520.50       | Corporate Debt Securities                         |
| ST MARYS CEM INC               GLBL 144A NT 34     | 2034-04-02      | 5.7500%  | 0.0000% | $454000.00         | $478743.13         | Corporate Debt Securities                         |
| SCG TRUST 2025-SNIP            D      20420915 FLT | 2042-09-15      | 6.2725%  | 0.0000% | $5800000.00        | $5823419.14        | Private Label Collateralized Mortgage Obligations |
| WESTPAC NZ LIMITED             SR 144A NT 29       | 2029-02-28      | 5.1950%  | 0.0000% | $1000000.00        | $1024542.08        | Corporate Debt Securities                         |
| SALESFORCE INC                 SR GLBL NT4.9%31    | 2031-09-15      | 4.9000%  | 0.0000% | $39000.00          | $38888.85          | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT5.6%35    | 2035-04-15      | 5.6000%  | 0.0000% | $1365000.00        | $1418074.23        | Corporate Debt Securities                         |

### Security 612: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2W15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1E2W15
- **C.18 - Value (incl. sponsor support):** $299914584.00
- **C.18.a - Value (excl. sponsor support):** $299914584.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| STRUCTURED ASSET SECS 2005-WF3 M9     20350725 FLT | 2035-07-25      | 7.1680%  | 0.0000% | $2391900.00        | $979809.49         | Asset-Backed Securities |
| PARK PLACE SECS 2005-WHQ1      M-7    20350325 FLT | 2035-03-25      | 5.6680%  | 0.0000% | $10000000.00       | $6242860.28        | Asset-Backed Securities |
| CARVANA AUTO REC 2023-N4       E      20300211 9.5 | 2030-02-11      | 9.5600%  | 0.0000% | $19914000.00       | $21012588.99       | Asset-Backed Securities |
| RESEARCH-DRIVEN MTR TR 2022-7  C      20301125 10. | 2030-11-25      | 10.0400% | 0.0000% | $30835000.00       | $32072335.44       | Asset-Backed Securities |
| WELLS FARGO HEQ 2005-2         M-11   20340925 FLT | 2034-09-25      | 7.5430%  | 0.0000% | $212474.00         | $201257.75         | Asset-Backed Securities |
| SPECIALTY UNDRWR FIN 2006-BC4  A-2D   20370925 FLT | 2037-09-25      | 4.2730%  | 0.0000% | $7611000.00        | $1360099.85        | Asset-Backed Securities |
| CWABS INC 2006-11              MV-1   20350625 FLT | 2035-06-25      | 4.1980%  | 0.0000% | $5079500.00        | $3490617.81        | Asset-Backed Securities |
| CWABS INC 2007-5               2-A-4  20360225 FLT | 2036-02-25      | 4.4330%  | 0.0000% | $8000000.00        | $6426154.13        | Asset-Backed Securities |
| CWABS INC 2006-2               M-3    20360425 FLT | 2036-04-25      | 4.4530%  | 0.0000% | $3100000.00        | $2259242.68        | Asset-Backed Securities |
| CWABS INC 2005-1               MF-4   20350425 FLT | 2035-04-25      | 5.6540%  | 0.0000% | $4000000.00        | $3012969.76        | Asset-Backed Securities |
| ARGENT SECS INC 2005-W4        A-2D   20360225 FLT | 2036-02-25      | 4.5530%  | 0.0000% | $48889618.00       | $15184641.15       | Asset-Backed Securities |
| FREMONT HM LN TR 2005-D        M2     20351125 FLT | 2035-11-25      | 4.4530%  | 0.0000% | $26454616.00       | $13147787.35       | Asset-Backed Securities |
| MASTR ABS TRUST 2006-AM3       M-1    20361025 FLT | 2036-10-25      | 4.1830%  | 0.0000% | $9079900.00        | $4529159.05        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-HE7    M-3    20351125 FLT | 2035-11-25      | 4.4980%  | 0.0000% | $5936189.00        | $5115138.55        | Asset-Backed Securities |
| POINT SECURITIZATION TR 2026-1 A-2    20560225 FLT | 2056-02-25      | 6.5000%  | 0.0000% | $883009.00         | $866714.25         | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2025-4    E1     20330118 11. | 2033-01-18      | 11.6020% | 0.0000% | $35000000.00       | $35124977.16       | Asset-Backed Securities |
| IXIS REAL ESTATE TR 2005-HE4   M-2    20360225 FLT | 2036-02-25      | 4.4530%  | 0.0000% | $8000000.00        | $2347680.59        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2005-FF6    M-4    20360525 FLT | 2036-05-25      | 4.7680%  | 0.0000% | $3500000.00        | $1960507.19        | Asset-Backed Securities |
| ENCORE CREDIT REC TR 2005-3    M-7    20351025 FLT | 2035-10-25      | 5.5480%  | 0.0000% | $7955000.00        | $5958922.55        | Asset-Backed Securities |
| EAGLE RE LTD 2023-1            M-2    20330926 FLT | 2033-09-26      | 8.8619%  | 0.0000% | $150000.00         | $158521.05         | Asset-Backed Securities |
| CWABS INC 2005-4               MV-7   20350725 FLT | 2035-07-25      | 5.6680%  | 0.0000% | $5700000.00        | $4276741.68        | Asset-Backed Securities |
| C-BASS TRUST 2006-CB8          A-2D   20361025 FLT | 2036-10-25      | 4.2530%  | 0.0000% | $10796000.00       | $5532354.47        | Asset-Backed Securities |
| HALCYON LN ADV FDG 2015-1      E      20270420 FLT | 2027-04-20      | 9.5792%  | 0.0000% | $5000000.00        | $1540567.18        | Asset-Backed Securities |
| GOLUB CAP PARTNERS ABS FDG 2024-2                  | 2034-07-25      | 6.4370%  | 0.0000% | $50311000.00       | $49185219.60       | Asset-Backed Securities |
| AEGIS ABS 2005-5               M2     20351226 FLT | 2035-12-26      | 4.4680%  | 0.0000% | $3000000.00        | $2023542.56        | Asset-Backed Securities |
| OZLM XVII LTD 2017-17          SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $250000.00         | $18691.00          | Asset-Backed Securities |
| RENAISSANCE HEQ 2005-3         M-1    20351125 FLT | 2035-11-25      | 5.7560%  | 0.0000% | $4050000.00        | $1384215.62        | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 4.9180%  | 0.0000% | $14101772.00       | $7575908.33        | Asset-Backed Securities |
| GS MTG BACKED SEC 2021-RPL1 TR B      20601225 FLT | 2060-12-25      | 3.9233%  | 0.0000% | $55039931.00       | $36433169.70       | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2006-BC2 A4     20360925 FLT | 2036-09-25      | 4.0330%  | 0.0000% | $7200000.00        | $4584277.24        | Asset-Backed Securities |
| SPECIALTY UNDRWR FIN 2005-BC2  M-4    20351226 FLT | 2035-12-26      | 4.8580%  | 0.0000% | $7100000.00        | $6648402.16        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2006-BC3 A4     20361025 FLT | 2036-10-25      | 4.2730%  | 0.0000% | $11657000.00       | $2043544.04        | Asset-Backed Securities |
| CWABS INC 2004-13              MV-7   20350225 FLT | 2035-02-25      | 6.1930%  | 0.0000% | $5408000.00        | $4180478.21        | Asset-Backed Securities |
| CWABS INC 2005-3               MV-8   20350425 FLT | 2035-04-25      | 5.8930%  | 0.0000% | $6691000.00        | $5558475.24        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2005-R11   M-6    20360125 FLT | 2036-01-25      | 4.9480%  | 0.0000% | $4830000.00        | $3277113.52        | Asset-Backed Securities |
| POPULAR ABS 2006-A             M-3    20360225 FLT | 2036-02-25      | 4.8280%  | 0.0000% | $3600000.00        | $3165173.12        | Asset-Backed Securities |
| METAL 2017-1 LTD               A      20421015 4.5 | 2042-10-15      | 4.5810%  | 0.0000% | $8400000.00        | $2357280.19        | Asset-Backed Securities |
| METAL 2017-1 LTD               A      20421015 4.5 | 2042-10-15      | 4.5810%  | 0.0000% | $22449000.00       | $6299831.30        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-9    M2     20351125 FLT | 2035-11-25      | 4.4680%  | 0.0000% | $5358206.00        | $3641164.15        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-WMC4   B-1    20350425 FLT | 2035-04-25      | 5.5930%  | 0.0000% | $4131000.00        | $2058212.45        | Asset-Backed Securities |
| RENAISSANCE HEQ 2005-1         M-1    20350525 5.8 | 2035-05-25      | 5.8570%  | 0.0000% | $6624900.00        | $3017315.35        | Asset-Backed Securities |
| MASTR ASSET BKD SECS 2006-NC1  M-2    20360125 FLT | 2036-01-25      | 4.4080%  | 0.0000% | $5248970.00        | $3952631.25        | Asset-Backed Securities |
| BEAR STEARNS ABS TR 2007-2     M-1    20370525 FLT | 2037-05-25      | 4.4430%  | 0.0000% | $3650000.00        | $2324980.39        | Asset-Backed Securities |
| ACE SECS HEQ 2006-NC1          M-2    20351225 FLT | 2035-12-25      | 4.4380%  | 0.0000% | $14418900.00       | $7709015.67        | Asset-Backed Securities |
| ACE SECS HEQ 2006-NC1          M-2    20351225 FLT | 2035-12-25      | 4.4380%  | 0.0000% | $15000000.00       | $8019698.80        | Asset-Backed Securities |
| ALLEGRO CLO VII LTD 2018-7     SUB NT 20310613 FLT | 2031-06-13      | 0.0000%  | 0.0000% | $272513.00         | $752.14            | Asset-Backed Securities |
| UPST SECURITIZATION TR 2025-1  C      20350420 9.2 | 2035-04-20      | 9.2700%  | 0.0000% | $5823000.00        | $6178130.21        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-HE3    M-6    20350725 FLT | 2035-07-25      | 4.9030%  | 0.0000% | $7500000.00        | $4719553.47        | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-NC3     M-2    20360325 FLT | 2036-03-25      | 4.3330%  | 0.0000% | $4180000.00        | $2812205.31        | Asset-Backed Securities |

### Security 613: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EHM39, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EHM39
- **C.18 - Value (incl. sponsor support):** $399909736.00
- **C.18.a - Value (excl. sponsor support):** $399909736.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $43668.00          | $3648461.40        | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1035232.00        | $1216397.60        | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $31399.00          | $1222683.34        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $983.00            | $54014.08          | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $1550.00           | $66346.97          | Equities   |
| VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF | 2500-12-31      | N/A      | 0.0000% | $86962.00          | $4074169.70        | Equities   |
| SSGA ACTIVE TR                 SST BRIDGEWATER  | 2500-12-31      | N/A      | 0.0000% | $13871.00          | $392410.59         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7586.00           | $754200.12         | Equities   |
| XILIO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $36469.00          | $300322.21         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL REAL EST  | 2500-12-31      | N/A      | 0.0000% | $1079.00           | $28194.27          | Equities   |
| CISCO SYS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $261566.00         | $20151044.64       | Equities   |
| BINGEX LTD                     SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $50094.00          | $130745.34         | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $141577.00         | $4727256.03        | Equities   |
| OMS ENERGY TECHNOLOGIES INC    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20885.00          | $91058.60          | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $712696.00         | $1596439.04        | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $289655.00         | $20151298.35       | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $29940.00          | $524249.40         | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $63664.00          | $20149656.00       | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $1391.00           | $34180.35          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $17713.00          | $49065.01          | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $15000.00          | $765150.00         | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $65115.00          | $606220.65         | Equities   |
| ISHARES TR                     MRGSTR MD CP ETF | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $263182.92         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $14974.00          | $326726.69         | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $72966.00          | $226194.60         | Equities   |
| DBX ETF TR                     XTRACKERS US NAT | 2500-12-31      | N/A      | 0.0000% | $2035.00           | $70248.61          | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1664904.00        | $3379755.12        | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $5757504.00        | $20151264.00       | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $938.00            | $21733.46          | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5103.00           | $170263.64         | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $139842.00         | $320238.18         | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $6510.00           | $450035.65         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $910.58            | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6726.00           | $202953.01         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $8785.00           | $538784.05         | Equities   |
| ANGEL OAK FUNDS TRUST          TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $2266.00           | $112205.75         | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $158.00            | $19706.36          | Equities   |
| CALAMOS ETF TR                 ANTETOKOUNMPO GL | 2500-12-31      | N/A      | 0.0000% | $755.00            | $23923.99          | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $844210.00         | $20151292.70       | Equities   |
| EVOTEC AG                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $48497.00          | $114452.92         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4593.30           | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $16752.00          | $416035.92         | Equities   |
| GLOBAL X FDS                   US CASH FLOW     | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $97687.22          | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $466332.00         | $10357233.72       | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $13956.00          | $148212.72         | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $141858.00         | $1444114.44        | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $6317.00           | $5253.85           | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $36076.00          | $1741027.76        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000IDX   | 2500-12-31      | N/A      | 0.0000% | $76600.00          | $7412582.00        | Equities   |
| INNOVATOR ETFS TRUST           INTL DVLPD 10 BU | 2500-12-31      | N/A      | 0.0000% | $22453.00          | $654974.22         | Equities   |
| PGIM ROCK ETF TR               LADDERED NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $7582.00           | $211199.64         | Equities   |
| INNOVATOR ETFS TRUST           NASDAQ-100 10 BU | 2500-12-31      | N/A      | 0.0000% | $5204.00           | $151730.95         | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1173542.00        | $2006756.82        | Equities   |
| FLEXSHARES TR                  QLT DIV DEF IDX  | 2500-12-31      | N/A      | 0.0000% | $603.00            | $47159.12          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $1535.00           | $80782.14          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $7226.00           | $405624.28         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED MID     | 2500-12-31      | N/A      | 0.0000% | $6432.00           | $224927.04         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2083.00           | $162770.41         | Equities   |
| FIRST TR EXCH TRADED FD III    EME MRK BD ETF   | 2500-12-31      | N/A      | 0.0000% | $443.00            | $12585.63          | Equities   |
| ADVISORS SER TR                SCHARF ETF       | 2500-12-31      | N/A      | 0.0000% | $2355.00           | $124626.60         | Equities   |
| ADVISORSHARES TR               HVAC AND INDUSTR | 2500-12-31      | N/A      | 0.0000% | $2238.00           | $72807.96          | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $118.00            | $19490.06          | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $227123.00         | $658656.70         | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $69154.00          | $704333.49         | Equities   |
| TOYOTA MOTOR CORP              ADS              | 2500-12-31      | N/A      | 0.0000% | $21840.00          | $4432209.60        | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $595672.00         | $560110.38         | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $16070.00          | $20151137.20       | Equities   |
| NORTHERN FDS                   2035 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $1267.00           | $126801.36         | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $295860.00         | $20151024.60       | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $27631.00          | $1313301.43        | Equities   |
| HARBOR ETF TRUST               LONG TERM GROWER | 2500-12-31      | N/A      | 0.0000% | $4801.00           | $128474.76         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $173076.00         | $20151238.68       | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $3033.00           | $255378.60         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7078.00           | $273352.36         | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5577.00           | $22921.47          | Equities   |
| PROSHARES TR                   EQTS FOR RISIN   | 2500-12-31      | N/A      | 0.0000% | $505.00            | $34589.17          | Equities   |
| VANGUARD SCOTTSDALE FDS        TOTAL CORP BND   | 2500-12-31      | N/A      | 0.0000% | $20837.00          | $1592138.50        | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $65058.00          | $676603.20         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $23156.00          | $240359.28         | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $59008.00          | $16876.29          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BITCOIN STRATEGY | 2500-12-31      | N/A      | 0.0000% | $2697.00           | $25194.56          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $107147.00         | $20151136.29       | Equities   |
| PUTNAM ETF TRUST               FRANKLIN MUNI    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $310.40            | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $13397.00          | $550068.76         | Equities   |
| DXC TECHNOLOGY CO              COM              | 2500-12-31      | N/A      | 0.0000% | $99973.00          | $1194677.35        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $66812.25          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $33779.00          | $2201090.31        | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $102202.00         | $1044504.44        | Equities   |
| IQIYI INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $106101.00         | $134748.27         | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $17358.00          | $900185.88         | Equities   |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $16998.00          | $1748472.07        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $255694.00         | $20151244.14       | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $359968.00         | $1972624.64        | Equities   |
| INNOVATOR ETFS TRUST           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $25885.00          | $823660.70         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI EMRGNG MRKT | 2500-12-31      | N/A      | 0.0000% | $782.00            | $20457.12          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $112181.00         | $5936618.52        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $3218.00           | $338501.42         | Equities   |
| DBV TECHNOLOGIES S A           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $428499.00         | $8381440.44        | Equities   |
| COSTCO WHOLESALE CORPORATION   COM              | 2500-12-31      | N/A      | 0.0000% | $397.00            | $395642.26         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $69862.00          | $152997.78         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $198534.00         | $20151201.00       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $375477.00         | $1629570.18        | Equities   |
| DOUBLELINE ETF TRUST           COMMODITY STRATE | 2500-12-31      | N/A      | 0.0000% | $5737.00           | $194259.41         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $2329.00           | $379475.85         | Equities   |
| VANGUARD WORLD FD              MEGA CAP INDEX   | 2500-12-31      | N/A      | 0.0000% | $1930.00           | $442568.30         | Equities   |
| UNILEVER PLC                   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $335967.00         | $20151300.66       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $4558.00           | $112207.48         | Equities   |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $284783.00         | $11510928.86       | Equities   |
| TERNIUM SA                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $323.00            | $12429.04          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $68816.95          | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $29076.00          | $139564.80         | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3013.48           | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $2187.00           | $227316.78         | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $39258.00          | $12161735.82       | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $214216.00         | $20151299.12       | Equities   |
| EHANG HLDGS LTD                ADS              | 2500-12-31      | N/A      | 0.0000% | $3771.00           | $34429.23          | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1950688.00        | $4584116.80        | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL DIV | 2500-12-31      | N/A      | 0.0000% | $11766.00          | $323917.98         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $228.00            | $4384.44           | Equities   |
| DRAFTKINGS INC NEW             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $209904.00         | $4393290.72        | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLCP 600 VAL    | 2500-12-31      | N/A      | 0.0000% | $1386.00           | $137851.56         | Equities   |
| WISDOMTREE TR                  US SMALLCAP FUND | 2500-12-31      | N/A      | 0.0000% | $2104.00           | $119928.00         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $74696.00          | $764887.04         | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $274242.00         | $20151302.16       | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $31312.00          | $338795.84         | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $86734.00          | $69118.32          | Equities   |
| VANGUARD INDEX FDS             EXTEND MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $1202.00           | $239137.90         | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $44032.00          | $442521.60         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $416688.00         | $20151031.68       | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $45464.00          | $1025213.20        | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $10302.00          | $411255.84         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $27687.00          | $3981944.34        | Equities   |

### Security 614: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMYS0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EMYS0
- **C.18 - Value (incl. sponsor support):** $382935024.05
- **C.18.a - Value (excl. sponsor support):** $382935024.05
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $20120.00          | $7885832.80        | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $5092.00           | $248693.28         | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $141858.00         | $1444114.44        | Equities   |
| TORTOISE CAPITAL SERIES TRUST  NORTH AMRCN PIPE | 2500-12-31      | N/A      | 0.0000% | $19663.00          | $841773.03         | Equities   |
| VANGUARD WHITEHALL FDS         EM MK GOV BD ETF | 2500-12-31      | N/A      | 0.0000% | $69719.00          | $4540798.47        | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $405512.00         | $476476.60         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $31399.00          | $1222683.34        | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $114797.00         | $262885.13         | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $45908.00          | $19281819.08       | Equities   |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $443511.00         | $4315362.03        | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $548.00            | $12697.16          | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5103.00           | $170263.64         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $156.00            | $4225.43           | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $60920.00          | $19281180.00       | Equities   |
| SUMITOMO MITSUI FIN GRP INC    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $146206.00         | $2780838.12        | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT INTERNAT | 2500-12-31      | N/A      | 0.0000% | $22368.00          | $1567773.12        | Equities   |
| PAMPA ENERGIA SA               SPONS ADR LVL I  | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $156330.00         | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $704.00            | $17550.72          | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $14974.00          | $326726.69         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $14622.00          | $680361.66         | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $72966.00          | $226194.60         | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $97324.00          | $167397.28         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $16200.00          | $676350.00         | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $89407.00          | $320077.06         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $3064.00           | $100836.24         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $910.58            | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $4253.00           | $190194.16         | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $5913.00           | $652676.94         | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $36076.00          | $1741027.76        | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $158076.00         | $19282110.48       | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $51756.00          | $1681552.44        | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $17713.00          | $49065.01          | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4593.30           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $124963.52         | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $5175.00           | $54958.50          | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $20710.00          | $113548.79         | Equities   |
| TAKEDA PHARMACEUTICAL CO LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $313542.00         | $5728412.34        | Equities   |
| TELEFONICA BRASIL SA           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $425637.00         | $6482451.51        | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $5844432.00        | $1846840.51        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT TECH | 2500-12-31      | N/A      | 0.0000% | $35300.00          | $2875333.26        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $9612.00           | $706097.52         | Equities   |
| INNOVATOR ETFS TRUST           INTL DVLPD 10 BU | 2500-12-31      | N/A      | 0.0000% | $20772.00          | $605937.93         | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $26167.87          | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $417181.00         | $19282105.82       | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $459.00            | $18848.93          | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $564.00            | $16185.95          | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $4011.00           | $366686.42         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDLS PROD DUR   | 2500-12-31      | N/A      | 0.0000% | $1648.00           | $130076.64         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $7226.00           | $405624.28         | Equities   |
| ETF SER SOLUTIONS              DISTILLATE US    | 2500-12-31      | N/A      | 0.0000% | $19060.00          | $1085276.40        | Equities   |
| CREATIVE REALITIES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3476.00           | $11679.36          | Equities   |
| FIREFLY NEUROSCIENCE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $74573.00          | $164060.60         | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $28112.08          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3037.00           | $156375.13         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $38831.00          | $592561.06         | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $45464.00          | $1025213.20        | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $69154.00          | $704333.49         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $116741.00         | $19282110.97       | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $15376.00          | $19280888.96       | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $144.00            | $14598.73          | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $11105.00          | $2305731.15        | Equities   |
| IRIDEX CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $35513.00          | $35157.87          | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $7953.00           | $929864.76         | Equities   |
| PUTNAM ETF TRUST               ESG HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $163.00            | $8087.24           | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $97979.00          | $2657190.48        | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $430212.00         | $19282101.84       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $5551.00           | $187688.19         | Equities   |
| FIDELITY COVINGTON TRUST       SML MID MLTFCT   | 2500-12-31      | N/A      | 0.0000% | $7194.00           | $312219.60         | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $183407.00         | $7692089.58        | Equities   |
| HARRIS OAKMARK ETF TRUST       OAKMARK U S LRG  | 2500-12-31      | N/A      | 0.0000% | $5137.00           | $139007.22         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $359968.00         | $1972624.64        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $13745.00          | $206999.70         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $790.00            | $105882.20         | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $194690.00         | $19282097.60       | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $163737.00         | $8290004.31        | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6019.00           | $150264.33         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1920.00           | $202636.80         | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $595672.00         | $560110.38         | Equities   |
| 2023 ETF SERIES TRUST          PICTET AI & AUTO | 2500-12-31      | N/A      | 0.0000% | $433.00            | $9749.69           | Equities   |
| PACER FDS TR                   ARISTOTLE PACIFI | 2500-12-31      | N/A      | 0.0000% | $5484.00           | $253415.64         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $425.00            | $11923.97          | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $9625.00           | $528893.75         | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $580653.00         | $16246670.94       | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $808645.00         | $1706240.95        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  DORSEY WRGT SMLC | 2500-12-31      | N/A      | 0.0000% | $558.00            | $52437.72          | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $58061.00          | $16605.45          | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $23156.00          | $240359.28         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $7896.00           | $274938.72         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES GLOBAL G | 2500-12-31      | N/A      | 0.0000% | $1445.00           | $71426.35          | Equities   |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $1447.00           | $356873.61         | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $53907.00          | $3595596.90        | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $65058.00          | $676603.20         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $102202.00         | $1044504.44        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $35193.00          | $1239497.46        | Equities   |
| COHEN & STEERS ETF TRUST       REAL ESTATE ACTI | 2500-12-31      | N/A      | 0.0000% | $87000.00          | $2247210.00        | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $407224.00         | $19282056.40       | Equities   |
| BIONTECH SE                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $39042.00          | $3328330.50        | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $44032.00          | $442521.60         | Equities   |
| BANK MONTREAL MEDIUM           2X LEVERAGED     | 2500-12-31      | N/A      | 0.0000% | $2038.00           | $163228.52         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG TEN YR | 2500-12-31      | N/A      | 0.0000% | $1450.00           | $66381.00          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $4002.00           | $94167.06          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $4558.00           | $112207.48         | Equities   |
| PROSHARES TR II                ULTRASHORT YEN N | 2500-12-31      | N/A      | 0.0000% | $2860.00           | $153639.20         | Equities   |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $24960.00          | $575577.60         | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2071120.00        | $19282127.20       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $102145.00         | $10567921.70       | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $207916.00         | $19282129.84       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $51104.00          | $4550300.16        | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $5786.00           | $167280.20         | Equities   |
| STATE STR SPDR S&P MIDCAP 400  UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $32188.00          | $19281577.64       | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $230390.00         | $19281339.10       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $5445.00           | $415998.00         | Equities   |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $1620.00           | $123136.20         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1480992.00        | $4220827.20        | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3013.48           | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $85028.00          | $2452207.52        | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $1738.00           | $56175.29          | Equities   |
| DBX ETF TR                     XTRACK MSCI EURO | 2500-12-31      | N/A      | 0.0000% | $3499.00           | $187564.94         | Equities   |
| ETF SER SOLUTIONS              AAM TODD INTERNA | 2500-12-31      | N/A      | 0.0000% | $294.00            | $7958.52           | Equities   |
| EA SERIES TRUST                BRIDGEWAY BLUE   | 2500-12-31      | N/A      | 0.0000% | $5451.00           | $78494.40          | Equities   |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $505.00            | $9224.03           | Equities   |
| ALPS ETF TR                    SECTR DIV DOGS   | 2500-12-31      | N/A      | 0.0000% | $2050.00           | $131786.30         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $503669.00         | $599366.11         | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD         | 2500-12-31      | N/A      | 0.0000% | $47286.00          | $470968.56         | Equities   |
| GRACE THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $26470.00          | $115409.20         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $624260.00         | $1367129.40        | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $31312.00          | $338795.84         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $74696.00          | $764887.04         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $394432.00         | $19074731.52       | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $118589.00         | $4734072.88        | Equities   |
| TOUCHSTONE ETF TRUST           TOUCHSTONE INTL  | 2500-12-31      | N/A      | 0.0000% | $3241.00           | $78058.19          | Equities   |

### Security 615: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQTS7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EQTS7
- **C.18 - Value (incl. sponsor support):** $2494850000.00
- **C.18.a - Value (excl. sponsor support):** $2494850000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $117725.00         | $210727.75         | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $30.00             | $957.30            | Equities   |
| SCILEX HOLDING CO              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3344.00           | $21167.52          | Equities   |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1671672.00        | $21915619.92       | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $58733.00          | $8446980.06        | Equities   |
| RAMBUS INC DEL                 COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $1355.41           | Equities   |
| SILVERCREST ASSET MGMT GROUP   CL A             | 2500-12-31      | N/A      | 0.0000% | $8908.00           | $121148.80         | Equities   |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $511244.00         | $25137867.48       | Equities   |
| NICE LTD                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $43.00             | $4677.11           | Equities   |
| TWO HARBORS INVENTMENT CORPOR  COM              | 2500-12-31      | N/A      | 0.0000% | $87.00             | $977.01            | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $6887.00           | $25826.25          | Equities   |
| RAYTECH HLDG LTD               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9218.00           | $32631.72          | Equities   |
| TUCOWS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14519.00          | $246242.24         | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $9174.00           | $1166382.36        | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $1386.00           | $557033.40         | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $1761939.00        | $28191024.00       | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $26074.00          | $17435683.80       | Equities   |
| SPRING VY ACQUISITION CORP III SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $180.00            | $1830.60           | Equities   |
| WISDOMTREE TR                  US HIGH DIVIDEND | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1515.36           | Equities   |
| BURFORD CAPITAL LIMITED        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11675.00          | $47050.25          | Equities   |
| WESTERN NEW ENG BANCORP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $1231.00           | $15916.83          | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $650.00            | $125469.50         | Equities   |
| WERIDE INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1560590.00        | $11095794.90       | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $3832.00           | $659947.04         | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $11938.00          | $41305.48          | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $740144.00         | $2331453.60        | Equities   |
| AMERICAN BITCOIN CORP.         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $25990.00          | $20532.10          | Equities   |
| BIGLARI HLDGS INC              COM STK CL B     | 2500-12-31      | N/A      | 0.0000% | $191.00            | $59465.94          | Equities   |
| BELDEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $6428.72           | Equities   |
| BANDWIDTH INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $40.00             | $689.60            | Equities   |
| COMMERCE.COM INC               COM SER 1        | 2500-12-31      | N/A      | 0.0000% | $50252.00          | $129147.64         | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $248.00            | $9862.96           | Equities   |
| BRAINSWAY LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $50.00             | $638.00            | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $1356.00           | $48965.16          | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $5513.00           | $22217.39          | Equities   |
| EMPLOYERS HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2992.00           | $122941.28         | Equities   |
| DIVERSIFIED HEALTHCARE TR      COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $24555.00          | $162554.10         | Equities   |
| EUPRAXIA PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $52.88             | Equities   |
| CLEARWATER PAPER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $16015.00          | $224530.30         | Equities   |
| EQUINOR ASA                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $680091.00         | $28835858.40       | Equities   |
| EASTMAN KODAK CO               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15487.00          | $135666.12         | Equities   |
| EGAIN CORP                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14533.00          | $114229.38         | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $8.00              | $673.60            | Equities   |
| INVESCO EXCHANGE TRADED FD TR  PHARMACEUTICALS  | 2500-12-31      | N/A      | 0.0000% | $9.00              | $906.32            | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $2862.00           | $266137.38         | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $220662.00         | $52872821.82       | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4197.00           | Equities   |
| LINCOLN ELEC HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $96.00             | $23449.92          | Equities   |
| IPERIONX LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $361.00            | $8685.66           | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $14728.00          | $3057974.64        | Equities   |
| IRIDIUM COMMUNICATIONS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $1474.55           | Equities   |
| UNITED STS LIME & MINERALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $8138.65           | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3694638.00        | $49286470.92       | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $6.00              | $385.32            | Equities   |
| PLUMAS BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $4897.00           | $236965.83         | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3772.56           | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $2866937.00        | $54213778.67       | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $175861.00         | $16543244.27       | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $1352.00           | $77767.04          | Equities   |
| SANOFI SA                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $337317.00         | $15759450.24       | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1307729.00        | $39977275.53       | Equities   |
| BERTO ACQUISITION CORP         ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $50.00             | $511.00            | Equities   |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $21782.00          | $177958.94         | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $199431.00         | $16690380.39       | Equities   |
| NEWMARK GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $593.00            | $8705.24           | Equities   |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $3141.00           | $151930.17         | Equities   |
| MONARCH CASINO & RESORT INC    COM              | 2500-12-31      | N/A      | 0.0000% | $920.00            | $86691.60          | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $761924.00         | $9417380.64        | Equities   |
| GRAVITY CO LTD                 SPONSORED ADS NE | 2500-12-31      | N/A      | 0.0000% | $261.00            | $16004.52          | Equities   |
| HBT FINL INC.                  COM              | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $89397.00          | Equities   |
| HERON THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $272792.00         | $203475.55         | Equities   |
| HDFC BANK LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $406031.00         | $9785347.10        | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $897887.00         | $4992251.72        | Equities   |
| MVB FINL CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $1740.00           | $43691.40          | Equities   |
| GLADSTONE LD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $5811.00           | $58923.54          | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $1161953.00        | $6460458.68        | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $422.00            | $12170.48          | Equities   |
| PROTO LABS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4707.30           | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $5564468.00        | $51805197.08       | Equities   |
| TIPTREE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $8396.00           | $141136.76         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $257273.00         | $1018801.08        | Equities   |
| AUNA S A                       CLASS A          | 2500-12-31      | N/A      | 0.0000% | $483.00            | $2550.24           | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $9806.00           | $117573.94         | Equities   |
| STOCK YDS BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1042.88           | Equities   |
| NEXA RES S A                   COM              | 2500-12-31      | N/A      | 0.0000% | $278.00            | $2746.64           | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $916989.00         | $19403487.24       | Equities   |
| TREDEGAR CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $20584.00          | $158702.64         | Equities   |
| MERCANTILE BK CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $4220.00           | $211126.60         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $16346.00          | $1525899.10        | Equities   |
| ROOT INC                       CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $62.00             | $2683.98           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1064.38           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $95746.00          | $9536301.60        | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3.00              | $14.40             | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $10.00             | $982.88            | Equities   |
| RICHTECH ROBOTICS INC          CL B             | 2500-12-31      | N/A      | 0.0000% | $19.00             | $35.72             | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2347.00           | $214022.93         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $749.00            | $100410.94         | Equities   |
| MERIDIAN CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $463.00            | $8736.81           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P ULTRA DIVIDE | 2500-12-31      | N/A      | 0.0000% | $2.00              | $110.78            | Equities   |
| PAYSIGN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $39827.00          | $229403.52         | Equities   |
| OPERA LTD                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $665622.00         | $9052459.20        | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6680.00           | $20240.40          | Equities   |
| DISTRIBUTION SOLUTIONS GRP INC COM              | 2500-12-31      | N/A      | 0.0000% | $8481.00           | $217876.89         | Equities   |
| HORIZON TECHNOLOGY FIN CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $6096.00           | $24932.64          | Equities   |
| MBIA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $23018.00          | $131432.78         | Equities   |
| LIVEONE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $4.66              | Equities   |
| DIREXION SHARES ETF TRUST      NASDAQ 100 EQ WT | 2500-12-31      | N/A      | 0.0000% | $5.00              | $480.30            | Equities   |
| COMSTOCK HLDG COS INC          CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2043.00           | $36344.97          | Equities   |
| DRIVEN BRANDS HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $12831.00          | $156153.27         | Equities   |
| EVOLV TECHNOLOGIES HLDNGS INC  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $10740.00          | $61003.20          | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $3945050.00        | $124742481.00      | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A        | 2500-12-31      | N/A      | 0.0000% | $4604743.00        | $124742487.87      | Equities   |
| ZEVIA PBC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $9704.00           | $11644.80          | Equities   |
| LUXFER HLDGS PLC               SHS              | 2500-12-31      | N/A      | 0.0000% | $176397.00         | $2104416.21        | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $800.00            | $9040.00           | Equities   |
| ACHIEVE LIFE SCIENCE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $12812.00          | $34208.04          | Equities   |
| ALPS ETF TR                    MED BREAKTHGH    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $48.05             | Equities   |
| ALPS ETF TR                    ACTIVE REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $6.00              | $161.91            | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS MACRO  | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2656.50           | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $25978.00          | $28835.58          | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8279.00           | $27155.12          | Equities   |
| ABEONA THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59023.00          | $249667.29         | Equities   |
| AEVA TECHNOLOGIES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $90.00             | $1045.80           | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $4609.00           | $10093.71          | Equities   |
| CF BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $4924.00           | $136887.20         | Equities   |
| BRIGHTSPRING HEALTH SVCS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1620.06           | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $3.00              | $159.87            | Equities   |
| ETFIS SER TR I                 VIRTUS BIOTECH E | 2500-12-31      | N/A      | 0.0000% | $1.00              | $78.41             | Equities   |
| COLONY BANKCORP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2573.00           | $50276.42          | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $163931.00         | $7576890.82        | Equities   |
| LEGG MASON ETF INVT            FRANKLIN US LOW  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $42.42             | Equities   |
| DBX ETF TR                     XTRACKRS S&P 500 | 2500-12-31      | N/A      | 0.0000% | $488.00            | $28250.32          | Equities   |
| CRICUT INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2917.00           | $11055.43          | Equities   |
| CLEAN ENERGY FUELS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $79082.00          | $204031.56         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1614.38           | Equities   |
| DIAMOND HILL INVT GROUP INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $813.00            | $140567.70         | Equities   |
| BETA BIONICS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2525.00           | $24896.50          | Equities   |
| BANKWELL FINL GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $3447.00           | $165421.53         | Equities   |
| CITIZENS FINL SVCS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1639.00           | $100028.17         | Equities   |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $1594.00           | $4208.16           | Equities   |
| COMMERCIAL BANCGROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1638.00           | Equities   |
| CRITEO S A                     SPONS ADS        | 2500-12-31      | N/A      | 0.0000% | $16.00             | $279.36            | Equities   |
| BAR HBR BANKSHARES             COM              | 2500-12-31      | N/A      | 0.0000% | $1202.00           | $38764.50          | Equities   |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13268.00          | $34098.76          | Equities   |
| NACCO INDS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $968.00            | $50181.12          | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $545720.00         | $43008193.20       | Equities   |
| SPROTT FDS TR                  ACTIVE GOLD & SI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4231.00           | Equities   |
| SR BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $8397.00           | $144176.49         | Equities   |
| GLOBAL X FDS                   GLOBX SUPDV US   | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $22644.00          | Equities   |
| SUPERIOR GROUP OF CO INC       COM              | 2500-12-31      | N/A      | 0.0000% | $15226.00          | $153021.30         | Equities   |
| GOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $26354.00          | $108051.40         | Equities   |
| HARVARD BIOSCIENCE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $6333.00           | $29511.78          | Equities   |
| SUMITOMO MITSUI FIN GRP INC    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1559.64           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $127.43            | Equities   |
| FINANCE OF AMERICA COMPAN      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $35.00             | $561.75            | Equities   |
| FREQUENCY ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $283.00            | $12140.70          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7481331.00        | $60523967.79       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1327.72           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $23.00             | $3203.67           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $31557.00          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $9250.00           | $49672.50          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV NO AMER ENERGY   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $3206.16           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NY ARCA BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $26.00             | $5018.00           | Equities   |
| DIGIMARC CORP NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $679.00            | $3048.71           | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $4474.00           | $27649.32          | Equities   |
| FS BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $390.00            | $15249.00          | Equities   |
| DIREXION SHARES ETF TRUST      DLY MSFT BULL 2X | 2500-12-31      | N/A      | 0.0000% | $55.00             | $1191.30           | Equities   |
| ETON PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2969.00           | $67040.02          | Equities   |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $11016.00          | $96610.32          | Equities   |
| AMTECH SYS INC                 COM PAR $0.01N   | 2500-12-31      | N/A      | 0.0000% | $107.00            | $1187.70           | Equities   |
| ANAVEX LIFE SCIENCES CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4495.00           | $12675.90          | Equities   |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $6282.00           | $14825.52          | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $110.00            | $1959.10           | Equities   |
| BRIGHT MINDS BIOSCIENCES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2088.00           | $142923.60         | Equities   |
| CHIPOTLE MEXICAN GRILL INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $38700.72          | Equities   |
| CIVEO CORP CDA                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $246.00            | $6462.42           | Equities   |
| CADELER A S                    SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $161931.00         | $3552766.14        | Equities   |
| SUPERX AI TECHNOLOGY LTD       USD ORD SHS NEW  | 2500-12-31      | N/A      | 0.0000% | $176941.00         | $1599546.64        | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $486813.00         | $78795552.18       | Equities   |
| IMPERIAL PETE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1560.00           | $6864.00           | Equities   |
| CELLEBRITE DI LTD              ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $55.00             | $727.65            | Equities   |
| SEANERGY MARITIME HLDGS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $1297.00           | $15576.97          | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $47.00             | $11732.61          | Equities   |
| VELOCITY FINL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1520.00           | $27390.40          | Equities   |
| UWM HOLDINGS CORPORATION       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $111231.00         | $385971.57         | Equities   |
| ANTERIX INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $5565.00           | $203066.85         | Equities   |
| APOGEE ENTERPRISES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $7699.00           | $249755.56         | Equities   |
| PHOTRONICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $236672.00         | Equities   |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $260.00            | $5720.00           | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $8932.00           | $342720.84         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $450.00            | $20124.00          | Equities   |
| INFORMATION SVCS GROUP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11697.00          | $44799.51          | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $5006.00           | $146475.56         | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $132.00            | $8682.12           | Equities   |
| NEONODE INC                    COM PAR          | 2500-12-31      | N/A      | 0.0000% | $3874.00           | $5036.20           | Equities   |
| ORION GROUP HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $20730.00          | $220774.50         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP GROWTH | 2500-12-31      | N/A      | 0.0000% | $25.00             | $3027.75           | Equities   |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $1.00              | $50.91             | Equities   |
| OLD SECOND BANCORP INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $178.65            | Equities   |
| PARK NATL CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $73.00             | $11659.56          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  FOOD & BEVERAGE  | 2500-12-31      | N/A      | 0.0000% | $524.00            | $25532.06          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL FIN   | 2500-12-31      | N/A      | 0.0000% | $9.00              | $629.28            | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $10.00             | $809.60            | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $205.00            | $2080.75           | Equities   |
| MISTRAS GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7306.00           | $106667.60         | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $287.00            | $12754.28          | Equities   |
| ISHARES TR                     RUSSELL 3000 ETF | 2500-12-31      | N/A      | 0.0000% | $30.00             | $10797.90          | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $30.00             | $2984.40           | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $32250.00          | $564697.50         | Equities   |
| SMITH & WESSON BRANDS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $6509.00           | $93664.51          | Equities   |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $18901.00          | $71634.79          | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $2666.00           | $558313.72         | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $1737.00           | $47142.18          | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $1000867.00        | $54797468.25       | Equities   |
| SANARA MEDTECH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $103740.00         | Equities   |
| SIGHT SCIENCES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $11253.00          | $41411.04          | Equities   |
| OPTIMIZERX CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2336.00           | $15090.56          | Equities   |
| OMEGA FLEX INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $105.00            | $3225.60           | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $20095.00          | $39587.15          | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $1645.00           | $3306.45           | Equities   |
| OPENLANE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $212.00            | $5868.16           | Equities   |
| KLX ENERGY SERVICES HOLDINGS   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3819.00           | $10502.25          | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $197386.00         | $124742030.42      | Equities   |
| THE REAL BROKERAGE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $74101.00          | $178583.41         | Equities   |
| KNIFE RIVER CORP               COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1415.00           | $111799.15         | Equities   |
| MARAVAI LIFESCIENCES HLDGS INC COM CL A         | 2500-12-31      | N/A      | 0.0000% | $85134.00          | $245185.92         | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $70317.00          | $4466535.84        | Equities   |
| ISHARES TR                     MSCI PERU AND GL | 2500-12-31      | N/A      | 0.0000% | $6.00              | $456.90            | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1.00              | $138.65            | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $91.00             | $3602.69           | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1190215.00        | $1678203.15        | Equities   |
| SPROTT FDS TR                  JUNIOR URANIUM   | 2500-12-31      | N/A      | 0.0000% | $20.00             | $532.60            | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $942682.00         | $5373287.40        | Equities   |
| SPROTT FDS TR                  COPPER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $600.00            | $19626.00          | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $609324.00         | $19084027.68       | Equities   |
| NATURAL GROCERS BY VITAMIN     COM              | 2500-12-31      | N/A      | 0.0000% | $760.00            | $20079.20          | Equities   |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $49.00             | $408.17            | Equities   |
| OP BANCORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1088.00           | $14557.44          | Equities   |
| IMMERSION CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $29198.00          | $159713.06         | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $19649.00          | $23971.78          | Equities   |
| METROCITY BANKSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $8290.00           | $236928.20         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12962.00          | $705262.42         | Equities   |
| INDEPENDENT BK CORP MASS       COM              | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1692.34           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $206.00            | $28640.18          | Equities   |
| ST JOE CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $222094.25         | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $50061.00          | $320390.40         | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $26110.00          | Equities   |
| RF INDS LTD                    COM PAR $0.01    | 2500-12-31      | N/A      | 0.0000% | $112.00            | $1092.00           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2179.00           | $108187.35         | Equities   |
| SPX TECHNOLOGIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $62.00             | $11824.02          | Equities   |
| INVESTAR HOLDING CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1092.00           | $29352.96          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $1.00              | $41.09             | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $194.00            | $12772.96          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCP LOW    | 2500-12-31      | N/A      | 0.0000% | $62.00             | $3873.14           | Equities   |
| SANTACRUZ SILVER MNG LTD       COM NEW SHS      | 2500-12-31      | N/A      | 0.0000% | $875.00            | $6641.25           | Equities   |
| MNTN INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $99.00             | $849.42            | Equities   |
| ISHARES TR                     INTL EQTY FACTOR | 2500-12-31      | N/A      | 0.0000% | $1.00              | $37.83             | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET REA | 2500-12-31      | N/A      | 0.0000% | $84400.00          | $3393724.00        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET ENE | 2500-12-31      | N/A      | 0.0000% | $43501.00          | $2695321.96        | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $38831.00          | $592561.06         | Equities   |
| HEALTHEQUITY INC               COM              | 2500-12-31      | N/A      | 0.0000% | $91.00             | $7414.68           | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $755237.00         | $124742495.29      | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $99478.00          | $124741432.88      | Equities   |
| OSI SYSTEMS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $32.00             | $8470.72           | Equities   |
| NORTHEAST CMNTY BANCORP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2324.00           | $55473.88          | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $52.00             | $3541.72           | Equities   |
| PROSHARES TR                   PSHS ULT S&P 500 | 2500-12-31      | N/A      | 0.0000% | $381.00            | $18691.86          | Equities   |
| RCM TECHNOLOGIES INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8682.00           | $167909.88         | Equities   |
| NWPX INFRASTRUCTURE INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $103688.06         | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $1686.00           | $3490.02           | Equities   |
| ALPINE INCOME PPTY TR INC      COM              | 2500-12-31      | N/A      | 0.0000% | $752.00            | $13536.00          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $4.00              | $289.76            | Equities   |
| AMERICAN CENTY ETF TR          US LARGE CAP VLU | 2500-12-31      | N/A      | 0.0000% | $49.00             | $3862.18           | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $101.49            | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $476680.00         | $27771376.80       | Equities   |
| CAPITAL CITY BANK              COM              | 2500-12-31      | N/A      | 0.0000% | $5437.00           | $235530.84         | Equities   |
| BEONE MEDICINES LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $137050.00         | $38933164.00       | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $37106.00          | $58627.48          | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $198620.00         | $5817579.80        | Equities   |
| INDUSTRIAL LOGISTICS PPTYS TR  COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $85.00             | $491.30            | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $15.06             | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAS CLNEDG GREEN | 2500-12-31      | N/A      | 0.0000% | $766.00            | $33420.58          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE   | 2500-12-31      | N/A      | 0.0000% | $14467.00          | $897677.35         | Equities   |
| FIRST BK WILLIAMSTOWN NEW JERS COM              | 2500-12-31      | N/A      | 0.0000% | $512.00            | $8161.28           | Equities   |
| FIRST NATL CORP VA             COM              | 2500-12-31      | N/A      | 0.0000% | $8413.00           | $224374.71         | Equities   |
| FIRST MID BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $487.92            | Equities   |
| FIRST TR EXCHANGE-TRADED FD II UTILITIES ALPH   | 2500-12-31      | N/A      | 0.0000% | $3.00              | $148.35            | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $57.92             | Equities   |
| CONCRETE PUMPING HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $817.00            | $5531.09           | Equities   |
| EAGLE BANCORP MONT INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4831.00           | $98310.85          | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $6369.00           | $41653.26          | Equities   |
| ECOPETROL S A                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1261869.00        | $18902797.62       | Equities   |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $8366.00           | $71529.30          | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $227010.00         | $29549891.70       | Equities   |
| KASPI KZ JSC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $36.00             | $2599.92           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL HLT   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $29.64             | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $1037.00           | $45119.87          | Equities   |
| JETBLUE AIRWAYS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $29424.00          | $121226.88         | Equities   |
| INTERNATIONAL MONEY EXPRESS    COM              | 2500-12-31      | N/A      | 0.0000% | $8062.00           | $127379.60         | Equities   |
| OPORTUN FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $9475.00           | $41974.25          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 MOMNTM   | 2500-12-31      | N/A      | 0.0000% | $96.00             | $10352.64          | Equities   |
| PAN AMERN SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $933080.00         | $47736372.80       | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $518493.00         | $13392674.19       | Equities   |
| QUANTUM COMPUTING INC          COM              | 2500-12-31      | N/A      | 0.0000% | $17082.00          | $107787.42         | Equities   |
| PURECYCLE TECHNOLOGIES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8402.00           | $42514.12          | Equities   |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $12410.00          | $1230859.79        | Equities   |
| RE/MAX HLDGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $23032.00          | $133585.60         | Equities   |
| MANITOWOC CO INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8996.00           | $101384.92         | Equities   |
| M-TRON INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2647.60           | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $3991.00           | $9658.22           | Equities   |
| VODAFONE GROUP PLC             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $800546.00         | $11768026.20       | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1.00              | $58.49             | Equities   |
| METHODE ELECTRS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2809.00           | $15196.69          | Equities   |
| SYNTEC OPTICS HLDGS INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $760.00            | $4985.60           | Equities   |
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $10323773.00       | $56883989.23       | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $162.94            | Equities   |
| TOOTSIE ROLL INDS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2212.00           | $94739.96          | Equities   |
| KITE REALTY GROUP TRUST        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1149.15           | Equities   |
| UNISYS CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $65758.00          | $132831.16         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $819.00            | $15151.50          | Equities   |
| REPAY HLDGS CORP               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $67554.00          | $210768.48         | Equities   |
| ESSENT GROUP LTD               COM              | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1746.00           | Equities   |
| KIMBALL ELECTRONICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1701.00           | $39701.34          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET IND | 2500-12-31      | N/A      | 0.0000% | $236216.00         | $36993787.76       | Equities   |
| CAPITAL CLEAN ENERGY CARRIERS  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $19.61             | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $576184.00         | $12797046.64       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $4.00              | $129.36            | Equities   |
| ALT5 SIGMA CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $96.00             | $107.52            | Equities   |
| FORWARD INDUSTRIES INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10634.00          | $45832.54          | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $58664.00          | $2963118.64        | Equities   |
| KORE GROUP HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5.00              | $45.00             | Equities   |
| KB FINL GROUP INC              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $160297.00         | $15632163.44       | Equities   |
| JUMIA TECHNOLOGIES AG          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2911.00           | $18688.62          | Equities   |
| KEROS THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2488.00           | $26571.84          | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1376.96           | Equities   |
| FIRSTSUN CAP BANCORP           COM              | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $207872.00         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $25.00             | $2647.75           | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2496.60           | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10262.00          | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $200.00            | $18514.00          | Equities   |
| NATHANS FAMOUS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $964.00            | $97219.40          | Equities   |
| ISHARES TR                     ESG AWR US AGRGT | 2500-12-31      | N/A      | 0.0000% | $87.00             | $4127.28           | Equities   |
| MAMAS CREATIONS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $13206.00          | $200070.90         | Equities   |
| 908 DEVICES INC                COM              | 2500-12-31      | N/A      | 0.0000% | $36468.00          | $209691.00         | Equities   |
| AVIDBANK HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $6895.00           | $192784.20         | Equities   |
| SIDUS SPACE INC                CL A COM NEW     | 2500-12-31      | N/A      | 0.0000% | $11.00             | $23.65             | Equities   |
| MARQETA INC                    CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $9732.00           | $39219.96          | Equities   |
| SABINE RTY TR                  UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $472.00            | $35971.12          | Equities   |
| ANNOVIS BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $8040.00           | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1535.00           | $42596.25          | Equities   |
| ARROW FINL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1091.00           | $36384.85          | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $336620.00         | $11828826.80       | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $22570.00          | $4928159.50        | Equities   |
| AUREUS GREENWAY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $55.93             | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $1774.00           | $42345.38          | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $1256938.00        | $30003110.06       | Equities   |
| COMMUNITY HEALTH SYS INC NEW   COM              | 2500-12-31      | N/A      | 0.0000% | $27260.00          | $78236.20          | Equities   |
| CRESUD S A C I F Y A           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $602.00            | $7374.50           | Equities   |
| CEMEX SA EURO MTN BE 144A      SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $6857120.00        | $73439755.20       | Equities   |
| CARRIAGE SVCS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1867.00           | $83697.61          | Equities   |
| EASTERN CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $2453.00           | $49207.18          | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $61.00             | $76.86             | Equities   |
| EVOLENT HEALTH INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $89963.00          | $195219.71         | Equities   |
| ATOMERA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $38267.00          | $136995.86         | Equities   |
| ANHEUSER BUSCH INBEV SA NV     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1539598.00        | $105046771.54      | Equities   |
| BANCFIRST CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $22.00             | $2374.24           | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $155934.00         | $5554369.08        | Equities   |
| ANTERIS TECHNOLOGIES GLOBAL    COM              | 2500-12-31      | N/A      | 0.0000% | $70.00             | $357.70            | Equities   |
| AUTOLIV INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $66.00             | $6664.02           | Equities   |
| DONEGAL GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $12924.00          | $221517.36         | Equities   |
| CAMP4 THERAPEUTICS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $11219.00          | $44876.00          | Equities   |
| CANDEL THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $83.00             | $371.84            | Equities   |
| CENTURY COMMUNITIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2305.00           | $128088.85         | Equities   |
| CURIOSITYSTREAM INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4543.00           | $13174.70          | Equities   |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $2310.00           | $51489.90          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $104.02            | Equities   |
| ISHARES TR                     S&P SML 600 GWT  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $139.81            | Equities   |
| TIM S A                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $267043.00         | $6801585.21        | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $45.00             | $2887.34           | Equities   |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $47894.00          | $3174893.26        | Equities   |
| ISHARES TR                     US TECH BRKTHR   | 2500-12-31      | N/A      | 0.0000% | $112.00            | $6004.32           | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $2581591.00        | $124742477.12      | Equities   |
| ROCKWELL AUTOMATION INC        COM              | 2500-12-31      | N/A      | 0.0000% | $16.00             | $5576.16           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT BASC | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2631.01           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $428.00            | $28427.76          | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $162322.00         | $13786007.46       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP LOW    | 2500-12-31      | N/A      | 0.0000% | $102.00            | $4777.68           | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $1.00              | $159.66            | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $876.00            | $21716.04          | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3177398.00        | $25006122.26       | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $40505.00          | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $37.00             | $4965.03           | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $95.76             | Equities   |
| NATURES SUNSHINE PRODS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8367.00           | $201979.38         | Equities   |
| NOVARTIS AG                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $23.00             | $3458.28           | Equities   |
| FIVE9 INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $10173.00          | $150255.21         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $309.00            | $28388.79          | Equities   |
| GOLD FIELDS LTD                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $225.00            | $9517.50           | Equities   |
| GLOBAL X FDS                   LITHIUM BTRY ETF | 2500-12-31      | N/A      | 0.0000% | $85.00             | $6163.35           | Equities   |
| GCM GROSVENOR INC              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2542.00           | $24606.56          | Equities   |
| ORANGE CNTY BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1710.00           | $55198.80          | Equities   |
| KAISER ALUMINIUM CORPORATION   COM PAR $0.01    | 2500-12-31      | N/A      | 0.0000% | $1962.00           | $224923.68         | Equities   |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $13373.00          | $45869.39          | Equities   |
| NATIXIS ETF TRUST II           NATIXIS LOOMIS   | 2500-12-31      | N/A      | 0.0000% | $980.00            | $37161.60          | Equities   |
| HARMONY GOLD MNG LTD           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $503786.00         | $7133609.76        | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $394131.00         | $124742461.50      | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $2209709.00        | $55684666.80       | Equities   |
| UPEXI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $63.00             | $59.79             | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $49431.00          | $2791368.57        | Equities   |
| HONDA MOTOR CO LTD             ADR ECH CNV IN 3 | 2500-12-31      | N/A      | 0.0000% | $771039.00         | $18235072.35       | Equities   |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $93058.00          | $29778.56          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    US EQTY OPPT ETF | 2500-12-31      | N/A      | 0.0000% | $93.00             | $14149.02          | Equities   |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $267.00            | $9814.92           | Equities   |
| ONITY GROUP INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12.00             | $462.48            | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $17320.00          | Equities   |
| HOLLEY INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $5463.00           | $16279.74          | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $1399.00           | $21684.50          | Equities   |
| HURCO CO                       COM              | 2500-12-31      | N/A      | 0.0000% | $30.00             | $443.40            | Equities   |
| J & J SNACK FOODS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $2074.00           | $167371.80         | Equities   |
| GEVO INC                       COM PAR          | 2500-12-31      | N/A      | 0.0000% | $2.00              | $5.55              | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $14267376.00       | $49365120.96       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $22411.00          | $5067127.10        | Equities   |
| ENVELA CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $1007.00           | $16957.88          | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $2.00              | $102.74            | Equities   |
| ZIMMER BIOMET HOLDINGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $64.00             | $5671.68           | Equities   |
| SIGNET JEWELERS LIMITED        SHS              | 2500-12-31      | N/A      | 0.0000% | $79.00             | $6402.95           | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $27.45             | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $2882.00           | $29972.80          | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $498955.00         | $8527140.95        | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $8569594.00        | $29993579.00       | Equities   |
| ANIKA THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $8580.00           | $121235.40         | Equities   |
| BANK HAWAII CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $10.00             | $727.60            | Equities   |
| ELECTROMED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1522.00           | $37045.48          | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $1615.00           | $26534.45          | Equities   |
| CENTRAL PUERTO S A             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $635.00            | $9817.10           | Equities   |
| CHOICEONE FINANCIA             COM              | 2500-12-31      | N/A      | 0.0000% | $2015.00           | $56017.00          | Equities   |
| COMMERCIAL METALS CO           COM              | 2500-12-31      | N/A      | 0.0000% | $1009.00           | $60630.81          | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $3.19              | Equities   |
| CITIZENS CMNTY BANCORP INC MD  COM              | 2500-12-31      | N/A      | 0.0000% | $1963.00           | $38396.28          | Equities   |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $94.00             | $2766.42           | Equities   |
| CEVA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $9637.00           | $165852.77         | Equities   |
| CERIBELL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $15.00             | $266.40            | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $206407.00         | $5692705.06        | Equities   |
| CARNIVAL CORP                  COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2021.00           | $48423.16          | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $26417.00          | $31172.06          | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1279.00           | $3849.79           | Equities   |
| TAKEDA PHARMACEUTICAL CO LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1633622.00        | $29846273.94       | Equities   |
| TASKUS INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $6357.00           | $40684.80          | Equities   |
| PERSPECTIVE THERAPEUTICS INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $168780.00         | $646427.40         | Equities   |
| RIBBON COMMUNICATIONS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $80128.00          | $166265.60         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $4249.00           | $187763.31         | Equities   |
| CALEDONIA MNG CORP             SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $730.00            | $16089.20          | Equities   |
| WISDOMTREE TR                  WISDOMTREE US VA | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2518.56           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $165.00            | $14762.55          | Equities   |
| FIDELIS INSURANCE HOLDINGS LTD COM              | 2500-12-31      | N/A      | 0.0000% | $30.00             | $575.40            | Equities   |
| AFYA LTD                       CL A COM         | 2500-12-31      | N/A      | 0.0000% | $1587.00           | $23678.04          | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1894.50           | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $488.00            | $25288.16          | Equities   |
| PROFESIONALLY MANAGED PORTFOLI AKRE FOCUS ETF   | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1405.35           | Equities   |
| PLEXUS CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $1350.79           | Equities   |
| PROSHARES TR                   ULTRA ETHER ETF  | 2500-12-31      | N/A      | 0.0000% | $12.00             | $167.52            | Equities   |
| LIQUIDITY SVCS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $3780.00           | $112568.40         | Equities   |
| METAGENOMI THERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $163.00            | $206.19            | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4242280.00        | $47258999.20       | Equities   |
| SKYWARD SPECIALTY INS GROUP IN COM              | 2500-12-31      | N/A      | 0.0000% | $1547.00           | $67650.31          | Equities   |
| SOUTH PLAINS FINANCIAL INC     COM              | 2500-12-31      | N/A      | 0.0000% | $5485.00           | $228559.95         | Equities   |
| STANDARD MTR PRODS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1149.00           | $40582.68          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $2384.00           | $173436.00         | Equities   |
| MODINE MFG CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $92.00             | $18600.56          | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $99241.00          | $7406355.83        | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $8261092.00        | $124742489.20      | Equities   |
| SUMMIT HOTEL PPTYS             COM              | 2500-12-31      | N/A      | 0.0000% | $28088.00          | $122463.68         | Equities   |

### Security 616: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ETJE3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1ETJE3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DR3250 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1063930.00        | $1101235.64        | Agency Mortgage-Backed Securities         |
| GNII SF DO6965 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1283958.00        | $1328501.99        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $398200.00         | $305014.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.94            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $3000.00           | $3145.45           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $3419900.00        | $3366918.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $7600.00           | $7638.96           | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLSD8328   | 2053-06-01      | 4.5000%  | 0.0000% | $10214.00          | $8141.98           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60659 G   | 2046-08-01      | 3.5000%  | 0.0000% | $2000.00           | $350.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2716   | 2055-08-01      | 5.0000%  | 0.0000% | $1007000.00        | $989242.68         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3833   | 2049-11-01      | 2.5000%  | 0.0000% | $1387000.00        | $270378.00         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3763   | 2049-08-01      | 4.5000%  | 0.0000% | $1002.00           | $96.34             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2796   | 2055-06-01      | 5.0000%  | 0.0000% | $75489.00          | $71989.86          | Agency Mortgage-Backed Securities         |
| GNPL PN DM8128         | 2061-03-15      | 5.7100%  | 0.0000% | $50041.00          | $52077.13          | Agency Mortgage-Backed Securities         |
| GNII SF DM7982 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1049778.00        | $1082455.73        | Agency Mortgage-Backed Securities         |
| GNII SF MB0229 M       | 2036-05-20      | 3.0000%  | 0.0000% | $123976.00         | $101797.97         | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M       | 2056-01-20      | 5.0000%  | 0.0000% | $14134544.00       | $13987062.24       | Agency Mortgage-Backed Securities         |
| GNII SF DQ9169 C       | 2056-03-20      | 5.0000%  | 0.0000% | $3931656.00        | $3917956.80        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2447 C       | 2056-03-20      | 6.5000%  | 0.0000% | $3342100.00        | $3529467.04        | Agency Mortgage-Backed Securities         |
| GNII SF BG8358 C       | 2048-06-20      | 4.0000%  | 0.0000% | $330889.00         | $62468.20          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1124   | 2055-04-01      | 6.0000%  | 0.0000% | $4339000.00        | $3830062.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $666.05            | Agency Mortgage-Backed Securities         |
| GNII SF DJ1619 C       | 2055-04-20      | 6.5000%  | 0.0000% | $399037.00         | $359295.74         | Agency Mortgage-Backed Securities         |
| GNII SP 788489 M       | 2051-07-20      | 5.0000%  | 0.0000% | $1313694.00        | $1325127.81        | Agency Mortgage-Backed Securities         |
| GNII SF BP1451 C       | 2049-08-20      | 3.0000%  | 0.0000% | $1317126.00        | $139546.73         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $6751300.00        | $6691755.48        | U.S. Treasuries (including strips)        |
| GNII SP 786726 C       | 2051-03-20      | 2.0000%  | 0.0000% | $341000.00         | $219503.35         | Agency Mortgage-Backed Securities         |
| GNMI SP 788076 X       | 2048-06-15      | 3.5000%  | 0.0000% | $2483444.00        | $2176595.32        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8054 C       | 2056-03-20      | 5.5000%  | 0.0000% | $2284768.00        | $2368811.67        | Agency Mortgage-Backed Securities         |
| GNII SF MB0940 M       | 2055-10-20      | 7.0000%  | 0.0000% | $10106016.00       | $10503136.54       | Agency Mortgage-Backed Securities         |
| GNII SF MB0870 M       | 2055-12-20      | 4.5000%  | 0.0000% | $52000.00          | $50115.82          | Agency Mortgage-Backed Securities         |
| GNII SF DQ8006 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1926781.00        | $2011692.95        | Agency Mortgage-Backed Securities         |
| GNII SP 784975 C       | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $27.82             | Agency Mortgage-Backed Securities         |
| GNMI SP 783609 X       | 2040-10-15      | 4.5000%  | 0.0000% | $5497584.00        | $193010.52         | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $38000.00          | $34161.13          | Agency Mortgage-Backed Securities         |
| GNII SF DQ4087 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1195698.00        | $1238039.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3937   | 2050-02-01      | 3.0000%  | 0.0000% | $718000.00         | $120602.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4419   | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $486.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.700 CA905475   | 2036-11-01      | 5.7000%  | 0.0000% | $489559.00         | $11070.62          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890882   | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $91.71             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563   | 2052-03-01      | 2.5000%  | 0.0000% | $532000.00         | $342122.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM4934   | 2035-11-01      | 2.0000%  | 0.0000% | $4294992.00        | $1864576.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB8284   | 2042-04-01      | 3.5000%  | 0.0000% | $12570816.00       | $1689155.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4962   | 2053-03-01      | 4.0000%  | 0.0000% | $722999.00         | $572829.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $502586.00         | $323754.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAB8401   | 2038-02-01      | 3.0000%  | 0.0000% | $1998000.00        | $205889.52         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $74.87             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3546   | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $51.82             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5544   | 2053-02-01      | 4.5000%  | 0.0000% | $234000.00         | $170966.92         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA4248   | 2052-09-01      | 2.5000%  | 0.0000% | $1060391.00        | $889658.90         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4056   | 2036-07-01      | 2.5000%  | 0.0000% | $8452656.00        | $5516334.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTFA2301   | 2045-05-01      | 6.5000%  | 0.0000% | $35075080.00       | $27146922.61       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA1000   | 2055-02-01      | 7.0000%  | 0.0000% | $113978335.00      | $70673491.92       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461   | 2035-03-01      | 2.5000%  | 0.0000% | $1301000.00        | $204432.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4950   | 2050-01-01      | 3.5000%  | 0.0000% | $5686000.00        | $1451374.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7425   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8061   | 2054-06-01      | 6.5000%  | 0.0000% | $1034868.00        | $1068275.89        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 4.6722%  | 0.0000% | $57913279.00       | $57587152.24       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAP6326   | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $121.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5017   | 2030-03-01      | 3.0000%  | 0.0000% | $1003.00           | $115.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7843   | 2055-01-01      | 6.5000%  | 0.0000% | $6886876.00        | $3052432.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0561   | 2061-09-01      | 3.0000%  | 0.0000% | $62968.00          | $39179.12          | Agency Mortgage-Backed Securities         |
| GNII SF BR8755 C       | 2050-02-20      | 3.0000%  | 0.0000% | $997999.00         | $300048.69         | Agency Mortgage-Backed Securities         |
| GNCL CL CP2704         | 2067-03-15      | 5.5800%  | 0.0000% | $1101192.00        | $1150397.66        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $575500.00         | $792085.18         | U.S. Treasuries (including strips)        |
| GNII SF DR0947 C       | 2056-03-20      | 5.5000%  | 0.0000% | $334369.00         | $340955.18         | Agency Mortgage-Backed Securities         |
| GNII SF MB0683 M       | 2055-10-20      | 4.0000%  | 0.0000% | $9133430.00        | $8469307.57        | Agency Mortgage-Backed Securities         |
| GNII SF DO0918 C       | 2056-01-20      | 5.5000%  | 0.0000% | $708053.00         | $732598.07         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | 0.0000% | $22000.00          | $21605.28          | U.S. Treasuries (including strips)        |
| GNPL PN CP3736         | 2058-02-15      | 4.9500%  | 0.0000% | $485816.00         | $474879.18         | Agency Mortgage-Backed Securities         |
| GNPL PN CO1754         | 2058-05-15      | 4.7900%  | 0.0000% | $417100.00         | $404157.00         | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $352738.00         | $238060.75         | Agency Mortgage-Backed Securities         |
| GNII SP 786579 C       | 2053-03-20      | 5.5000%  | 0.0000% | $164170.00         | $112350.59         | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $6144.00           | $6119.55           | Agency Mortgage-Backed Securities         |
| GNII SP 787113 C       | 2050-05-20      | 3.0000%  | 0.0000% | $377419.00         | $261375.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $3038144.00        | $2050975.25        | Agency Mortgage-Backed Securities         |
| GNII SP 786936 C       | 2053-09-20      | 6.0000%  | 0.0000% | $123000.00         | $94656.29          | Agency Mortgage-Backed Securities         |
| GNII SF DP2999 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1661790.00        | $1696586.56        | Agency Mortgage-Backed Securities         |
| GNII SF DN3225 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2491464.00        | $2621513.56        | Agency Mortgage-Backed Securities         |
| GNII SF DN7645 C       | 2055-12-20      | 5.5000%  | 0.0000% | $3476076.00        | $3562178.96        | Agency Mortgage-Backed Securities         |
| GNII SF BA6038 C       | 2047-05-20      | 3.5000%  | 0.0000% | $1203732.00        | $291929.16         | Agency Mortgage-Backed Securities         |
| GNII SF BM9738 C       | 2049-10-20      | 4.5000%  | 0.0000% | $159000.00         | $34303.86          | Agency Mortgage-Backed Securities         |
| GNII SF DN6355 C       | 2056-01-20      | 5.5000%  | 0.0000% | $558178.00         | $577496.68         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $196.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $832700.00         | $637896.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $855100.00         | $885760.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $14500000.00       | $14641474.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $676300.00         | $677402.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $499900.00         | $450537.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $46900.00          | $41615.17          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $105.63            | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $375134041.00      | $65067165.72       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $499852094.00      | $64490662.35       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G30670 G   | 2033-12-01      | 4.5000%  | 0.0000% | $1931.00           | $114.53            | Agency Mortgage-Backed Securities         |
| GNII SF DO3165 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1766906.00        | $1840692.19        | Agency Mortgage-Backed Securities         |
| GNMI SF 642081 X       | 2036-07-15      | 6.5000%  | 0.0000% | $1076912.00        | $57953.13          | Agency Mortgage-Backed Securities         |
| GNPL PN CP2703         | 2060-04-15      | 5.1700%  | 0.0000% | $250000.00         | $251433.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2861   | 2055-10-01      | 6.0000%  | 0.0000% | $7643100.00        | $7594722.61        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA3729   | 2056-01-01      | 4.5000%  | 0.0000% | $2979124.00        | $2890190.82        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA7692   | 2056-03-01      | 6.0000%  | 0.0000% | $5692241.00        | $5850823.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1814   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $927.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $217200.00         | $95310.40          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4418   | 2036-09-01      | 2.0000%  | 0.0000% | $6863416.00        | $3536170.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3006   | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $104.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6466   | 2050-12-01      | 4.5000%  | 0.0000% | $138000.00         | $105988.79         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $941.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3512   | 2052-01-01      | 3.5000%  | 0.0000% | $184000.00         | $119957.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6407   | 2050-07-01      | 2.5000%  | 0.0000% | $11435889.00       | $4084515.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM1031   | 2043-09-01      | 3.0000%  | 0.0000% | $147000.00         | $38153.82          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6768   | 2053-07-01      | 5.5000%  | 0.0000% | $2603652.00        | $2232984.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9683   | 2056-01-01      | 5.0000%  | 0.0000% | $27794.00          | $27431.57          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6560   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $838.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $828.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4613   | 2052-09-01      | 4.5000%  | 0.0000% | $601081.00         | $458381.56         | Agency Mortgage-Backed Securities         |
| GNPL PN DO8308         | 2061-02-15      | 5.2300%  | 0.0000% | $421200.00         | $426926.87         | Agency Mortgage-Backed Securities         |
| GNII SP 783525 C       | 2031-12-20      | 4.5000%  | 0.0000% | $2489000.00        | $65493.00          | Agency Mortgage-Backed Securities         |
| GNMI SF 670823 X       | 2037-12-15      | 5.5000%  | 0.0000% | $4177938.00        | $34267.47          | Agency Mortgage-Backed Securities         |
| GNII SF DO9086 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1401892.00        | $1397383.42        | Agency Mortgage-Backed Securities         |
| GNII SF DO0915 C       | 2056-01-20      | 5.5000%  | 0.0000% | $124754.00         | $129039.80         | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $150114.00         | $97451.74          | Agency Mortgage-Backed Securities         |
| GNII JM MB0925 M       | 2056-01-20      | 5.5000%  | 0.0000% | $1075026.00        | $1079025.41        | Agency Mortgage-Backed Securities         |
| GNII SF MB0996 M       | 2056-02-20      | 5.0000%  | 0.0000% | $208309.00         | $206975.13         | Agency Mortgage-Backed Securities         |
| GNII SF DQ2386 C       | 2056-03-20      | 5.5000%  | 0.0000% | $9612976.00        | $9917893.19        | Agency Mortgage-Backed Securities         |
| GNII SP 785283 C       | 2051-01-20      | 2.5000%  | 0.0000% | $266995.00         | $120880.19         | Agency Mortgage-Backed Securities         |
| GNII SP 787790 C       | 2050-02-20      | 5.0000%  | 0.0000% | $13026354.00       | $11463545.02       | Agency Mortgage-Backed Securities         |
| GNCL CL DK1400         | 2067-11-15      | 6.2100%  | 0.0000% | $321867.00         | $345017.61         | Agency Mortgage-Backed Securities         |
| GNII SF MB0422 M       | 2055-05-20      | 4.5000%  | 0.0000% | $155000.00         | $147122.60         | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $1638164.00        | $1607110.38        | Agency Mortgage-Backed Securities         |
| GNII SF AH5884 C       | 2044-07-20      | 4.2500%  | 0.0000% | $224927.00         | $67452.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $14027.00          | $9984.30           | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $11846800.00       | $8432450.15        | Agency Mortgage-Backed Securities         |
| GNII SF DI3415 C       | 2055-04-20      | 6.5000%  | 0.0000% | $51733.00          | $37476.37          | Agency Mortgage-Backed Securities         |
| GNII SF MA8799 M       | 2053-04-20      | 4.5000%  | 0.0000% | $27951.00          | $21906.15          | Agency Mortgage-Backed Securities         |
| GNII SF DN3418 C       | 2055-11-20      | 5.5000%  | 0.0000% | $4789790.00        | $4801983.51        | Agency Mortgage-Backed Securities         |
| GNPL PN DF4296         | 2060-05-15      | 5.3900%  | 0.0000% | $496000.00         | $506281.33         | Agency Mortgage-Backed Securities         |
| GNII ET DJ2029 C       | 2065-03-20      | 3.0000%  | 0.0000% | $30355.00          | $26571.19          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5791   | 2055-08-01      | 5.0000%  | 0.0000% | $3519164.00        | $3348106.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1505   | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $888.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 REAE7780   | 2040-12-01      | 3.5000%  | 0.0000% | $3496000.00        | $241751.16         | Agency Mortgage-Backed Securities         |
| GNII SF MA2148 M       | 2044-08-20      | 3.5000%  | 0.0000% | $2005.00           | $140.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733   | 2052-09-01      | 4.5000%  | 0.0000% | $70355948.00       | $52038997.38       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $1001.00           | $800.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7408   | 2052-04-01      | 2.5000%  | 0.0000% | $199000.00         | $143490.61         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $433200.00         | $433112.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $2000600.00        | $2006597.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $1986000.00        | $1974952.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $7800.00           | $7652.52           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.79            | U.S. Treasuries (including strips)        |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $8977.00           | $87.51             | Agency Mortgage-Backed Securities         |
| GNII SF DR3681 C       | 2056-03-20      | 5.5000%  | 0.0000% | $98234.00          | $100957.28         | Agency Mortgage-Backed Securities         |
| GNII SF DR0976 C       | 2056-03-20      | 5.5000%  | 0.0000% | $8001.00           | $8295.31           | Agency Mortgage-Backed Securities         |
| GNII SF 004961 M       | 2036-10-20      | 6.0000%  | 0.0000% | $1998.00           | $61.15             | Agency Mortgage-Backed Securities         |
| GNPL PN DL7519         | 2060-10-15      | 4.4200%  | 0.0000% | $2065744.00        | $1967011.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $83000.00          | $38191.92          | Agency Mortgage-Backed Securities         |
| GNRA 2025-135 FN       | 2055-08-20      | 4.7529%  | 0.0000% | $16064100.00       | $15664263.04       | Agency Collateralized Mortgage Obligation |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $51351.00          | $522.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8611   | 2054-05-01      | 5.0000%  | 0.0000% | $423067.00         | $360843.79         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0435   | 2051-05-01      | 2.0000%  | 0.0000% | $85504085.00       | $48146504.74       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $13249962.00       | $9442185.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $119015961.00      | $69746843.73       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6619%  | 0.0000% | $127872498.00      | $121161637.48      | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2056-02-25      | 4.6119%  | 0.0000% | $36529107.00       | $35124510.22       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLMA5188   | 2053-11-01      | 4.5000%  | 0.0000% | $29562.00          | $24915.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $228593.00         | $127661.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5076   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.16            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX4666   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $840.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8303   | 2054-06-01      | 6.0000%  | 0.0000% | $7001.00           | $6030.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.600 CA969582   | 2037-12-01      | 5.6000%  | 0.0000% | $453333.00         | $35890.32          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1668.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5723   | 2056-04-01      | 5.0000%  | 0.0000% | $6544144.00        | $6531073.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0545   | 2054-12-01      | 5.5000%  | 0.0000% | $26347904.00       | $21489700.86       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9242   | 2051-10-01      | 3.0000%  | 0.0000% | $18367027.00       | $10835010.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5098   | 2056-03-01      | 5.0000%  | 0.0000% | $5871312.00        | $5800120.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3902   | 2056-03-01      | 5.0000%  | 0.0000% | $16688622.00       | $16548999.43       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDG1986   | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.62           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM8448   | 2051-07-01      | 2.0000%  | 0.0000% | $22859.00          | $12947.27          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCC0307   | 2055-04-01      | 7.0000%  | 0.0000% | $1038272.00        | $747615.11         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0399   | 2055-05-01      | 5.5000%  | 0.0000% | $9271952.00        | $8646103.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4094   | 2052-11-01      | 5.0000%  | 0.0000% | $1098000.00        | $777336.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA6119   | 2056-02-01      | 4.5000%  | 0.0000% | $2316888.00        | $2237923.11        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1225   | 2040-07-01      | 4.5000%  | 0.0000% | $6494992.00        | $433417.20         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5626   | 2053-08-01      | 5.0000%  | 0.0000% | $1640980.00        | $1382643.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0128   | 2054-06-25      | 6.5000%  | 0.0000% | $4052100.00        | $2873284.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6838   | 2053-11-01      | 5.5000%  | 0.0000% | $1160022.00        | $915384.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $914.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M       | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $85.29             | Agency Mortgage-Backed Securities         |
| GNII ET DN4097 C       | 2065-09-20      | 6.5000%  | 0.0000% | $6008712.00        | $6280792.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4421   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities         |
| GNII SF BM1773 C       | 2049-04-20      | 4.5000%  | 0.0000% | $198000.00         | $41505.99          | Agency Mortgage-Backed Securities         |
| GNMI JP 783707 X       | 2028-01-15      | 2.5000%  | 0.0000% | $563729.00         | $8591.51           | Agency Mortgage-Backed Securities         |
| GNII SF DR3266 C       | 2056-03-20      | 5.0000%  | 0.0000% | $3729336.00        | $3716341.75        | Agency Mortgage-Backed Securities         |
| GNII SF DO6775 C       | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.63           | Agency Mortgage-Backed Securities         |
| GNII SF DM4814 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1265236.00        | $1326530.36        | Agency Mortgage-Backed Securities         |
| GNII SF DR0790 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1338764.00        | $1378000.94        | Agency Mortgage-Backed Securities         |
| GNII SF DO6967 C       | 2056-01-20      | 5.5000%  | 0.0000% | $689088.00         | $712949.05         | Agency Mortgage-Backed Securities         |
| GNII SF DR0789 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1687721.00        | $1690905.17        | Agency Mortgage-Backed Securities         |
| GNMI SP 782449 X       | 2038-09-15      | 6.0000%  | 0.0000% | $5297448.00        | $41929.76          | Agency Mortgage-Backed Securities         |
| GNII SP 786126 M       | 2049-12-20      | 4.5000%  | 0.0000% | $115763870.00      | $70060918.21       | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $100000.00         | $83533.23          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $101700.00         | $100206.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $29248200.00       | $24432920.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $39341800.00       | $25489148.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $88900.00          | $74852.61          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $200.36            | U.S. Treasuries (including strips)        |
| GNMI SF 738653 X       | 2041-08-15      | 4.5000%  | 0.0000% | $1079668.00        | $27772.13          | Agency Mortgage-Backed Securities         |
| GNII SF DQ0849 C       | 2056-03-20      | 6.0000%  | 0.0000% | $455788.00         | $464798.93         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $175900.00         | $174876.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $40863700.00       | $30095437.07       | U.S. Treasuries (including strips)        |
| GNMI SF 752200 X       | 2046-04-15      | 3.0000%  | 0.0000% | $320000.00         | $146692.56         | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $13391700.00       | $1277520.49        | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $5771443.00        | $5331545.57        | Agency Mortgage-Backed Securities         |
| GNII SF DP7284 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.07           | Agency Mortgage-Backed Securities         |
| GNII SP 785248 C       | 2050-12-20      | 4.0000%  | 0.0000% | $23403456.00       | $7422863.77        | Agency Mortgage-Backed Securities         |
| GNII SF DN9417 C       | 2055-11-20      | 6.5000%  | 0.0000% | $5000.00           | $5255.24           | Agency Mortgage-Backed Securities         |
| GNII SF DP0978 C       | 2055-12-20      | 5.5000%  | 0.0000% | $592715.00         | $612457.50         | Agency Mortgage-Backed Securities         |
| GNII SF MB0973 M       | 2041-03-20      | 4.0000%  | 0.0000% | $2689341.00        | $2625989.09        | Agency Mortgage-Backed Securities         |
| GNII SF DO0134 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1804346.00        | $1896856.27        | Agency Mortgage-Backed Securities         |
| GNII SF CY6211 C       | 2054-01-20      | 7.0000%  | 0.0000% | $655882.00         | $134158.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M       | 2052-07-20      | 4.5000%  | 0.0000% | $19169.00          | $13671.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA8125 M       | 2037-07-20      | 3.5000%  | 0.0000% | $59000.00          | $32319.20          | Agency Mortgage-Backed Securities         |
| GNMI SF 723622 X       | 2040-01-15      | 4.5000%  | 0.0000% | $821000.00         | $27627.43          | Agency Mortgage-Backed Securities         |
| GNII SF DF2864 C       | 2055-03-20      | 6.5000%  | 0.0000% | $138318.00         | $115247.03         | Agency Mortgage-Backed Securities         |
| GNII SF CS7736 C       | 2053-04-20      | 6.0000%  | 0.0000% | $170000.00         | $125608.21         | Agency Mortgage-Backed Securities         |
| GNII ET DN3663 C       | 2065-10-20      | 6.5000%  | 0.0000% | $1747021.00        | $1829723.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1274   | 2054-04-01      | 6.0000%  | 0.0000% | $97925.00          | $72212.11          | Agency Mortgage-Backed Securities         |
| GNII SF DM4782 C       | 2055-12-20      | 5.0000%  | 0.0000% | $4460736.00        | $4446244.23        | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $1134300.00        | $546703.19         | Agency Mortgage-Backed Securities         |
| GNMI SF BR7746 X       | 2049-12-15      | 3.0000%  | 0.0000% | $1309522.00        | $559733.69         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4050   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $863.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7475   | 2056-03-01      | 5.5000%  | 0.0000% | $2408072.00        | $2444331.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5803   | 2055-06-01      | 5.5000%  | 0.0000% | $1061386.00        | $990708.99         | Agency Mortgage-Backed Securities         |
| GNMI SF AM8935 X       | 2045-07-15      | 4.0000%  | 0.0000% | $5539.00           | $291.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWMA1554   | 2028-08-01      | 3.0000%  | 0.0000% | $1000.00           | $37.81             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5352   | 2054-05-01      | 5.0000%  | 0.0000% | $3106002.00        | $2615178.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2932   | 2055-09-01      | 5.5000%  | 0.0000% | $1389427.00        | $1401800.43        | Agency Mortgage-Backed Securities         |
| GNII SF DM4780 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1474809.00        | $1525580.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA8049 M       | 2052-05-20      | 6.0000%  | 0.0000% | $193000.00         | $89416.76          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA0738   | 2041-04-01      | 4.5000%  | 0.0000% | $18000000.00       | $48424.09          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $9241100.00        | $8047082.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $12776400.00       | $12898964.85       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1575500.00        | $1529735.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.22             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1916500.00        | $1898023.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $60709200.00       | $60123921.05       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $5539400.00        | $4469227.12        | U.S. Treasuries (including strips)        |
| GNII SP 788486 C       | 2052-09-20      | 4.5000%  | 0.0000% | $1981742.00        | $1906735.74        | Agency Mortgage-Backed Securities         |
| GNMI SP 788461 X       | 2052-07-15      | 5.0000%  | 0.0000% | $11783957.00       | $11894343.26       | Agency Mortgage-Backed Securities         |
| GNII AP 788244 M       | 2054-10-20      | 5.5000%  | 0.0000% | $252092.00         | $211172.92         | Agency Mortgage-Backed Securities         |
| GNII SP 783530 M       | 2041-12-20      | 5.5000%  | 0.0000% | $1392000.00        | $46217.75          | Agency Mortgage-Backed Securities         |
| GNII EP 787736 C       | 2064-12-20      | 7.0000%  | 0.0000% | $3169532.00        | $1851091.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $23124.00          | $16816.57          | Agency Mortgage-Backed Securities         |
| GNII SF DP4747 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1154151.00        | $1196604.52        | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $54651352.00       | $34662455.32       | Agency Collateralized Mortgage Obligation |
| GNII SF DP6991 C       | 2056-01-20      | 5.0000%  | 0.0000% | $2809808.00        | $2801666.92        | Agency Mortgage-Backed Securities         |
| GNII SF 618393 C       | 2041-09-20      | 4.0000%  | 0.0000% | $746017.00         | $37456.05          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $200.00            | $261.83            | U.S. Treasuries (including strips)        |
| GNII SF 755680 C       | 2040-12-20      | 4.0000%  | 0.0000% | $625893.00         | $76020.43          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $1479000.00        | $1396590.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $400200.00         | $399269.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $493600.00         | $494017.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $7661600.00        | $7511919.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $2127500.00        | $2410175.98        | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLTA9960   | 2056-04-01      | 5.0000%  | 0.0000% | $2509640.00        | $2516989.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3489   | 2033-10-01      | 3.5000%  | 0.0000% | $452000.00         | $30057.81          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2933   | 2055-09-01      | 6.0000%  | 0.0000% | $4251012.00        | $4237721.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $722.86            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4589   | 2032-04-01      | 2.0000%  | 0.0000% | $1196.00           | $522.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3692   | 2049-07-01      | 3.5000%  | 0.0000% | $646000.00         | $55939.22          | Agency Mortgage-Backed Securities         |
| GNII SF MA7767 M       | 2051-12-20      | 2.5000%  | 0.0000% | $66000.00          | $39496.48          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0955   | 2055-04-01      | 6.5000%  | 0.0000% | $1928663.00        | $1777767.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA8103 M       | 2052-06-20      | 5.5000%  | 0.0000% | $92000.00          | $53555.37          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3995   | 2055-05-01      | 5.5000%  | 0.0000% | $6403344.00        | $5908127.62        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0849   | 2055-04-01      | 6.0000%  | 0.0000% | $95000.00          | $72105.60          | Agency Mortgage-Backed Securities         |
| GNII SF CT7778 C       | 2056-01-20      | 5.5000%  | 0.0000% | $903426.00         | $933667.42         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4934   | 2055-06-01      | 6.5000%  | 0.0000% | $869935.00         | $708405.93         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0157   | 2055-04-01      | 6.5000%  | 0.0000% | $4651288.00        | $3943749.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655   | 2052-07-01      | 4.0000%  | 0.0000% | $161000.00         | $117642.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $115338.00         | $62821.81          | Agency Mortgage-Backed Securities         |
| GNII SF DP0697 C       | 2055-12-20      | 5.0000%  | 0.0000% | $1560242.00        | $1552061.75        | Agency Mortgage-Backed Securities         |
| GNII SF DN9056 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1122444.00        | $1174262.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA8270 M       | 2052-09-20      | 5.5000%  | 0.0000% | $663062.00         | $415773.31         | Agency Mortgage-Backed Securities         |
| GNII SF DP7260 C       | 2056-02-20      | 5.5000%  | 0.0000% | $8739934.00        | $9051874.24        | Agency Mortgage-Backed Securities         |
| GNII SF DP8643 C       | 2056-02-20      | 4.5000%  | 0.0000% | $3703592.00        | $3542971.93        | Agency Mortgage-Backed Securities         |
| GNPL PN CS2724         | 2058-04-15      | 4.5200%  | 0.0000% | $24457.00          | $22928.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA9168 M       | 2053-08-20      | 4.0000%  | 0.0000% | $200000.00         | $159116.47         | Agency Mortgage-Backed Securities         |
| GNII SP 785134 M       | 2049-11-20      | 5.0000%  | 0.0000% | $25735028.00       | $4525925.81        | Agency Mortgage-Backed Securities         |
| GNII SF AL5140 C       | 2045-02-20      | 4.0000%  | 0.0000% | $227149.00         | $28636.01          | Agency Mortgage-Backed Securities         |
| GNII SF 003652 M       | 2034-12-20      | 5.5000%  | 0.0000% | $5515088.00        | $78789.53          | Agency Mortgage-Backed Securities         |
| GNII SF DO9877 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1019524.00        | $1046648.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $280000.00         | $146754.84         | Agency Mortgage-Backed Securities         |
| GNPL PN DK6759         | 2060-12-15      | 5.2500%  | 0.0000% | $644500.00         | $655287.81         | Agency Mortgage-Backed Securities         |
| GNPL PN DK6756         | 2060-12-15      | 5.2500%  | 0.0000% | $499000.00         | $507352.39         | Agency Mortgage-Backed Securities         |
| GNII ET CV8080 C       | 2063-09-20      | 5.5000%  | 0.0000% | $2959820.00        | $1741631.58        | Agency Mortgage-Backed Securities         |
| GNMI SP 783379 X       | 2041-08-15      | 4.0000%  | 0.0000% | $6234000.00        | $379119.75         | Agency Mortgage-Backed Securities         |
| GNMI SF AQ0479 X       | 2046-02-15      | 4.5000%  | 0.0000% | $471294.00         | $36144.92          | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.7229%  | 0.0000% | $2461758.00        | $2092581.43        | Agency Collateralized Mortgage Obligation |
| GNMI SP 783307 X       | 2041-04-15      | 4.0000%  | 0.0000% | $1301298.00        | $68641.38          | Agency Mortgage-Backed Securities         |
| GNMI SF 617089 X       | 2036-05-15      | 6.0000%  | 0.0000% | $3910715.00        | $27409.89          | Agency Mortgage-Backed Securities         |
| GNII SF DQ7448 C       | 2056-03-20      | 5.5000%  | 0.0000% | $5171000.00        | $5272074.09        | Agency Mortgage-Backed Securities         |
| GNMI SP 784107 X       | 2038-12-15      | 6.0000%  | 0.0000% | $2491000.00        | $432130.75         | Agency Mortgage-Backed Securities         |
| GNII SF MB0815 M       | 2054-12-20      | 6.0000%  | 0.0000% | $26000.00          | $26376.36          | Agency Mortgage-Backed Securities         |
| GNII SF DQ0901 C       | 2056-02-20      | 5.5000%  | 0.0000% | $613395.00         | $635239.60         | Agency Mortgage-Backed Securities         |
| GNRA 2023-154 FA       | 2053-10-20      | 4.8529%  | 0.0000% | $5357987.00        | $2133649.46        | Agency Collateralized Mortgage Obligation |
| GNII SP 785193 C       | 2050-11-20      | 3.0000%  | 0.0000% | $3065344.00        | $1229851.41        | Agency Mortgage-Backed Securities         |
| GNII SF DP9752 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1958553.00        | $2128499.67        | Agency Mortgage-Backed Securities         |
| GNII SF MB0143 M       | 2055-01-20      | 3.5000%  | 0.0000% | $30263.00          | $26923.27          | Agency Mortgage-Backed Securities         |
| GNII SF DP8731 C       | 2056-01-20      | 4.5000%  | 0.0000% | $2637325.00        | $2545574.82        | Agency Mortgage-Backed Securities         |
| GNII SF DP4426 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1162993.00        | $1261659.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.5619%  | 0.0000% | $4068008.00        | $4030762.60        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD8287   | 2053-01-01      | 4.5000%  | 0.0000% | $29000.00          | $23169.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2434   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $983.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5955   | 2046-01-01      | 5.0000%  | 0.0000% | $1036265.00        | $1016101.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $13700.00          | $10521.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4678   | 2052-09-01      | 5.0000%  | 0.0000% | $54988.00          | $38257.22          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1219   | 2055-10-01      | 5.5000%  | 0.0000% | $14668888.00       | $14576414.77       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0564   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $969.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0397   | 2051-05-01      | 3.0000%  | 0.0000% | $1698000.00        | $872967.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CICA5464   | 2035-03-01      | 3.0000%  | 0.0000% | $8133000.00        | $2349251.51        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $8633.00           | $108.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8331   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $834.96            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.0619%  | 0.0000% | $4705249.00        | $4201667.55        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAL7142   | 2045-08-01      | 3.5000%  | 0.0000% | $1001.00           | $186.81            | Agency Mortgage-Backed Securities         |
| GNII SF AJ9005 C       | 2044-10-20      | 4.0000%  | 0.0000% | $3068664.00        | $401644.95         | Agency Mortgage-Backed Securities         |
| GNII SF CB2912 C       | 2051-04-20      | 2.5000%  | 0.0000% | $100000.00         | $61225.33          | Agency Mortgage-Backed Securities         |
| GNII SF DH0815 C       | 2055-02-20      | 6.5000%  | 0.0000% | $360984.00         | $329359.48         | Agency Mortgage-Backed Securities         |
| GNMI SF AL4668 X       | 2045-03-15      | 3.0000%  | 0.0000% | $248522.00         | $45108.44          | Agency Mortgage-Backed Securities         |
| GNII RG CM3361 C       | 2046-10-20      | 3.0000%  | 0.0000% | $95000.00          | $61982.85          | Agency Mortgage-Backed Securities         |
| GNII SF DQ7465 C       | 2056-03-20      | 6.5000%  | 0.0000% | $532946.00         | $579706.50         | Agency Mortgage-Backed Securities         |
| GNII SF DO8330 C       | 2056-02-20      | 5.5000%  | 0.0000% | $155298.00         | $160655.93         | Agency Mortgage-Backed Securities         |
| GNII SF AE7742 C       | 2043-08-20      | 3.5000%  | 0.0000% | $675000.00         | $179370.24         | Agency Mortgage-Backed Securities         |
| GNII SF DR1453 C       | 2056-03-20      | 5.0000%  | 0.0000% | $2769168.00        | $2734281.10        | Agency Mortgage-Backed Securities         |
| GNII SF DO5961 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1863335.00        | $1962041.08        | Agency Mortgage-Backed Securities         |
| GNII SF MA9019 M       | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $395.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $781.12            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2475   | 2055-05-01      | 6.0000%  | 0.0000% | $3653228.00        | $3544349.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2188   | 2055-04-01      | 6.5000%  | 0.0000% | $4955984.00        | $3977386.87        | Agency Mortgage-Backed Securities         |
| GNII SF BN0319 C       | 2049-11-20      | 2.5000%  | 0.0000% | $2955097.00        | $1797253.05        | Agency Mortgage-Backed Securities         |
| GNII SF BT3619 C       | 2050-03-20      | 3.0000%  | 0.0000% | $108000.00         | $38158.86          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4675   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA0839   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $959.75            | Agency Mortgage-Backed Securities         |
| GNII SF DO3179 C       | 2055-12-20      | 6.5000%  | 0.0000% | $4218560.00        | $4332804.77        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3888   | 2046-09-01      | 3.5000%  | 0.0000% | $4129432.00        | $3765078.73        | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X       | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $79.35             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $911.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3929   | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $117.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $1880.00           | $1717.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7160   | 2050-03-01      | 4.5000%  | 0.0000% | $624000.00         | $209021.38         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0245   | 2055-04-01      | 5.5000%  | 0.0000% | $2229372.00        | $1885729.74        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $175360.00         | $100792.48         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8001   | 2054-06-01      | 5.5000%  | 0.0000% | $795000.00         | $683903.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3558   | 2034-01-01      | 3.0000%  | 0.0000% | $5613400.00        | $516114.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3495   | 2048-10-01      | 4.0000%  | 0.0000% | $4433995.00        | $316963.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0699   | 2055-07-01      | 5.5000%  | 0.0000% | $29167120.00       | $28659977.24       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA2270   | 2045-05-01      | 3.0000%  | 0.0000% | $4998000.00        | $364294.28         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $2035000.00        | $2058148.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $21325900.00       | $21581476.85       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $1305900.00        | $1292085.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $5862000.00        | $5951188.40        | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQG2828   | 2053-05-01      | 6.5000%  | 0.0000% | $1310666.00        | $961842.60         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $1040.00           | $140.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1439   | 2054-08-01      | 5.5000%  | 0.0000% | $1183.00           | $1163.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8471   | 2054-10-01      | 6.5000%  | 0.0000% | $171673.00         | $96237.87          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6407   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.06            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ0446   | 2054-08-01      | 7.0000%  | 0.0000% | $1923950.00        | $1571018.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $1200000.00        | $817029.29         | Agency Mortgage-Backed Securities         |
| GNMI SF AI9884 X       | 2044-08-15      | 4.0000%  | 0.0000% | $425048.00         | $59041.10          | Agency Mortgage-Backed Securities         |
| GNII SF 635109 C       | 2031-08-20      | 3.0000%  | 0.0000% | $172838.00         | $36724.81          | Agency Mortgage-Backed Securities         |
| GNMI SP 782534 X       | 2039-01-15      | 6.5000%  | 0.0000% | $2332096.00        | $106447.67         | Agency Mortgage-Backed Securities         |
| GNMI SP 783289 X       | 2041-04-15      | 4.5000%  | 0.0000% | $6260000.00        | $209814.41         | Agency Mortgage-Backed Securities         |
| GNMI SP 783535 X       | 2042-02-15      | 4.0000%  | 0.0000% | $10035431.00       | $573874.23         | Agency Mortgage-Backed Securities         |
| GNII SF DO6734 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1206148.00        | $1270325.89        | Agency Mortgage-Backed Securities         |
| GNII ET DO5346 C       | 2065-12-20      | 6.0000%  | 0.0000% | $372546.00         | $381792.32         | Agency Mortgage-Backed Securities         |
| GNII SF MB0553 M       | 2055-07-20      | 4.0000%  | 0.0000% | $6985616.00        | $6456337.42        | Agency Mortgage-Backed Securities         |
| GNII SP 787111 C       | 2051-10-20      | 2.0000%  | 0.0000% | $59870.00          | $39937.79          | Agency Mortgage-Backed Securities         |
| GNMI SF 657623 X       | 2036-07-15      | 6.0000%  | 0.0000% | $1112880.00        | $98382.61          | Agency Mortgage-Backed Securities         |
| GNII JM 004337 M       | 2039-01-20      | 6.0000%  | 0.0000% | $10343957.00       | $26700.92          | Agency Mortgage-Backed Securities         |
| GNII SF DN6426 C       | 2056-02-20      | 5.5000%  | 0.0000% | $3084310.00        | $3171477.50        | Agency Mortgage-Backed Securities         |
| GNII SF DN6579 C       | 2056-03-20      | 5.5000%  | 0.0000% | $5259275.00        | $5413420.84        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $2898000.00        | $2895362.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $36300.00          | $35975.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $350500.00         | $349441.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $431300.00         | $430519.11         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $13564600.00       | $13868996.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $322100.00         | $326531.08         | U.S. Treasuries (including strips)        |
| GNMI SF 626967 X       | 2045-08-15      | 3.0000%  | 0.0000% | $112677.00         | $42673.02          | Agency Mortgage-Backed Securities         |
| GNII SF DR0975 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1028.00           | $1118.20           | Agency Mortgage-Backed Securities         |
| GNMI SF 711515 X       | 2040-06-15      | 4.5000%  | 0.0000% | $948000.00         | $218984.04         | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M       | 2055-01-20      | 5.0000%  | 0.0000% | $98000.00          | $88502.78          | Agency Mortgage-Backed Securities         |
| GNII SF DK5809 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1170117.00        | $1263884.46        | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $13186091.00       | $13154710.46       | Agency Mortgage-Backed Securities         |
| GNCL CL CN2161         | 2066-02-15      | 6.6200%  | 0.0000% | $99000.00          | $110483.67         | Agency Mortgage-Backed Securities         |
| GNMI SF 367099 X       | 2041-07-15      | 5.0000%  | 0.0000% | $736000.00         | $90355.37          | Agency Mortgage-Backed Securities         |
| GNII SF 742191 C       | 2040-07-20      | 4.5000%  | 0.0000% | $1387732.00        | $313371.05         | Agency Mortgage-Backed Securities         |
| GNII SF BB7224 C       | 2032-08-20      | 2.5000%  | 0.0000% | $1016132.00        | $96788.21          | Agency Mortgage-Backed Securities         |
| GNMI SF AI4199 X       | 2044-06-15      | 4.5000%  | 0.0000% | $131615.00         | $37794.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA8802 M       | 2053-04-20      | 6.0000%  | 0.0000% | $134000.00         | $69395.75          | Agency Mortgage-Backed Securities         |
| GNII SF BD7818 C       | 2047-10-20      | 3.0000%  | 0.0000% | $393000.00         | $43461.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4402   | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $904.70            | Agency Mortgage-Backed Securities         |
| GNMI SF 553453 X       | 2042-01-15      | 3.5000%  | 0.0000% | $380000.00         | $37381.79          | Agency Mortgage-Backed Securities         |
| GNII SP 785535 C       | 2051-06-20      | 3.0000%  | 0.0000% | $4780458.00        | $2627151.96        | Agency Mortgage-Backed Securities         |
| GNII SF DP6565 C       | 2056-02-20      | 5.5000%  | 0.0000% | $532637.00         | $550668.87         | Agency Mortgage-Backed Securities         |
| GNII SF DP7288 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1213622.00        | $1281730.06        | Agency Mortgage-Backed Securities         |
| GNMI SF AK6849 X       | 2030-01-15      | 3.0000%  | 0.0000% | $2036044.00        | $30576.91          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $113937.00         | $67844.26          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5354   | 2054-05-01      | 6.0000%  | 0.0000% | $2488000.00        | $1599790.58        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CTMA4473   | 2041-11-01      | 1.5000%  | 0.0000% | $4980960.00        | $2974427.17        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4413   | 2051-09-01      | 2.0000%  | 0.0000% | $169000.00         | $102330.66         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4122   | 2035-09-01      | 1.5000%  | 0.0000% | $1000000.00        | $374564.54         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX5395   | 2055-01-01      | 7.0000%  | 0.0000% | $1882830.00        | $1781555.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5166   | 2055-01-01      | 5.5000%  | 0.0000% | $2748128.00        | $2501366.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9111   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CICC0765   | 2040-07-01      | 5.0000%  | 0.0000% | $1473558.00        | $1351402.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQMA2878   | 2047-01-01      | 3.5000%  | 0.0000% | $486868.00         | $147010.92         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4305   | 2051-04-01      | 2.0000%  | 0.0000% | $8738270.00        | $4945265.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4494   | 2051-12-01      | 3.0000%  | 0.0000% | $52000.00          | $29855.96          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4447   | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $752.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3664   | 2049-05-01      | 4.0000%  | 0.0000% | $1300592.00        | $103640.15         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3239   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $121.08            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3902   | 2050-01-01      | 2.5000%  | 0.0000% | $1103000.00        | $242631.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470   | 2054-11-01      | 5.0000%  | 0.0000% | $3319024.00        | $2939902.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA4766   | 2042-09-01      | 4.5000%  | 0.0000% | $138000.00         | $82582.92          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7083   | 2053-09-01      | 4.5000%  | 0.0000% | $1024.00           | $896.68            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNFS1805   | 2032-05-01      | 2.0000%  | 0.0000% | $249000.00         | $117305.86         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $764.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAQ4086   | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $153.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1502   | 2048-11-01      | 3.5000%  | 0.0000% | $5494.00           | $1421.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL8130   | 2040-06-01      | 6.5000%  | 0.0000% | $2972010.00        | $365764.67         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6257   | 2053-06-01      | 4.0000%  | 0.0000% | $1008.00           | $781.60            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $695.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1541131.00        | $704910.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4146   | 2056-03-01      | 5.0000%  | 0.0000% | $2718000.00        | $2693493.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9668   | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $958.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG2040   | 2056-02-01      | 5.5000%  | 0.0000% | $4661712.00        | $4719104.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2766   | 2056-03-01      | 6.0000%  | 0.0000% | $729700.00         | $755193.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8380   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.20           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $5213900.00        | $4958229.58        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $998200.00         | $478304.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $60.70             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $699100.00         | $713666.79         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $1799600.00        | $1791609.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $3146000.00        | $2215668.36        | U.S. Treasuries (including strips)        |

### Security 617: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EVCV7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EVCV7
- **C.18 - Value (incl. sponsor support):** $1448739631.00
- **C.18.a - Value (excl. sponsor support):** $1448739631.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NAVIENT CORPORATION            SR GLBL NT 30    | 2030-07-25      | 9.3750%  | 0.0000% | $170000.00         | $168024.18         | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 144A 29  | 2029-04-15      | 5.1250%  | 0.0000% | $68000.00          | $66868.61          | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 30  | 2030-10-15      | 4.7500%  | 0.0000% | $1718000.00        | $1346933.95        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 35  | 2035-01-17      | 5.7000%  | 0.0000% | $614000.00         | $347866.82         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL 34   | 2034-07-15      | 6.7000%  | 0.0000% | $79000.00          | $75690.25          | Corporate Debt Securities |
| UNISYS CORP                    SR SEC GLBL 31   | 2031-01-15      | 10.6250% | 0.0000% | $16471000.00       | $14573220.53       | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT 8%27  | 2027-11-01      | 8.0000%  | 0.0000% | $1045000.00        | $1092770.43        | Corporate Debt Securities |
| MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31   | 2031-06-30      | 7.2500%  | 0.0000% | $500000.00         | $415308.39         | Corporate Debt Securities |
| UNITED NAT FOODS INC           SR GLBL 144A 28  | 2028-10-15      | 6.7500%  | 0.0000% | $694000.00         | $713366.07         | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $135000.00         | $128668.65         | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL REGS 31  | 2031-09-01      | 7.5000%  | 0.0000% | $30000.00          | $30855.30          | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 37  | 2037-02-25      | 6.7000%  | 0.0000% | $4230000.00        | $2362556.05        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 31    | 2031-01-15      | 4.9500%  | 0.0000% | $11540000.00       | $10688463.40       | Corporate Debt Securities |
| RIO OIL FIN TR                 SR SEC GLBL 27   | 2027-01-06      | 9.7500%  | 0.0000% | $2400000.00        | $312798.86         | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 3.4%31   | 2031-06-01      | 3.4000%  | 0.0000% | $5000000.00        | $4491566.67        | Corporate Debt Securities |
| VERSANT MEDIA GROUP INC        SR SEC 144A NT31 | 2031-01-30      | 7.2500%  | 0.0000% | $4925000.00        | $5165690.22        | Corporate Debt Securities |
| NOVA SECURITISATION SARL       1LIEN GLBL 36    | 2036-02-03      | 6.5000%  | 0.0000% | $13735000.00       | $13077948.12       | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL REGS 31  | 2031-02-15      | 4.5000%  | 0.0000% | $8000.00           | $7517.52           | Corporate Debt Securities |
| XPO INC                        SR GLBL 144A 31  | 2031-06-01      | 7.1250%  | 0.0000% | $174000.00         | $182701.74         | Corporate Debt Securities |
| TRANSDIGM INC                  2LIEN GLBL 32    | 2032-03-01      | 6.6250%  | 0.0000% | $36000.00          | $36699.87          | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42   | 2042-07-31      | 8.9470%  | 0.0000% | $2900000.00        | $3084453.34        | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 39    | 2039-01-08      | 8.1250%  | 0.0000% | $442000.00         | $472821.83         | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32 | 2032-06-30      | 8.4990%  | 0.0000% | $1050000.00        | $1055260.50        | Corporate Debt Securities |
| YUM BRANDS INC                 SR NT 5.35%43    | 2043-11-01      | 5.3500%  | 0.0000% | $96000.00          | $92700.64          | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30   | 2030-04-15      | 6.6250%  | 0.0000% | $2266000.00        | $2351628.99        | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL REGS 32  | 2032-02-15      | 3.6250%  | 0.0000% | $33000.00          | $29777.28          | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL REGS 29  | 2029-11-15      | 4.6250%  | 0.0000% | $440000.00         | $418467.38         | Corporate Debt Securities |
| ZIPRECRUITER INC               SR GLBL 144A 30  | 2030-01-15      | 5.0000%  | 0.0000% | $121000.00         | $72142.08          | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME SR GLBL REGS 30  | 2030-02-01      | 7.0000%  | 0.0000% | $1950000.00        | $1990436.50        | Corporate Debt Securities |
| COLOMBIA TELECOMUNICACIONES    SR REGS NT 30    | 2030-07-17      | 4.9500%  | 0.0000% | $1279000.00        | $1161044.22        | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 32    | 2032-04-01      | 5.3750%  | 0.0000% | $112000.00         | $113127.28         | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL REGS 28  | 2028-01-10      | 4.5000%  | 0.0000% | $5170000.00        | $2514558.75        | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127   | 2027-07-21      | 6.9500%  | 0.0000% | $32000.00          | $32572.92          | Corporate Debt Securities |
| ALAMO RE LTD                   EXTND-A 144A 30  | 2030-06-07      | 12.6000% | 0.0000% | $2533000.00        | $2567195.50        | Corporate Debt Securities |
| AIR CDA INC                    1LIEN GLBL 26    | 2026-08-15      | 3.8750%  | 0.0000% | $16249000.00       | $16228386.34       | Corporate Debt Securities |
| AHEAD DB HOLDINGS LLC          SR 144A NT 28    | 2028-05-01      | 6.6250%  | 0.0000% | $18000.00          | $17821.88          | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31 | 2031-06-15      | 7.5000%  | 0.0000% | $54000.00          | $56458.80          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31  | 2031-02-15      | 5.2500%  | 0.0000% | $140000.00         | $84589.17          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          2LIEN GLBL 30    | 2030-10-15      | 14.0000% | 0.0000% | $198000.00         | $200044.46         | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -A 55 | 2055-09-15      | 6.8750%  | 0.0000% | $3169000.00        | $3196619.60        | Corporate Debt Securities |
| ECOPETROL S A                  SR NT 5.875%45   | 2045-05-28      | 5.8750%  | 0.0000% | $469000.00         | $352726.89         | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 80    | 2080-07-15      | 5.7500%  | 0.0000% | $4518000.00        | $4543747.58        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 36    | 2036-01-19      | 8.3750%  | 0.0000% | $20000.00          | $20552.00          | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN S A    SR 144A NT 12%31 | 2031-02-15      | 12.0000% | 0.0000% | $825000.00         | $825275.00         | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28  | 2028-08-15      | 8.2500%  | 0.0000% | $390000.00         | $395417.75         | Corporate Debt Securities |
| LGI HOMES INC                  SR GLBL 144A 28  | 2028-12-15      | 8.7500%  | 0.0000% | $2961000.00        | $3103968.60        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-08-01      | 9.0000%  | 0.0000% | $66000.00          | $62698.02          | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28  | 2028-04-01      | 6.1250%  | 0.0000% | $99000.00          | $85345.43          | Corporate Debt Securities |
| POLESTAR RE LTD                SR CL A 144A 28  | 2028-01-07      | 14.1500% | 0.0000% | $35560000.00       | $37227764.00       | Corporate Debt Securities |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33 | 2033-06-06      | 11.3100% | 0.0000% | $5750000.00        | $5923075.00        | Corporate Debt Securities |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 29   | 2029-09-25      | 6.2500%  | 0.0000% | $307034.00         | $254916.45         | Corporate Debt Securities |
| IAMGOLD CORP                   SR GLBL 144A 28  | 2028-10-15      | 5.7500%  | 0.0000% | $5298000.00        | $5412987.20        | Corporate Debt Securities |
| RACKSPACE TECHNOLOGY GLOBAL    1LIEN GLBL 28    | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $6038.14           | Corporate Debt Securities |
| HORIZON MUT HLDGS INC          SR GLBL 144A 34  | 2034-11-15      | 6.2000%  | 0.0000% | $159000.00         | $152258.75         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 10%33    | 2033-02-07      | 10.0000% | 0.0000% | $1317000.00        | $1512442.80        | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $4672000.00        | $4791951.00        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33 | 2033-07-03      | 6.5000%  | 0.0000% | $1860000.00        | $1935011.73        | Corporate Debt Securities |
| PURPLE RE LTD                  VAR 144A NT 27   | 2027-06-07      | 12.6860% | 0.0000% | $8055000.00        | $8301483.00        | Corporate Debt Securities |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30 | 2029-04-15      | 6.0000%  | 0.0000% | $10100000.00       | $9674397.22        | Corporate Debt Securities |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 29  | 2029-09-01      | 5.6250%  | 0.0000% | $645000.00         | $402923.44         | Corporate Debt Securities |
| INTEGRITY RE LTD               EXT GLBL 144A 31 | 2031-06-06      | 14.0740% | 0.0000% | $714000.00         | $730857.42         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 50    | 2050-06-03      | 6.7500%  | 0.0000% | $48000.00          | $45854.64          | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR NT 7.6%37     | 2037-07-15      | 7.6000%  | 0.0000% | $4982000.00        | $4873215.26        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49 | 2049-03-19      | 6.9000%  | 0.0000% | $338000.00         | $326778.40         | Corporate Debt Securities |
| WESCO DISTR INC                GLBL 144A NT 28  | 2028-06-15      | 7.2500%  | 0.0000% | $2859000.00        | $2930295.52        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30    | 2030-10-15      | 4.0000%  | 0.0000% | $90000.00          | $85568.80          | Corporate Debt Securities |
| WILSONART LLC                  SR 144A NT 11%32 | 2032-08-15      | 11.0000% | 0.0000% | $2500000.00        | $1819113.89        | Corporate Debt Securities |
| XEROX HOLDINGS CORP            SR GLBL 144A 28  | 2028-08-15      | 5.5000%  | 0.0000% | $9500000.00        | $4056763.89        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 6%32  | 2032-12-01      | 6.0000%  | 0.0000% | $12004000.00       | $12525333.72       | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 33   | 2033-02-15      | 9.5000%  | 0.0000% | $9342000.00        | $9091027.17        | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30   | 2030-04-15      | 3.2000%  | 0.0000% | $1580000.00        | $1267563.78        | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 144A 30  | 2030-10-01      | 5.2500%  | 0.0000% | $2959000.00        | $2866531.25        | Corporate Debt Securities |
| NAKAMA RE PTE LIMITED          EXTND-1 144A 33  | 2033-04-25      | 5.7793%  | 0.0000% | $2825000.00        | $2821045.00        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 5%45       | 2045-05-13      | 5.0000%  | 0.0000% | $792000.00         | $509902.80         | Corporate Debt Securities |
| GREENGROVE RE LTD              -A VR 144A BD 28 | 2028-04-07      | 11.2900% | 0.0000% | $7835000.00        | $8111575.50        | Corporate Debt Securities |
| HERBIE RE LTD                  -B-20242 144A 29 | 2029-01-08      | 14.3100% | 0.0000% | $7100000.00        | $7288150.00        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL NT 35    | 2035-11-01      | 6.8750%  | 0.0000% | $375000.00         | $371795.94         | Corporate Debt Securities |
| MATTERHORN RE LTD              GLBL-A 144A 28   | 2028-02-04      | 10.5600% | 0.0000% | $1200000.00        | $1209720.00        | Corporate Debt Securities |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL 144A 29  | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $965551.78         | Corporate Debt Securities |
| MATTERHORN RE LTD              -A VR 144A NT 27 | 2027-01-25      | 10.9151% | 0.0000% | $18892000.00       | $18759219.55       | Corporate Debt Securities |
| TORREY PINES RE LTD            -C-20251 144A 28 | 2028-06-07      | 10.0600% | 0.0000% | $4270000.00        | $4383582.00        | Corporate Debt Securities |
| RIO OIL FIN TR                 SR SEC GLBL 28   | 2028-04-06      | 8.2000%  | 0.0000% | $3220000.00        | $1468150.64        | Corporate Debt Securities |
| STAPLES INC                    2LIEN GLBL 30    | 2030-01-15      | 12.7500% | 0.0000% | $13369600.00       | $9358541.74        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35  | 2035-01-17      | 5.7000%  | 0.0000% | $1446000.00        | $819243.35         | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL REGS 28  | 2028-10-01      | 3.3750%  | 0.0000% | $44000.00          | $41776.02          | Corporate Debt Securities |
| TELECOM ARGENTINA SA           SR GLBL 144A 36  | 2036-01-20      | 8.5000%  | 0.0000% | $250000.00         | $254528.47         | Corporate Debt Securities |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $16358000.00       | $10256865.86       | Corporate Debt Securities |
| M D C HLDGS INC                CR SEN SR GLBL31 | 2031-01-15      | 2.5000%  | 0.0000% | $93000.00          | $82606.84          | Corporate Debt Securities |
| M D C HLDGS INC                SR NT 6%43       | 2043-01-15      | 6.0000%  | 0.0000% | $1167000.00        | $1077242.14        | Corporate Debt Securities |
| LEVEL 3 FING INC               2LIEN GLBL 30    | 2030-04-01      | 4.5000%  | 0.0000% | $1468300.00        | $1394885.00        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 31    | 2031-03-15      | 3.8750%  | 0.0000% | $98000.00          | $90818.78          | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32    | 2032-03-15      | 6.1250%  | 0.0000% | $499000.00         | $489006.14         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29    | 2029-05-15      | 4.8750%  | 0.0000% | $102000.00         | $99290.54          | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928   | 2028-03-09      | 2.7500%  | 0.0000% | $641000.00         | $599822.52         | Corporate Debt Securities |
| PROVINCE OF SANTA FE           SR AMZ REGS NT34 | 2034-12-11      | 8.1000%  | 0.0000% | $94000.00          | $92077.70          | Corporate Debt Securities |
| SIX FLAGS ENTMT CORP/CANADAS W SR GLBL 144A 32  | 2032-01-15      | 8.6250%  | 0.0000% | $12868000.00       | $12974648.91       | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 28  | 2028-07-15      | 7.2500%  | 0.0000% | $1238000.00        | $1271890.94        | Corporate Debt Securities |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28 | 2028-12-06      | 8.9400%  | 0.0000% | $2050000.00        | $2098995.00        | Corporate Debt Securities |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28 | 2028-12-06      | 10.5000% | 0.0000% | $4950000.00        | $5023755.00        | Corporate Debt Securities |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30 | 2030-12-06      | 11.1500% | 0.0000% | $3525000.00        | $3616801.77        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT7.2%36 | 2036-07-18      | 7.2000%  | 0.0000% | $165000.00         | $180016.65         | Corporate Debt Securities |
| WABASH NATL CORP               SR GLBL 144A 28  | 2028-10-15      | 4.5000%  | 0.0000% | $99000.00          | $88288.20          | Corporate Debt Securities |
| 3264 RE LTD                    -A-20251 144A 28 | 2028-02-07      | 24.7700% | 0.0000% | $5250000.00        | $5496225.00        | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 46    | 2046-06-15      | 5.2500%  | 0.0000% | $130000.00         | $105888.68         | Corporate Debt Securities |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32  | 2032-01-12      | 7.5408%  | 0.0000% | $2470000.00        | $2493465.00        | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL 144A 30  | 2030-02-15      | 4.7500%  | 0.0000% | $775000.00         | $756337.57         | Corporate Debt Securities |
| LGI HOMES INC                  SR GLBL 144A 32  | 2032-11-15      | 7.0000%  | 0.0000% | $84000.00          | $78795.73          | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR 144A NT 29    | 2029-01-15      | 5.3750%  | 0.0000% | $108000.00         | $104747.82         | Corporate Debt Securities |
| KRONOS ACQUISITION HLDGS INC   SR SEC 144A NT31 | 2031-06-30      | 8.2500%  | 0.0000% | $5619000.00        | $3543481.88        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34  | 2034-02-15      | 6.7500%  | 0.0000% | $1364000.00        | $1275333.18        | Corporate Debt Securities |
| PERIMETER HOLDINGS LLC         1LIEN GLBL 34    | 2034-01-15      | 6.2500%  | 0.0000% | $2328000.00        | $2304536.99        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81   | 2081-06-04      | 5.1250%  | 0.0000% | $30000.00          | $23638.99          | Corporate Debt Securities |
| MURPHY OIL CORP                SR GLBL NT 6%32  | 2032-10-01      | 6.0000%  | 0.0000% | $44000.00          | $44671.88          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 36  | 2036-01-15      | 6.0000%  | 0.0000% | $6580000.00        | $6655297.13        | Corporate Debt Securities |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30 | 2030-12-31      | 8.7500%  | 0.0000% | $1458198.00        | $1351025.31        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 43    | 2043-05-20      | 5.6250%  | 0.0000% | $480000.00         | $419241.00         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C | 2500-12-31      | 5.7000%  | 0.0000% | $420000.00         | $410659.20         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31 | 2031-01-03      | 5.6000%  | 0.0000% | $40000.00          | $40626.36          | Corporate Debt Securities |
| HERTZ CORP                     SR GLBL 144A 29  | 2029-12-01      | 5.0000%  | 0.0000% | $6499000.00        | $2856678.78        | Corporate Debt Securities |
| HERBIE RE LTD                  -A VR 144A BD 27 | 2027-06-07      | 34.5600% | 0.0000% | $3500000.00        | $3908800.00        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-12-15      | 7.8750%  | 0.0000% | $1858000.00        | $1928840.90        | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28  | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $668192.08         | Corporate Debt Securities |
| KOBE US MIDCO 2 INCORPORATED   SR SEC PIK 26    | 2026-11-01      | 9.2500%  | 0.0000% | $175000.00         | $148932.29         | Corporate Debt Securities |
| EMERA US FINANCE LP            JR SB -B NT 56   | 2056-10-01      | 6.8500%  | 0.0000% | $8000.00           | $7963.30           | Corporate Debt Securities |
| EMERA US FIN LLC               JR SB -A NT 56   | 2056-10-01      | 6.6500%  | 0.0000% | $330000.00         | $328732.07         | Corporate Debt Securities |
| BRF SA                         SR GLBL REGS 50  | 2050-09-21      | 5.7500%  | 0.0000% | $5898000.00        | $4551293.28        | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR REGS NT 31    | 2031-01-15      | 8.3750%  | 0.0000% | $5000.00           | $5310.85           | Corporate Debt Securities |
| URSA RE II LIMITED             GLBL-G 144A 28   | 2028-06-07      | 12.5600% | 0.0000% | $3000000.00        | $3089700.00        | Corporate Debt Securities |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 32  | 2032-06-15      | 8.6250%  | 0.0000% | $3760000.00        | $3875077.93        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL REGS 32  | 2032-04-15      | 6.8750%  | 0.0000% | $90000.00          | $95802.43          | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-07-15      | 4.7500%  | 0.0000% | $1588000.00        | $1372743.07        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28   | 2028-12-01      | 9.0000%  | 0.0000% | $2631768.00        | $2598081.37        | Corporate Debt Securities |
| NCR ATLEOS CORPORATION         1LIEN REGS NT 29 | 2029-04-01      | 9.5000%  | 0.0000% | $315000.00         | $351291.15         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33  | 2033-02-01      | 7.0000%  | 0.0000% | $100000.00         | $100952.67         | Corporate Debt Securities |
| URBAN ONE INC                  2LIEN GLBL 31    | 2031-04-01      | 7.6250%  | 0.0000% | $1520000.00        | $648760.28         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL REGS 28  | 2028-11-15      | 5.7500%  | 0.0000% | $2407000.00        | $2430401.39        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT35 | 2035-10-15      | 5.2500%  | 0.0000% | $3983000.00        | $3948138.79        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33 | 2033-05-15      | 5.5000%  | 0.0000% | $1081000.00        | $960271.52         | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 34  | 2034-01-15      | 5.7500%  | 0.0000% | $2200000.00        | $2172650.33        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33    | 2033-03-15      | 7.5000%  | 0.0000% | $3052000.00        | $3227286.53        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29    | 2029-05-15      | 4.1250%  | 0.0000% | $1667000.00        | $1630398.24        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29    | 2029-05-15      | 4.1250%  | 0.0000% | $280000.00         | $254263.33         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29  | 2029-03-01      | 4.6250%  | 0.0000% | $1737000.00        | $1661951.47        | Corporate Debt Securities |
| CITRUS RE LTD                  EXTND-B 144A 31  | 2031-06-07      | 14.0000% | 0.0000% | $3000000.00        | $3120600.00        | Corporate Debt Securities |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829   | 2029-04-08      | 6.2500%  | 0.0000% | $2950000.00        | $3057364.43        | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 29    | 2029-04-15      | 6.8750%  | 0.0000% | $2570000.00        | $2549212.27        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT5.375%38 | 2038-04-01      | 5.3750%  | 0.0000% | $228000.00         | $209706.42         | Corporate Debt Securities |
| CITRUS RE LTD                  -A VR 144A NT 29 | 2029-06-07      | 8.9293%  | 0.0000% | $2750000.00        | $2748625.00        | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL 144A 50  | 2050-01-31      | 5.8750%  | 0.0000% | $1387000.00        | $585496.62         | Corporate Debt Securities |
| AMC NETWORKS INC               1LIEN GLBL 32    | 2032-07-15      | 10.5000% | 0.0000% | $21023000.00       | $21121948.25       | Corporate Debt Securities |
| APH SOM/ APH2/APH3             SR 144A NT 29    | 2029-11-01      | 7.8750%  | 0.0000% | $35000.00          | $32738.74          | Corporate Debt Securities |
| AES PANAMA GENERATION HLDGS    SR SEC GLBL 30   | 2030-05-31      | 4.3750%  | 0.0000% | $691000.00         | $603705.44         | Corporate Debt Securities |
| API GROUP DE INC               SR GLBL 144A 29  | 2029-07-15      | 4.1250%  | 0.0000% | $462000.00         | $442863.19         | Corporate Debt Securities |
| ACORN RE LIMITED               EXT 1LIEN GLBL28 | 2028-05-05      | 6.6366%  | 0.0000% | $18343000.00       | $18546607.30       | Corporate Debt Securities |
| FXI HOLDINGS INC               JR GLBL PIK 29   | 2029-11-15      | 14.0000% | 0.0000% | $740009.00         | $427560.76         | Corporate Debt Securities |
| FOUR LAKES RE LTD              EXT SR-B 144A 33 | 2033-01-10      | 9.5600%  | 0.0000% | $3750000.00        | $3716625.00        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27   | 2027-03-15      | 4.8750%  | 0.0000% | $2561000.00        | $2537199.77        | Corporate Debt Securities |
| COLOMBIA TELECOMUNICACIONES    SR 144A NT 30    | 2030-07-17      | 4.9500%  | 0.0000% | $500000.00         | $453887.50         | Corporate Debt Securities |
| COBRA ACQUISITIONCO LLC        SR 144A NT 29    | 2029-11-01      | 12.2500% | 0.0000% | $20000.00          | $21221.03          | Corporate Debt Securities |
| CRANE NXT CO                   SR GLBL NT4.2%48 | 2048-03-15      | 4.2000%  | 0.0000% | $555000.00         | $342299.95         | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031   | 2031-09-30      | 3.2500%  | 0.0000% | $854000.00         | $838995.22         | Corporate Debt Securities |
| BLUE RIDGE RE LTD              SR CL A 144A 29  | 2029-01-08      | 7.0200%  | 0.0000% | $6500000.00        | $6530550.00        | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 6%29  | 2029-06-15      | 6.0000%  | 0.0000% | $15000.00          | $15360.30          | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL 144A 30  | 2030-01-31      | 4.5000%  | 0.0000% | $1591000.00        | $744890.29         | Corporate Debt Securities |
| BAUSCH PLUS LOMB CORP          1LIEN GLBL 28    | 2028-10-01      | 8.3750%  | 0.0000% | $1705000.00        | $1819021.88        | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 33  | 2033-06-15      | 6.7500%  | 0.0000% | $982000.00         | $1030260.39        | Corporate Debt Securities |
| NEW HOME CO INC                SR 144A NT8.5%30 | 2030-11-01      | 8.5000%  | 0.0000% | $1469000.00        | $1479322.17        | Corporate Debt Securities |
| NATURE COAST RE LTD            EXTND-A 144A 30  | 2030-12-07      | 13.5408% | 0.0000% | $5370000.00        | $5459142.00        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27  | 2027-07-15      | 5.6250%  | 0.0000% | $11502000.00       | $11635365.69       | Corporate Debt Securities |
| NEWELL BRANDS INC              CR SEN SR GLBL46 | 2046-04-01      | 7.5000%  | 0.0000% | $19000.00          | $15720.79          | Corporate Debt Securities |
| NATURE COAST RE LTD            -A-20251 144A 29 | 2029-01-15      | 15.0908% | 0.0000% | $1500000.00        | $1570050.00        | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 29    | 2029-07-15      | 10.5000% | 0.0000% | $1085000.00        | $1176353.38        | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 28  | 2028-10-15      | 5.2500%  | 0.0000% | $373000.00         | $378572.93         | Corporate Debt Securities |
| GATEWAY RE LTD                 -A-20252 144A 28 | 2028-07-07      | 10.5600% | 0.0000% | $4750000.00        | $4881100.00        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33    | 2033-11-07      | 7.1220%  | 0.0000% | $10501000.00       | $11284563.62       | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $4211000.00        | $4263073.69        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 7.35%30    | 2030-03-06      | 7.3500%  | 0.0000% | $1155000.00        | $1221729.16        | Corporate Debt Securities |
| GCI LLC                        SR GLBL 144A 28  | 2028-10-15      | 4.7500%  | 0.0000% | $108000.00         | $105662.10         | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30  | 2030-10-01      | 8.0000%  | 0.0000% | $1928000.00        | $1986848.99        | Corporate Debt Securities |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41  | 2041-07-22      | 7.1250%  | 0.0000% | $1457000.00        | $664619.66         | Corporate Debt Securities |
| TECPETROL S A                  SR GLBL REGS 33  | 2033-01-22      | 7.6250%  | 0.0000% | $84000.00          | $86332.22          | Corporate Debt Securities |
| WILTON RE LIMITED              PERP SUB GLBL    | 2500-12-31      | 6.0000%  | 0.0000% | $498000.00         | $490923.42         | Corporate Debt Securities |
| V F CORP                       SR GLBL NT2.8%27 | 2027-04-23      | 2.8000%  | 0.0000% | $8000.00           | $7861.51           | Corporate Debt Securities |
| AAR CORP                       SR GLBL REGS 29  | 2029-03-15      | 6.7500%  | 0.0000% | $20000.00          | $20342.60          | Corporate Debt Securities |
| SEASPAN CORP                   SR GLBL REGS 29  | 2029-08-01      | 5.5000%  | 0.0000% | $12000.00          | $11294.00          | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL REGS 33  | 2033-01-15      | 8.0000%  | 0.0000% | $1985000.00        | $1999369.19        | Corporate Debt Securities |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 28  | 2028-12-15      | 8.5000%  | 0.0000% | $5559000.00        | $5618490.57        | Corporate Debt Securities |
| ARAGONITE RE LTD               EXTND-A 144A 31  | 2031-04-07      | 8.9908%  | 0.0000% | $1395000.00        | $1423318.50        | Corporate Debt Securities |
| BLUEBONNET RE LTD              -B-20251 144A 28 | 2028-06-07      | 12.0200% | 0.0000% | $4500000.00        | $4704300.00        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 26  | 2026-10-15      | 5.0000%  | 0.0000% | $500000.00         | $510787.78         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 31    | 2031-02-15      | 4.7500%  | 0.0000% | $915000.00         | $848213.64         | Corporate Debt Securities |
| BONANZA RE LTD                 -B-20241 144A 27 | 2027-12-19      | 7.2800%  | 0.0000% | $2905000.00        | $2938407.50        | Corporate Debt Securities |
| CMG MEDIA CORP                 SR SEC GLBL 29   | 2029-06-18      | 8.8750%  | 0.0000% | $9509250.00        | $8470097.65        | Corporate Debt Securities |
| CSC HLDGS LLC                  SR 144A NT4.5%31 | 2031-11-15      | 4.5000%  | 0.0000% | $36989000.00       | $22609156.36       | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32    | 2032-04-15      | 6.1250%  | 0.0000% | $1149000.00        | $1200260.40        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 29    | 2029-06-15      | 5.4500%  | 0.0000% | $63000.00          | $64508.67          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   1LIEN 144A NT 29 | 2029-04-15      | 6.6250%  | 0.0000% | $1800000.00        | $1801311.50        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30   | 2030-01-01      | 7.5000%  | 0.0000% | $140000.00         | $147989.80         | Corporate Debt Securities |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29  | 2029-11-01      | 9.8750%  | 0.0000% | $6128000.00        | $6132325.35        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50  | 2050-01-23      | 7.6900%  | 0.0000% | $1136000.00        | $985474.95         | Corporate Debt Securities |
| PROVINCE OF SANTA FE           SR AMZ 144A NT34 | 2034-12-11      | 8.1000%  | 0.0000% | $500000.00         | $489775.00         | Corporate Debt Securities |
| RAKUTEN GROUP INC              PERP SUB 144A NT | 2500-12-31      | 8.1250%  | 0.0000% | $460000.00         | $467347.86         | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 30  | 2030-07-15      | 4.3750%  | 0.0000% | $1555000.00        | $1468644.80        | Corporate Debt Securities |
| INNOPHOS HOLDINGS INC          SR GLBL 144A 28  | 2028-02-15      | 9.3750%  | 0.0000% | $76000.00          | $75390.42          | Corporate Debt Securities |
| BOROO INVTS PTE LTD            SR GLBL REGS 32  | 2032-08-07      | 9.5000%  | 0.0000% | $1100000.00        | $1107425.00        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29   | 2029-11-15      | 10.0000% | 0.0000% | $299000.00         | $304049.45         | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 26  | 2026-07-15      | 3.6250%  | 0.0000% | $15620000.00       | $15620199.59       | Corporate Debt Securities |
| OT MERGER CORPORATION          144A NT 7.875%29 | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $304119.56         | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL REGS 27  | 2027-09-15      | 4.5000%  | 0.0000% | $460000.00         | $456140.60         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 39    | 2039-06-15      | 7.9500%  | 0.0000% | $2875000.00        | $3413770.21        | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       SR 144A NT 29    | 2029-10-01      | 6.2500%  | 0.0000% | $1671000.00        | $1629743.01        | Corporate Debt Securities |
| MONA LISA RE LTD               EXT GLBL 144A 34 | 2034-01-08      | 15.5600% | 0.0000% | $9500000.00        | $9568400.00        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-01      | 4.6250%  | 0.0000% | $2690000.00        | $2532695.52        | Corporate Debt Securities |
| INTEGRITY RE III LTD           -D-20251 144A 27 | 2027-06-06      | 29.0200% | 0.0000% | $2700000.00        | $2966490.00        | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 31  | 2031-02-15      | 4.5000%  | 0.0000% | $392000.00         | $368358.48         | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30    | 2030-04-15      | 9.7500%  | 0.0000% | $4950000.00        | $5441774.25        | Corporate Debt Securities |
| CLUE OPCO LLC                  1LIEN 144A NT 31 | 2031-10-15      | 9.5000%  | 0.0000% | $150000.00         | $151490.33         | Corporate Debt Securities |
| SV RNO PPTY OWNER 1 LLC        SR SEC 144A 31   | 2031-03-01      | 5.8750%  | 0.0000% | $27813000.00       | $27424124.04       | Corporate Debt Securities |
| BRF SA                         SR GLBL REGS 30  | 2030-01-24      | 4.8750%  | 0.0000% | $2895000.00        | $2757582.79        | Corporate Debt Securities |
| PAMPA ENERGIA SA               SR REGS NT 34    | 2034-12-16      | 7.8750%  | 0.0000% | $35000.00          | $36941.41          | Corporate Debt Securities |
| MOOG INC                       SR GLBL 144A 27  | 2027-12-15      | 4.2500%  | 0.0000% | $1696000.00        | $1715052.68        | Corporate Debt Securities |
| MARATHON OIL CORP              GLBL NT 5.3%29   | 2029-04-01      | 5.3000%  | 0.0000% | $20000.00          | $20914.20          | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30   | 2030-12-30      | 5.3750%  | 0.0000% | $1471000.00        | $1331166.74        | Corporate Debt Securities |
| TELEFONICA CELULAR DEL PARAGU  5.875%27         | 2027-04-15      | 5.8750%  | 0.0000% | $433000.00         | $444054.61         | Corporate Debt Securities |
| TRAVEL PLUS LEISURE CO         1LIEN GLBL 26    | 2026-07-31      | 6.6250%  | 0.0000% | $467000.00         | $471838.90         | Corporate Debt Securities |
| CSN RESOURCES SA               SR GLBL REGS 32  | 2032-04-08      | 5.8750%  | 0.0000% | $2273000.00        | $1390280.45        | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR REGS NT 33    | 2033-09-13      | 8.8750%  | 0.0000% | $36413000.00       | $38890449.49       | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT33 | 2033-08-01      | 7.0000%  | 0.0000% | $4300000.00        | $4222838.89        | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 4.1%50   | 2050-04-15      | 4.1000%  | 0.0000% | $734000.00         | $441431.68         | Corporate Debt Securities |
| WBI OPER LLC                   SR 144A NT6.5%33 | 2033-10-15      | 6.5000%  | 0.0000% | $922000.00         | $942124.70         | Corporate Debt Securities |
| SOLIS RE LTD                   -A VR 144A BD 28 | 2028-07-07      | 7.0600%  | 0.0000% | $5450000.00        | $5545920.00        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29 | 2029-02-01      | 4.3750%  | 0.0000% | $8095000.00        | $6914195.84        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 30    | 2030-07-15      | 8.8750%  | 0.0000% | $117000.00         | $134981.27         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44 | 2044-07-15      | 4.5000%  | 0.0000% | $17000.00          | $13546.45          | Corporate Debt Securities |
| 123 LTS RE LTD                 EXT GLBL 144A 31 | 2031-09-14      | 14.5200% | 0.0000% | $2225000.00        | $2293752.50        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.25%44   | 2044-04-01      | 5.2500%  | 0.0000% | $742000.00         | $488503.12         | Corporate Debt Securities |
| HERBIE RE LTD                  -C-20242 144A 27 | 2027-01-08      | 26.5600% | 0.0000% | $2500000.00        | $2435500.00        | Corporate Debt Securities |
| HOLOGIC INC                    SR GLBL 144A 29  | 2029-02-15      | 3.2500%  | 0.0000% | $17275000.00       | $17329291.49       | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       8.375%27         | 2027-05-01      | 8.3750%  | 0.0000% | $1715918.00        | $1569886.23        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30   | 2030-08-15      | 7.7500%  | 0.0000% | $8303000.00        | $6656123.01        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SUB 144A DEB 56  | 2056-03-01      | 7.2500%  | 0.0000% | $804000.00         | $757007.54         | Corporate Debt Securities |
| MONA LISA RE LTD               EXTND-A 144A 31  | 2031-06-25      | 13.3100% | 0.0000% | $2250000.00        | $2382300.00        | Corporate Debt Securities |
| MINERALS TECHNOLOGIES INC      SR GLBL 144A 28  | 2028-07-01      | 5.0000%  | 0.0000% | $61000.00          | $60727.94          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 33    | 2033-04-30      | 5.6250%  | 0.0000% | $2460000.00        | $2182899.45        | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30 | 2030-02-15      | 9.7810%  | 0.0000% | $771996.00         | $710654.48         | Corporate Debt Securities |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30 | 2030-06-06      | 14.5800% | 0.0000% | $2250000.00        | $1654031.25        | Corporate Debt Securities |
| PURPLE RE LTD                  -A-20251 144A 28 | 2028-06-07      | 10.8100% | 0.0000% | $19040000.00       | $19761616.00       | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37  | 2037-02-25      | 6.7000%  | 0.0000% | $4605000.00        | $2572002.51        | Corporate Debt Securities |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31   | 2031-01-31      | 5.8750%  | 0.0000% | $39000.00          | $39007.09          | Corporate Debt Securities |
| SPX FLOW INCORPORATION         SR 144A NT 30    | 2030-04-01      | 8.7500%  | 0.0000% | $15575000.00       | $16575382.25       | Corporate Debt Securities |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30 | 2030-06-06      | 10.3008% | 0.0000% | $11780000.00       | $12005626.20       | Corporate Debt Securities |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28 | 2028-04-15      | 6.0500%  | 0.0000% | $593000.00         | $623727.61         | Corporate Debt Securities |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29 | 2029-01-09      | 11.1792% | 0.0000% | $3000000.00        | $3041100.00        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29  | 2029-12-15      | 8.2500%  | 0.0000% | $489000.00         | $523000.99         | Corporate Debt Securities |
| AMER STATES WTR CO             7.23%31          | 2031-12-15      | 7.2300%  | 0.0000% | $5000000.00        | $5627041.67        | Corporate Debt Securities |
| HNI CORP 5.125 18JAN29 144A                     | 2029-01-18      | 5.1250%  | 0.0000% | $22000.00          | $22205.93          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29  | 2029-04-01      | 5.8750%  | 0.0000% | $188000.00         | $194964.46         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30  | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $193689.95         | Corporate Debt Securities |
| OCEANSIDE RE LTD               -A VR 144A BD 28 | 2028-05-14      | 9.5400%  | 0.0000% | $4000000.00        | $4060400.00        | Corporate Debt Securities |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27   | 2027-05-14      | 5.5000%  | 0.0000% | $1170000.00        | $276160.49         | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42   | 2042-07-31      | 8.9470%  | 0.0000% | $1295000.00        | $1377367.96        | Corporate Debt Securities |
| JAGUAR LAND ROVER PLC          SR REGS NT5.5%29 | 2029-07-15      | 5.5000%  | 0.0000% | $409000.00         | $401593.46         | Corporate Debt Securities |
| NAVIENT CORPORATION            SR GLBL NT5.5%29 | 2029-03-15      | 5.5000%  | 0.0000% | $467000.00         | $426022.83         | Corporate Debt Securities |
| FLAGSTAR BANK NATIONAL ASSOCIA SB GLBL NT5.9%28 | 2028-11-06      | 6.7074%  | 0.0000% | $2000000.00        | $1963949.60        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29   | 2029-04-15      | 9.2900%  | 0.0000% | $8020000.00        | $8313429.52        | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27    | 2027-09-15      | 6.3750%  | 0.0000% | $1909000.00        | $1914943.35        | Corporate Debt Securities |
| SPECTRUM BRANDS INC            SR GLBL 144A 31  | 2031-03-15      | 3.8750%  | 0.0000% | $15000.00          | $12933.33          | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27   | 2027-10-01      | 9.7500%  | 0.0000% | $528869.00         | $546057.24         | Corporate Debt Securities |
| SERVICE PPTYS TR               SR NT 4.95%27    | 2027-02-15      | 4.9500%  | 0.0000% | $18041000.00       | $17884494.32       | Corporate Debt Securities |
| HERBIE RE LTD                  -A VR 144A NT 30 | 2030-01-07      | 7.7800%  | 0.0000% | $2000000.00        | $2000000.00        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32    | 2032-07-15      | 7.3750%  | 0.0000% | $1899000.00        | $1981187.66        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32    | 2032-07-15      | 7.2500%  | 0.0000% | $2829000.00        | $2973521.04        | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 30    | 2030-03-15      | 5.7500%  | 0.0000% | $898000.00         | $902602.75         | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR NT 5.85%43    | 2043-11-15      | 5.8500%  | 0.0000% | $1229000.00        | $1133641.89        | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC       SR SEC 144A NT31 | 2031-03-01      | 10.2500% | 0.0000% | $6230000.00        | $5722801.86        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31  | 2031-02-01      | 4.2500%  | 0.0000% | $13701000.00       | $12481793.68       | Corporate Debt Securities |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29 | 2029-10-15      | 9.5000%  | 0.0000% | $90000.00          | $80245.40          | Corporate Debt Securities |
| BRIDGE STR RE LTD              -20252 VR 144A29 | 2029-01-08      | 11.4292% | 0.0000% | $7750000.00        | $7792625.00        | Corporate Debt Securities |
| BRISTOW GROUP INC              SR SEC GLBL 33   | 2033-02-01      | 6.7500%  | 0.0000% | $8879000.00        | $9032406.92        | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR NT 6.75%33    | 2033-08-15      | 6.7500%  | 0.0000% | $14000.00          | $14645.75          | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT 29    | 2029-02-01      | 8.2500%  | 0.0000% | $2655000.00        | $2653805.25        | Corporate Debt Securities |
| ALUMINA PTY LTD                SR GLBL 144A 32  | 2032-09-15      | 6.3750%  | 0.0000% | $3405000.00        | $3486595.15        | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC    JR SB GLBL NT 55 | 2055-12-01      | 7.0000%  | 0.0000% | $2353000.00        | $2291688.66        | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GLBL 28   | 2028-01-15      | 5.0000%  | 0.0000% | $36609000.00       | $26186621.08       | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30  | 2030-02-15      | 4.8750%  | 0.0000% | $1551000.00        | $1509711.09        | Corporate Debt Securities |
| AMC NETWORKS INC               SR GLBL NT 29    | 2029-02-15      | 4.2500%  | 0.0000% | $4290000.00        | $3616386.58        | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28    | 2028-07-01      | 6.8750%  | 0.0000% | $76000.00          | $77231.77          | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29 | 2029-06-15      | 8.5000%  | 0.0000% | $100000.00         | $100956.78         | Corporate Debt Securities |
| INSTITUTO COSTARRI             GLBL 144A NT 43  | 2043-05-15      | 6.3750%  | 0.0000% | $560000.00         | $553091.47         | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 31  | 2031-02-15      | 6.8750%  | 0.0000% | $543000.00         | $442672.45         | Corporate Debt Securities |
| GOEASY LTD                     SR 144A NT 29    | 2029-07-01      | 7.6250%  | 0.0000% | $251000.00         | $225496.52         | Corporate Debt Securities |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26 | 2026-10-13      | 6.2900%  | 0.0000% | $14485000.00       | $14519764.00       | Corporate Debt Securities |
| FLAGSTAR BANK NATIONAL ASSOCIA LW TIER II 30    | 2030-11-01      | 7.5736%  | 0.0000% | $1991000.00        | $1910994.42        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 5.42%31    | 2031-04-09      | 5.4200%  | 0.0000% | $2834000.00        | $2785030.05        | Corporate Debt Securities |
| DISH DBS CORPORATION           1LIEN GLBL 26    | 2026-12-01      | 5.2500%  | 0.0000% | $28200000.00       | $28381608.00       | Corporate Debt Securities |
| ELASTIC N V                    SR GLBL 144A 29  | 2029-07-15      | 4.1250%  | 0.0000% | $551000.00         | $516407.30         | Corporate Debt Securities |
| COTY INC                       1LIEN GLBL 29    | 2029-01-15      | 4.7500%  | 0.0000% | $18666000.00       | $18222267.70       | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL NT 54 | 2054-10-01      | 7.1250%  | 0.0000% | $770000.00         | $806586.55         | Corporate Debt Securities |
| KAROON USA FIN INC             SR SEC GLBL 29   | 2029-05-14      | 10.5000% | 0.0000% | $4718000.00        | $5050422.42        | Corporate Debt Securities |
| TORREY PINES RE LTD            -A VR 144A BD 28 | 2028-06-07      | 7.3100%  | 0.0000% | $4270000.00        | $4360097.00        | Corporate Debt Securities |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28 | 2028-06-30      | 13.5000% | 0.0000% | $2947000.00        | $3195284.75        | Corporate Debt Securities |
| ILFC E-CAPITAL TR I            SUB GLBL 144A 65 | 2065-12-21      | 6.3800%  | 0.0000% | $6755000.00        | $5723789.21        | Corporate Debt Securities |
| KEYCORP CAP I                  JR SB GLBL 28    | 2028-07-01      | 4.6624%  | 0.0000% | $20000.00          | $19882.53          | Corporate Debt Securities |
| URSA RE LTD                    -F-20251 144A 28 | 2028-02-22      | 11.0408% | 0.0000% | $14013000.00       | $14307273.00       | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $14725000.00       | $15027083.38       | Corporate Debt Securities |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28  | 2028-05-15      | 4.8750%  | 0.0000% | $40000.00          | $40161.07          | Corporate Debt Securities |
| OPEN TEXT CORP                 SR SEC GLBL 27   | 2027-12-01      | 6.9000%  | 0.0000% | $3752000.00        | $3927856.24        | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32  | 2032-05-15      | 6.6250%  | 0.0000% | $609000.00         | $601252.17         | Corporate Debt Securities |
| OCELOT RE LTD                  EXTND-A 144A 31  | 2031-01-07      | 11.3100% | 0.0000% | $4000000.00        | $4032800.00        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39 | 2039-08-15      | 4.3000%  | 0.0000% | $5334000.00        | $4511414.23        | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-03-15      | 9.8750%  | 0.0000% | $9202000.00        | $9870054.98        | Corporate Debt Securities |
| GOLDMAN SACHS CAP II           PERP GLBL NT     | 2043-06-01      | 4.6965%  | 0.0000% | $1731000.00        | $1349632.54        | Corporate Debt Securities |
| QVC INC                        1LIEN GLBL NT 28 | 2028-09-01      | 4.3750%  | 0.0000% | $9650000.00        | $4184682.29        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC 144A NT32 | 2032-04-15      | 7.7500%  | 0.0000% | $7000.00           | $6962.66           | Corporate Debt Securities |
| M D C HLDGS INC                SR GLBL NT 30    | 2030-01-15      | 3.8500%  | 0.0000% | $78000.00          | $74786.23          | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30   | 2030-12-31      | 5.7500%  | 0.0000% | $207765.00         | $161970.13         | Corporate Debt Securities |
| MBIA INC                       SR GLBL DEB 27   | 2027-07-15      | 7.1500%  | 0.0000% | $158000.00         | $160917.38         | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33    | 2033-02-15      | 7.2500%  | 0.0000% | $7815000.00        | $7907169.24        | Corporate Debt Securities |
| VERAISON RE LTD                -A VR 144A NT 27 | 2027-03-08      | 8.2788%  | 0.0000% | $2750000.00        | $2807750.00        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 33   | 2033-01-15      | 6.7500%  | 0.0000% | $13121000.00       | $12105500.21       | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $259000.00         | $240805.68         | Corporate Debt Securities |
| MONA LISA RE LTD               -B-20251 144A 28 | 2028-01-07      | 14.0600% | 0.0000% | $13250000.00       | $13379850.00       | Corporate Debt Securities |
| MAGNERA CORP                   SR SEC GLBL 31   | 2031-11-15      | 7.2500%  | 0.0000% | $2449000.00        | $2284477.54        | Corporate Debt Securities |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31  | 2031-01-12      | 3.2000%  | 0.0000% | $445000.00         | $398903.44         | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL NT 26    | 2026-06-15      | 3.2500%  | 0.0000% | $519000.00         | $521906.11         | Corporate Debt Securities |
| LEVEL 3 FING INC               SR GLBL 144A 29  | 2029-07-15      | 3.7500%  | 0.0000% | $719000.00         | $670767.08         | Corporate Debt Securities |
| TIME WARNER INC                SR GLBL NT3.8%27 | 2027-02-15      | 3.8000%  | 0.0000% | $15000.00          | $14641.58          | Corporate Debt Securities |
| OI EUROPEAN GROUP BV           SR GLBL REGS 30  | 2030-02-15      | 4.7500%  | 0.0000% | $182000.00         | $169507.42         | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 27    | 2027-12-15      | 4.6250%  | 0.0000% | $17000.00          | $17024.28          | Corporate Debt Securities |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34   | 2034-01-16      | 7.6250%  | 0.0000% | $3972000.00        | $4192586.68        | Corporate Debt Securities |
| WYNDHAM HOTELS & RESORTS INC   SR 144A NT 33    | 2033-03-01      | 5.6250%  | 0.0000% | $1304000.00        | $1277975.42        | Corporate Debt Securities |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 28  | 2028-01-15      | 5.1250%  | 0.0000% | $1446000.00        | $1299382.11        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626   | 2026-09-16      | 1.8500%  | 0.0000% | $57000.00          | $56041.31          | Corporate Debt Securities |
| SMITHFIELD FOODS INC           SR GLBL 144A 27  | 2027-02-01      | 4.2500%  | 0.0000% | $710000.00         | $711322.97         | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81 | 2081-01-23      | 12.0600% | 0.0000% | $401000.00         | $117397.21         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31    | 2031-05-15      | 9.1250%  | 0.0000% | $149000.00         | $155812.61         | Corporate Debt Securities |
| GATEWAY RE LTD                 -C2-20251 144A27 | 2027-07-07      | 13.0600% | 0.0000% | $10975000.00       | $11277910.00       | Corporate Debt Securities |
| FLOODSMART RE LTD              EXTND-A 144A 31  | 2031-03-11      | 17.8800% | 0.0000% | $6250000.00        | $6543750.00        | Corporate Debt Securities |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27    | 2027-10-15      | 6.7500%  | 0.0000% | $53553000.00       | $37328315.35       | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 5%28  | 2028-10-01      | 5.0000%  | 0.0000% | $354000.00         | $365405.88         | Corporate Debt Securities |
| SABESP LUX S A R L             SR GLBL REGS 30  | 2030-08-20      | 5.6250%  | 0.0000% | $410000.00         | $406972.66         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 29   | 2029-06-15      | 6.6250%  | 0.0000% | $969000.00         | $995276.32         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.5%35 | 2035-02-07      | 6.5000%  | 0.0000% | $11484000.00       | $11624449.32       | Corporate Debt Securities |
| GATEWAY RE LTD                 -A-20251 144A 28 | 2028-07-07      | 14.0600% | 0.0000% | $5500000.00        | $5837150.00        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT 26    | 2026-06-01      | 2.7500%  | 0.0000% | $96000.00          | $96392.32          | Corporate Debt Securities |
| RIVERFRONT RE LTD              -B VR 144A NT 29 | 2029-01-08      | 11.2908% | 0.0000% | $3000000.00        | $3132300.00        | Corporate Debt Securities |
| RIVERFRONT RE LTD              -A-20251 144A 29 | 2029-01-08      | 9.0408%  | 0.0000% | $10490000.00       | $11133037.00       | Corporate Debt Securities |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29 | 2029-04-06      | 6.7900%  | 0.0000% | $5280000.00        | $5247264.00        | Corporate Debt Securities |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 62    | 2062-03-15      | 5.3910%  | 0.0000% | $35250000.00       | $19824459.00       | Corporate Debt Securities |
| KNIFE RIVER CORP               SR 144A NT 31    | 2031-05-01      | 7.7500%  | 0.0000% | $1420000.00        | $1513736.57        | Corporate Debt Securities |
| RINGCENTRAL INC                SR GLBL 144A 30  | 2030-08-15      | 8.5000%  | 0.0000% | $26000.00          | $27390.25          | Corporate Debt Securities |
| NATURE COAST RE LTD            -A VR 144A NT 30 | 2030-02-26      | 11.6792% | 0.0000% | $8900000.00        | $8980784.80        | Corporate Debt Securities |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30  | 2030-04-28      | 10.7220% | 0.0000% | $10428000.00       | $10459284.00       | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 29    | 2029-05-01      | 5.1250%  | 0.0000% | $5422000.00        | $5471025.42        | Corporate Debt Securities |
| CNX RES CORP                   SR 144A NT 34    | 2034-03-01      | 5.8750%  | 0.0000% | $3995000.00        | $3886223.36        | Corporate Debt Securities |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28 | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $156498.61         | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK31 | 2031-06-01      | 9.0000%  | 0.0000% | $15417120.00       | $16888975.32       | Corporate Debt Securities |
| CSN RESOURCES SA               SR GLBL 144A 32  | 2032-04-08      | 5.8750%  | 0.0000% | $800000.00         | $489320.00         | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR GLBL 144A 33  | 2033-11-15      | 5.7500%  | 0.0000% | $3206000.00        | $3208421.42        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29  | 2029-11-01      | 6.8750%  | 0.0000% | $2621000.00        | $2683919.29        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28 | 2028-02-15      | 3.7500%  | 0.0000% | $35000.00          | $34528.26          | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 30    | 2030-04-01      | 6.1250%  | 0.0000% | $1254000.00        | $1121182.59        | Corporate Debt Securities |
| BANCO DE CREDITO E INVERSIONES FR 8.75%         | 2500-12-31      | 8.7500%  | 0.0000% | $2591000.00        | $2729545.81        | Corporate Debt Securities |
| ATLAS CAP DAC                  -A-20241 144A 27 | 2027-06-08      | 15.8736% | 0.0000% | $5000000.00        | $5489935.16        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27     | 2027-11-01      | 9.0000%  | 0.0000% | $24266000.00       | $29119200.00       | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27  | 2027-07-15      | 5.7500%  | 0.0000% | $6512000.00        | $6574963.80        | Corporate Debt Securities |
| AMKOR TECHNOLOGY INC           SR GLBL 144A 33  | 2033-10-01      | 5.8750%  | 0.0000% | $20727000.00       | $21204835.08       | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32  | 2032-09-01      | 6.6250%  | 0.0000% | $23000.00          | $23421.38          | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28   | 2028-12-01      | 9.0000%  | 0.0000% | $569000.00         | $561716.80         | Corporate Debt Securities |
| AXON ENTERPRISE INC            SR GLBL 144A 30  | 2030-03-15      | 6.1250%  | 0.0000% | $2528000.00        | $2565723.38        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54 | 2054-12-15      | 6.9500%  | 0.0000% | $475000.00         | $510327.60         | Corporate Debt Securities |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 26    | 2026-12-15      | 5.2500%  | 0.0000% | $67000.00          | $68071.22          | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32  | 2032-12-01      | 9.6250%  | 0.0000% | $119000.00         | $135735.37         | Corporate Debt Securities |
| VALARIS LTD                    2LIEN 144A NT 30 | 2030-04-30      | 8.3750%  | 0.0000% | $18468000.00       | $19703616.93       | Corporate Debt Securities |
| LONG PT RE IV LTD              -A VR 144A NT 26 | 2026-06-01      | 7.8100%  | 0.0000% | $4800000.00        | $4805760.00        | Corporate Debt Securities |
| UNITED STATES STL CORP         SR NT 6.65%37    | 2037-06-01      | 6.6500%  | 0.0000% | $9691000.00        | $10031897.08       | Corporate Debt Securities |
| DOMTAR CORP                    SR NT 6.25%42    | 2042-09-01      | 6.2500%  | 0.0000% | $799000.00         | $291585.73         | Corporate Debt Securities |
| DISH DBS CORPORATION           SR GLBL NT 26    | 2026-07-01      | 7.7500%  | 0.0000% | $1000000.00        | $1015395.00        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29 | 2029-11-30      | 10.7500% | 0.0000% | $1669381.00        | $1857075.07        | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL DEB 28   | 2028-01-15      | 6.6500%  | 0.0000% | $1439000.00        | $1494975.50        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL27 | 2027-07-15      | 7.1650%  | 0.0000% | $421000.00         | $435876.50         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62 | 2062-06-30      | 3.9500%  | 0.0000% | $947000.00         | $563242.45         | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28   | 2028-08-01      | 8.7500%  | 0.0000% | $173000.00         | $104860.87         | Corporate Debt Securities |
| BANCO DE BOGOTA SA             SR GLBL 144A 27  | 2027-08-03      | 4.3750%  | 0.0000% | $475000.00         | $476001.59         | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 5.8750%  | 0.0000% | $2600000.00        | $2591040.47        | Corporate Debt Securities |
| AEGEA FIN S A R L S A          SR GLBL REGS 36  | 2036-01-20      | 7.6250%  | 0.0000% | $3300000.00        | $3095287.71        | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INTL INC     SR SEC GLBL 28   | 2028-08-15      | 4.6250%  | 0.0000% | $352000.00         | $346452.38         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29 | 2029-02-01      | 9.5000%  | 0.0000% | $9580000.00        | $10479019.13       | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL REGS 31  | 2031-06-15      | 5.8750%  | 0.0000% | $80000.00          | $81478.29          | Corporate Debt Securities |
| WEEKLEY HOMES LLC/ FIN CORP    SR 144A NT 34    | 2034-01-15      | 6.7500%  | 0.0000% | $606000.00         | $589727.39         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 33    | 2033-10-15      | 6.9500%  | 0.0000% | $6344000.00        | $7082360.54        | Corporate Debt Securities |
| VITALITY RE XIV LTD            -B VR 144A NT 27 | 2027-01-05      | 8.0200%  | 0.0000% | $800000.00         | $812160.00         | Corporate Debt Securities |
| ROCKET MTG LLC                 SR 144A NT 28    | 2028-01-15      | 5.2500%  | 0.0000% | $1044000.00        | $1034691.00        | Corporate Debt Securities |
| VERAISON RE LTD                -B VR 144A NT 29 | 2029-03-08      | 7.6908%  | 0.0000% | $2000000.00        | $1998200.00        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57 | 2057-02-28      | 6.2500%  | 0.0000% | $1134000.00        | $788956.88         | Corporate Debt Securities |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30    | 2030-07-15      | 9.2500%  | 0.0000% | $4130000.00        | $4209452.02        | Corporate Debt Securities |
| OIL & GAS HLDG CO B S C        FR 7.5%102527    | 2027-10-25      | 7.5000%  | 0.0000% | $500000.00         | $508205.00         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29    | 2029-02-01      | 9.2500%  | 0.0000% | $13019000.00       | $13348076.92       | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 36    | 2036-02-15      | 6.3750%  | 0.0000% | $11168000.00       | $10699590.81       | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL NT6.5%28 | 2028-07-15      | 6.5000%  | 0.0000% | $50000.00          | $50793.61          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30  | 2030-03-01      | 5.5000%  | 0.0000% | $69000.00          | $60605.00          | Corporate Debt Securities |
| METROCAT RE LTD                EXTND-A 144A 27  | 2027-05-10      | 9.2866%  | 0.0000% | $4550000.00        | $4647129.52        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 34  | 2034-03-01      | 5.6250%  | 0.0000% | $6518000.00        | $6282195.05        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30  | 2030-11-15      | 7.1250%  | 0.0000% | $12000.00          | $12159.68          | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31  | 2031-01-28      | 5.9500%  | 0.0000% | $1010000.00        | $966501.82         | Corporate Debt Securities |
| GETTY IMAGES INC               SR GLBL 144A 28  | 2028-03-01      | 14.0000% | 0.0000% | $28000.00          | $26926.67          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29    | 2029-02-01      | 5.7500%  | 0.0000% | $88000.00          | $89816.61          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30    | 2030-09-10      | 5.1250%  | 0.0000% | $1881000.00        | $1842532.77        | Corporate Debt Securities |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32  | 2032-06-19      | 4.7500%  | 0.0000% | $1200000.00        | $947650.00         | Corporate Debt Securities |
| HERBIE RE LTD                  -A-20242 144A 29 | 2029-01-08      | 10.8100% | 0.0000% | $8750000.00        | $8836625.00        | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 30  | 2030-05-15      | 6.8750%  | 0.0000% | $622000.00         | $530586.04         | Corporate Debt Securities |
| KILIMANJARO II RE LTD          EXTND-B 144A 31  | 2031-01-08      | 10.8100% | 0.0000% | $3300000.00        | $3556485.17        | Corporate Debt Securities |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30  | 2030-01-27      | 5.0000%  | 0.0000% | $50000.00          | $45251.94          | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31  | 2031-12-01      | 7.0000%  | 0.0000% | $18100000.00       | $19371766.33       | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 31  | 2031-05-01      | 4.0000%  | 0.0000% | $358000.00         | $339679.95         | Corporate Debt Securities |
| CMG MEDIA CORP                 SR GLBL 144A 27  | 2027-12-15      | 8.8750%  | 0.0000% | $12561000.00       | $11758753.35       | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27    | 2027-05-09      | 4.7500%  | 0.0000% | $1454000.00        | $1475208.21        | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32    | 2032-05-15      | 7.8750%  | 0.0000% | $1143000.00        | $1206836.55        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 8.5%32     | 2032-03-11      | 8.5000%  | 0.0000% | $7903000.00        | $8385179.59        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29  | 2029-06-01      | 6.0000%  | 0.0000% | $4800000.00        | $4643232.00        | Corporate Debt Securities |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31 | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $503029.25         | Corporate Debt Securities |
| JACOBS ENTMT INC               SR 144A NT 29    | 2029-02-15      | 6.7500%  | 0.0000% | $115000.00         | $107343.88         | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33    | 2033-08-15      | 7.2500%  | 0.0000% | $100000.00         | $101067.39         | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 31   | 2031-01-15      | 7.0000%  | 0.0000% | $1516968.00        | $1148766.16        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 28    | 2028-01-15      | 4.7500%  | 0.0000% | $6910000.00        | $6253465.54        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32  | 2032-08-01      | 8.2500%  | 0.0000% | $3865000.00        | $3861019.05        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-11-04      | 7.3500%  | 0.0000% | $987000.00         | $1046992.33        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31    | 2031-04-01      | 4.3750%  | 0.0000% | $4871000.00        | $4580347.43        | Corporate Debt Securities |
| EVERGLADES RE II LTD           EXTND-A 144A 31  | 2031-05-13      | 14.0408% | 0.0000% | $7000000.00        | $7084000.00        | Corporate Debt Securities |
| ERO COPPER CORP                SR GLBL 144A 30  | 2030-02-15      | 6.5000%  | 0.0000% | $717000.00         | $714379.76         | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL REGS 29  | 2029-09-18      | 4.2500%  | 0.0000% | $401000.00         | $369046.20         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 27  | 2027-05-01      | 5.1250%  | 0.0000% | $32000.00          | $32654.53          | Corporate Debt Securities |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29  | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $15274.18          | Corporate Debt Securities |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27  | 2027-06-15      | 7.0000%  | 0.0000% | $4820000.00        | $4844153.56        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC | 2500-12-31      | 7.1250%  | 0.0000% | $5443000.00        | $5542139.71        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40    | 2040-10-01      | 6.2500%  | 0.0000% | $90000.00          | $71958.60          | Corporate Debt Securities |
| CONNECT HLDG II LLC            SR SEC 144A NT31 | 2031-04-03      | 10.5000% | 0.0000% | $16246000.00       | $16428280.12       | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29  | 2029-01-15      | 4.5000%  | 0.0000% | $605000.00         | $574447.50         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 3.85%61 | 2061-04-01      | 3.8500%  | 0.0000% | $13046000.00       | $7836210.36        | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42 | 2042-03-15      | 7.6500%  | 0.0000% | $1586000.00        | $1460547.40        | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31  | 2031-06-15      | 5.8750%  | 0.0000% | $1646000.00        | $1676415.79        | Corporate Debt Securities |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27   | 2027-05-14      | 5.5000%  | 0.0000% | $423000.00         | $99842.64          | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 29  | 2029-08-01      | 9.1250%  | 0.0000% | $220000.00         | $227244.23         | Corporate Debt Securities |
| CITRUS RE LTD                  EXT GLBL 144A 32 | 2028-06-07      | 8.0600%  | 0.0000% | $8260000.00        | $8514408.00        | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 28  | 2028-05-01      | 4.2500%  | 0.0000% | $2746000.00        | $2719057.16        | Corporate Debt Securities |
| CITIGROUP INC                  PERP -Z NT7.375% | 2500-12-31      | 7.3750%  | 0.0000% | $2307000.00        | $2378363.84        | Corporate Debt Securities |
| BELLRING BRANDS INC            SR 144A NT 7%30  | 2030-03-15      | 7.0000%  | 0.0000% | $238000.00         | $237662.30         | Corporate Debt Securities |
| ATHILON CAP CORP               FLT 144A NT 45   | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $993598.27         | Corporate Debt Securities |
| ARMOR RE LTD                   -A-20242 144A 28 | 2028-01-07      | 12.0600% | 0.0000% | $9140000.00        | $9679260.00        | Corporate Debt Securities |
| AZORRA FIN LTD                 SR 144A NT 34    | 2034-02-15      | 6.2500%  | 0.0000% | $9193000.00        | $8551576.30        | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU      FR 6.45%073035   | 2035-07-30      | 6.4500%  | 0.0000% | $4013000.00        | $4081622.30        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30  | 2030-01-30      | 5.2500%  | 0.0000% | $3250000.00        | $2108437.50        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30    | 2030-12-01      | 5.7500%  | 0.0000% | $7513000.00        | $7721160.19        | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 30  | 2030-07-15      | 5.2500%  | 0.0000% | $14371000.00       | $14043532.81       | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-05-01      | 8.7500%  | 0.0000% | $2125000.00        | $2014680.62        | Corporate Debt Securities |
| TITANIA RE LIMITED             EXT GLBL 144A 32 | 2032-07-09      | 19.7908% | 0.0000% | $1000000.00        | $1052200.00        | Corporate Debt Securities |
| SYNOVUS FINL CORP              SB GLBL NT5.9%29 | 2029-02-07      | 7.5380%  | 0.0000% | $61000.00          | $64058.95          | Corporate Debt Securities |
| SUTTER RE LIMITED              EXTND-B 144A 30  | 2030-06-07      | 10.2700% | 0.0000% | $7950000.00        | $8008830.00        | Corporate Debt Securities |
| SEADRILL FIN LTD               2LIEN 144A NT 30 | 2030-08-01      | 8.3750%  | 0.0000% | $950000.00         | $992710.42         | Corporate Debt Securities |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29    | 2029-04-01      | 6.1250%  | 0.0000% | $44000.00          | $18122.50          | Corporate Debt Securities |
| XEROX HOLDINGS CORP            SR GLBL 144A 29  | 2029-11-30      | 8.8750%  | 0.0000% | $4863000.00        | $1651393.75        | Corporate Debt Securities |
| IAMGOLD CORP                   SR GLBL REGS 28  | 2028-10-15      | 5.7500%  | 0.0000% | $22000.00          | $22477.49          | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.5%46 | 2046-06-01      | 4.5000%  | 0.0000% | $665000.00         | $444825.15         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $522000.00         | $534785.52         | Corporate Debt Securities |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32    | 2032-06-30      | 10.7500% | 0.0000% | $157000.00         | $56814.38          | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%30  | 2030-06-14      | 6.0000%  | 0.0000% | $740000.00         | $773243.27         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29    | 2029-11-15      | 5.3750%  | 0.0000% | $607000.00         | $594487.03         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34 | 2034-06-15      | 6.5000%  | 0.0000% | $625000.00         | $660851.39         | Corporate Debt Securities |
| MERCER INTL INC                SR GLBL NT 29    | 2029-02-01      | 5.1250%  | 0.0000% | $207000.00         | $107855.63         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48 | 2048-02-12      | 6.3500%  | 0.0000% | $793000.00         | $604926.61         | Corporate Debt Securities |
| GOLDEN BEAR RE LTD             -20262 VR 144A29 | 2029-03-07      | 13.1792% | 0.0000% | $7250000.00        | $7239125.00        | Corporate Debt Securities |
| POLESTAR RE LTD                -C-20261 144A 29 | 2029-01-08      | 14.1792% | 0.0000% | $4250000.00        | $4253400.00        | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  1LIEN GLBL 27    | 2027-08-31      | 3.3750%  | 0.0000% | $450000.00         | $441525.38         | Corporate Debt Securities |

### Security 618: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EVDG9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EVDG9
- **C.18 - Value (incl. sponsor support):** $499941435.00
- **C.18.a - Value (excl. sponsor support):** $499941435.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $31399.00          | $1222683.34        | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD ETN   | 2500-12-31      | N/A      | 0.0000% | $226.00            | $16156.74          | Equities   |
| KRANESHARES TRUST              MSCI ALL CHINA   | 2500-12-31      | N/A      | 0.0000% | $36145.00          | $606874.55         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS ANCORATO TARGET  | 2500-12-31      | N/A      | 0.0000% | $15678.00          | $348302.45         | Equities   |
| SCHWAB STRATEGIC TR            US TIPS ETF      | 2500-12-31      | N/A      | 0.0000% | $29359.00          | $780362.22         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $57952.00          | $1831862.72        | Equities   |
| SNDL INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1650432.00        | $2129057.28        | Equities   |
| ISHARES TR                     US TECH BRKTHR   | 2500-12-31      | N/A      | 0.0000% | $4877.00           | $261455.97         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1664904.00        | $3379755.12        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $35193.00          | $1239497.46        | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $216393.00         | $5600250.84        | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $791.00            | $20494.81          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $4911.00           | $1016724.33        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSY WR MOMNT   | 2500-12-31      | N/A      | 0.0000% | $428.00            | $14427.67          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $6795.00           | $184050.05         | Equities   |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $15506.00          | $377803.69         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $459.00            | $18848.93          | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $21515.00          | $2955945.85        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $12151.00          | $378983.61         | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $572436.00         | $25152837.84       | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1665760.00        | $25152976.00       | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $98360.00          | $2442278.80        | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $14974.00          | $326726.69         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $3335.00           | $68834.40          | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $49632.00          | $8033435.52        | Equities   |
| TORTOISE CAPITAL SERIES TRUST  ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $42374.00          | $447045.70         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $910.58            | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $139842.00         | $320238.18         | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $36076.00          | $1741027.76        | Equities   |
| DRDGOLD LIMITED                SPON ADR REPSTG  | 2500-12-31      | N/A      | 0.0000% | $91017.00          | $2516620.05        | Equities   |
| CENTRAIS ELET BRAS SA          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $450171.00         | $4821331.41        | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1634.00           | $113056.46         | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $4809.00           | $122940.64         | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2398164.00        | $12566379.36       | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $72966.00          | $226194.60         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $3507.00           | $579005.70         | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $51756.00          | $1681552.44        | Equities   |
| ANGEL OAK FUNDS TRUST          TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $2266.00           | $112205.75         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $4.00              | $154.92            | Equities   |
| CEMEX SA EURO MTN BE 144A      SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $2348550.00        | $25152970.50       | Equities   |
| SCYNEXIS INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $166168.00         | $131222.87         | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $16471.00          | $526907.29         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $905434.00         | $25152956.52       | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTR SML   | 2500-12-31      | N/A      | 0.0000% | $664.00            | $27828.24          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII LOW DUR STRTGC   | 2500-12-31      | N/A      | 0.0000% | $20736.00          | $389836.80         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3489.00           | $125738.68         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INTL DEV STRNGTH | 2500-12-31      | N/A      | 0.0000% | $3958.00           | $151063.80         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $970.00            | $22805.28          | Equities   |
| RELX PLC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $308003.00         | $10087098.25       | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $644764.00         | $3443039.76        | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $67315.00          | $20980739.20       | Equities   |
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $3587916.00        | $19769417.16       | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $2254.00           | $111394.03         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $27117.00          | $1210774.05        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $7226.00           | $405624.28         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $359968.00         | $1972624.64        | Equities   |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $1112.00           | $274252.56         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES SHORT-TE | 2500-12-31      | N/A      | 0.0000% | $7434.00           | $374639.40         | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $2375.00           | $241038.75         | Equities   |
| AMPLIFY ETF TR                 CEF HIGH INCOME  | 2500-12-31      | N/A      | 0.0000% | $13035.00          | $139474.50         | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $170830.00         | $182788.10         | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $277.00            | $7039.95           | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $249880.00         | $25152920.80       | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $401804.00         | $377816.30         | Equities   |
| TALON CAP CORP                 ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $36803.00          | $375758.63         | Equities   |
| SMITH & NEPHEW PLC             SPDN ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $95015.00          | $3001523.85        | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $232972.00         | $463614.28         | Equities   |
| ISHARES TR                     RESIDENTIAL MULT | 2500-12-31      | N/A      | 0.0000% | $4165.00           | $343071.05         | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $24208.00          | $776834.72         | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $120107.00         | $25152807.94       | Equities   |
| ISHARES INC                    MSCI AGRICULTURE | 2500-12-31      | N/A      | 0.0000% | $4289.00           | $192232.98         | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $107079.00         | $4605467.79        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $3425.00           | $80661.15          | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $11279.00          | $328259.50         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $23156.00          | $240359.28         | Equities   |
| WISEKEY INTERNATIONAL HLDS LTD SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $19003.00          | $103756.38         | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $58471.00          | $16722.71          | Equities   |
| NEOS ETF TRUST                 NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $23376.00          | $1124853.12        | Equities   |
| STRATEGIC TRUST                RUNNING GWTH ETF | 2500-12-31      | N/A      | 0.0000% | $390.00            | $12309.10          | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $232327.00         | $5522412.79        | Equities   |
| PACER FDS TR                   TRENDPILOT US BD | 2500-12-31      | N/A      | 0.0000% | $34652.00          | $652843.68         | Equities   |
| SENESTECH INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6803.00           | $10816.77          | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $198586.00         | $15650562.66       | Equities   |
| ISHARES TR                     IBONDS 28 TRM TS | 2500-12-31      | N/A      | 0.0000% | $327.00            | $7280.65           | Equities   |
| ISHARES U S ETF TR             TRANSITION ENABL | 2500-12-31      | N/A      | 0.0000% | $11085.00          | $324901.35         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $65058.00          | $676603.20         | Equities   |
| INVESCO CURRENCYSHARES         JAPANESE YEN     | 2500-12-31      | N/A      | 0.0000% | $3623.00           | $208358.73         | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2831.00           | $160452.87         | Equities   |
| ING GROEP N.V.                 SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $356876.00         | $8839818.52        | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $6145.00           | $343959.62         | Equities   |
| PUTNAM ETF TRUST               FRANKLIN MUNI    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $310.40            | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $200816.00         | $12456616.48       | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $16823.00          | $581402.88         | Equities   |
| DIREXION SHARES ETF TRUST      DIREXION HCM     | 2500-12-31      | N/A      | 0.0000% | $7165.00           | $252208.00         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $2313.00           | $131262.75         | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $2126.00           | $146460.14         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLOOMBER | 2500-12-31      | N/A      | 0.0000% | $2231.00           | $146502.85         | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $631176.00         | $15066171.12       | Equities   |
| IMPERIAL PETE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $222602.00         | $979448.80         | Equities   |
| METALPHA TECHN HOLDING LTD     SHS              | 2500-12-31      | N/A      | 0.0000% | $5373.00           | $5964.03           | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $425896.00         | $643102.96         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $102202.00         | $1044504.44        | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $182328.00         | $979101.36         | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $2444.00           | $60159.06          | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $27355.00          | $681686.60         | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $253968.00         | $25152990.72       | Equities   |
| ISHARES TR                     S&P MC 400VL ETF | 2500-12-31      | N/A      | 0.0000% | $1436.00           | $185832.76         | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $589.00            | $24826.53          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $247812.00         | $25152918.00       | Equities   |
| ETFS GOLD TR                   PHYSCL GOLD SHS  | 2500-12-31      | N/A      | 0.0000% | $39940.00          | $1717420.00        | Equities   |
| BLACKROCK ETF TRUST            ISHARES HEALTH I | 2500-12-31      | N/A      | 0.0000% | $4573.00           | $128840.62         | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $5083.00           | $272426.94         | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $7822.00           | $154640.94         | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $4974.00           | $434578.38         | Equities   |
| AB ACTIVE ETFS INC             CALIFORNIA INTER | 2500-12-31      | N/A      | 0.0000% | $34297.00          | $854681.24         | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $44032.00          | $442521.60         | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $31312.00          | $338795.84         | Equities   |
| DIMENSIONAL ETF TRUST          NATL MUN BD ETF  | 2500-12-31      | N/A      | 0.0000% | $8424.00           | $403088.40         | Equities   |
| GLOBAL X FDS                   BRAZIL ACTVE ETF | 2500-12-31      | N/A      | 0.0000% | $3762.00           | $117444.37         | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $1738.00           | $56175.29          | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $27426.00          | $1850706.48        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT TECH | 2500-12-31      | N/A      | 0.0000% | $35300.00          | $2875333.26        | Equities   |
| TIDAL TR IV                    PORTFOLIO BUILDI | 2500-12-31      | N/A      | 0.0000% | $185829.00         | $6644315.89        | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $68816.95          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3334.00           | $313929.44         | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $190581.00         | $25152880.38       | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $160992.00         | $1712954.88        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $9014.00           | $213540.76         | Equities   |
| TIDAL TRUST I                  SONICSHARES GBL  | 2500-12-31      | N/A      | 0.0000% | $16849.00          | $665703.99         | Equities   |
| RBB FD INC                     SGI ENHANCED COR | 2500-12-31      | N/A      | 0.0000% | $2503.00           | $64277.04          | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1480992.00        | $4220827.20        | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $53358.00          | $546919.50         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1336.00           | $235363.12         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $2825.00           | $119314.16         | Equities   |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $17674.00          | $7262423.34        | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $369290.00         | $25152341.90       | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X SHORT | 2500-12-31      | N/A      | 0.0000% | $11985.00          | $387020.82         | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $40628.00          | Equities   |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $7365.00           | $910461.30         | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $25522.00          | $1856980.72        | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5207648.00        | $25152939.84       | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $4674.00           | $157233.36         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $3272.00           | $82847.04          | Equities   |
| EA SERIES TRUST                US QUAN VALUE    | 2500-12-31      | N/A      | 0.0000% | $3376.00           | $172142.24         | Equities   |
| ELEVATION SERIES TRUST         SOVEREIGNS CAPIT | 2500-12-31      | N/A      | 0.0000% | $3087.00           | $82114.20          | Equities   |
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2173612.00        | $334736.25         | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $143890.00         | $1581351.10        | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $59260.00          | $666675.00         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $74696.00          | $764887.04         | Equities   |
| VANGUARD WORLD FD              COMM SRVC ETF    | 2500-12-31      | N/A      | 0.0000% | $4366.00           | $758636.16         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $520112.00         | $25152616.32       | Equities   |
| TURKCELL ILETISIM              SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $855229.00         | $5054403.39        | Equities   |

### Security 619: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EVGX9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EVGX9
- **C.18 - Value (incl. sponsor support):** $304771100.55
- **C.18.a - Value (excl. sponsor support):** $304771100.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MITSUBISHI HC FIN AMER LLC     SR 144A NT 28       | 2028-09-12      | 5.8070%  | 0.0000% | $310000.00         | $319013.19         | Corporate Debt Securities                         |
| STRUCTURED ASSET INV 2004-8    A2     20340925 FLT | 2034-09-25      | 4.3430%  | 0.0000% | $6899409.00        | $108004.92         | Asset-Backed Securities                           |
| T MOBILE USA INC               SR GLBL NT6.7%33    | 2033-12-15      | 6.7000%  | 0.0000% | $9251000.00        | $10353051.07       | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT5.5%35    | 2035-05-29      | 5.5000%  | 0.0000% | $1812000.00        | $1877574.27        | Corporate Debt Securities                         |
| L AIR LIQUIDE                  SR GLBL 144A 29     | 2029-09-10      | 2.2500%  | 0.0000% | $270000.00         | $252261.67         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT4.6%29    | 2029-06-08      | 4.6000%  | 0.0000% | $860000.00         | $862226.44         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 41       | 2041-10-29      | 3.8500%  | 0.0000% | $299000.00         | $241405.29         | Corporate Debt Securities                         |
| BENCHMART MTG TR 2019-B12      A-AB   20520816 FLT | 2052-08-16      | 3.0416%  | 0.0000% | $60000.00          | $40907.45          | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53    | 2053-10-01      | 6.5000%  | 0.0000% | $512000.00         | $558725.12         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 A34    | 2034-05-15      | 5.3750%  | 0.0000% | $4493000.00        | $4684786.20        | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT5.4%33    | 2033-05-20      | 5.4000%  | 0.0000% | $430000.00         | $454643.30         | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    GLBL NT 8.625%31    | 2031-04-15      | 8.6250%  | 0.0000% | $651000.00         | $758916.81         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 35       | 2035-11-15      | 5.3500%  | 0.0000% | $129000.00         | $127514.46         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       LW TIER II 36       | 2036-06-13      | 6.0680%  | 0.0000% | $225000.00         | $231964.65         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     A1     20691025 FLT | 2069-10-25      | 3.2500%  | 0.0000% | $11953000.00       | $2326055.17        | Private Label Collateralized Mortgage Obligations |
| LG ENERGY SOLUTION LTD         SR GLBL 144A 28     | 2028-09-25      | 5.7500%  | 0.0000% | $255000.00         | $260158.22         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 36     | 2036-01-15      | 8.5000%  | 0.0000% | $4859999.00        | $5131716.14        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.7%46    | 2046-05-15      | 4.7000%  | 0.0000% | $1321000.00        | $1189699.94        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.05%031335      | 2035-03-13      | 5.0500%  | 0.0000% | $200000.00         | $199771.00         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  FR 3.347%011237     | 2037-01-12      | 3.3470%  | 0.0000% | $250000.00         | $227468.70         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -2-2024II 144A28    | 2028-12-06      | 16.9608% | 0.0000% | $950000.00         | $1004435.00        | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $62000.00          | $63666.35          | Corporate Debt Securities                         |
| NATIONAL LIFE INS CO           144A NT 5.25%68     | 2068-07-19      | 5.2500%  | 0.0000% | $55000.00          | $45171.50          | Corporate Debt Securities                         |
| PENNSYLVANIA ELEC CO           SR NT 6.15%38       | 2038-10-01      | 6.1500%  | 0.0000% | $3035000.00        | $3269666.20        | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R03   1M-2   20420325 FLT | 2042-03-25      | 7.1619%  | 0.0000% | $365000.00         | $372509.38         | Private Label Collateralized Mortgage Obligations |
| COUGAR JV SUBSIDIARY LLC       SR 144A NT 8%32     | 2032-05-15      | 8.0000%  | 0.0000% | $300000.00         | $318309.67         | Corporate Debt Securities                         |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR 144A NT5.7%35    | 2035-01-15      | 5.7000%  | 0.0000% | $739000.00         | $753568.15         | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR8         2-A-1A 20450725 FLT | 2045-07-25      | 4.3730%  | 0.0000% | $11000000.00       | $237245.86         | Private Label Collateralized Mortgage Obligations |
| EXPAND ENERGY CORPORATION      SR GLBL 144A 29     | 2029-04-15      | 6.7500%  | 0.0000% | $307000.00         | $316724.23         | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 23-SMRT  A      20400612 FLT | 2040-06-12      | 5.8196%  | 0.0000% | $185000.00         | $189377.04         | Private Label Collateralized Mortgage Obligations |
| CITRIX SYS INC                 SR GLBL NT4.5%27    | 2027-12-01      | 4.5000%  | 0.0000% | $26000.00          | $24931.92          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29    | 2029-01-10      | 5.3730%  | 0.0000% | $191000.00         | $195402.41         | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 31     | 2031-02-01      | 9.0000%  | 0.0000% | $10351000.00       | $9936235.43        | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 30       | 2030-05-29      | 4.9140%  | 0.0000% | $587000.00         | $604688.07         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR AMZ 144A NT51    | 2051-01-28      | 6.5000%  | 0.0000% | $200000.00         | $194525.00         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.468%012335     | 2035-01-23      | 5.4680%  | 0.0000% | $15172000.00       | $15555069.40       | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 3.052%011331     | 2031-01-13      | 3.0520%  | 0.0000% | $200000.00         | $188498.53         | Corporate Debt Securities                         |
| BANK NEW ZEALAND               FR 5.076%013029     | 2029-01-30      | 5.0760%  | 0.0000% | $1000000.00        | $1026190.00        | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $649000.00         | $653987.20         | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II 30       | 2030-06-20      | 5.0880%  | 0.0000% | $265000.00         | $269164.39         | Corporate Debt Securities                         |
| BELO CORP                      SR GLBL DEB 27      | 2027-06-01      | 7.7500%  | 0.0000% | $873000.00         | $919909.20         | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR NT 4.2%47        | 2047-12-06      | 4.2000%  | 0.0000% | $285000.00         | $239213.80         | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     -20244 144A NT27    | 2027-08-20      | 4.6500%  | 0.0000% | $1657000.00        | $1666156.31        | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $2500000.00        | $2543846.67        | Corporate Debt Securities                         |
| BENCHMARK  MTG TR 2023-V3      D      20560717 4.0 | 2056-07-17      | 4.0000%  | 0.0000% | $4860000.00        | $4361618.34        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA NA             SB FR 6%101536      | 2036-10-15      | 6.0000%  | 0.0000% | $500000.00         | $538953.33         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.894%120534     | 2034-12-05      | 5.8940%  | 0.0000% | $3200000.00        | $3405765.69        | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 29     | 2029-03-03      | 4.5345%  | 0.0000% | $12000000.00       | $12022692.03       | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-11-26      | 7.3000%  | 0.0000% | $208000.00         | $214603.42         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $313000.00         | $286849.63         | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9619%  | 0.0000% | $100000.00         | $52844.88          | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN LLC               SR REGS NT6.5%33    | 2033-11-21      | 6.5000%  | 0.0000% | $400000.00         | $434128.89         | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                SR REGS NT 34       | 2034-05-02      | 6.2500%  | 0.0000% | $265000.00         | $283292.43         | Corporate Debt Securities                         |
| ARCOR S A I C                  SR GLBL 144A 33     | 2033-07-31      | 7.6000%  | 0.0000% | $300000.00         | $311564.00         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 36       | 2036-05-01      | 6.2500%  | 0.0000% | $11448000.00       | $12362828.76       | Corporate Debt Securities                         |
| AVANGRID INC                   3.8%29              | 2029-06-01      | 3.8000%  | 0.0000% | $379000.00         | $374977.55         | Corporate Debt Securities                         |
| ASHTEAD CAP INC                SR SEC GLBL 28      | 2028-05-01      | 4.0000%  | 0.0000% | $300000.00         | $300392.00         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $224000.00         | $225668.80         | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 30       | 2030-04-02      | 5.2500%  | 0.0000% | $45255000.00       | $47467705.51       | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $440000.00         | $454257.71         | Corporate Debt Securities                         |
| BX CML MTG TR 2021-CIP         A      20381215 FLT | 2038-12-15      | 4.7085%  | 0.0000% | $1420000.00        | $1204244.35        | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2022-RPL4              A-1    20620425 FLT | 2062-04-25      | 3.9044%  | 0.0000% | $300000.00         | $197954.68         | Asset-Backed Securities                           |
| SM ENERGY COMPANY              SR GLBL 144A 33     | 2033-06-15      | 9.6250%  | 0.0000% | $345000.00         | $389170.45         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 55       | 2055-06-15      | 5.2500%  | 0.0000% | $232000.00         | $208433.05         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $150000.00         | $130641.50         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.716%28    | 2028-09-14      | 5.7160%  | 0.0000% | $450000.00         | $463463.65         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.778%062054     | 2054-06-20      | 7.7780%  | 0.0000% | $2614000.00        | $3025839.91        | Corporate Debt Securities                         |
| NVENT FIN S A R L              CR SEN SR GLBL28    | 2028-04-15      | 4.5500%  | 0.0000% | $81000.00          | $82436.99          | Corporate Debt Securities                         |
| JP MORGAN MTG TRUST 2024-NQM1  A-1    20640225 FLT | 2064-02-25      | 5.5920%  | 0.0000% | $500000.00         | $326744.17         | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE S A            FR 4%011033         | 2033-01-10      | 4.0000%  | 0.0000% | $250000.00         | $247835.00         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 4.885%070331     | 2031-07-03      | 4.8850%  | 0.0000% | $1000000.00        | $1010351.11        | Corporate Debt Securities                         |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50     | 2050-05-15      | 5.8000%  | 0.0000% | $300000.00         | $277779.33         | Corporate Debt Securities                         |
| PROGRESS RESI 2021-SFR6 TR     A      20380719 1.5 | 2038-07-19      | 1.5240%  | 0.0000% | $2218220.00        | $2179613.47        | Asset-Backed Securities                           |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $122000.00         | $127539.41         | Corporate Debt Securities                         |
| V F CORP                       GLBL NT 6%33        | 2033-10-15      | 6.0000%  | 0.0000% | $10000.00          | $10318.27          | Corporate Debt Securities                         |
| NNN REIT INC                   4.3%28              | 2028-10-15      | 4.3000%  | 0.0000% | $402000.00         | $408181.87         | Corporate Debt Securities                         |
| OVINTIV INC                    GLBL NT 7.1%53      | 2053-07-15      | 7.1000%  | 0.0000% | $1867000.00        | $2030397.77        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 34       | 2034-04-04      | 5.6340%  | 0.0000% | $442000.00         | $463127.82         | Corporate Debt Securities                         |
| NYC COMMERCIAL MTG TR 2025-28L C      20381105 FLT | 2038-11-05      | 5.4416%  | 0.0000% | $2475000.00        | $2494012.19        | Private Label Collateralized Mortgage Obligations |
| INRETAIL CONSUMER              SR SEC GLBL 28      | 2028-03-22      | 3.2500%  | 0.0000% | $300000.00         | $288816.75         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 31     | 2031-04-01      | 4.6440%  | 0.0000% | $13700000.00       | $13884539.00       | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     4.5%29              | 2029-05-01      | 4.5000%  | 0.0000% | $547000.00         | $512599.17         | Corporate Debt Securities                         |
| CAISSE CENTRALE DESJARDINS     FR 4.55%082327      | 2027-08-23      | 4.5500%  | 0.0000% | $275000.00         | $277178.76         | Corporate Debt Securities                         |
| SALESFORCE INC                 SR GLBL NT5.2%33    | 2033-03-15      | 5.2000%  | 0.0000% | $13827000.00       | $13778052.42       | Corporate Debt Securities                         |
| TOWD PT MTG TR 2026-CES1       A1     20660125 FLT | 2066-01-25      | 4.9610%  | 0.0000% | $2425000.00        | $2358908.24        | Asset-Backed Securities                           |
| NEXA RES S A                   SR 144A NT 34       | 2034-04-09      | 6.7500%  | 0.0000% | $1500000.00        | $1610040.00        | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM4            A-1    20640125 FLT | 2064-01-25      | 6.0670%  | 0.0000% | $250000.00         | $132271.09         | Private Label Collateralized Mortgage Obligations |
| TOTALENERGIES CAP USA LLC      GLBL NT 4.248%31    | 2031-01-13      | 4.2480%  | 0.0000% | $231000.00         | $230458.07         | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 8.7700%  | 0.0000% | $5000000.00        | $5040500.00        | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.283%111930     | 2030-11-19      | 5.2830%  | 0.0000% | $400000.00         | $413372.40         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.3%33    | 2033-06-01      | 5.3000%  | 0.0000% | $900000.00         | $921129.00         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 4.4%081428       | 2028-08-14      | 4.4000%  | 0.0000% | $230000.00         | $230088.42         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $25000.00          | $14661.71          | Corporate Debt Securities                         |
| APEX CREDIT CLO LTD  2019-RR   B-RR   20370720 FLT | 2037-07-20      | 5.5676%  | 0.0000% | $1400000.00        | $1416290.33        | Asset-Backed Securities                           |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 11.9540% | 0.0000% | $1600000.00        | $1669280.00        | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $38000.00          | $21865.92          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130       | 2030-04-01      | 5.8000%  | 0.0000% | $927000.00         | $983472.84         | Corporate Debt Securities                         |
| SMURFIT WESTROCK FINANCING     SR GLBL NT 36       | 2036-01-15      | 5.1850%  | 0.0000% | $272000.00         | $271998.26         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  FR 3.933%080234     | 2034-08-02      | 3.9330%  | 0.0000% | $310000.00         | $302106.08         | Corporate Debt Securities                         |
| NEXT PROPERTIES TR 2401        SR 144A NT 44       | 2044-01-30      | 6.9500%  | 0.0000% | $245000.00         | $245721.12         | Corporate Debt Securities                         |
| OCEAN TRAILS CLO 2022-12R LTD  D-1-R  20350720 FLT | 2035-07-20      | 7.1676%  | 0.0000% | $3620000.00        | $3651809.15        | Asset-Backed Securities                           |
| EMIRATES SEMBCORP WATER        SR SEC GLBL 35      | 2035-08-01      | 4.4500%  | 0.0000% | $306000.00         | $282531.84         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.365%031134     | 2034-03-11      | 5.3650%  | 0.0000% | $250000.00         | $254642.64         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 30       | 2030-04-29      | 4.6250%  | 0.0000% | $397000.00         | $401651.96         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.23%010929      | 2029-01-09      | 5.2300%  | 0.0000% | $380000.00         | $388326.86         | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 5%070927         | 2027-07-09      | 5.0000%  | 0.0000% | $306000.00         | $311917.70         | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 1.25%080726      | 2026-08-07      | 1.2500%  | 0.0000% | $277000.00         | $274671.82         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-6        A-11   20491225 FLT | 2049-12-25      | 4.6930%  | 0.0000% | $799993.00         | $22037.82          | Private Label Collateralized Mortgage Obligations |
| SUNCOR ENERGY INC NEW          SR GLBL NT 39       | 2039-06-01      | 6.8500%  | 0.0000% | $10691000.00       | $11895056.06       | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT 30       | 2030-07-30      | 5.3500%  | 0.0000% | $35000.00          | $36154.88          | Corporate Debt Securities                         |
| GS MTG SECS TR 2016-GS3        A-4    20491013 2.8 | 2049-10-13      | 2.8500%  | 0.0000% | $85000.00          | $84548.57          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES MTG 2025-1  B-3    20550325 FLT | 2055-03-25      | 6.6469%  | 0.0000% | $3790500.00        | $3951859.93        | Private Label Collateralized Mortgage Obligations |
| HTL COMMERCIAL MTG 2024-T53    C      20390512 FLT | 2039-05-12      | 7.0877%  | 0.0000% | $7560000.00        | $7671475.10        | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 LW TIER II 33       | 2033-03-29      | 4.7620%  | 0.0000% | $300000.00         | $291121.37         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 34       | 2034-09-15      | 5.4500%  | 0.0000% | $383000.00         | $386558.92         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.75%39       | 2039-02-01      | 6.7500%  | 0.0000% | $1595000.00        | $1748646.35        | Corporate Debt Securities                         |
| CSX CORP                       SR NT 6.15%37       | 2037-05-01      | 6.1500%  | 0.0000% | $1408000.00        | $1552918.40        | Corporate Debt Securities                         |
| CAPITAL ONE PR AT RC TR 2025-1 A-2-A  20290116 3.8 | 2029-01-16      | 3.8800%  | 0.0000% | $3670000.00        | $3671543.03        | Asset-Backed Securities                           |
| COMCAST CORP NEW               GLBL NT 2.887%51    | 2051-11-01      | 2.8870%  | 0.0000% | $1023000.00        | $600142.10         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             LW TIER II 34       | 2034-03-14      | 6.3500%  | 0.0000% | $800000.00         | $838670.89         | Corporate Debt Securities                         |
| ATLAS SENIOR LN FD 2019-13R    C-R    20310422 FLT | 2031-04-22      | 6.5808%  | 0.0000% | $3000000.00        | $3035401.26        | Asset-Backed Securities                           |
| AMERICAN NATIONAL GROUP INC    GLBL NT 5.75%29     | 2029-10-01      | 5.7500%  | 0.0000% | $1573000.00        | $1631484.14        | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         GLBL 144A NT 29     | 2029-07-02      | 5.3750%  | 0.0000% | $250000.00         | $256464.55         | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 30     | 2030-09-10      | 2.6250%  | 0.0000% | $251000.00         | $229286.30         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $374000.00         | $390464.31         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM10           A-1    20650525 FLT | 2065-05-25      | 5.4530%  | 0.0000% | $8828300.00        | $7054880.27        | Private Label Collateralized Mortgage Obligations |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 9.8100%  | 0.0000% | $5221000.00        | $5409478.10        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34       | 2034-10-01      | 5.5840%  | 0.0000% | $1173000.00        | $1193726.91        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $1513000.00        | $1504554.10        | Corporate Debt Securities                         |
| HEICO CORP NEW                 SR GLBL NT 33       | 2033-08-01      | 5.3500%  | 0.0000% | $133000.00         | $135883.00         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 4.625%091333     | 2033-09-13      | 4.6250%  | 0.0000% | $200000.00         | $199042.50         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-03-15      | 2.3750%  | 0.0000% | $447000.00         | $248963.60         | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE 2024-HE3    M-2    20550222 FLT | 2055-02-22      | 5.6729%  | 0.0000% | $1479990.00        | $1487402.38        | Asset-Backed Securities                           |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 27       | 2027-11-15      | 5.8750%  | 0.0000% | $370000.00         | $384975.54         | Corporate Debt Securities                         |
| OMNIS FDG TR                   SR 144A NT 55       | 2055-05-15      | 6.7220%  | 0.0000% | $3952000.00        | $4074568.21        | Corporate Debt Securities                         |
| CARNIVAL PLC                   SR GLBL DEB 27      | 2027-06-01      | 7.8750%  | 0.0000% | $4708000.00        | $4981111.08        | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 33       | 2033-07-24      | 6.6250%  | 0.0000% | $1976000.00        | $2043005.89        | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR GLBL 144A 31     | 2031-03-15      | 5.7500%  | 0.0000% | $403000.00         | $395341.21         | Corporate Debt Securities                         |
| BANCO ACTINVER SA              SR SEC GLBL 41      | 2041-01-31      | 7.2500%  | 0.0000% | $460000.00         | $460227.70         | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34       | 2034-09-13      | 5.8750%  | 0.0000% | $300000.00         | $293126.25         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $7529000.00        | $8411730.08        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.2%30    | 2030-04-01      | 5.2000%  | 0.0000% | $922000.00         | $964762.36         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 56       | 2056-11-01      | 2.9370%  | 0.0000% | $517000.00         | $291814.19         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $387000.00         | $393180.28         | Corporate Debt Securities                         |
| CITIBANK N A                   SR NT 4.876%27      | 2027-11-19      | 4.8760%  | 0.0000% | $490000.00         | $500289.35         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 34       | 2034-12-11      | 5.8500%  | 0.0000% | $3115000.00        | $3311821.27        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 56       | 2056-03-15      | 5.9500%  | 0.0000% | $28034000.00       | $27820326.41       | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 31       | 2031-03-15      | 4.5500%  | 0.0000% | $1118000.00        | $1111518.40        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 5.1%29      | 2029-11-15      | 5.1000%  | 0.0000% | $1606000.00        | $1660357.75        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $12967000.00       | $14179868.35       | Corporate Debt Securities                         |
| PMT LOAN TR 2025-INV5          B-3    20560525 FLT | 2056-05-25      | 6.8542%  | 0.0000% | $5373000.00        | $4948486.31        | Private Label Collateralized Mortgage Obligations |
| PHILIP MORRIS INTL INC         SR NT 5.625%33      | 2033-09-07      | 5.6250%  | 0.0000% | $1754000.00        | $1829720.18        | Corporate Debt Securities                         |

### Security 620: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F14F6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F14F6
- **C.18 - Value (incl. sponsor support):** $499818080.00
- **C.18.a - Value (excl. sponsor support):** $499818080.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| W & T OFFSHORE INC             SR SEC GLBL 29   | 2029-02-01      | 10.7500% | 0.0000% | $5500000.00        | $5735106.67        | Corporate Debt Securities |
| GEOPARK LTD                    SR REGS NT 30    | 2030-01-31      | 8.7500%  | 0.0000% | $3400000.00        | $3393449.33        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29 | 2029-05-01      | 4.5000%  | 0.0000% | $719000.00         | $684603.04         | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29  | 2029-02-01      | 3.8750%  | 0.0000% | $5059000.00        | $4225470.73        | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29  | 2029-02-01      | 3.8750%  | 0.0000% | $8493000.00        | $7093679.16        | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30   | 2030-08-15      | 4.5000%  | 0.0000% | $6548000.00        | $5786205.68        | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30   | 2030-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $883660.00         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 28 | 2028-08-15      | 8.0000%  | 0.0000% | $1013000.00        | $1035227.47        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30    | 2030-06-30      | 7.3750%  | 0.0000% | $4295000.00        | $4260285.66        | Corporate Debt Securities |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29   | 2029-11-01      | 6.0000%  | 0.0000% | $15648000.00       | $10991937.60       | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33   | 2033-07-15      | 10.0000% | 0.0000% | $4832000.00        | $5233705.64        | Corporate Debt Securities |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30   | 2030-05-21      | 7.0000%  | 0.0000% | $1614000.00        | $1647169.49        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29  | 2029-09-01      | 6.7500%  | 0.0000% | $1716000.00        | $1763782.02        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29  | 2029-09-01      | 6.7500%  | 0.0000% | $6749000.00        | $6936925.91        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-15      | 5.7500%  | 0.0000% | $1000000.00        | $960735.00         | Corporate Debt Securities |
| FRONTERA ENERGY CORP           SR REGS NT 28    | 2028-06-21      | 7.8750%  | 0.0000% | $6330000.00        | $6373518.75        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 30  | 2030-04-15      | 4.6250%  | 0.0000% | $2024000.00        | $1982642.37        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32 | 2032-09-30      | 7.8750%  | 0.0000% | $3209000.00        | $2516882.88        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 29  | 2029-07-31      | 7.7500%  | 0.0000% | $4657000.00        | $4752080.42        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 28    | 2028-02-15      | 5.9500%  | 0.0000% | $2737000.00        | $2599144.91        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29  | 2029-07-15      | 5.0000%  | 0.0000% | $3218000.00        | $3054640.02        | Corporate Debt Securities |
| NEW FLYER HLDGS INC            2LIEN GLBL 30    | 2030-07-01      | 9.2500%  | 0.0000% | $5326000.00        | $5775434.51        | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 144A 30  | 2030-07-15      | 9.1250%  | 0.0000% | $3017000.00        | $3266638.31        | Corporate Debt Securities |
| VOLTAGRID LLC                  2LIEN 144A NT 30 | 2030-11-01      | 7.3750%  | 0.0000% | $11634000.00       | $12255544.83       | Corporate Debt Securities |
| VOLTAGRID LLC                  2LIEN 144A NT 30 | 2030-11-01      | 7.3750%  | 0.0000% | $1416000.00        | $1491649.60        | Corporate Debt Securities |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32 | 2032-04-01      | 6.7500%  | 0.0000% | $3059000.00        | $3017244.65        | Corporate Debt Securities |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32 | 2032-04-01      | 6.7500%  | 0.0000% | $8000000.00        | $7890800.00        | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35  | 2035-12-15      | 6.5000%  | 0.0000% | $1132000.00        | $1111527.78        | Corporate Debt Securities |
| AUNA SA & ONCOSALUD S A C      SR SEC REGS NT32 | 2032-11-06      | 8.7500%  | 0.0000% | $3000000.00        | $3102429.17        | Corporate Debt Securities |
| ORGANON & CO                   SR GLBL 144A 31  | 2031-04-30      | 5.1250%  | 0.0000% | $4585000.00        | $3820562.05        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-08-01      | 9.0000%  | 0.0000% | $5233000.00        | $4971193.01        | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 31  | 2031-01-15      | 5.8750%  | 0.0000% | $2606000.00        | $2540961.48        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33   | 2033-03-01      | 6.9500%  | 0.0000% | $1991000.00        | $1886714.74        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29   | 2029-02-15      | 8.1250%  | 0.0000% | $2916000.00        | $3014362.35        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 33   | 2033-01-15      | 6.7500%  | 0.0000% | $1100000.00        | $1014865.50        | Corporate Debt Securities |
| NEW HOME CO INC                SR 144A NT 29    | 2029-10-01      | 9.2500%  | 0.0000% | $1776000.00        | $1873786.56        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32 | 2032-09-30      | 7.8750%  | 0.0000% | $2096000.00        | $1643934.72        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32 | 2032-09-30      | 7.8750%  | 0.0000% | $1831000.00        | $1436089.92        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-12-15      | 7.8750%  | 0.0000% | $4934000.00        | $5122121.08        | Corporate Debt Securities |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28   | 2028-02-15      | 11.5000% | 0.0000% | $3000000.00        | $3117463.33        | Corporate Debt Securities |
| GEE AUTOMOTIVE HOLDINGS LLC    SR 144A NT 31    | 2031-03-01      | 7.2500%  | 0.0000% | $9788000.00        | $9837540.87        | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30 | 2030-12-15      | 6.6250%  | 0.0000% | $2803000.00        | $2893304.10        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28  | 2028-06-01      | 7.1250%  | 0.0000% | $3466000.00        | $3536255.82        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31 | 2031-02-15      | 10.0000% | 0.0000% | $1876000.00        | $1912540.31        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33    | 2033-06-30      | 7.3750%  | 0.0000% | $3739000.00        | $3815004.52        | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29   | 2029-02-01      | 10.7500% | 0.0000% | $1500000.00        | $1564120.00        | Corporate Debt Securities |
| AMC NETWORKS INC               1LIEN GLBL 32    | 2032-07-15      | 10.5000% | 0.0000% | $269000.00         | $270266.09         | Corporate Debt Securities |
| AMC NETWORKS INC               1LIEN GLBL 32    | 2032-07-15      | 10.5000% | 0.0000% | $650000.00         | $653059.33         | Corporate Debt Securities |
| AMC NETWORKS INC               1LIEN GLBL 32    | 2032-07-15      | 10.5000% | 0.0000% | $5478000.00        | $5503783.12        | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32    | 2032-01-15      | 8.7500%  | 0.0000% | $1409000.00        | $1232920.40        | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32    | 2032-01-15      | 8.7500%  | 0.0000% | $8685000.00        | $7599654.85        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-01-31      | 4.2500%  | 0.0000% | $1870000.00        | $1612075.06        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-01-31      | 4.2500%  | 0.0000% | $2592000.00        | $2234491.20        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30   | 2030-01-15      | 6.8750%  | 0.0000% | $7352000.00        | $7137644.27        | Corporate Debt Securities |
| DOTDASH MEREDITH INC           SR SEC GLBL 32   | 2032-06-15      | 7.6250%  | 0.0000% | $1821000.00        | $1713945.94        | Corporate Debt Securities |
| BLUELINX HLDGS INC             SR SEC GLBL 29   | 2029-11-15      | 6.0000%  | 0.0000% | $4014000.00        | $3935031.24        | Corporate Debt Securities |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28  | 2028-07-01      | 5.5000%  | 0.0000% | $816000.00         | $816718.08         | Corporate Debt Securities |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28  | 2028-07-01      | 5.5000%  | 0.0000% | $9175000.00        | $9183074.00        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC 144A NT31 | 2031-01-01      | 9.5000%  | 0.0000% | $1500000.00        | $1608975.00        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 29  | 2029-03-15      | 8.6250%  | 0.0000% | $8528000.00        | $8833501.39        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-01      | 5.0000%  | 0.0000% | $1818000.00        | $1717264.62        | Corporate Debt Securities |
| NABORS INDS INC                SR 144A NT 32    | 2032-11-15      | 7.6250%  | 0.0000% | $2604000.00        | $2724160.49        | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28   | 2028-07-15      | 5.2500%  | 0.0000% | $6734000.00        | $6691530.91        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31    | 2031-03-01      | 4.3750%  | 0.0000% | $5742000.00        | $5078889.91        | Corporate Debt Securities |
| ENQUEST PLC                    SR REGS NT 27    | 2027-11-01      | 11.6250% | 0.0000% | $1449000.00        | $1546456.12        | Corporate Debt Securities |
| ALPHA GENERATION LLC           SR 144A NT 34    | 2034-01-15      | 6.2500%  | 0.0000% | $1700000.00        | $1681443.56        | Corporate Debt Securities |
| ARCHROCK SERVICES LP           SR GLBL 144A 34  | 2034-02-01      | 6.0000%  | 0.0000% | $3198000.00        | $3195175.10        | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28  | 2028-04-01      | 6.2500%  | 0.0000% | $800000.00         | $824808.00         | Corporate Debt Securities |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29   | 2029-06-15      | 4.6250%  | 0.0000% | $7797000.00        | $7852889.33        | Corporate Debt Securities |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29   | 2029-06-15      | 4.6250%  | 0.0000% | $912000.00         | $918537.27         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29  | 2029-09-01      | 6.3750%  | 0.0000% | $1709000.00        | $1718198.69        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   1LIEN 144A NT 29 | 2029-04-15      | 6.6250%  | 0.0000% | $912000.00         | $912664.49         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-02-15      | 4.2500%  | 0.0000% | $4340000.00        | $4107855.81        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32    | 2032-05-15      | 6.8750%  | 0.0000% | $692000.00         | $675393.54         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32    | 2032-05-15      | 6.8750%  | 0.0000% | $5912000.00        | $5770125.14        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33  | 2033-10-01      | 6.2500%  | 0.0000% | $5502000.00        | $5624613.60        | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC GLBL 28   | 2028-11-01      | 6.0000%  | 0.0000% | $2138000.00        | $2160042.78        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-05-01      | 8.7500%  | 0.0000% | $1518000.00        | $1439193.03        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-05-01      | 8.7500%  | 0.0000% | $2222000.00        | $2106644.87        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29 | 2029-05-01      | 8.7500%  | 0.0000% | $4565000.00        | $4328008.03        | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29  | 2029-10-15      | 6.3750%  | 0.0000% | $900000.00         | $927086.25         | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29  | 2029-03-15      | 7.2500%  | 0.0000% | $12272000.00       | $12213489.83       | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-01      | 4.6250%  | 0.0000% | $1889000.00        | $1778536.00        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-01      | 4.6250%  | 0.0000% | $9862000.00        | $9285294.89        | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 29  | 2029-02-15      | 7.7500%  | 0.0000% | $2196000.00        | $2297175.82        | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL 144A 27  | 2027-02-01      | 4.7500%  | 0.0000% | $2135000.00        | $2121350.23        | Corporate Debt Securities |
| ZIGGO B V                      1LIEN GLBL 30    | 2030-01-15      | 4.8750%  | 0.0000% | $2219000.00        | $2103255.11        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28  | 2028-08-26      | 5.6250%  | 0.0000% | $798000.00         | $787545.20         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 29  | 2029-12-15      | 5.1250%  | 0.0000% | $5000000.00        | $4857151.39        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31 | 2031-07-31      | 8.5000%  | 0.0000% | $3036000.00        | $3064619.36        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34  | 2034-01-15      | 8.3750%  | 0.0000% | $814000.00         | $855717.95         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34  | 2034-01-15      | 8.3750%  | 0.0000% | $6233000.00        | $6552444.71        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29 | 2029-02-01      | 4.3750%  | 0.0000% | $19000.00          | $16228.50          | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29 | 2029-02-01      | 4.3750%  | 0.0000% | $3375000.00        | $2882694.38        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32    | 2032-07-15      | 7.3750%  | 0.0000% | $1197000.00        | $1248805.49        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29 | 2029-01-15      | 9.7500%  | 0.0000% | $2714000.00        | $2698539.25        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 27    | 2027-11-01      | 3.9500%  | 0.0000% | $1448000.00        | $1380737.99        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 27    | 2027-11-01      | 3.9500%  | 0.0000% | $1545000.00        | $1473232.17        | Corporate Debt Securities |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32  | 2032-08-15      | 8.0000%  | 0.0000% | $3539000.00        | $3295807.78        | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 32  | 2032-04-15      | 6.5000%  | 0.0000% | $851000.00         | $879246.58         | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 29  | 2029-11-15      | 7.2500%  | 0.0000% | $2779000.00        | $2900383.63        | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33   | 2033-02-15      | 8.1250%  | 0.0000% | $10583000.00       | $10784838.39       | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27   | 2027-10-01      | 9.7500%  | 0.0000% | $10249999.00       | $10583123.97       | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28 | 2028-05-15      | 5.7500%  | 0.0000% | $2982000.00        | $2864911.77        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30  | 2030-03-01      | 4.7500%  | 0.0000% | $1613000.00        | $1526992.15        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32    | 2032-07-15      | 7.2500%  | 0.0000% | $3500000.00        | $3678799.44        | Corporate Debt Securities |
| SNAP INC                       SR GLBL 144A 33  | 2033-03-01      | 6.8750%  | 0.0000% | $1070000.00        | $1012197.71        | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27    | 2027-09-15      | 6.3750%  | 0.0000% | $1421000.00        | $1425424.05        | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II GLBL  | 2084-01-15      | 8.5000%  | 0.0000% | $10345000.00       | $11770690.43       | Corporate Debt Securities |
| CVR ENERGY INC                 SR 144A NT 34    | 2034-02-15      | 7.8750%  | 0.0000% | $1000000.00        | $1010778.75        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33  | 2033-02-15      | 6.8750%  | 0.0000% | $3860000.00        | $3683809.23        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33  | 2033-02-15      | 6.8750%  | 0.0000% | $650000.00         | $620330.57         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34  | 2034-02-15      | 6.7500%  | 0.0000% | $2758000.00        | $2578716.21        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34  | 2034-02-15      | 6.7500%  | 0.0000% | $3189000.00        | $2981699.06        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30  | 2030-12-31      | 6.0000%  | 0.0000% | $3814000.00        | $3830743.46        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33    | 2033-06-30      | 6.8750%  | 0.0000% | $8223558.00        | $8465063.34        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28  | 2028-01-15      | 5.5000%  | 0.0000% | $3637000.00        | $3639731.79        | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 31    | 2031-02-01      | 9.3750%  | 0.0000% | $1140000.00        | $1219155.90        | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL 144A 26  | 2026-05-15      | 5.8750%  | 0.0000% | $9114000.00        | $9249839.11        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30  | 2030-11-15      | 7.1250%  | 0.0000% | $3460000.00        | $3506041.07        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-15      | 7.8750%  | 0.0000% | $1500000.00        | $1570788.75        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31    | 2031-04-30      | 5.2500%  | 0.0000% | $6370000.00        | $5822785.15        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31  | 2031-04-01      | 8.0000%  | 0.0000% | $2516000.00        | $2577700.71        | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29  | 2029-03-01      | 9.7500%  | 0.0000% | $1281000.00        | $1352575.88        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-12-15      | 7.8750%  | 0.0000% | $197000.00         | $204511.12         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-12-15      | 7.8750%  | 0.0000% | $1769000.00        | $1836447.55        | Corporate Debt Securities |
| B & G FOODS INC                SR SEC GLBL 28   | 2028-09-15      | 8.0000%  | 0.0000% | $1600000.00        | $1554760.89        | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29  | 2029-06-15      | 5.0000%  | 0.0000% | $12000000.00       | $11496506.67       | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31  | 2031-06-01      | 5.0000%  | 0.0000% | $6208000.00        | $5909250.35        | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 7.5000%  | 0.0000% | $11045000.00       | $11192321.89       | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR 1LIEN GLBL 28    | 2028-07-01      | 3.8750%  | 0.0000% | $3132000.00        | $2943257.85        | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 7.5000%  | 0.0000% | $3630000.00        | $3678418.15        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32    | 2032-10-15      | 6.6250%  | 0.0000% | $1765000.00        | $1838756.90        | Corporate Debt Securities |
| GETTY IMAGES INC               1LIEN 144A NT 30 | 2030-11-15      | 10.5000% | 0.0000% | $1312000.00        | $1238943.47        | Corporate Debt Securities |
| GETTY IMAGES INC               1LIEN 144A NT 30 | 2030-11-15      | 10.5000% | 0.0000% | $2949000.00        | $2784789.85        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33    | 2033-06-30      | 6.8750%  | 0.0000% | $3176778.00        | $3270072.03        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33    | 2033-06-30      | 6.8750%  | 0.0000% | $2896905.00        | $2981979.86        | Corporate Debt Securities |
| HECLA MINING COMPANY           SR GLBL NT 28    | 2028-02-15      | 7.2500%  | 0.0000% | $4200000.00        | $4236808.33        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      PERP SUB -A 144A | 2500-12-31      | 7.8750%  | 0.0000% | $7551000.00        | $7696234.05        | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL NT 45    | 2045-07-17      | 5.5500%  | 0.0000% | $3738000.00        | $2058099.19        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32   | 2032-02-15      | 8.3750%  | 0.0000% | $1929000.00        | $1996401.94        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $1244000.00        | $1274636.96        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $3785000.00        | $3878216.14        | Corporate Debt Securities |
| GRIFFON CORP                   SR GLBL NT 28    | 2028-03-01      | 5.7500%  | 0.0000% | $1410000.00        | $1402064.05        | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 144A 29  | 2029-04-01      | 6.1250%  | 0.0000% | $1000000.00        | $1025675.00        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33  | 2033-01-15      | 7.3750%  | 0.0000% | $1500000.00        | $1511324.17        | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $13925000.00       | $12908020.50       | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32 | 2032-05-15      | 7.5000%  | 0.0000% | $3367000.00        | $3502465.63        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 30    | 2030-01-15      | 3.2500%  | 0.0000% | $1209000.00        | $981709.34         | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 34  | 2034-01-15      | 7.0000%  | 0.0000% | $3787000.00        | $3912080.40        | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28  | 2028-01-15      | 4.7500%  | 0.0000% | $805000.00         | $800965.16         | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 31  | 2031-05-01      | 6.7500%  | 0.0000% | $313000.00         | $325402.62         | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30  | 2030-04-15      | 7.7500%  | 0.0000% | $1650000.00        | $1749455.58        | Corporate Debt Securities |
| XHR LP                         SR SEC GLBL 29   | 2029-06-01      | 4.8750%  | 0.0000% | $1988000.00        | $1951162.36        | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 29    | 2029-02-01      | 9.0000%  | 0.0000% | $9474000.00        | $9966363.78        | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 27  | 2027-03-15      | 6.8750%  | 0.0000% | $9150000.00        | $9133580.83        | Corporate Debt Securities |
| GETTY IMAGES INC               SR GLBL 144A 28  | 2028-03-01      | 14.0000% | 0.0000% | $1725000.00        | $1658875.00        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 34  | 2034-10-15      | 6.2500%  | 0.0000% | $1300000.00        | $1295046.28        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 34  | 2034-10-15      | 6.2500%  | 0.0000% | $2900000.00        | $2888949.39        | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33    | 2033-02-15      | 7.2500%  | 0.0000% | $3427000.00        | $3467417.66        | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33    | 2033-02-15      | 7.2500%  | 0.0000% | $9500000.00        | $9612041.94        | Corporate Debt Securities |

### Security 621: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F14G4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F14G4
- **C.18 - Value (incl. sponsor support):** $599958534.00
- **C.18.a - Value (excl. sponsor support):** $599958534.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP INC                  PERP SUB -T NT   | 2500-12-31      | 6.2500%  | 0.0000% | $13833000.00       | $13970031.23       | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2500-12-31      | 7.6250%  | 0.0000% | $14234000.00       | $14741485.59       | Corporate Debt Securities |
| CITIGROUP INC                  PERP -Z NT7.375% | 2500-12-31      | 7.3750%  | 0.0000% | $17241000.00       | $17774326.39       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL  | 2500-12-31      | 7.5000%  | 0.0000% | $24062000.00       | $25687989.65       | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLBL 28    | 2028-11-15      | 8.5000%  | 0.0000% | $13440000.00       | $14385518.93       | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 5.42%31    | 2031-04-09      | 5.4200%  | 0.0000% | $17360000.00       | $17060028.84       | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP  | 2500-12-31      | 7.7500%  | 0.0000% | $22044000.00       | $22714860.15       | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 26    | 2026-12-08      | 4.3460%  | 0.0000% | $25968000.00       | $26244860.72       | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48 | 2048-03-27      | 7.0000%  | 0.0000% | $14152000.00       | $14245088.71       | Corporate Debt Securities |
| CITIGROUP INC                  PERP -JJ NT 6.5% | 2500-12-31      | 6.5000%  | 0.0000% | $17922000.00       | $17916215.18       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 53 | 2053-04-01      | 5.2500%  | 0.0000% | $28623000.00       | $23081300.97       | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 83    | 2083-01-15      | 7.6250%  | 0.0000% | $18565000.00       | $20217790.38       | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 77    | 2077-01-15      | 6.0000%  | 0.0000% | $17304000.00       | $17497401.04       | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL  | 2500-12-31      | 7.6250%  | 0.0000% | $24353000.00       | $25684351.45       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.85%43   | 2043-09-01      | 5.8500%  | 0.0000% | $26423000.00       | $18119175.91       | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 4%50  | 2050-06-22      | 4.0000%  | 0.0000% | $31340000.00       | $20785001.40       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55 | 2055-02-15      | 6.8500%  | 0.0000% | $17210000.00       | $18072613.01       | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29 | 2029-04-01      | 3.8750%  | 0.0000% | $20000000.00       | $19712100.00       | Corporate Debt Securities |
| EUSHI FINANCE INC.             JR SB GLBL NT 54 | 2054-12-15      | 7.6250%  | 0.0000% | $25309000.00       | $26580306.22       | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 34  | 2034-09-15      | 6.2500%  | 0.0000% | $25500000.00       | $24877537.92       | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II GLBL  | 2084-01-15      | 8.5000%  | 0.0000% | $878000.00         | $999001.08         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29 | 2029-06-01      | 4.2000%  | 0.0000% | $26091000.00       | $25120936.62       | Corporate Debt Securities |
| STANDARD CHARTERED PLC         TIER I PERP GLBL | 2500-12-31      | 7.0140%  | 0.0000% | $24000000.00       | $24780240.00       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50  | 2050-03-01      | 4.8000%  | 0.0000% | $6135000.00        | $4545789.60        | Corporate Debt Securities |
| CMS ENERGY CORP                JR SB GLBL NT 55 | 2055-06-01      | 6.5000%  | 0.0000% | $22662000.00       | $23470957.86       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54 | 2054-12-15      | 6.9500%  | 0.0000% | $13874000.00       | $14905863.33       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.85%43   | 2043-09-01      | 5.8500%  | 0.0000% | $21481000.00       | $14730273.54       | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $13000000.00       | $12893338.61       | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $17000000.00       | $16860519.72       | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $17400000.00       | $20203391.33       | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.9500%  | 0.0000% | $15103000.00       | $15248450.28       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL  | 2500-12-31      | 6.8500%  | 0.0000% | $24962000.00       | $25473825.01       | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34 | 2034-08-15      | 6.2000%  | 0.0000% | $13240000.00       | $13661591.02       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 50    | 2050-05-19      | 4.9500%  | 0.0000% | $27130000.00       | $16298347.50       | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CO LW TIER II 82    | 2082-01-18      | 4.7500%  | 0.0000% | $19317000.00       | $18892063.56       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 36   | 2036-04-30      | 6.8750%  | 0.0000% | $22208000.00       | $19858523.15       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 31    | 2031-01-15      | 4.9500%  | 0.0000% | $22963000.00       | $21268560.23       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 36   | 2036-04-30      | 6.8750%  | 0.0000% | $16992000.00       | $15194345.52       | Corporate Debt Securities |

### Security 622: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6OQ9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F6OQ9
- **C.18 - Value (incl. sponsor support):** $399973540.00
- **C.18.a - Value (excl. sponsor support):** $399973540.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $3975000.00        | $4263780.44        | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP  | 2500-12-31      | 4.7000%  | 0.0000% | $5499000.00        | $5118444.76        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31  | 2031-07-01      | 9.2500%  | 0.0000% | $3786000.00        | $3466556.25        | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $6245000.00        | $5359177.97        | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 29  | 2029-02-15      | 4.7500%  | 0.0000% | $5424000.00        | $5343721.79        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $13845000.00       | $15497200.77       | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       1LIEN GLBL 33    | 2033-09-15      | 6.5000%  | 0.0000% | $5000000.00        | $5004866.67        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       1LIEN GLBL 33    | 2033-09-15      | 6.5000%  | 0.0000% | $7726000.00        | $7733519.97        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       1LIEN GLBL 33    | 2033-09-15      | 6.5000%  | 0.0000% | $10465000.00       | $10475185.93       | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33  | 2033-07-15      | 6.8750%  | 0.0000% | $9494000.00        | $9144562.78        | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31  | 2031-02-15      | 7.2500%  | 0.0000% | $3688000.00        | $3973410.22        | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33  | 2033-07-15      | 6.8750%  | 0.0000% | $3202000.00        | $3084146.83        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -B 55 | 2055-10-15      | 7.0000%  | 0.0000% | $11857000.00       | $12342754.94       | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 30  | 2030-08-01      | 6.1250%  | 0.0000% | $4159000.00        | $4207570.19        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $8806000.00        | $9159069.23        | Corporate Debt Securities |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 52    | 2052-03-15      | 5.1410%  | 0.0000% | $5944000.00        | $3557691.38        | Corporate Debt Securities |
| ONEMAIN FIN CORP               6.625%28         | 2028-01-15      | 6.6250%  | 0.0000% | $9275000.00        | $9419097.43        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $3840000.00        | $3942880.00        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $5100000.00        | $3830950.00        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28  | 2028-03-15      | 4.7500%  | 0.0000% | $6900000.00        | $6811066.67        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $5143000.00        | $5130062.50        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $8449000.00        | $8427746.07        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $16084000.00       | $11725682.78       | Corporate Debt Securities |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31   | 2031-02-15      | 6.1250%  | 0.0000% | $6122000.00        | $6239278.81        | Corporate Debt Securities |
| CYPRIUM CORP / CYPRIUM HLDGS   SR SEC GLBL 34   | 2034-04-15      | 6.3750%  | 0.0000% | $10352000.00       | $9992910.69        | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29  | 2029-03-15      | 3.7500%  | 0.0000% | $4148000.00        | $3923496.41        | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II GLBL  | 2084-01-15      | 8.5000%  | 0.0000% | $2487000.00        | $2829744.52        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 33    | 2033-01-13      | 8.8750%  | 0.0000% | $11807000.00       | $12639029.45       | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $3069000.00        | $3097163.19        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 32    | 2032-09-15      | 7.1250%  | 0.0000% | $3162000.00        | $3090717.98        | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29   | 2029-07-31      | 6.8850%  | 0.0000% | $18800000.00       | $4645422.13        | Corporate Debt Securities |
| PACIFICORP                     JR SB NT7.125%56 | 2056-08-15      | 7.1250%  | 0.0000% | $5235000.00        | $5004729.80        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $4699000.00        | $4473718.85        | Corporate Debt Securities |
| HUMANA INC                     LW TIER II 56    | 2056-09-15      | 6.6250%  | 0.0000% | $5965000.00        | $5690780.67        | Corporate Debt Securities |
| HUMANA INC                     LW TIER II 56    | 2056-09-15      | 6.6250%  | 0.0000% | $5000000.00        | $4770143.06        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $10891000.00       | $10305705.56       | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 33    | 2033-09-15      | 6.7500%  | 0.0000% | $3662000.00        | $3477838.02        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2059-01-01      | 8.1250%  | 0.0000% | $5399000.00        | $5692761.09        | Corporate Debt Securities |
| GRAHAM HLDGS CO                SR GLBL 144A 33  | 2033-12-01      | 5.6250%  | 0.0000% | $10514000.00       | $10397228.89       | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32  | 2032-07-15      | 6.3750%  | 0.0000% | $1728000.00        | $1724817.60        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL PERP GLBL D NT7% | 2500-12-31      | 7.0000%  | 0.0000% | $5024000.00        | $5015715.98        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $3838000.00        | $3820711.94        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $9113000.00        | $9071951.00        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $14687000.00       | $14620843.22       | Corporate Debt Securities |
| ATKORE INC                     SR GLBL 144A 31  | 2031-06-01      | 4.2500%  | 0.0000% | $7790000.00        | $7396579.03        | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $5533000.00        | $5173299.67        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $7899000.00        | $7988519.81        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $4902000.00        | $4638561.07        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $2416000.00        | $2300171.26        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 33  | 2033-01-15      | 6.2500%  | 0.0000% | $3400000.00        | $3310561.11        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32    | 2032-04-15      | 6.2500%  | 0.0000% | $8499000.00        | $8423949.11        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $5878000.00        | $5803653.10        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30   | 2030-01-01      | 7.5000%  | 0.0000% | $11635000.00       | $12299009.45       | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B  | 2500-12-31      | 5.0000%  | 0.0000% | $11443000.00       | $11362352.28       | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-06-15      | 5.2500%  | 0.0000% | $8554000.00        | $8570152.80        | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29  | 2029-07-15      | 7.7500%  | 0.0000% | $7899000.00        | $8375950.40        | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 31  | 2031-05-11      | 2.8750%  | 0.0000% | $4237000.00        | $3412652.22        | Corporate Debt Securities |
| BW REAL ESTATE  INC            PERP JR -B 144A  | 2500-12-31      | 9.5000%  | 0.0000% | $4781000.00        | $4775023.75        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32    | 2032-02-01      | 7.7500%  | 0.0000% | $5496000.00        | $5611012.96        | Corporate Debt Securities |
| PHINIA INC                     SR GLBL 144A 32  | 2032-10-15      | 6.6250%  | 0.0000% | $2948000.00        | $3064972.55        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -D 56 | 2056-06-09      | 6.6250%  | 0.0000% | $3639000.00        | $3599484.50        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -D 56 | 2056-06-09      | 6.6250%  | 0.0000% | $5586000.00        | $5525342.25        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 34    | 2034-02-15      | 7.3750%  | 0.0000% | $6704000.00        | $6988018.68        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-02-15      | 3.5000%  | 0.0000% | $5436000.00        | $5202644.60        | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL REGS 30  | 2030-09-17      | 4.8100%  | 0.0000% | $4917000.00        | $4437841.08        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28    | 2028-01-15      | 3.8750%  | 0.0000% | $3220000.00        | $3141052.76        | Corporate Debt Securities |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30  | 2030-01-15      | 6.3750%  | 0.0000% | $3099000.00        | $3142566.77        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $2981000.00        | $3054014.63        | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30 | 2030-04-14      | 7.1250%  | 0.0000% | $5249000.00        | $5321919.55        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $6030000.00        | $6191664.30        | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 29   | 2029-05-15      | 6.3750%  | 0.0000% | $3341000.00        | $3410904.86        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34 | 2034-06-15      | 6.5000%  | 0.0000% | $7975000.00        | $8432463.72        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $7658000.00        | $8571871.68        | Corporate Debt Securities |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $4700000.00        | $3100798.89        | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $8209000.00        | $8861401.15        | Corporate Debt Securities |

### Security 623: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FGYF0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FGYF0
- **C.18 - Value (incl. sponsor support):** $609790916.40
- **C.18.a - Value (excl. sponsor support):** $609790916.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| SMITHFIELD FOODS INC           SR GLBL 144A 30  | 2030-10-15      | 3.0000%  | 0.0000% | $20000.00          | $18463.47          | Corporate Debt Securities          |
| RB GLOBAL HOLDINGS INC         SR SEC GLBL 28   | 2028-03-15      | 6.7500%  | 0.0000% | $496000.00         | $503028.32         | Corporate Debt Securities          |
| SMITHFIELD FOODS INC           SR GLBL REGS 29  | 2029-04-01      | 5.2000%  | 0.0000% | $49000.00          | $50592.50          | Corporate Debt Securities          |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32  | 2032-08-15      | 6.6250%  | 0.0000% | $1000000.00        | $1020845.28        | Corporate Debt Securities          |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $6000.00           | $5718.61           | Corporate Debt Securities          |
| TRANSCANADA TRUST              LW TIER II 79    | 2079-09-15      | 5.5000%  | 0.0000% | $99000.00          | $98035.19          | Corporate Debt Securities          |
| UNITED STATES TREASURY                          | 2026-04-16      | 0.0000%  | 0.0000% | $9673100.00        | $9657429.58        | U.S. Treasuries (including strips) |
| JAGUAR LAND ROVER PLC          SR GLBL REGS 28  | 2028-01-15      | 5.8750%  | 0.0000% | $350000.00         | $349304.47         | Corporate Debt Securities          |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $1700000.00        | $1620271.89        | Corporate Debt Securities          |
| AIR CDA INC                    1LIEN GLBL 26    | 2026-08-15      | 3.8750%  | 0.0000% | $199000.00         | $198747.55         | Corporate Debt Securities          |
| ENERGY TRANSFER L P            JR SB GLBL 56    | 2056-02-15      | 6.5000%  | 0.0000% | $6000.00           | $5942.43           | Corporate Debt Securities          |
| ESAB CORPORATION               SR 144A NT 31    | 2031-04-01      | 5.6250%  | 0.0000% | $1000000.00        | $998321.25         | Corporate Debt Securities          |
| EMERA INC                      LW TIER II 76    | 2076-06-15      | 6.7500%  | 0.0000% | $11604000.00       | $11835789.90       | Corporate Debt Securities          |
| TIME WARNER CABLE INC          SR DEB 4.5%42    | 2042-09-15      | 4.5000%  | 0.0000% | $70000.00          | $52438.40          | Corporate Debt Securities          |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34 | 2034-08-15      | 6.2000%  | 0.0000% | $299000.00         | $308520.82         | Corporate Debt Securities          |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33    | 2033-12-01      | 6.7500%  | 0.0000% | $25000.00          | $26793.50          | Corporate Debt Securities          |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33    | 2033-12-01      | 6.7500%  | 0.0000% | $501000.00         | $536941.74         | Corporate Debt Securities          |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $21657000.00       | $22525319.37       | Corporate Debt Securities          |
| ROBLOX CORP                    SR GLBL 144A 30  | 2030-05-01      | 3.8750%  | 0.0000% | $1310000.00        | $1248476.94        | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%32 | 2032-05-19      | 4.2000%  | 0.0000% | $800000.00         | $688624.00         | Corporate Debt Securities          |
| MYLAN N V                      SR GLBL NT 46    | 2046-06-15      | 5.2500%  | 0.0000% | $315000.00         | $256576.42         | Corporate Debt Securities          |
| BLOCK INC                      SR GLBL 144A 33  | 2033-08-15      | 6.0000%  | 0.0000% | $797000.00         | $782898.41         | Corporate Debt Securities          |
| BLOCK INC                      SR GLBL 144A 33  | 2033-08-15      | 6.0000%  | 0.0000% | $1180000.00        | $1159121.87        | Corporate Debt Securities          |
| M D C HLDGS INC                SR NT 6%43       | 2043-01-15      | 6.0000%  | 0.0000% | $200000.00         | $184617.33         | Corporate Debt Securities          |
| TIME WARNER CABLE INC          SR DEB 5.875%40  | 2040-11-15      | 5.8750%  | 0.0000% | $17000.00          | $15721.85          | Corporate Debt Securities          |
| KB HOME                        SR GLBL NT 30    | 2030-07-15      | 7.2500%  | 0.0000% | $100000.00         | $102804.56         | Corporate Debt Securities          |
| TEXAS CAP BANCSHARES INC       LW TIER II 31    | 2031-05-06      | 4.0000%  | 0.0000% | $776000.00         | $786973.50         | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34   | 2034-12-30      | 5.7000%  | 0.0000% | $150000.00         | $152290.50         | Corporate Debt Securities          |
| VODAFONE GROUP PLC             SUB GLBL NT 81   | 2081-06-04      | 5.1250%  | 0.0000% | $1648000.00        | $1298568.38        | Corporate Debt Securities          |
| OPTICS BIDCO S P A             SR SEC GLBL 38   | 2038-06-04      | 7.7210%  | 0.0000% | $200000.00         | $205074.65         | Corporate Debt Securities          |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27  | 2027-02-01      | 4.2500%  | 0.0000% | $1364000.00        | $1356611.67        | Corporate Debt Securities          |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34    | 2034-09-15      | 5.6250%  | 0.0000% | $1068000.00        | $1050260.52        | Corporate Debt Securities          |
| KINETIK HLDGS LP               SR GLBL 144A 28  | 2028-12-15      | 6.6250%  | 0.0000% | $100000.00         | $103320.69         | Corporate Debt Securities          |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29 | 2029-08-08      | 3.9000%  | 0.0000% | $782000.00         | $756390.80         | Corporate Debt Securities          |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87 | 2087-03-07      | 7.8000%  | 0.0000% | $58000.00          | $65195.87          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL  | 2500-12-31      | 6.8500%  | 0.0000% | $20000.00          | $20410.08          | Corporate Debt Securities          |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $54347000.00       | $47643394.17       | Corporate Debt Securities          |
| M & T BK CORP                  PERP JR SB GLBL  | 2079-12-31      | 3.5000%  | 0.0000% | $499000.00         | $484302.79         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33 | 2033-05-15      | 5.5000%  | 0.0000% | $53000.00          | $47080.84          | Corporate Debt Securities          |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29 | 2029-08-15      | 3.8750%  | 0.0000% | $273000.00         | $259587.89         | Corporate Debt Securities          |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $35794000.00       | $30716800.07       | Corporate Debt Securities          |
| EMERA US FINANCE LP            JR SB -B NT 56   | 2056-10-01      | 6.8500%  | 0.0000% | $1347000.00        | $1340820.26        | Corporate Debt Securities          |
| DRESDNER FDG TR I              ALT TIER I 31    | 2031-06-30      | 8.1510%  | 0.0000% | $21500000.00       | $23412156.25       | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT5.375%38 | 2038-04-01      | 5.3750%  | 0.0000% | $738000.00         | $678786.57         | Corporate Debt Securities          |
| DOMINION ENERGY INC            PERP SUB GLBL -C | 2079-12-31      | 4.3500%  | 0.0000% | $1000.00           | $1001.15           | Corporate Debt Securities          |
| CITIGROUP INC                  ALT TIER I PERP  | 2500-12-31      | 4.1500%  | 0.0000% | $99000.00          | $97846.93          | Corporate Debt Securities          |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29  | 2029-02-15      | 3.0000%  | 0.0000% | $447000.00         | $422505.89         | Corporate Debt Securities          |
| CITIGROUP CAP III              TIER I GLBL 36   | 2036-12-01      | 7.6250%  | 0.0000% | $764000.00         | $860773.33         | Corporate Debt Securities          |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 7.6250%  | 0.0000% | $500000.00         | $505684.44         | Corporate Debt Securities          |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31   | 2031-02-15      | 6.1250%  | 0.0000% | $56691000.00       | $57777026.34       | Corporate Debt Securities          |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31   | 2031-02-15      | 6.1250%  | 0.0000% | $26000000.00       | $26498080.56       | Corporate Debt Securities          |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26    | 2026-04-20      | 5.5000%  | 0.0000% | $282025.00         | $23762.66          | Corporate Debt Securities          |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26    | 2026-04-20      | 5.5000%  | 0.0000% | $2176417.00        | $183378.95         | Corporate Debt Securities          |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26    | 2026-04-20      | 5.5000%  | 0.0000% | $5066610.00        | $426898.71         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT5.375%38 | 2038-04-01      | 5.3750%  | 0.0000% | $4000.00           | $3679.06           | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT5.375%38 | 2038-04-01      | 5.3750%  | 0.0000% | $645000.00         | $593248.43         | Corporate Debt Securities          |
| BALL CORP                      SR GLBL NT 30    | 2030-08-15      | 2.8750%  | 0.0000% | $1556000.00        | $1410753.02        | Corporate Debt Securities          |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 4.3750%  | 0.0000% | $1160000.00        | $1100531.96        | Corporate Debt Securities          |
| BANCO SANTANDER SA             ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $800000.00         | $928891.56         | Corporate Debt Securities          |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $573000.00         | $592800.33         | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 29    | 2029-08-15      | 6.8750%  | 0.0000% | $600000.00         | $590060.83         | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 29    | 2029-08-15      | 6.8750%  | 0.0000% | $1433000.00        | $1409261.96        | Corporate Debt Securities          |
| FMC CORP                       SR GLBL NT3.2%26 | 2026-10-01      | 3.2000%  | 0.0000% | $378000.00         | $379546.02         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26    | 2026-06-10      | 6.9500%  | 0.0000% | $538000.00         | $550690.97         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33    | 2033-11-07      | 7.1220%  | 0.0000% | $302000.00         | $324534.64         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33    | 2033-11-07      | 7.1220%  | 0.0000% | $1232000.00        | $1323929.38        | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT 36    | 2036-09-15      | 6.4500%  | 0.0000% | $551000.00         | $586063.80         | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT 36    | 2036-09-15      | 6.4500%  | 0.0000% | $1168000.00        | $1242327.63        | Corporate Debt Securities          |
| NOKIA CORP                     SR NT 6.625%39   | 2039-05-15      | 6.6250%  | 0.0000% | $290000.00         | $308829.06         | Corporate Debt Securities          |
| SASOL FING USA LLC             SR GLBL NT 26    | 2026-09-18      | 4.3750%  | 0.0000% | $300000.00         | $298547.96         | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 27    | 2027-07-15      | 3.2500%  | 0.0000% | $960000.00         | $924663.47         | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 28    | 2028-10-12      | 3.1250%  | 0.0000% | $500000.00         | $460405.07         | Corporate Debt Securities          |
| ALPEK SA DE CV                 SR GLBL 144A 31  | 2031-02-25      | 3.2500%  | 0.0000% | $1000000.00        | $838670.00         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45 | 2045-01-15      | 4.6000%  | 0.0000% | $1462000.00        | $880491.12         | Corporate Debt Securities          |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55 | 2055-02-15      | 7.0000%  | 0.0000% | $209000.00         | $216600.17         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28 | 2028-06-01      | 3.7000%  | 0.0000% | $1526000.00        | $1489625.25        | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27 | 2027-01-15      | 2.9000%  | 0.0000% | $1750000.00        | $1728443.89        | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27 | 2027-01-15      | 2.9000%  | 0.0000% | $155000.00         | $153090.74         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27 | 2027-01-15      | 2.9000%  | 0.0000% | $465000.00         | $459272.23         | Corporate Debt Securities          |
| CITIGROUP INC                  PERP GLBL -HH NT | 2500-12-31      | 6.6250%  | 0.0000% | $600000.00         | $609460.25         | Corporate Debt Securities          |
| CVS HEALTH CORP                JR SB GLBL -B 54 | 2054-12-10      | 6.7500%  | 0.0000% | $590000.00         | $605913.78         | Corporate Debt Securities          |
| DANAOS CORPORATION             SR GLBL 144A 32  | 2032-10-15      | 6.8750%  | 0.0000% | $21811000.00       | $22235860.10       | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50  | 2050-03-01      | 4.8000%  | 0.0000% | $100000.00         | $74096.00          | Corporate Debt Securities          |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32    | 2032-04-15      | 6.1250%  | 0.0000% | $1500000.00        | $1566919.58        | Corporate Debt Securities          |
| VORNADO RLTY L P               GLBL NT 2.15%26  | 2026-06-01      | 2.1500%  | 0.0000% | $50000.00          | $49860.83          | Corporate Debt Securities          |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30 | 2030-04-30      | 4.5000%  | 0.0000% | $33000.00          | $32216.91          | Corporate Debt Securities          |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 27  | 2027-07-15      | 5.8750%  | 0.0000% | $1779000.00        | $1799641.34        | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT 45    | 2045-06-15      | 4.6250%  | 0.0000% | $57000.00          | $45646.06          | Corporate Debt Securities          |
| LAS VEGAS SANDS CORP           SR GLBL NT3.5%26 | 2026-08-18      | 3.5000%  | 0.0000% | $39000.00          | $38970.38          | Corporate Debt Securities          |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL30 | 2030-02-15      | 6.3000%  | 0.0000% | $190000.00         | $200149.80         | Corporate Debt Securities          |
| TIME WARNER CABLE INC          SR DEB 4.5%42    | 2042-09-15      | 4.5000%  | 0.0000% | $786000.00         | $588808.32         | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 34    | 2034-04-15      | 6.0000%  | 0.0000% | $140000.00         | $147317.33         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT 31    | 2031-01-15      | 4.9500%  | 0.0000% | $1011000.00        | $936398.31         | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 28    | 2028-10-15      | 4.3000%  | 0.0000% | $184000.00         | $185349.64         | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27  | 2027-02-15      | 5.6250%  | 0.0000% | $300000.00         | $302006.25         | Corporate Debt Securities          |
| ORGANON & CO                   SR SEC GLBL 28   | 2028-04-30      | 4.1250%  | 0.0000% | $28728000.00       | $28236104.82       | Corporate Debt Securities          |
| PHINIA INC                     SR SEC GLBL 29   | 2029-04-15      | 6.7500%  | 0.0000% | $200000.00         | $209081.00         | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT4.1%47 | 2047-02-15      | 4.1000%  | 0.0000% | $300000.00         | $215987.67         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR DEB 5.25%44   | 2044-04-01      | 5.2500%  | 0.0000% | $52000.00          | $34234.72          | Corporate Debt Securities          |
| BLOCK INC                      SR GLBL 144A 30  | 2030-08-15      | 5.6250%  | 0.0000% | $360000.00         | $358663.50         | Corporate Debt Securities          |
| ING GROEP N.V.                 ALT TIER I PERP  | 2500-12-31      | 3.8750%  | 0.0000% | $614000.00         | $597293.83         | Corporate Debt Securities          |
| BLOCK INC                      SR GLBL NT6.5%32 | 2032-05-15      | 6.5000%  | 0.0000% | $1700000.00        | $1743716.44        | Corporate Debt Securities          |
| SV RNO PPTY OWNER 1 LLC        SR SEC 144A 31   | 2031-03-01      | 5.8750%  | 0.0000% | $16740000.00       | $16505944.57       | Corporate Debt Securities          |
| MYLAN INC                      5.2%48           | 2048-04-15      | 5.2000%  | 0.0000% | $2232000.00        | $1810080.08        | Corporate Debt Securities          |
| GLOBAL ATLANTIC FINANCE CO     SUB 144A DEB 56  | 2056-03-01      | 7.2500%  | 0.0000% | $475000.00         | $447237.04         | Corporate Debt Securities          |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-02-15      | 4.2500%  | 0.0000% | $575000.00         | $553800.07         | Corporate Debt Securities          |
| GRUPO TELEVISA S A B           SR NT 5%45       | 2045-05-13      | 5.0000%  | 0.0000% | $1200000.00        | $772580.00         | Corporate Debt Securities          |
| HUNTINGTON BANCSHARES INC      PERP JR SB GLBL  | 2500-12-31      | 4.4500%  | 0.0000% | $21000.00          | $20726.25          | Corporate Debt Securities          |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30  | 2030-01-15      | 4.0000%  | 0.0000% | $92000.00          | $88828.25          | Corporate Debt Securities          |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32 | 2032-08-15      | 5.7500%  | 0.0000% | $194000.00         | $194416.56         | Corporate Debt Securities          |
| GRUPO TELEVISA S A B           SR GLBL NT 49    | 2049-05-24      | 5.2500%  | 0.0000% | $300000.00         | $190959.25         | Corporate Debt Securities          |
| FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 31    | 2031-04-01      | 4.3750%  | 0.0000% | $820000.00         | $789008.10         | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT6.2%40 | 2040-03-15      | 6.2000%  | 0.0000% | $156000.00         | $158421.99         | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44 | 2044-07-15      | 4.5000%  | 0.0000% | $494000.00         | $393643.90         | Corporate Debt Securities          |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 5.8750%  | 0.0000% | $26045000.00       | $25955249.65       | Corporate Debt Securities          |
| AIR LEASE CORP                 PERP JR SB GLBL  | 2500-12-31      | 4.1250%  | 0.0000% | $1250000.00        | $1216554.17        | Corporate Debt Securities          |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54 | 2054-12-15      | 7.0500%  | 0.0000% | $542000.00         | $567814.56         | Corporate Debt Securities          |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -C 56 | 2056-03-15      | 5.8000%  | 0.0000% | $200000.00         | $196709.56         | Corporate Debt Securities          |
| AMERICAN AGCREDIT ACA          PERP JR GLBL     | 2500-12-31      | 5.2500%  | 0.0000% | $449000.00         | $443312.67         | Corporate Debt Securities          |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32    | 2032-10-15      | 6.3750%  | 0.0000% | $19942000.00       | $20201262.62       | Corporate Debt Securities          |
| CVS HEALTH CORP                JR SB GLBL -B 54 | 2054-12-10      | 6.7500%  | 0.0000% | $476000.00         | $488838.91         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29 | 2029-06-01      | 4.2000%  | 0.0000% | $1671000.00        | $1608872.22        | Corporate Debt Securities          |
| BRITISH TELECOMMUNICATIONS PLC SUB GLBL 144A 81 | 2081-11-23      | 4.8750%  | 0.0000% | $1734000.00        | $1678881.92        | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT4.1%47 | 2047-02-15      | 4.1000%  | 0.0000% | $100000.00         | $71995.89          | Corporate Debt Securities          |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-07-15      | 5.7500%  | 0.0000% | $19684000.00       | $19824718.73       | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP           SR GLBL NT 31    | 2031-09-15      | 7.8750%  | 0.0000% | $382000.00         | $433428.66         | Corporate Debt Securities          |
| NISOURCE INC                   JR SB GLBL NT 55 | 2055-03-31      | 6.3750%  | 0.0000% | $1136000.00        | $1150836.16        | Corporate Debt Securities          |
| NISOURCE INC                   JR SB GLBL NT 55 | 2055-03-31      | 6.3750%  | 0.0000% | $10000.00          | $10130.60          | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 28    | 2028-10-12      | 3.1250%  | 0.0000% | $200000.00         | $184162.03         | Corporate Debt Securities          |
| ENBRIDGE INC                   LW TIER II GLBL  | 2084-01-15      | 8.5000%  | 0.0000% | $1413000.00        | $1607731.81        | Corporate Debt Securities          |
| ENBRIDGE INC                   LW TIER II GLBL  | 2084-01-15      | 8.5000%  | 0.0000% | $3229000.00        | $3674002.84        | Corporate Debt Securities          |
| EVERSOURCE ENERGY              JR SB A NT6.1%56 | 2056-08-15      | 6.1000%  | 0.0000% | $330000.00         | $325300.98         | Corporate Debt Securities          |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $441000.00         | $281256.57         | Corporate Debt Securities          |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $541000.00         | $345033.57         | Corporate Debt Securities          |
| ESAB CORPORATION               SR 144A NT 31    | 2031-04-01      | 5.6250%  | 0.0000% | $1282000.00        | $1279847.84        | Corporate Debt Securities          |
| EDISON INTL                    SR GLBL NT 32    | 2032-03-15      | 5.2500%  | 0.0000% | $309000.00         | $305246.68         | Corporate Debt Securities          |
| OPEN TEXT CORP                 SR SEC GLBL 27   | 2027-12-01      | 6.9000%  | 0.0000% | $175000.00         | $183202.25         | Corporate Debt Securities          |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29 | 2029-08-08      | 3.9000%  | 0.0000% | $218000.00         | $210860.86         | Corporate Debt Securities          |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29 | 2029-08-08      | 3.9000%  | 0.0000% | $546000.00         | $528119.41         | Corporate Debt Securities          |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-10-15      | 5.5000%  | 0.0000% | $875000.00         | $885430.97         | Corporate Debt Securities          |
| TIME WARNER CABLE INC          SR DEB 6.75%39   | 2039-06-15      | 6.7500%  | 0.0000% | $142000.00         | $142858.39         | Corporate Debt Securities          |
| VODAFONE GROUP PLC             SUB GLBL NT 81   | 2081-06-04      | 5.1250%  | 0.0000% | $176000.00         | $138682.06         | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 27    | 2027-01-30      | 3.7000%  | 0.0000% | $791000.00         | $789359.99         | Corporate Debt Securities          |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29  | 2029-05-01      | 7.0000%  | 0.0000% | $75000.00          | $78919.25          | Corporate Debt Securities          |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29 | 2029-04-01      | 3.8750%  | 0.0000% | $1106000.00        | $1090079.13        | Corporate Debt Securities          |
| MYLAN N V                      SR GLBL NT 26    | 2026-06-15      | 3.9500%  | 0.0000% | $8000.00           | $8075.60           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%  | 2500-12-31      | 7.5000%  | 0.0000% | $1307000.00        | $1370382.97        | Corporate Debt Securities          |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34 | 2034-02-15      | 6.3450%  | 0.0000% | $1000.00           | $1047.38           | Corporate Debt Securities          |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $37000000.00       | $37419323.06       | Corporate Debt Securities          |
| KINETIK HLDGS LP               SR GLBL 144A 30  | 2030-06-15      | 5.8750%  | 0.0000% | $875000.00         | $888736.28         | Corporate Debt Securities          |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41 | 2041-09-01      | 5.5000%  | 0.0000% | $1041000.00        | $896533.49         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29    | 2029-04-06      | 4.9700%  | 0.0000% | $882000.00         | $879714.39         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30  | 2030-11-13      | 4.0000%  | 0.0000% | $598000.00         | $564502.03         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30  | 2030-11-13      | 4.0000%  | 0.0000% | $785000.00         | $741026.92         | Corporate Debt Securities          |
| FORD MTR CO                    SR GLBL NT 32    | 2032-02-12      | 3.2500%  | 0.0000% | $892000.00         | $776123.50         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-05-28      | 4.9500%  | 0.0000% | $780000.00         | $792552.15         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29    | 2029-05-03      | 5.1130%  | 0.0000% | $306000.00         | $309473.13         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-05-28      | 4.9500%  | 0.0000% | $1000000.00        | $1016092.50        | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-05-28      | 4.9500%  | 0.0000% | $1250000.00        | $1270115.63        | Corporate Debt Securities          |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37    | 2037-11-01      | 5.7500%  | 0.0000% | $1584000.00        | $1579834.96        | Corporate Debt Securities          |
| ALPEK SA DE CV                 SR GLBL REGS 29  | 2029-09-18      | 4.2500%  | 0.0000% | $1997000.00        | $1837868.50        | Corporate Debt Securities          |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $100000.00         | $79956.79          | Corporate Debt Securities          |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $576000.00         | $460551.09         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT5.8%29 | 2029-03-08      | 5.8000%  | 0.0000% | $440000.00         | $445942.44         | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 27    | 2027-01-15      | 2.6250%  | 0.0000% | $72000.00          | $70021.56          | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR NT 4.85%42    | 2042-07-01      | 4.8500%  | 0.0000% | $470000.00         | $302475.55         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR GLBL NT4.9%44 | 2044-08-15      | 4.9000%  | 0.0000% | $100000.00         | $61700.11          | Corporate Debt Securities          |
| CENTENE CORP DEL               SR GLBL NT 29    | 2029-12-15      | 4.6250%  | 0.0000% | $1025000.00        | $985853.26         | Corporate Debt Securities          |
| CENTERPOINT ENERGY INC         JR SB GLBL -D 56 | 2056-04-01      | 5.9500%  | 0.0000% | $37000.00          | $37656.55          | Corporate Debt Securities          |
| CVS HEALTH CORP                JR SB GLBL -A 55 | 2055-03-10      | 7.0000%  | 0.0000% | $830000.00         | $850860.67         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               SR NT 4.85%42    | 2042-07-01      | 4.8500%  | 0.0000% | $541000.00         | $348168.66         | Corporate Debt Securities          |
| SLM CORP                       SR GLBL NT 26    | 2026-11-02      | 3.1250%  | 0.0000% | $640000.00         | $641602.58         | Corporate Debt Securities          |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62 | 2062-02-15      | 3.8750%  | 0.0000% | $160000.00         | $157120.22         | Corporate Debt Securities          |
| HNI CORP                       SR SEC GLBL 29   | 2029-01-18      | 5.1250%  | 0.0000% | $125000.00         | $120429.05         | Corporate Debt Securities          |
| HNI CORP                       SR SEC GLBL 29   | 2029-01-18      | 5.1250%  | 0.0000% | $1527000.00        | $1471161.22        | Corporate Debt Securities          |
| WELLS FARGO & CO               JR SB -B DEB 29  | 2029-11-15      | 7.9500%  | 0.0000% | $1000.00           | $1134.64           | Corporate Debt Securities          |
| WELLS FARGO & CO               JR SB -B DEB 29  | 2029-11-15      | 7.9500%  | 0.0000% | $1384000.00        | $1570346.37        | Corporate Debt Securities          |
| WELLS FARGO & CO               PERP GG NT6.125% | 2500-12-31      | 6.1250%  | 0.0000% | $36000.00          | $35955.07          | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       SR GLBL REGS 29  | 2029-05-01      | 4.3750%  | 0.0000% | $369000.00         | $366483.11         | Corporate Debt Securities          |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31 | 2031-08-15      | 4.1250%  | 0.0000% | $300000.00         | $278688.25         | Corporate Debt Securities          |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33 | 2033-11-01      | 3.8750%  | 0.0000% | $1657000.00        | $1486090.12        | Corporate Debt Securities          |
| WELLS FARGO & CO               EXT JR SB GLBL86 | 2086-12-01      | 5.9500%  | 0.0000% | $939000.00         | $977949.20         | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32  | 2032-04-15      | 6.8750%  | 0.0000% | $274000.00         | $291665.16         | Corporate Debt Securities          |
| WMG ACQUISITION CORP           SR SEC GLBL 30   | 2030-07-15      | 3.8750%  | 0.0000% | $864000.00         | $817059.36         | Corporate Debt Securities          |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27  | 2027-09-15      | 4.5000%  | 0.0000% | $1500000.00        | $1487415.00        | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 31    | 2031-01-15      | 6.1250%  | 0.0000% | $1217000.00        | $1152645.72        | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62 | 2062-06-30      | 3.9500%  | 0.0000% | $1207000.00        | $717881.35         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 2.3%32  | 2032-02-01      | 2.3000%  | 0.0000% | $454000.00         | $390001.13         | Corporate Debt Securities          |
| CENTENE CORP DEL               SR GLBL NT 31    | 2031-08-01      | 2.6250%  | 0.0000% | $284000.00         | $238109.86         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34 | 2034-06-01      | 6.5500%  | 0.0000% | $248000.00         | $262352.59         | Corporate Debt Securities          |
| CELANESE US HLDGS LLC          SR GLBL NT 34    | 2034-02-15      | 7.3750%  | 0.0000% | $8933000.00        | $9311451.51        | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 51 | 2051-04-01      | 3.7000%  | 0.0000% | $110000.00         | $69749.90          | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61 | 2061-12-01      | 4.4000%  | 0.0000% | $199000.00         | $130429.91         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34 | 2034-06-01      | 6.5500%  | 0.0000% | $550000.00         | $581830.33         | Corporate Debt Securities          |
| CENTENE CORP DEL               SR GLBL NT2.5%31 | 2031-03-01      | 2.5000%  | 0.0000% | $190000.00         | $159655.73         | Corporate Debt Securities          |
| CENTENE CORP DEL               SR GLBL NT2.5%31 | 2031-03-01      | 2.5000%  | 0.0000% | $428000.00         | $359645.55         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34 | 2034-06-01      | 6.5500%  | 0.0000% | $648000.00         | $685501.92         | Corporate Debt Securities          |
| FLUTTER TREAS DAC              SR SEC GLBL 31   | 2031-06-04      | 5.8750%  | 0.0000% | $1600000.00        | $1614064.44        | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31    | 2031-11-05      | 6.0540%  | 0.0000% | $356000.00         | $365509.59         | Corporate Debt Securities          |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-10-15      | 5.5000%  | 0.0000% | $419000.00         | $423994.95         | Corporate Debt Securities          |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29  | 2029-10-01      | 4.5000%  | 0.0000% | $10000.00          | $9862.80           | Corporate Debt Securities          |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%29 | 2029-05-15      | 4.5000%  | 0.0000% | $200000.00         | $197302.00         | Corporate Debt Securities          |
| GRUPO TELEVISA S A B           SR GLBL NT 40    | 2040-01-15      | 6.6250%  | 0.0000% | $500000.00         | $405743.06         | Corporate Debt Securities          |
| OCP S A                        SR GLBL 144A 34  | 2034-05-02      | 6.7500%  | 0.0000% | $260000.00         | $277073.55         | Corporate Debt Securities          |
| NUSTAR LOGISTICS L P           SR GLBL NT 30    | 2030-10-01      | 6.3750%  | 0.0000% | $33000.00          | $35073.89          | Corporate Debt Securities          |
| OCP S A                        SR GLBL 144A 34  | 2034-05-02      | 6.7500%  | 0.0000% | $200000.00         | $213133.50         | Corporate Debt Securities          |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32   | 2032-07-31      | 6.1250%  | 0.0000% | $43000.00          | $42907.48          | Corporate Debt Securities          |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32   | 2032-07-31      | 6.1250%  | 0.0000% | $335000.00         | $334279.19         | Corporate Debt Securities          |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29  | 2029-06-01      | 6.5000%  | 0.0000% | $187000.00         | $194331.65         | Corporate Debt Securities          |
| GRUPO TELEVISA S A B           SR NT 8.5%32     | 2032-03-11      | 8.5000%  | 0.0000% | $200000.00         | $212202.44         | Corporate Debt Securities          |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31 | 2031-05-01      | 3.2500%  | 0.0000% | $123000.00         | $123468.84         | Corporate Debt Securities          |
| GRUPO TELEVISA S A B           SR GLBL NT 46    | 2046-01-31      | 6.1250%  | 0.0000% | $400000.00         | $285427.33         | Corporate Debt Securities          |
| NUSTAR LOGISTICS L P           SR GLBL NT 30    | 2030-10-01      | 6.3750%  | 0.0000% | $1031000.00        | $1095793.19        | Corporate Debt Securities          |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 28  | 2028-01-15      | 5.7500%  | 0.0000% | $100000.00         | $101192.89         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT | 2500-12-31      | 6.1250%  | 0.0000% | $561000.00         | $572410.51         | Corporate Debt Securities          |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29   | 2029-01-15      | 5.2500%  | 0.0000% | $1000000.00        | $998053.33         | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 34    | 2034-04-15      | 6.0000%  | 0.0000% | $1179000.00        | $1240622.40        | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 26   | 2026-12-30      | 5.0500%  | 0.0000% | $28000.00          | $28390.46          | Corporate Debt Securities          |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 26   | 2026-12-30      | 5.0500%  | 0.0000% | $150000.00         | $152091.75         | Corporate Debt Securities          |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34    | 2034-09-13      | 5.8750%  | 0.0000% | $1649000.00        | $1611217.29        | Corporate Debt Securities          |
| BALL CORP                      SR GLBL NT 30    | 2030-08-15      | 2.8750%  | 0.0000% | $919000.00         | $833214.67         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 3.85%61 | 2061-04-01      | 3.8500%  | 0.0000% | $200000.00         | $120132.00         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 3.85%61 | 2061-04-01      | 3.8500%  | 0.0000% | $58000.00          | $34838.28          | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 3.85%61 | 2061-04-01      | 3.8500%  | 0.0000% | $80000.00          | $48052.80          | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.384%35 | 2035-10-23      | 6.3840%  | 0.0000% | $267000.00         | $277893.24         | Corporate Debt Securities          |
| CENTENE CORP DEL               SR GLBL NT 3%30  | 2030-10-15      | 3.0000%  | 0.0000% | $1070000.00        | $947381.57         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 63 | 2063-04-01      | 5.5000%  | 0.0000% | $250000.00         | $198387.50         | Corporate Debt Securities          |
| CITIGROUP INC                  PERP SR GLBL -CC | 2500-12-31      | 7.1250%  | 0.0000% | $470000.00         | $478560.66         | Corporate Debt Securities          |
| CENTENE CORP DEL               SR GLBL NT 30    | 2030-02-15      | 3.3750%  | 0.0000% | $1970000.00        | $1787622.32        | Corporate Debt Securities          |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.9500%  | 0.0000% | $420000.00         | $424044.83         | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52 | 2052-06-01      | 3.9000%  | 0.0000% | $30000.00          | $19363.80          | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 51 | 2051-04-01      | 3.7000%  | 0.0000% | $190000.00         | $120477.10         | Corporate Debt Securities          |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29  | 2029-02-15      | 3.0000%  | 0.0000% | $87000.00          | $82232.69          | Corporate Debt Securities          |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 9.3750%  | 0.0000% | $24755000.00       | $26657019.48       | Corporate Debt Securities          |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $33560000.00       | $36227143.71       | Corporate Debt Securities          |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $76565000.00       | $82649918.30       | Corporate Debt Securities          |
| SLM CORP                       SR GLBL NT6.5%30 | 2030-01-31      | 6.5000%  | 0.0000% | $291000.00         | $287476.96         | Corporate Debt Securities          |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $28013000.00       | $30239302.05       | Corporate Debt Securities          |
| SASOL FING USA LLC             SR GLBL NT5.5%31 | 2031-03-18      | 5.5000%  | 0.0000% | $247000.00         | $224203.41         | Corporate Debt Securities          |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34  | 2034-03-15      | 5.8750%  | 0.0000% | $1320000.00        | $1299264.27        | Corporate Debt Securities          |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30 | 2030-04-30      | 4.5000%  | 0.0000% | $570000.00         | $556473.90         | Corporate Debt Securities          |
| TIME WARNER CABLE ENTERPRISES  SRSUBDB 8.375%33 | 2033-07-15      | 8.3750%  | 0.0000% | $163000.00         | $187285.46         | Corporate Debt Securities          |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31  | 2031-03-15      | 5.6250%  | 0.0000% | $355000.00         | $351929.25         | Corporate Debt Securities          |
| M D C HLDGS INC                SR GLBL NT 61    | 2061-08-06      | 3.9660%  | 0.0000% | $500000.00         | $331279.58         | Corporate Debt Securities          |
| EVERSOURCE ENERGY              JR SB -B NT 56   | 2056-08-15      | 6.3500%  | 0.0000% | $1549000.00        | $1531517.38        | Corporate Debt Securities          |
| FMC CORP                       GLBL NT 6.375%53 | 2053-05-18      | 6.3750%  | 0.0000% | $616000.00         | $469017.52         | Corporate Debt Securities          |
| FMC CORP                       SR GLBL NT3.2%26 | 2026-10-01      | 3.2000%  | 0.0000% | $63000.00          | $63257.67          | Corporate Debt Securities          |
| ESAB CORPORATION               SR GLBL 144A 29  | 2029-04-15      | 6.2500%  | 0.0000% | $757000.00         | $786673.98         | Corporate Debt Securities          |

### Security 624: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIPR0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FIPR0
- **C.18 - Value (incl. sponsor support):** $799823944.00
- **C.18.a - Value (excl. sponsor support):** $799823944.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| VANGUARD WORLD FD              INDUSTRIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $3784.00           | $1142351.76        | Equities   |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $1944.00           | $517803.84         | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $983.00            | $54014.08          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $583.00            | $29814.62          | Equities   |
| PRECIDIAN ETFS TR              BP PLC ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $200.00            | $14885.64          | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $5103.00           | $195751.08         | Equities   |
| PIMCO ETF TR                   1-5 US TIP IDX   | 2500-12-31      | N/A      | 0.0000% | $15921.00          | $860823.00         | Equities   |
| TOUCHSTONE ETF TRUST           STRATEGIC INCOME | 2500-12-31      | N/A      | 0.0000% | $8761.00           | $224106.38         | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $40340.00          | $4118310.60        | Equities   |
| TIM S A                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $84554.00          | $2153590.38        | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $1522.00           | $122570.62         | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A S       | 2500-12-31      | N/A      | 0.0000% | $60612.00          | $612181.20         | Equities   |
| SSGA ACTIVE TR                 STATE STREET IG  | 2500-12-31      | N/A      | 0.0000% | $9530.00           | $239650.91         | Equities   |
| WISDOMTREE TR                  US TOTAL DIVIDND | 2500-12-31      | N/A      | 0.0000% | $1780.00           | $150801.60         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $5770.00           | $217615.55         | Equities   |
| CISCO SYS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $368005.00         | $28351105.20       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $8270.00           | $244641.49         | Equities   |
| TIDAL TRUST II                 YIELDMAX BABA OP | 2500-12-31      | N/A      | 0.0000% | $9234.00           | $93263.40          | Equities   |
| TIDAL TRUST I                  UNLIMITED HFMF M | 2500-12-31      | N/A      | 0.0000% | $1873.00           | $42877.47          | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1149748.00        | $9680878.16        | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $1593120.00        | $40146624.00       | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $712696.00         | $1596439.04        | Equities   |
| GLOBAL X FDS                   INTERNET OF THNG | 2500-12-31      | N/A      | 0.0000% | $6916.00           | $246475.17         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST 20 PLUS YEA | 2500-12-31      | N/A      | 0.0000% | $11646.00          | $218198.29         | Equities   |
| EXCHANGE LISTED FDS TR         LONG POND REAL E | 2500-12-31      | N/A      | 0.0000% | $28331.00          | $725899.72         | Equities   |
| ISHARES TR                     IBONDS DEC2026   | 2500-12-31      | N/A      | 0.0000% | $2546.00           | $61689.58          | Equities   |
| ISHARES TR                     IBONDS DEC 29    | 2500-12-31      | N/A      | 0.0000% | $123800.00         | $2870922.00        | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $199343.00         | $5125108.53        | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $240375.00         | $12643725.00       | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $18392.00          | $5821068.00        | Equities   |
| PROSHARES TR                   BIG DATA REFINER | 2500-12-31      | N/A      | 0.0000% | $2005.00           | $66776.52          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1035232.00        | $1216397.60        | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $31399.00          | $1222683.34        | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2658720.00        | $40146672.00       | Equities   |
| LATTICE STRATEGIES TR          HARTFORD DISCIPL | 2500-12-31      | N/A      | 0.0000% | $6924.00           | $426726.12         | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $19069.00          | $177532.39         | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $15000.00          | $765150.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV INTERMEDIATE DUR | 2500-12-31      | N/A      | 0.0000% | $19465.00          | $401173.65         | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $953.00            | $142092.30         | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $61397.00          | $8238863.43        | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $14974.00          | $326726.69         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $5101216.00        | $40146569.92       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $13108.00          | $818017.85         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $938.00            | $21733.46          | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $36076.00          | $1741027.76        | Equities   |
| EMPERY DIGITAL INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $966170.00         | $4057914.00        | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $74404.00          | $6360053.92        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2658.00           | $439842.38         | Equities   |
| ISHARES INC                    MSCI CDA ETF     | 2500-12-31      | N/A      | 0.0000% | $241126.00         | $12880950.92       | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $49956.00          | $4416110.40        | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $2662.00           | $99831.39          | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $910.58            | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $20157.00          | $858486.63         | Equities   |
| T ROWE PRICE ETF INC           GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $14376.00          | $543269.04         | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $255.00            | $6038.02           | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $191.00            | $4629.65           | Equities   |
| ISHARES TR                     CORE DIV GRWTH   | 2500-12-31      | N/A      | 0.0000% | $15956.00          | $1100644.88        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US MID C | 2500-12-31      | N/A      | 0.0000% | $1664.00           | $120939.52         | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $26909.00          | $1274410.24        | Equities   |
| CADELER A S                    SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $127982.00         | $2807925.08        | Equities   |
| CALAMOS ETF TR                 ANTETOKOUNMPO GL | 2500-12-31      | N/A      | 0.0000% | $755.00            | $23923.99          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $922.00            | $73288.40          | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4593.30           | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $459.00            | $18848.93          | Equities   |
| JUMIA TECHNOLOGIES AG          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1512452.00        | $9709941.84        | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $13956.00          | $148212.72         | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $156804.00         | $1668394.56        | Equities   |
| TCW ETF TRUST                  CORE PLUS BOND   | 2500-12-31      | N/A      | 0.0000% | $464.00            | $17518.32          | Equities   |
| TELECOM ARGENTINA SA           SPON ADR REP B   | 2500-12-31      | N/A      | 0.0000% | $123269.00         | $1370751.28        | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2285224.00        | $4890379.36        | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $49873.00          | $1440830.97        | Equities   |
| VICTORY PORTFOLIOS II          SHARES INTERNATN | 2500-12-31      | N/A      | 0.0000% | $31590.00          | $833186.25         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $14135.00          | $593733.61         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $107720.00         | $4686897.20        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 MUNI | 2500-12-31      | N/A      | 0.0000% | $4718.00           | $111492.47         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI WINSLOW LAR | 2500-12-31      | N/A      | 0.0000% | $7635.00           | $350904.60         | Equities   |
| INNATE PHARMA S A              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $22614.00          | $28493.64          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT TECH | 2500-12-31      | N/A      | 0.0000% | $35300.00          | $2875333.26        | Equities   |
| FIDELITY COVINGTON TRUST       MSCI ENERGY IDX  | 2500-12-31      | N/A      | 0.0000% | $215161.00         | $7403690.01        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $71910.00          | $40145914.80       | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR   | 2500-12-31      | N/A      | 0.0000% | $81714.00          | $4093871.40        | Equities   |
| GRUPO AEROPORTUNARIO DEL PACIF SPON ADS B       | 2500-12-31      | N/A      | 0.0000% | $6519.00           | $1572513.18        | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $50148.49          | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $2513440.00        | $3292606.40        | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $169.00            | $21078.32          | Equities   |
| WISDOMTREE TR                  YIELD ENHANCD US | 2500-12-31      | N/A      | 0.0000% | $2536.00           | $109808.80         | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $219754.00         | $637286.60         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE MN | 2500-12-31      | N/A      | 0.0000% | $1230.00           | $30516.30          | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $76146.00          | $12577034.82       | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $297804.00         | $1483063.92        | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $38831.00          | $592561.06         | Equities   |
| GRANITESHARES ETF TR           2X LONG RIVN DAI | 2500-12-31      | N/A      | 0.0000% | $197.00            | $5225.37           | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1147048.00        | $40146680.00       | Equities   |
| ISHARES TR                     SP SMCP600VL ETF | 2500-12-31      | N/A      | 0.0000% | $4434.00           | $513944.94         | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $8627.00           | $891859.26         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $52.00             | $6161.70           | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1480992.00        | $4220827.20        | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3013.48           | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $28112.08          | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $26167.87          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6394.00           | $159626.21         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $30.00             | $864.63            | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $6145.00           | $343959.62         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $102430.00         | $40146414.20       | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $23156.00          | $240359.28         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $29678.00          | $898649.84         | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $277.00            | $7039.95           | Equities   |
| MIZUHO FINANCIAL GROUP INC     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2250144.00        | $17168598.72       | Equities   |
| ISHARES U S ETF TR             TRANSITION ENABL | 2500-12-31      | N/A      | 0.0000% | $11085.00          | $324901.35         | Equities   |
| PACER FDS TR                   TRENDPILOT US BD | 2500-12-31      | N/A      | 0.0000% | $15619.00          | $294261.96         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $9283.00           | $482819.04         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRIGHT MO | 2500-12-31      | N/A      | 0.0000% | $787.00            | $90775.02          | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $596356.00         | $40146685.92       | Equities   |
| ISHARES TR                     CORE S&P MCP ETF | 2500-12-31      | N/A      | 0.0000% | $4440.00           | $291219.60         | Equities   |
| PROSHARES TR                   EQTS FOR RISIN   | 2500-12-31      | N/A      | 0.0000% | $505.00            | $34589.17          | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $82627.00          | $253664.89         | Equities   |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $28417.00          | $8248318.42        | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $40982.00          | $3758869.04        | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $864.00            | $96931.56          | Equities   |
| ORIGIN INVT CORP I             ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $12378.00          | $126379.38         | Equities   |
| NORTHERN FDS                   2055 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $213.00            | $21347.86          | Equities   |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $83857.00          | $215512.49         | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $942.00            | $46906.89          | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $359968.00         | $1972624.64        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NATL AMT MUNI    | 2500-12-31      | N/A      | 0.0000% | $40187.00          | $919880.43         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV NO AMER ENERGY   | 2500-12-31      | N/A      | 0.0000% | $21959.00          | $964439.28         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII CONFLUENCE BDC   | 2500-12-31      | N/A      | 0.0000% | $10417.00          | $172869.07         | Equities   |
| CHEMED CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $107169.00         | $40090851.21       | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $2386688.00        | $5632583.68        | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $102281.00         | $2578504.01        | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $199.00            | $4957.29           | Equities   |
| ARIS MINING CORPORATION        COM              | 2500-12-31      | N/A      | 0.0000% | $265535.00         | $4572512.70        | Equities   |
| BONDBLOXX ETF TRUST            BONDBLOXX PRIVAT | 2500-12-31      | N/A      | 0.0000% | $3349.00           | $165708.52         | Equities   |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $96697.00          | $3187133.12        | Equities   |
| ETF OPPORTUNITIES TRUST        REX FANG & INNOV | 2500-12-31      | N/A      | 0.0000% | $3365.00           | $128307.45         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $75532.00          | $7130976.12        | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $88595.00          | $3366610.00        | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $44032.00          | $442521.60         | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $31312.00          | $338795.84         | Equities   |
| PODCASTONE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $3397.00           | $6827.97           | Equities   |
| COCA-COLA FEMSA SAB DE CV      SPONS ADS REP    | 2500-12-31      | N/A      | 0.0000% | $48850.00          | $4675433.50        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV   | 2500-12-31      | N/A      | 0.0000% | $5823.00           | $142721.73         | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $12234.00          | $9542.52           | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $120105.00         | $6484468.95        | Equities   |
| UNILEVER PLC                   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $204989.00         | $12295240.22       | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $344814.00         | $40146694.02       | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $431893.00         | $8167096.63        | Equities   |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $284783.00         | $11510928.86       | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1332924.00        | $783759.31         | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $22756.00          | $1343969.36        | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $306.00            | $27590.49          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $53570.00          | $2643143.80        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  BUILDING & CONST | 2500-12-31      | N/A      | 0.0000% | $493.00            | $46455.39          | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $423846.00         | $40146693.12       | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $201815.00         | $7069579.45        | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $45464.00          | $1025213.20        | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $10302.00          | $411255.84         | Equities   |
| PIMCO ETF TR                   SR LN ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $8962.00           | $440482.30         | Equities   |
| LISTED FDS TR                  STF TAC GW & INC | 2500-12-31      | N/A      | 0.0000% | $5293.00           | $117822.18         | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $2059840.00        | $11452710.40       | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3489.00           | $125738.68         | Equities   |
| HDFC BANK LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1665840.00        | $40146744.00       | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $1981.00           | $45226.23          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3839.00           | $130813.16         | Equities   |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $2543.00           | $46448.91          | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $228.00            | $4384.44           | Equities   |
| EA SERIES TRUST                STRIVE ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $30696.00          | $621133.56         | Equities   |
| AEYE INC                       CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $59865.00          | $103566.45         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $487.00            | $22941.55          | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $16001.00          | $857584.80         | Equities   |
| DOUBLELINE ETF TRUST           COMMODITY STRATE | 2500-12-31      | N/A      | 0.0000% | $5737.00           | $194259.41         | Equities   |
| EQUINOR ASA                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $46216.00          | $1959558.40        | Equities   |
| DOUBLELINE ETF TRUST           MULTI SECTOR INC | 2500-12-31      | N/A      | 0.0000% | $10380.00          | $517183.50         | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $191.00            | $12862.19          | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $59008.00          | $16876.29          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $395534.00         | $40146701.00       | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $539457.00         | $1699289.55        | Equities   |
| APEX TREAS CORP                ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $141555.00         | $1409887.80        | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $83785.00          | $81405.51          | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD         | 2500-12-31      | N/A      | 0.0000% | $47286.00          | $470968.56         | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $771.00            | $35967.15          | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $32694.00          | $2402355.12        | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $74696.00          | $764887.04         | Equities   |
| TRIPLE FLAG PRECIOUS METAL     COM              | 2500-12-31      | N/A      | 0.0000% | $139249.00         | $4577114.63        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $830160.00         | $40146537.60       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $425.00            | $11923.97          | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $79549.00          | $111368.60         | Equities   |
| SCHWAB STRATEGIC TR            US AGGREGATE B   | 2500-12-31      | N/A      | 0.0000% | $18923.00          | $438256.68         | Equities   |

### Security 625: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FMG59, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FMG59
- **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:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $249772700.00      | $249997245.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $19818700.00       | $26751694.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $170523200.00      | $234698349.13      | U.S. Treasuries (including strips) |

### Security 626: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FR1Y1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FR1Y1
- **C.18 - Value (incl. sponsor support):** $875224271.25
- **C.18.a - Value (excl. sponsor support):** $875224271.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $9982000.00        | $10067523.56       | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $12870000.00       | $12968655.70       | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $16573000.00       | $16700041.25       | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT5.2%32 | 2032-11-15      | 5.2000%  | 0.0000% | $161000.00         | $158987.32         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $5019000.00        | $5080155.12        | Corporate Debt Securities |
| BGC GROUP INC                  CR SEN SR GLBL30 | 2030-04-02      | 6.1500%  | 0.0000% | $6406000.00        | $6700030.06        | Corporate Debt Securities |
| SALESFORCE INC                 SR GLBL NT4.9%31 | 2031-09-15      | 4.9000%  | 0.0000% | $1807000.00        | $1801850.05        | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL 55    | 2055-04-01      | 6.5500%  | 0.0000% | $9336000.00        | $9546340.08        | Corporate Debt Securities |
| CARNIVAL CORP                  1LIEN 144A NT 29 | 2029-08-15      | 7.0000%  | 0.0000% | $9092000.00        | $9490451.85        | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $28998000.00       | $30025495.80       | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2500-12-31      | 6.8750%  | 0.0000% | $8732000.00        | $8789364.39        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT6.5%52 | 2052-12-01      | 6.5000%  | 0.0000% | $3107000.00        | $3206258.29        | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 32    | 2032-10-15      | 4.9500%  | 0.0000% | $9660000.00        | $9637202.40        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538  | 2038-04-15      | 4.3750%  | 0.0000% | $1000.00           | $946.38            | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 29    | 2029-03-01      | 5.7500%  | 0.0000% | $11117000.00       | $11401169.05       | Corporate Debt Securities |
| LEGGETT & PLATT INC            SR GLBL NT4.4%29 | 2029-03-15      | 4.4000%  | 0.0000% | $2000.00           | $1957.01           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $2000.00           | $1814.52           | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $12201000.00       | $12221945.05       | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $19816000.00       | $19850017.47       | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $16239000.00       | $10745427.49       | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL NT 28    | 2028-05-25      | 4.5970%  | 0.0000% | $5796000.00        | $5873779.42        | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC          SR GLBL NT 30    | 2030-09-09      | 5.6500%  | 0.0000% | $6882000.00        | $6626421.64        | Corporate Debt Securities |
| RAS LAFFAN LIQUEFIED NAT GAS   SR SEC GLBL 27   | 2027-09-30      | 5.8380%  | 0.0000% | $800000.00         | $236490.24         | Corporate Debt Securities |
| METLIFE INC                    SUB GLBL DEB 56  | 2056-03-15      | 5.8500%  | 0.0000% | $1557000.00        | $1515564.34        | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL SR 144A NT 26    | 2026-04-15      | 2.0500%  | 0.0000% | $18088000.00       | $18237095.36       | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 52 | 2052-04-01      | 4.1250%  | 0.0000% | $9971000.00        | $9872935.21        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 2%31  | 2031-08-12      | 2.0000%  | 0.0000% | $550000.00         | $476323.22         | Corporate Debt Securities |
| HCA INC.                       5.375%26         | 2026-09-01      | 5.3750%  | 0.0000% | $20211000.00       | $20313655.04       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $667000.00         | $420875.89         | Corporate Debt Securities |
| APPLOVIN CORP                  SR GLBL NT 31    | 2031-12-01      | 5.3750%  | 0.0000% | $5823000.00        | $5962324.98        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT1.3%27 | 2027-08-21      | 1.3000%  | 0.0000% | $27585000.00       | $26438138.30       | Corporate Debt Securities |
| EMPRESA NACIONAL DE TELE       SR 144A NT 32    | 2032-09-14      | 3.0500%  | 0.0000% | $9374000.00        | $8110762.36        | Corporate Debt Securities |
| APA CORPORATION                GLBL NT 6.1%35   | 2035-02-15      | 6.1000%  | 0.0000% | $5741000.00        | $5924048.60        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 27    | 2027-03-16      | 4.1250%  | 0.0000% | $830000.00         | $831360.16         | Corporate Debt Securities |
| SOUTHERN CO                    JR SB 2026A NT58 | 2058-04-01      | 6.0000%  | 0.0000% | $7318000.00        | $7329342.90        | Corporate Debt Securities |
| NMI HLDGS INC                  GLBL NT 6%29     | 2029-08-15      | 6.0000%  | 0.0000% | $8500000.00        | $8727856.67        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL  | 2082-10-31      | 8.1250%  | 0.0000% | $8450000.00        | $8819363.58        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2079-12-31      | 4.3750%  | 0.0000% | $7287000.00        | $6426608.73        | Corporate Debt Securities |
| NEW MTN FIN CORP               SR GLBL NT 29    | 2029-02-01      | 6.8750%  | 0.0000% | $5592000.00        | $5635049.08        | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 54 | 2054-10-01      | 6.4000%  | 0.0000% | $8036000.00        | $8195675.32        | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 54 | 2054-10-01      | 6.4000%  | 0.0000% | $10513000.00       | $10721893.31       | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP SUB -I NT4% | 2079-12-31      | 4.0000%  | 0.0000% | $5461000.00        | $5459980.61        | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT4.6%28 | 2028-06-15      | 4.6000%  | 0.0000% | $11170000.00       | $11315483.04       | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $40428000.00       | $42320389.76       | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $10000000.00       | $10969883.33       | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $9753000.00        | $10698927.21       | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $6391000.00        | $6541039.38        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $6521000.00        | $6674091.34        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 36    | 2036-01-15      | 4.9500%  | 0.0000% | $1363000.00        | $1353261.36        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 6.6250%  | 0.0000% | $5392000.00        | $5270972.82        | Corporate Debt Securities |
| NRG ENERGY INC                 1LIEN GLBL 35    | 2035-10-15      | 5.4070%  | 0.0000% | $7438000.00        | $7445688.21        | Corporate Debt Securities |
| ALLY FINL INC                  SR NT 8%31       | 2031-11-01      | 8.0000%  | 0.0000% | $4863000.00        | $5534791.03        | Corporate Debt Securities |
| FEDEX FGHT HLDG CO INC         SR 144A NT 33    | 2033-03-15      | 4.9500%  | 0.0000% | $14741000.00       | $14453403.09       | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT 4%27  | 2027-03-01      | 4.0000%  | 0.0000% | $5021000.00        | $5012330.41        | Corporate Debt Securities |
| ENTERGY CORP NEW               JR SB GLBL DB 54 | 2054-12-01      | 7.1250%  | 0.0000% | $20184000.00       | $20999635.44       | Corporate Debt Securities |
| ENTERGY CORP NEW               JR SB GLBL DB 54 | 2054-12-01      | 7.1250%  | 0.0000% | $8991000.00        | $9354326.31        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 33    | 2033-08-21      | 5.6250%  | 0.0000% | $200000.00         | $202440.00         | Corporate Debt Securities |
| ICON INVTS SIX DESIGNATED ACTI 1LIEN GLBL NT 27 | 2027-05-08      | 5.8090%  | 0.0000% | $10674000.00       | $10969505.84       | Corporate Debt Securities |
| FEDEX FGHT HLDG CO INC         SR 144A NT 31    | 2031-03-15      | 4.6500%  | 0.0000% | $8986000.00        | $8863820.35        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $10476000.00       | $12131190.54       | Corporate Debt Securities |
| WESTERN ALLIANCE BANCORP       LW TIER II 31    | 2031-06-15      | 3.0000%  | 0.0000% | $9445000.00        | $9135896.63        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 56 | 2056-01-31      | 6.5000%  | 0.0000% | $10736000.00       | $10818810.35       | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $9719000.00        | $10188600.48       | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT3.5%30 | 2030-09-01      | 3.5000%  | 0.0000% | $22673000.00       | $21536780.39       | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL  | 2082-10-31      | 8.1250%  | 0.0000% | $16739000.00       | $17470689.59       | Corporate Debt Securities |
| SPIRE INC                      JR SB GLBL -B 56 | 2056-06-01      | 6.4500%  | 0.0000% | $8644000.00        | $8778709.54        | Corporate Debt Securities |
| NEW YORK PRESBYTERIAN HOSP     SR -2019 BD 19   | 2119-08-01      | 3.9540%  | 0.0000% | $1000.00           | $686.81            | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR 144A31 | 2031-03-26      | 5.0500%  | 0.0000% | $7594000.00        | $7550724.75        | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR 144A36 | 2036-03-26      | 5.7000%  | 0.0000% | $14412000.00       | $14268768.74       | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR 144A31 | 2031-03-26      | 5.0500%  | 0.0000% | $7567000.00        | $7523878.61        | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -B 56 | 2056-03-15      | 6.2000%  | 0.0000% | $6608000.00        | $6544665.99        | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR 144A56 | 2056-03-26      | 6.6250%  | 0.0000% | $7025000.00        | $6940911.73        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $30068000.00       | $30325615.94       | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $10451000.00       | $11464625.07       | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 31    | 2031-10-15      | 3.1500%  | 0.0000% | $28326000.00       | $23981783.01       | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29    | 2029-12-15      | 6.0000%  | 0.0000% | $8068000.00        | $8321711.71        | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -B 54 | 2054-06-01      | 7.0000%  | 0.0000% | $8711000.00        | $9396758.96        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55 | 2055-03-10      | 6.9500%  | 0.0000% | $13679000.00       | $14023357.43       | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL NT 32    | 2032-02-01      | 2.5390%  | 0.0000% | $7850000.00        | $6628003.58        | Corporate Debt Securities |
| BANK AMERICA CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $52017000.00       | $52613577.19       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL60 | 2060-05-01      | 5.9300%  | 0.0000% | $21541000.00       | $21131254.28       | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 30    | 2030-05-15      | 8.7500%  | 0.0000% | $8443000.00        | $8934513.94        | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67 | 2067-05-01      | 6.2991%  | 0.0000% | $9859000.00        | $9320392.47        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $13990000.00       | $15818353.10       | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $61184000.00       | $63201338.45       | Corporate Debt Securities |

### Security 627: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FR2U8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FR2U8
- **C.18 - Value (incl. sponsor support):** $499871210.00
- **C.18.a - Value (excl. sponsor support):** $499871210.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 5.7625%  | 0.0000% | $19300000.00       | $19032289.81       | Private Label Collateralized Mortgage Obligations |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $460000.00         | Asset-Backed Securities                           |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.4875%  | 0.0000% | $6800000.00        | $662650.94         | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2025-7         E      20380115 FLT | 2038-01-15      | 8.6775%  | 0.0000% | $3350000.00        | $3265687.46        | Asset-Backed Securities                           |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $7280000.00        | $7531169.71        | Asset-Backed Securities                           |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.3712%  | 0.0000% | $12884000.00       | $1721079.29        | Private Label Collateralized Mortgage Obligations |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $215105.00         | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1150000.00        | Asset-Backed Securities                           |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $7500000.00        | $1266231.25        | Private Label Collateralized Mortgage Obligations |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $8287996.23        | Asset-Backed Securities                           |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $2953500.00        | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1           G      20390317 5.0 | 2039-03-17      | 5.0000%  | 0.0000% | $1246000.00        | $1230384.71        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1405452.50        | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2599000.00        | $2279278.39        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $4316000.00        | $4078481.89        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $923822.25         | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2024-60R  E-R    20371026 FLT | 2037-10-26      | 10.1680% | 0.0000% | $1500000.00        | $1413384.72        | Asset-Backed Securities                           |
| RR LTD 2019-7R                 D-1-B  20370115 FLT | 2037-01-15      | 10.1722% | 0.0000% | $4000000.00        | $3881528.25        | Asset-Backed Securities                           |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.0127%  | 0.0000% | $500000.00         | $492027.38         | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $1501500.00        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.8231%  | 0.0000% | $853146.00         | $564913.93         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8281%  | 0.0000% | $2199350.00        | $1771679.94        | Asset-Backed Securities                           |
| NEUBERGER BERMAN CLO 2025-32R  E      20390720 FLT | 2039-07-20      | 8.8176%  | 0.0000% | $1000000.00        | $979765.39         | Asset-Backed Securities                           |
| PROGRESS RESI 2021-SFR6 TR     E-2    20380719 2.5 | 2038-07-19      | 2.5250%  | 0.0000% | $9740000.00        | $9669094.42        | Asset-Backed Securities                           |
| ICAP 2025-RTL1 TRUST           A2     20300725 8.1 | 2030-07-25      | 8.1630%  | 0.0000% | $4500000.00        | $4536024.75        | Private Label Collateralized Mortgage Obligations |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $353314.50         | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.4275%  | 0.0000% | $3880000.00        | $2461878.97        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $1501164.28        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5212%  | 0.0000% | $1514000.00        | $1040550.14        | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $539000.00         | $554475.77         | Asset-Backed Securities                           |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $15000000.00       | $11519576.07       | Private Label Collateralized Mortgage Obligations |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $675000.00         | Asset-Backed Securities                           |
| COMPASS DATACENTERS 2025-1     A-2    20500525 5.4 | 2050-05-25      | 5.4630%  | 0.0000% | $1500000.00        | $1491823.66        | Asset-Backed Securities                           |
| COREVEST AMER FIN TR 2019-2    X-B    20520617 FLT | 2052-06-17      | 1.3727%  | 0.0000% | $4100000.00        | $102029.36         | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $9848000.00        | $10128618.76       | Asset-Backed Securities                           |
| ALEN MORTGAGE TR 2021-ACEN     B      20340417 FLT | 2034-04-17      | 5.4375%  | 0.0000% | $5375000.00        | $4877363.39        | Private Label Collateralized Mortgage Obligations |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 5.9440%  | 0.0000% | $2500000.00        | $2499633.65        | Asset-Backed Securities                           |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6713%  | 0.0000% | $1158000.00        | $249572.62         | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $31026.36          | Private Label Collateralized Mortgage Obligations |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $1944204.84        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2020-29R  E-R    20340725 FLT | 2034-07-25      | 10.7896% | 0.0000% | $1000000.00        | $919121.56         | Asset-Backed Securities                           |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.6394%  | 0.0000% | $3150000.00        | $149253.75         | Asset-Backed Securities                           |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3019%  | 0.0000% | $2412000.00        | $2410629.85        | Private Label Collateralized Mortgage Obligations |
| AGL CLO LTD 2022-22R           E-R    20370121 FLT | 2037-01-21      | 8.9176%  | 0.0000% | $1000000.00        | $918719.84         | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $944613.81         | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.1292% | 0.0000% | $1000000.00        | $901545.74         | 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                           |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $609108.50         | Private Label Collateralized Mortgage Obligations |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $155409.73         | Asset-Backed Securities                           |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.4375%  | 0.0000% | $5000000.00        | $53977.74          | Private Label Collateralized Mortgage Obligations |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2500000.00        | $449845.00         | Asset-Backed Securities                           |
| DBC MTG TR 2025-DBC            C      20421117 FLT | 2042-11-17      | 5.7230%  | 0.0000% | $285000.00         | $284656.16         | Private Label Collateralized Mortgage Obligations |
| DAVIS PK CLO LTD 2022-1R       E-R    20380720 FLT | 2038-07-20      | 9.6676%  | 0.0000% | $2500000.00        | $2466720.42        | Asset-Backed Securities                           |
| EFMT 2025-NQM4                 B-2    20700925 FLT | 2070-09-25      | 7.2868%  | 0.0000% | $1931000.00        | $1906422.91        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTO REC TR 2026-1      E      20330815 6.6 | 2033-08-15      | 6.6900%  | 0.0000% | $3117000.00        | $3022858.29        | Asset-Backed Securities                           |
| NYC COML MTG TR 2026-7W34      A      20410207 FLT | 2041-02-07      | 4.8699%  | 0.0000% | $9500000.00        | $9473858.17        | Private Label Collateralized Mortgage Obligations |
| NEBRGR BRMN LN ADV CL 2021-45R E-R    20361014 FLT | 2036-10-14      | 8.5169%  | 0.0000% | $1240000.00        | $1159325.83        | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2800065.00        | Asset-Backed Securities                           |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.4273%  | 0.0000% | $9672000.00        | $4626070.05        | Private Label Collateralized Mortgage Obligations |
| REDWOOD FDG TR 2 5.934 27SEP56 144A                | 2056-09-27      | 5.9340%  | 0.0000% | $80000000.00       | $79984746.67       | Asset-Backed Securities                           |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6747%  | 0.0000% | $5141000.00        | $4298362.31        | Private Label Collateralized Mortgage Obligations |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1102485.27        | Asset-Backed Securities                           |
| SOHO TRUST 2021-SOHO           A      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $1270000.00        | $1050993.78        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC 2024-8                A-1    20291225 FLT | 2029-12-25      | 5.8970%  | 0.0000% | $350000.00         | $236126.17         | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $21035000.00       | $17009710.97       | Asset-Backed Securities                           |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $4000000.00        | $948857.38         | Asset-Backed Securities                           |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 6.5700%  | 0.0000% | $995000.00         | $3621.80           | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      XS     20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $54781932.00       | $134487.75         | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $210000.00         | Asset-Backed Securities                           |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4882704.00        | Asset-Backed Securities                           |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.2670%  | 0.0000% | $4087000.00        | $4122654.31        | Private Label Collateralized Mortgage Obligations |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.6992% | 0.0000% | $1250000.00        | $1170112.00        | Asset-Backed Securities                           |
| MORGAN STANLY ETN VNC 2022-17A SUB    20350720 FLT | 2035-07-20      | 0.0000%  | 0.0000% | $4800000.00        | $2782857.60        | Asset-Backed Securities                           |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.7422% | 0.0000% | $3500000.00        | $3264530.14        | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $8055.27           | Asset-Backed Securities                           |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 10.6697% | 0.0000% | $660000.00         | $665697.53         | Asset-Backed Securities                           |
| EATON VANCE CLO LTD 2013-1RRR  SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $7000000.00        | $2182565.00        | Asset-Backed Securities                           |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.5110% | 0.0000% | $3350000.00        | $3163244.79        | Asset-Backed Securities                           |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.0870%  | 0.0000% | $7750000.00        | $7769810.90        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3493%  | 0.0000% | $6526000.00        | $6549228.81        | Asset-Backed Securities                           |
| ATLANTIC AVE 2025-4 LTD 2025-4 E      20381015 FLT | 2038-10-15      | 9.9223%  | 0.0000% | $2000000.00        | $2029670.61        | Asset-Backed Securities                           |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 6.9375%  | 0.0000% | $7372000.00        | $7005127.44        | Private Label Collateralized Mortgage Obligations |
| ARES LOAN FDG LTD 2024-7       E      20371022 FLT | 2037-10-22      | 9.9192%  | 0.0000% | $3409000.00        | $3251389.20        | Asset-Backed Securities                           |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 6.5219%  | 0.0000% | $1500000.00        | $1503789.63        | Asset-Backed Securities                           |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $774131.17         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   A-S    20481113 FLT | 2048-11-13      | 4.0720%  | 0.0000% | $2550000.00        | $2423059.30        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE 2025-167G        A      20400810 5.5 | 2040-08-10      | 5.5027%  | 0.0000% | $1440000.00        | $1438727.86        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $5500000.00        | $4632701.97        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 9.8700%  | 0.0000% | $7305000.00        | $3181449.25        | Private Label Collateralized Mortgage Obligations |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.0971%  | 0.0000% | $2000000.00        | $34226.64          | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.4296%  | 0.0000% | $4000000.00        | $122712.85         | Asset-Backed Securities                           |
| CSMC TRUST 2013-HYB1           B-5    20430425 FLT | 2043-04-25      | 5.1809%  | 0.0000% | $2355386.00        | $2111986.29        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   D      20321115 FLT | 2032-11-15      | 5.9695%  | 0.0000% | $4540000.00        | $4526557.60        | Private Label Collateralized Mortgage Obligations |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $1932925.00        | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2467460.00        | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD             M-2    20360125 FLT | 2036-01-25      | 6.8619%  | 0.0000% | $1880000.00        | $1897246.46        | Asset-Backed Securities                           |
| VEROS AUTO RECEIVABLES 2026-1  E      20290901 0.0 | 2029-09-01      | 7.7400%  | 0.0000% | $1000000.00        | $1008510.00        | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 3.8922%  | 0.0000% | $215000.00         | $12752.60          | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2636%  | 0.0000% | $10505000.00       | $10620274.84       | Private Label Collateralized Mortgage Obligations |
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.6729%  | 0.0000% | $10000000.00       | $10037123.98       | Asset-Backed Securities                           |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $4000000.00        | $3839730.31        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.7133%  | 0.0000% | $2000000.00        | $446939.92         | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1082578.62        | Asset-Backed Securities                           |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 9.9672%  | 0.0000% | $3000000.00        | $2801453.33        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.8892%  | 0.0000% | $990000.00         | $1001431.88        | Asset-Backed Securities                           |
| REPUBLIC FIN ISSUANC TR 2024-A A      20320820 5.9 | 2032-08-20      | 5.9100%  | 0.0000% | $5529000.00        | $5560519.91        | Asset-Backed Securities                           |
| PROGRESS RESI TRUST 2026-SFR1  E      20430220 4.1 | 2043-02-20      | 4.1000%  | 0.0000% | $5000000.00        | $4623028.33        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $7110000.00        | $6905647.94        | Asset-Backed Securities                           |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $304212.19         | Asset-Backed Securities                           |
| GS MTG SECS CORP TR 2018-SRP5  B      20310915 FLT | 2031-09-15      | 6.7200%  | 0.0000% | $5900000.00        | $1997632.54        | Private Label Collateralized Mortgage Obligations |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2720048.00        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1577931.36        | Asset-Backed Securities                           |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $750000.00         | $311166.35         | Asset-Backed Securities                           |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.3934%  | 0.0000% | $10207000.00       | $3602585.58        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE LN FDG LT 2025-1 D      20330215 FLT | 2033-02-15      | 7.7525%  | 0.0000% | $250000.00         | $235458.65         | Asset-Backed Securities                           |
| PMT LOAN TRUST 2025-INV10      B-5    20561025 FLT | 2056-10-25      | 6.7760%  | 0.0000% | $1743000.00        | $1158843.64        | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.2225%  | 0.0000% | $11730000.00       | $11767653.35       | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.1125%  | 0.0000% | $14442000.00       | $14243885.51       | Private Label Collateralized Mortgage Obligations |
| APIDOS CLO 2017-28R            A-1A-R 20381020 FLT | 2038-10-20      | 4.9676%  | 0.0000% | $425000.00         | $428986.19         | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $7697500.00        | $3513139.00        | Asset-Backed Securities                           |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $52436334.63       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3478%  | 0.0000% | $9500000.00        | $9519790.25        | Asset-Backed Securities                           |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1517857.33        | Private Label Collateralized Mortgage Obligations |
| WINWATER MTG LN TR 2016-1      B-5    20460120 FLT | 2046-01-20      | 3.7775%  | 0.0000% | $985999.00         | $683286.01         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.3635%  | 0.0000% | $1786000.00        | $1818543.17        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1227%  | 0.0000% | $5310000.00        | $5155101.55        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1089948.08        | Private Label Collateralized Mortgage Obligations |
| CARLYLE US CLO 2023-3 LTD 2023 E-R    20381015 FLT | 2038-10-15      | 9.0722%  | 0.0000% | $4360000.00        | $3957486.53        | Asset-Backed Securities                           |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2539%  | 0.0000% | $6420000.00        | $3550316.22        | Private Label Collateralized Mortgage Obligations |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $270000.00         | Asset-Backed Securities                           |
| ARCHWEST 2025-RTL1             A1     20401025 5.1 | 2040-10-25      | 5.1960%  | 0.0000% | $400000.00         | $399028.80         | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1055614.44        | Asset-Backed Securities                           |
| FRESB MORTGAGE 2023-SB109      A-10H  20430725 FLT | 2043-07-25      | 3.8200%  | 0.0000% | $10000000.00       | $7410217.20        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $432352.97         | Asset-Backed Securities                           |
| FARM MORTGAGE TR 2025-1        A-1    20380125 FLT | 2038-01-25      | 5.2200%  | 0.0000% | $210000.00         | $192779.74         | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     G      20421113 FLT | 2042-11-13      | 9.7507%  | 0.0000% | $2800000.00        | $2839545.97        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TRUST 2026-ACES1 B-1    20651025 FLT | 2065-10-25      | 6.5030%  | 0.0000% | $250000.00         | $249848.04         | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3 | 2038-10-19      | 2.3820%  | 0.0000% | $3175000.00        | $3131940.65        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1767000.00        | $1770186.20        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR8      F      20381019 3.1 | 2038-10-19      | 3.1810%  | 0.0000% | $3200000.00        | $3164764.27        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $10230000.00       | $10205079.72       | Asset-Backed Securities                           |
| CIP COMMERCIAL MORTGAGE 2025-S E      20371015 FLT | 2037-10-15      | 7.4225%  | 0.0000% | $8500000.00        | $8485540.59        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $4300000.00        | $4358550.23        | Asset-Backed Securities                           |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 5.8200%  | 0.0000% | $5000000.00        | $4137933.35        | Private Label Collateralized Mortgage Obligations |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $5000000.00        | $2597940.00        | Asset-Backed Securities                           |
| BAMLL COMM  MORT 2025-1105W    D      20401217 7.8 | 2040-12-17      | 7.7730%  | 0.0000% | $2800000.00        | $2826993.87        | Private Label Collateralized Mortgage Obligations |
| BLUEMNT CLO LTD 2020-30R       E-R    20350416 FLT | 2035-04-16      | 10.3722% | 0.0000% | $1400000.00        | $1280606.22        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $775996.00         | Asset-Backed Securities                           |
| BXP TRUST 2017-CC              D      20370813 FLT | 2037-08-13      | 3.5515%  | 0.0000% | $2000000.00        | $1670789.17        | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5340656.25        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8281%  | 0.0000% | $2942300.00        | $2251515.83        | Asset-Backed Securities                           |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 6.7870%  | 0.0000% | $4554000.00        | $13333.71          | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD             B-1    20360125 FLT | 2036-01-25      | 7.8619%  | 0.0000% | $1180000.00        | $1190894.13        | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.7300%  | 0.0000% | $10000000.00       | $1649333.33        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TR 2025-SB120   A-5F   20300125 FLT | 2030-01-25      | 4.4200%  | 0.0000% | $3000000.00        | $2938115.05        | Private Label Collateralized Mortgage Obligations |

### Security 628: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FR3Q6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FR3Q6
- **C.18 - Value (incl. sponsor support):** $200144940.00
- **C.18.a - Value (excl. sponsor support):** $200144940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO            SUB NT 5.576%36  | 2036-07-23      | 5.5760%  | 0.0000% | $8599000.00        | $8762745.98        | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -Q NT 56 | 2056-03-15      | 5.6000%  | 0.0000% | $10440000.00       | $10123227.20       | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT49 | 2049-06-15      | 5.2500%  | 0.0000% | $200000.00         | $178131.67         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%66 | 2066-02-15      | 5.6000%  | 0.0000% | $205000.00         | $199332.66         | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        GLBL NT 2.9%50   | 2050-06-15      | 2.9000%  | 0.0000% | $10000.00          | $6347.19           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $6000.00           | $4936.47           | Corporate Debt Securities |
| SHARP HEALTHCARE               -2020B BD2.68%50 | 2050-08-01      | 2.6800%  | 0.0000% | $1305000.00        | $799516.95         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 50    | 2050-08-01      | 3.2500%  | 0.0000% | $193000.00         | $125455.15         | Corporate Debt Securities |
| CATERPILLAR INC                SR GLBL NT 50    | 2050-04-09      | 3.2500%  | 0.0000% | $73000.00          | $51577.99          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC          SR GLBL NT 28    | 2028-12-01      | 5.5500%  | 0.0000% | $6000.00           | $6251.76           | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51 | 2051-11-15      | 2.9500%  | 0.0000% | $25000.00          | $15562.61          | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 32  | 2032-03-15      | 6.2500%  | 0.0000% | $100000.00         | $102360.78         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.8%62   | 2062-09-15      | 5.8000%  | 0.0000% | $99000.00          | $94676.45          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $900000.00         | $1002730.47        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.375%27 | 2027-03-15      | 1.3750%  | 0.0000% | $13102000.00       | $12804730.18       | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41   | 2041-01-25      | 5.4230%  | 0.0000% | $34365000.00       | $33853014.00       | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC        SR 144A NT 56    | 2056-03-16      | 5.7320%  | 0.0000% | $3265000.00        | $3228524.51        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR NT 5.7%56     | 2056-03-18      | 5.7000%  | 0.0000% | $8951000.00        | $9002721.86        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52  | 2052-08-15      | 4.0500%  | 0.0000% | $47000.00          | $35722.11          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 51    | 2051-09-23      | 3.3750%  | 0.0000% | $2000000.00        | $1316580.00        | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2020B 50 | 2050-01-30      | 3.7000%  | 0.0000% | $265000.00         | $194106.32         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 65    | 2065-08-03      | 6.1250%  | 0.0000% | $5428000.00        | $4525258.77        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.8%65 | 2065-03-15      | 5.8000%  | 0.0000% | $95000.00          | $94189.44          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 6%54  | 2054-04-01      | 6.0000%  | 0.0000% | $400000.00         | $396184.00         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      LW TIER II 36    | 2036-08-15      | 2.4870%  | 0.0000% | $100000.00         | $85809.78          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 62    | 2062-08-05      | 5.0500%  | 0.0000% | $333000.00         | $270387.86         | Corporate Debt Securities |
| TOLEDO HOSPITAL                AG-CR 2021       | 2048-11-15      | 6.0150%  | 0.0000% | $975000.00         | $968012.50         | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 32  | 2032-04-14      | 5.3150%  | 0.0000% | $410000.00         | $417575.03         | Corporate Debt Securities |
| STATE STR CORP                 ALT TIER I EXT77 | 2077-06-01      | 4.9356%  | 0.0000% | $500000.00         | $435761.80         | Corporate Debt Securities |
| MASS GEN BRIGHAM INC           SR GLBL -2017 48 | 2048-07-01      | 3.7650%  | 0.0000% | $1917000.00        | $1476267.32        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $18000.00          | $16171.53          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50   | 2050-02-15      | 3.5500%  | 0.0000% | $69000.00          | $49660.41          | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50 | 2050-05-01      | 3.7000%  | 0.0000% | $5742000.00        | $4142776.44        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 50  | 2050-09-10      | 3.9500%  | 0.0000% | $500000.00         | $364537.08         | Corporate Debt Securities |
| SK HYNIX INC                   SR REGS NT5.5%29 | 2029-01-16      | 5.5000%  | 0.0000% | $4508000.00        | $4680964.45        | Corporate Debt Securities |
| KOREA ELEC PWR CORP            SR GLBL REGS 34  | 2034-04-23      | 5.1250%  | 0.0000% | $8105000.00        | $8485068.22        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 53    | 2053-01-15      | 6.7500%  | 0.0000% | $1000000.00        | $1051810.00        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.8%55 | 2055-01-15      | 5.8000%  | 0.0000% | $4000000.00        | $3678537.78        | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55    | 2055-12-15      | 6.2000%  | 0.0000% | $2159000.00        | $2132132.44        | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -R NT 51 | 2051-10-01      | 2.9000%  | 0.0000% | $69000.00          | $42106.56          | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 6%28  | 2028-01-15      | 6.0000%  | 0.0000% | $1023000.00        | $1055660.98        | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 49    | 2049-01-25      | 5.5760%  | 0.0000% | $7000.00           | $6479.85           | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 51    | 2051-09-15      | 2.7500%  | 0.0000% | $13000.00          | $7798.08           | Corporate Debt Securities |
| MEITUAN                        SR GLBL REGS 28  | 2028-04-02      | 4.5000%  | 0.0000% | $6096000.00        | $6218011.44        | Corporate Debt Securities |
| ONTARIO PROV CDA               SR GLBL BD 26    | 2026-04-14      | 1.0500%  | 0.0000% | $5000000.00        | $5018554.17        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 52    | 2052-03-10      | 2.9500%  | 0.0000% | $5428000.00        | $3382517.00        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 50    | 2050-05-06      | 4.4500%  | 0.0000% | $204000.00         | $162294.98         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61 | 2061-02-08      | 3.3790%  | 0.0000% | $850000.00         | $548066.94         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 55    | 2055-06-23      | 6.2500%  | 0.0000% | $276000.00         | $278106.95         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $11000.00          | $7957.33           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 62    | 2062-05-15      | 4.9500%  | 0.0000% | $3850000.00        | $3280084.50        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $102000.00         | $70506.34          | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51   | 2051-08-25      | 2.9000%  | 0.0000% | $25000.00          | $15356.75          | Corporate Debt Securities |
| GOODMAN US FINANCE SIX LLC     GLBL REGS NT 34  | 2034-10-07      | 5.1250%  | 0.0000% | $451000.00         | $457445.17         | Corporate Debt Securities |
| ALIBABA GROUP HLDG LTD         SR NT 4.2%47     | 2047-12-06      | 4.2000%  | 0.0000% | $839000.00         | $704211.85         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55    | 2055-03-15      | 4.6720%  | 0.0000% | $976000.00         | $794938.77         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $351000.00         | $255004.62         | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 27    | 2027-06-11      | 4.6250%  | 0.0000% | $10000.00          | $10221.93          | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 3%51  | 2051-03-05      | 3.0000%  | 0.0000% | $343000.00         | $224379.17         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 52    | 2052-03-15      | 4.6250%  | 0.0000% | $100000.00         | $79593.56          | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54   | 2054-02-05      | 5.3000%  | 0.0000% | $230000.00         | $205660.12         | Corporate Debt Securities |
| CPPIB CAPITAL INC              REGS NT 3.875%31 | 2031-02-15      | 3.8750%  | 0.0000% | $55000000.00       | $54844518.06       | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB GLBL 144A 39 | 2039-08-15      | 9.3750%  | 0.0000% | $426000.00         | $549096.61         | Corporate Debt Securities |
| UNION ELEC CO                  1M BD 5.55%56    | 2056-03-15      | 5.5500%  | 0.0000% | $9000000.00        | $8675295.00        | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB GLBL 144A 50 | 2050-04-15      | 3.3750%  | 0.0000% | $3397000.00        | $2331879.14        | Corporate Debt Securities |
| ABBOTT LABORATORIES            SR NT 5.6%66     | 2066-03-15      | 5.6000%  | 0.0000% | $2858000.00        | $2775524.47        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 52    | 2052-03-01      | 3.8750%  | 0.0000% | $5000.00           | $3649.85           | Corporate Debt Securities |
| LENOVO GROUP LTD               SR GLBL A REGS32 | 2032-07-27      | 6.5360%  | 0.0000% | $2518000.00        | $2728654.76        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.85%60  | 2060-06-01      | 3.8500%  | 0.0000% | $109000.00         | $74221.73          | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48 | 2048-03-01      | 4.0000%  | 0.0000% | $17000.00          | $13205.15          | Corporate Debt Securities |

### Security 629: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FR3U7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FR3U7
- **C.18 - Value (incl. sponsor support):** $399772368.00
- **C.18.a - Value (excl. sponsor support):** $399772368.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DEEPHAVEN RES MTG TR 2026-INV1 A-3    20701225 FLT | 2070-12-25      | 5.2020%  | 0.0000% | $5282000.00        | $5148655.81        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE             A      20410415 FLT | 2041-04-15      | 5.5135%  | 0.0000% | $5000000.00        | $4793742.09        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK44                E      20551118 FLT | 2055-11-18      | 4.0000%  | 0.0000% | $1300000.00        | $875092.83         | Private Label Collateralized Mortgage Obligations |
| BAY MTG TRUST 2025-LIVN        A      20350515 FLT | 2035-05-15      | 5.4730%  | 0.0000% | $14000000.00       | $13954576.23       | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK24                A-S    20621117 FLT | 2062-11-17      | 3.2830%  | 0.0000% | $500301.00         | $464911.12         | Private Label Collateralized Mortgage Obligations |
| BLP COML MTG TR 2023-IND       D      20400315 FLT | 2040-03-15      | 6.9125%  | 0.0000% | $2152767.00        | $2038521.21        | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR13               A-3    20580117 FLT | 2058-01-17      | 5.7530%  | 0.0000% | $9859000.00        | $10237971.74       | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK41                D      20650417 2.5 | 2065-04-17      | 2.5000%  | 0.0000% | $5522000.00        | $3792820.67        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK23                A-3    20521217 2.9 | 2052-12-17      | 2.9200%  | 0.0000% | $575000.00         | $542775.47         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C4  A-3    20580517 FLT | 2058-05-17      | 5.6730%  | 0.0000% | $1000000.00        | $1036300.50        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC 2019-FAME A      20360815 FLT | 2036-08-15      | 3.0469%  | 0.0000% | $380000.00         | $349945.83         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  B      20580117 FLT | 2058-01-17      | 6.5410%  | 0.0000% | $15000.00          | $15596.89          | Private Label Collateralized Mortgage Obligations |
| RUN TR 2022-NQM1               A-1    20670325 FLT | 2067-03-25      | 5.0000%  | 0.0000% | $2274706.00        | $1576923.43        | Private Label Collateralized Mortgage Obligations |
| MF1 2024-FL14 LLC              A      20390321 FLT | 2039-03-21      | 5.4095%  | 0.0000% | $9000000.00        | $9023968.53        | Private Label Collateralized Mortgage Obligations |
| PFP 2026-13 LTD                C      20430818 FLT | 2043-08-18      | 5.6796%  | 0.0000% | $1000000.00        | $1002727.17        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-IG1      A-3    20430917 FLT | 2043-09-17      | 2.6866%  | 0.0000% | $11879000.00       | $10374475.16       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 A-3    20501017 3.3 | 2050-10-17      | 3.3170%  | 0.0000% | $175000.00         | $173416.28         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C36   B      20591118 FLT | 2059-11-18      | 3.6710%  | 0.0000% | $25000.00          | $23775.03          | Private Label Collateralized Mortgage Obligations |
| VISTA POINT SEC TR 2020-2      B-1    20650425 FLT | 2065-04-25      | 4.9000%  | 0.0000% | $1000000.00        | $986373.33         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MBS TR 2022-1      A-17   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $4630000.00        | $2946531.05        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               C      20411015 FLT | 2041-10-15      | 6.6225%  | 0.0000% | $4000000.00        | $4006785.35        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R2              M3     20591025 FLT | 2059-10-25      | 3.0000%  | 0.0000% | $4100000.00        | $3206167.20        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR  2021-INV2   A7     20510925 FLT | 2051-09-25      | 2.5000%  | 0.0000% | $215000.00         | $115542.80         | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              A      20411115 5.3 | 2041-11-15      | 5.3883%  | 0.0000% | $2050000.00        | $2090514.73        | Private Label Collateralized Mortgage Obligations |
| AOA 2025-1301                  A      20420813 FLT | 2042-08-13      | 5.0587%  | 0.0000% | $1942000.00        | $1952528.67        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-4     A-3    20670525 FLT | 2067-05-25      | 5.1920%  | 0.0000% | $17869000.00       | $17875015.90       | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              D      20411115 7.1 | 2041-11-15      | 7.1091%  | 0.0000% | $125000.00         | $130519.04         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           A-1    20650525 FLT | 2065-05-25      | 5.4180%  | 0.0000% | $25743000.00       | $21275277.03       | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-11X A      20401015 FLT | 2040-10-15      | 5.4155%  | 0.0000% | $25605000.00       | $25666628.50       | Private Label Collateralized Mortgage Obligations |
| MFR TR 2022-INV2               M-1    20570725 FLT | 2057-07-25      | 4.9500%  | 0.0000% | $14798000.00       | $14293092.24       | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        A-5    20561215 FLT | 2056-12-15      | 6.0140%  | 0.0000% | $9644461.00        | $10263641.82       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG 2021-C59 TR A-5    20540417 2.6 | 2054-04-17      | 2.6260%  | 0.0000% | $1170000.00        | $1054428.96        | Private Label Collateralized Mortgage Obligations |
| COMM 2022-HC MORTGAGE TRUST    A      20390110 2.8 | 2039-01-10      | 2.8190%  | 0.0000% | $7215000.00        | $7019517.99        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-A  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $550272.00         | $421115.28         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C1        A-4    20500617 3.4 | 2050-06-17      | 3.4600%  | 0.0000% | $2293210.00        | $2269771.86        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-HOME1         A-3    20590525 FLT | 2059-05-25      | 6.7850%  | 0.0000% | $5000000.00        | $3013091.52        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-6    A-2    20551225 FLT | 2055-12-25      | 5.0000%  | 0.0000% | $18674000.00       | $17684593.87       | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-2          B4     20580325 FLT | 2058-03-25      | 3.6569%  | 0.0000% | $17256280.00       | $12271137.43       | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 A-5    20530515 FLT | 2053-05-15      | 2.1798%  | 0.0000% | $619000.00         | $529312.16         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-S2         A-2    20551125 FLT | 2055-11-25      | 3.5000%  | 0.0000% | $17500000.00       | $15289685.08       | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   A      20360616 FLT | 2036-06-16      | 5.0870%  | 0.0000% | $26295000.00       | $25103684.59       | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2023-NQM3           A-1    20681125 FLT | 2068-11-25      | 6.2210%  | 0.0000% | $1000000.00        | $589218.91         | Private Label Collateralized Mortgage Obligations |
| KSL COML MTG TR 2025-MH        A      20421215 FLT | 2042-12-15      | 5.2661%  | 0.0000% | $27034000.00       | $27021253.17       | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-4     A-1    20560825 FLT | 2056-08-25      | 1.1620%  | 0.0000% | $67501000.00       | $23372977.34       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-3    20640125 FLT | 2064-01-25      | 6.3210%  | 0.0000% | $2118000.00        | $1121499.85        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2025-EWEST          A      20420616 FLT | 2042-06-16      | 5.2225%  | 0.0000% | $35000000.00       | $34956184.06       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3185%  | 0.0000% | $13990000.00       | $12414219.31       | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      C      20380816 FLT | 2038-08-16      | 5.3375%  | 0.0000% | $2643000.00        | $1984915.25        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2022-C17  E      20550917 2.5 | 2055-09-17      | 2.5000%  | 0.0000% | $8000000.00        | $5465866.66        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C49   B      20520315 4.5 | 2052-03-15      | 4.5460%  | 0.0000% | $96000.00          | $93730.40          | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      M-2    20591125 FLT | 2059-11-25      | 3.5000%  | 0.0000% | $2823450.00        | $2455562.00        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    D      20420218 FLT | 2042-02-18      | 6.3137%  | 0.0000% | $3000000.00        | $2954982.31        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 C      20340615 FLT | 2034-06-15      | 5.4539%  | 0.0000% | $11595000.00       | $8399055.74        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          B      20470912 FLT | 2047-09-12      | 4.5140%  | 0.0000% | $2317000.00        | $2255228.01        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2020-4        A-3    20650525 FLT | 2065-05-25      | 2.8050%  | 0.0000% | $3500000.00        | $237465.50         | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2020-BOC     A      20320115 2.6 | 2032-01-15      | 2.6270%  | 0.0000% | $1000000.00        | $909879.17         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-1          M-1    20660625 FLT | 2066-06-25      | 2.2870%  | 0.0000% | $415000.00         | $334243.01         | Private Label Collateralized Mortgage Obligations |
| ARROYO MORTGAGE TRUST 2022-1   A-1A   20561225 FLT | 2056-12-25      | 3.4950%  | 0.0000% | $55825000.00       | $26435052.30       | Private Label Collateralized Mortgage Obligations |
| BRES COML MTG TR 2025-ATCAP    A      20421117 FLT | 2042-11-17      | 5.1663%  | 0.0000% | $15000000.00       | $14993071.99       | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C33 D-1    20481217 FLT | 2048-12-17      | 4.3041%  | 0.0000% | $4765000.00        | $4186513.48        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2026-VLT9 D      20450315 FLT | 2045-03-15      | 6.9225%  | 0.0000% | $7000000.00        | $6969036.70        | Private Label Collateralized Mortgage Obligations |
| BXMT 2026-FL6 LTD              A-S    20430819 0.0 | 2043-08-19      | 5.4267%  | 0.0000% | $2500000.00        | $2501365.90        | Private Label Collateralized Mortgage Obligations |
| BNK 2022-BNK43                 D      20550817 3.0 | 2055-08-17      | 3.0000%  | 0.0000% | $6148000.00        | $4462421.28        | Private Label Collateralized Mortgage Obligations |
| BPR TRUST 2023-BRK2            A      20381007 FLT | 2038-10-07      | 6.8990%  | 0.0000% | $6000000.00        | $6167365.00        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RESIDENTIAL MORTGAGE A-2    20601125 FLT | 2060-11-25      | 5.2390%  | 0.0000% | $5797000.00        | $5573500.74        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           M-1    20650525 FLT | 2065-05-25      | 6.1490%  | 0.0000% | $1219000.00        | $1228312.14        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-2    20561025 FLT | 2056-10-25      | 6.7760%  | 0.0000% | $7940000.00        | $7355474.38        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           A-2    20650825 FLT | 2065-08-25      | 5.0910%  | 0.0000% | $777000.00         | $670453.33         | Private Label Collateralized Mortgage Obligations |

### Security 630: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FSC35, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FSC35
- **C.18 - Value (incl. sponsor support):** $300213975.00
- **C.18.a - Value (excl. sponsor support):** $300213975.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| JANUS DETROIT STR TR           HENDERSN SML ETF | 2500-12-31      | N/A      | 0.0000% | $200.00            | $15119.30          | Equities                           |
| THEMES ETF TR                  US SM CAP CASH   | 2500-12-31      | N/A      | 0.0000% | $214.00            | $7349.83           | Equities                           |
| TIDAL TRUST II                 CLOCKWISE US COR | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1249.30           | Equities                           |
| TIDAL TRUST II                 YIELDMAX XOM OPT | 2500-12-31      | N/A      | 0.0000% | $4087.00           | $56686.69          | Equities                           |
| GRANITESHARES ETF TR           2X LONG ETOR DLY | 2500-12-31      | N/A      | 0.0000% | $2009.00           | $14888.70          | Equities                           |
| PACER FDS TR                   CFRA STVAL EQL   | 2500-12-31      | N/A      | 0.0000% | $459.00            | $15918.30          | Equities                           |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $21978.00          | $866812.32         | Equities                           |
| ISHARES TR                     IBONDS OCT 2033  | 2500-12-31      | N/A      | 0.0000% | $268.00            | $6955.94           | Equities                           |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $42.00             | $3567.06           | Equities                           |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $73.00             | $4369.78           | Equities                           |
| FIRST TR EXCH TRADED FD III    HORIZON VOL SMCP | 2500-12-31      | N/A      | 0.0000% | $95.00             | $3407.92           | Equities                           |
| GOLDMAN SACHS ETF TR           ACCESS INVT GR   | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $68370.00          | Equities                           |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $3249.00           | $85822.34          | Equities                           |
| GOLDMAN SACHS ETF TR           MSCI WORLD PRIV  | 2500-12-31      | N/A      | 0.0000% | $3778.00           | $186032.50         | Equities                           |
| DBX ETF TR                     XTRACKERS S&P MD | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2457.25           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $2285.50           | Equities                           |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20931.00          | $85607.79          | Equities                           |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $273293.00         | $227297.79         | Equities                           |
| TIDAL TRUST II                 YIELDMAX DIS OPT | 2500-12-31      | N/A      | 0.0000% | $1471.00           | $14251.78          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  US RESEARCH ENHN | 2500-12-31      | N/A      | 0.0000% | $225.00            | $12869.64          | Equities                           |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $20988.00          | $1218563.28        | Equities                           |
| TORTOISE CAPITAL SERIES TRUST  ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $8083.00           | $85275.65          | Equities                           |
| ISHARES TR                     US HLTHCR PR ETF | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $225390.00         | Equities                           |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $85743.00          | $14999880.42       | Equities                           |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE US | 2500-12-31      | N/A      | 0.0000% | $800.00            | $31120.00          | Equities                           |
| TIDAL TRUST I                  SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1053.51           | Equities                           |
| SCHWAB STRATEGIC TR            ARIEL OPPORTUNIT | 2500-12-31      | N/A      | 0.0000% | $1313.00           | $34932.89          | Equities                           |
| SCHWAB STRATEGIC TR            LONG TERM US     | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1194.72           | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET ENE | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $79716.00          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $339038.00         | $10381343.56       | Equities                           |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $5018.00           | $51685.40          | Equities                           |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $23800.00          | $1077902.00        | Equities                           |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $110.00            | $5500.00           | Equities                           |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $543.00            | $10838.28          | Equities                           |
| PRINCIPAL EXCHANGE TRADED FDS  US MEGA CP ETF   | 2500-12-31      | N/A      | 0.0000% | $30970.00          | $1936458.09        | Equities                           |
| ETF SER SOLUTIONS              DEFIANCE QUANTUM | 2500-12-31      | N/A      | 0.0000% | $8384.00           | $856509.44         | Equities                           |
| ETF SER SOLUTIONS              US GBL GLD PRE   | 2500-12-31      | N/A      | 0.0000% | $64.00             | $2646.40           | Equities                           |
| AMPLIFY ETF TR                 SAMSUNG SOFR ETF | 2500-12-31      | N/A      | 0.0000% | $11.00             | $1101.49           | Equities                           |
| AMPLIFY ETF TR                 ENERGY & NATURAL | 2500-12-31      | N/A      | 0.0000% | $10160.00          | $369112.80         | Equities                           |
| AMPLIFY ETF TR                 CWP INTL ENHANCE | 2500-12-31      | N/A      | 0.0000% | $3493.00           | $136192.07         | Equities                           |
| CALAMOS ETF TR                 AUTOCALLABLE INC | 2500-12-31      | N/A      | 0.0000% | $8.00              | $196.36            | Equities                           |
| BANK MONTREAL MEDIUM           CAL LKD 43       | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1716.00           | Equities                           |
| CALAMOS ETF TR                 S&P 500 STRCTURD | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1252.04           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $17295.00          | $425457.00         | Equities                           |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $5842.00           | $164043.36         | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE SM CP VAL | 2500-12-31      | N/A      | 0.0000% | $657.00            | $38181.69          | Equities                           |
| ISHARES TR                     NASDAQ-100 EX    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2562.34           | Equities                           |
| GRANITESHARES ETF TR           NASDAQ SELECT DI | 2500-12-31      | N/A      | 0.0000% | $632.00            | $33603.31          | Equities                           |
| GRANITE CONSTR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $128766.00         | $14999951.34       | Equities                           |
| DIMENSIONAL ETF TRUST          INTERNATIONAL    | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1025.73           | Equities                           |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 1 | 2500-12-31      | N/A      | 0.0000% | $75.00             | $5263.37           | Equities                           |
| EVOTEC AG                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1352.00           | $3190.72           | Equities                           |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $6794.00           | $250005.61         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4593.30           | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP   | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $175120.00         | Equities                           |
| PROSHARES TR                   ULT R/EST NEW    | 2500-12-31      | N/A      | 0.0000% | $1983.00           | $114667.57         | Equities                           |
| SPDR SERIES TRUST              STATE STRET SPDR | 2500-12-31      | N/A      | 0.0000% | $78.00             | $2762.76           | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $97.00             | $4376.64           | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $18107.00          | $816987.84         | Equities                           |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $19423.25          | Equities                           |
| SSGA ACTIVE TR                 STATE STREET GAL | 2500-12-31      | N/A      | 0.0000% | $474.00            | $19758.93          | Equities                           |
| ISHARES TR                     INTL TREA BD ETF | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $81120.00          | Equities                           |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $23624.00          | $14999586.32       | Equities                           |
| ISHARES TR                     US REGNL BKS ETF | 2500-12-31      | N/A      | 0.0000% | $346.00            | $18057.74          | Equities                           |
| ISHARES TR                     US REGNL BKS ETF | 2500-12-31      | N/A      | 0.0000% | $2183.00           | $113930.77         | Equities                           |
| CALAMOS ETF TR                 S&P 500 STRUCTU  | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1315.55           | Equities                           |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $372.00            | $1346.64           | Equities                           |
| ETF OPPORTUNITIES TRUST        IDX DYNAMIC FIXE | 2500-12-31      | N/A      | 0.0000% | $732.00            | $16576.14          | Equities                           |
| ETF OPPORTUNITIES TRUST        HEDGEYE QUALITY  | 2500-12-31      | N/A      | 0.0000% | $147.00            | $4051.32           | Equities                           |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $196.00            | $8884.68           | Equities                           |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $3080.00           | $236944.40         | Equities                           |
| VANGUARD BD INDEX FDS          LONG TERM BOND   | 2500-12-31      | N/A      | 0.0000% | $94254.00          | $6459226.62        | Equities                           |
| STRYKER CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $45998.00          | $14999947.80       | Equities                           |
| PIMCO ETF TR                   ACTIVE BD ETF    | 2500-12-31      | N/A      | 0.0000% | $45900.00          | $4225095.00        | Equities                           |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $31399.00          | $1222683.34        | Equities                           |
| HARBOR ETF TRUST               ARES SYSTEMATIC  | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2795.00           | Equities                           |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $12495.00          | $235530.75         | Equities                           |
| GLOBAL X FDS                   GLBL X MLP ETF   | 2500-12-31      | N/A      | 0.0000% | $108.00            | $5898.96           | Equities                           |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $262900.00         | $10197891.00       | Equities                           |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $303.00            | $30943.88          | Equities                           |
| THRIVENT ETF TRUST             MID CAP VALUE ET | 2500-12-31      | N/A      | 0.0000% | $371.00            | $5709.39           | Equities                           |
| TIDAL TRUST I                  GOTHAM ENHNCD    | 2500-12-31      | N/A      | 0.0000% | $175.00            | $6033.95           | Equities                           |
| GOLDMAN SACHS ETF TR           ACCESS U S PFD S | 2500-12-31      | N/A      | 0.0000% | $2523.00           | $125393.10         | Equities                           |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1761.48           | Equities                           |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $4477.00           | $128713.75         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    COM SHS ANNUAL   | 2500-12-31      | N/A      | 0.0000% | $1603.00           | $129873.30         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $667.00            | $25646.08          | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $31400.00          | $2085588.00        | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI BUYWRIT INCM ETF | 2500-12-31      | N/A      | 0.0000% | $1292.00           | $29005.40          | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI BUYWRIT INCM ETF | 2500-12-31      | N/A      | 0.0000% | $14258.00          | $320092.10         | Equities                           |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $1634.00           | $40506.86          | Equities                           |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $640.00            | $87929.60          | Equities                           |
| ISHARES TR                     MORNINGSTAR GRWT | 2500-12-31      | N/A      | 0.0000% | $70.00             | $6417.60           | Equities                           |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $5605.00           | $835705.50         | Equities                           |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $757.00            | $90408.28          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $91.00             | $20575.10          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  FLEXIBLE DEBT ET | 2500-12-31      | N/A      | 0.0000% | $5897.00           | $291754.08         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $3023.00           | $107316.50         | Equities                           |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $2038.00           | $115106.24         | Equities                           |
| SCHWAB STRATEGIC TR            US TIPS ETF      | 2500-12-31      | N/A      | 0.0000% | $81003.00          | $2153059.74        | Equities                           |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $8646.00           | $25678.62          | Equities                           |
| TIDAL TRUST II                 YIELDMAX ULTRA O | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $35352.00          | Equities                           |
| UBS AG LONDON BRANCH           ETRACS ALER MLP  | 2500-12-31      | N/A      | 0.0000% | $250.00            | $7371.62           | Equities                           |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $299.00            | $26959.34          | Equities                           |
| TIDAL TRUST II                 YIELDMAX CRCL OP | 2500-12-31      | N/A      | 0.0000% | $428.00            | $9150.64           | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $124200.00         | Equities                           |
| UNITED STS COMMODITY INDEX FD  CM REP COPP FD   | 2500-12-31      | N/A      | 0.0000% | $123133.00         | $4136037.47        | Equities                           |
| SSGA ACTIVE TR                 STATE STR MY2026 | 2500-12-31      | N/A      | 0.0000% | $194.00            | $4844.18           | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $2090.00           | $20328.18          | Equities                           |
| ISHARES TR                     IBONDS OCT 2029  | 2500-12-31      | N/A      | 0.0000% | $16554.00          | $434567.33         | Equities                           |
| UNITED STATES TREASURY                          | 2035-02-15      | 4.6250%  | 0.0000% | $6404000.00        | $6603545.74        | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE-TRADED FD TR  BLOOMBERG FINANC | 2500-12-31      | N/A      | 0.0000% | $374.00            | $25154.27          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT CSMR | 2500-12-31      | N/A      | 0.0000% | $714.00            | $65973.46          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL REL   | 2500-12-31      | N/A      | 0.0000% | $14500.00          | $474585.00         | Equities                           |
| INNOVATOR ETFS TRUST           INTRNL DEV APRL  | 2500-12-31      | N/A      | 0.0000% | $1764.00           | $55177.92          | Equities                           |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY SECU | 2500-12-31      | N/A      | 0.0000% | $9352.00           | $240079.87         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $4789.00           | $213828.85         | Equities                           |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1213.94           | Equities                           |
| PROSHARES TR                   S&P KENSHO SMRT  | 2500-12-31      | N/A      | 0.0000% | $202.00            | $10038.05          | Equities                           |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $156.00            | $6677.50           | Equities                           |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $1842.00           | $92286.59          | Equities                           |
| PROSHARES TR                   ULTRASHORT FINA  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $16105.00          | Equities                           |
| PROSHARES TR                   PSHS ULT MCAP400 | 2500-12-31      | N/A      | 0.0000% | $32.00             | $2166.08           | Equities                           |
| PROSHARES TR                   ULTRAPRO SHORT   | 2500-12-31      | N/A      | 0.0000% | $68665.00          | $6140024.30        | Equities                           |
| PROSHARES TR                   ULTRA CONSU STAP | 2500-12-31      | N/A      | 0.0000% | $800.00            | $14656.00          | Equities                           |
| PROSHARES TR                   S&P KENSHO CLEA  | 2500-12-31      | N/A      | 0.0000% | $667.00            | $22139.93          | Equities                           |
| RBB FD INC                     US TREAS 30YR BD | 2500-12-31      | N/A      | 0.0000% | $1116.00           | $45622.75          | Equities                           |
| THEMES ETF TR                  US CASH FLOW CHA | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2147.17           | Equities                           |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1477544.00        | $466903.90         | Equities                           |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $59048.00          | $4623458.40        | Equities                           |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $3.00              | $1742.79           | Equities                           |
| VANGUARD WHITEHALL FDS         HIGH DIV YLD     | 2500-12-31      | N/A      | 0.0000% | $94.00             | $13675.12          | Equities                           |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $6554.00           | $420524.30         | Equities                           |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $29215.00          | $1074235.55        | Equities                           |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $810.00            | $37470.60          | Equities                           |
| PACER FDS TR                   NASDAQ INTL PATE | 2500-12-31      | N/A      | 0.0000% | $4576.00           | $125283.10         | Equities                           |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $13700.00          | $697467.00         | Equities                           |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $15418.00          | $30065.10          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT UTIL | 2500-12-31      | N/A      | 0.0000% | $400.00            | $18695.60          | Equities                           |
| INNOVATOR ETFS TRUST           INTERNATIONAL DE | 2500-12-31      | N/A      | 0.0000% | $18838.00          | $600118.40         | Equities                           |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $5128.00           | $143481.44         | Equities                           |
| PACER FDS TR                   PACER CASH COWZ  | 2500-12-31      | N/A      | 0.0000% | $312.00            | $8121.33           | Equities                           |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $5428.00           | $225044.88         | Equities                           |
| CITIUS ONCOLOGY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $428784.00         | $211390.51         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY LMT BULL   | 2500-12-31      | N/A      | 0.0000% | $1201.00           | $52625.90          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY MSCI MEXIC | 2500-12-31      | N/A      | 0.0000% | $1830.00           | $48366.90          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY UTILITIES  | 2500-12-31      | N/A      | 0.0000% | $1773.00           | $86912.46          | Equities                           |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $61967.00          | $406503.52         | Equities                           |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $217320.00         | Equities                           |
| EA SERIES TRUST                STOCKSNIPS AI PO | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5438.64           | Equities                           |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $999.00            | $29190.78          | Equities                           |
| AMERICAN CENTY ETF TR          CORE MUNI FXD IN | 2500-12-31      | N/A      | 0.0000% | $6198.00           | $282301.55         | Equities                           |
| BBH TR                         SELECT MID CAP   | 2500-12-31      | N/A      | 0.0000% | $11520.00          | $123264.00         | Equities                           |
| AMPLIFY ETF TR                 AMPLIFY ETHO CLI | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1470.85           | Equities                           |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $696.00            | $17702.76          | Equities                           |
| PROSHARES TR                   SHORT MSCI EMRNG | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $35910.00          | Equities                           |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $179072.00         | $5986376.96        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2374.00           | $72656.03          | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET MAT | 2500-12-31      | N/A      | 0.0000% | $291857.00         | $14327260.13       | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1052.80           | Equities                           |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $262.00            | $17250.08          | Equities                           |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $331556.00         | $540436.28         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $150795.00         | $3664318.50        | Equities                           |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $160900.00         | $8809275.00        | Equities                           |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $201892.00         | $518862.44         | Equities                           |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $151453.00         | $14999905.12       | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP STAP   | 2500-12-31      | N/A      | 0.0000% | $5083.00           | $158629.25         | Equities                           |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $50012.00          | $5416799.72        | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS UPSID | 2500-12-31      | N/A      | 0.0000% | $484.00            | $20758.76          | Equities                           |
| ISHARES TR                     MORNINGSTAR VALU | 2500-12-31      | N/A      | 0.0000% | $90.00             | $8221.50           | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $17488.00          | $846611.57         | Equities                           |
| SPINNAKER ETF SERIES           WARCAP UNCONSTRA | 2500-12-31      | N/A      | 0.0000% | $466.00            | $3988.96           | Equities                           |
| TIDAL TRUST III                BEEHIVE ETF      | 2500-12-31      | N/A      | 0.0000% | $310.00            | $7328.00           | Equities                           |
| IMPINJ INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $5283.85           | Equities                           |
| NORTHERN LTS FD TR II          WEITZ MULTISECTO | 2500-12-31      | N/A      | 0.0000% | $2499.00           | $62087.65          | Equities                           |
| HUNTINGTON BANCSHARES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $998660.00         | $14999873.20       | Equities                           |
| STARBOARD INVT TR              ADAPTIVE HDGD MU | 2500-12-31      | N/A      | 0.0000% | $23116.00          | $174756.96         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $40578.00          | $1195833.66        | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $88.00             | $12257.52          | Equities                           |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $230.00            | $5661.45           | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII MLT MNGD LRG GRW | 2500-12-31      | N/A      | 0.0000% | $217.00            | $6525.97           | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI FIRST TRUST S&P  | 2500-12-31      | N/A      | 0.0000% | $323.00            | $11415.53          | Equities                           |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2633.35           | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV    | 2500-12-31      | N/A      | 0.0000% | $78.00             | $7077.72           | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDQ FOD BVRG   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2208.13           | Equities                           |
| FIRST TR EXCHANGE-TRADED ALPHA MID CP GR ALPH   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8704.99           | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII SMITH OPPORT FXD | 2500-12-31      | N/A      | 0.0000% | $3033.00           | $131708.02         | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI INDL INDX   | 2500-12-31      | N/A      | 0.0000% | $98.00             | $8198.68           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  RAFI EMRGNG MRKT | 2500-12-31      | N/A      | 0.0000% | $7933.00           | $207527.28         | Equities                           |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $58.00             | $3007.88           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP FINL   | 2500-12-31      | N/A      | 0.0000% | $4621.00           | $258213.62         | Equities                           |
| INNOVATOR ETFS TRUST           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $29092.00          | $925707.44         | Equities                           |
| NATIXIS ETF TRUST II           VAUGHAN NELSN SL | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8410.29           | Equities                           |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $161098.00         | $14999834.78       | Equities                           |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $32.00             | $4552.96           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRIGHT HE | 2500-12-31      | N/A      | 0.0000% | $1955.00           | $90790.79          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY FTSE EUROP | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2817.16           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY MID CAP BU | 2500-12-31      | N/A      | 0.0000% | $12487.00          | $597752.69         | Equities                           |
| DIREXION SHARES ETF TRUST      DLY AMZN BULL 2X | 2500-12-31      | N/A      | 0.0000% | $99.00             | $2476.98           | Equities                           |
| DIREXION SHARES ETF TRUST      DLY GOOGL BR 1X  | 2500-12-31      | N/A      | 0.0000% | $15518.00          | $119303.94         | Equities                           |
| DIREXION SHARES ETF TRUST      DLY XOM BEAR 1X  | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $60306.80          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY ENERGY TOP | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $224498.00         | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE CORE B | 2500-12-31      | N/A      | 0.0000% | $24937.00          | $628163.03         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $81126.00          | $2132802.54        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $70.00             | $3290.00           | Equities                           |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1819.16           | Equities                           |
| NEW YORK LIFE INVESTMENTS ETF  CANDRIAM US MID  | 2500-12-31      | N/A      | 0.0000% | $671.00            | $22641.96          | Equities                           |
| TIDAL TRUST III                ALPHA BRANDS     | 2500-12-31      | N/A      | 0.0000% | $442.00            | $8119.19           | Equities                           |
| TIDAL TRUST III                NAACP MINO ETF   | 2500-12-31      | N/A      | 0.0000% | $3980.00           | $186969.65         | Equities                           |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1472.76           | Equities                           |
| NUSHARES ETF TR                NUVEEN DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $31.00             | $1050.73           | Equities                           |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $9262.00           | Equities                           |
| LISTED FDS TR                  ALPHADROID DEFN  | 2500-12-31      | N/A      | 0.0000% | $169.00            | $4325.62           | Equities                           |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $567.00            | $11510.10          | Equities                           |
| WHITEFIBER INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $94.00             | $1052.80           | Equities                           |
| 2023 ETF SERIES TRUST          PICTET AI & AUTO | 2500-12-31      | N/A      | 0.0000% | $504.00            | $11348.37          | Equities                           |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $15843.00          | $384192.75         | Equities                           |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $120200.00         | $2988172.00        | Equities                           |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $91.00             | $4088.63           | Equities                           |
| ISHARES TR                     U S EQUITY FACTR | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1410.86           | Equities                           |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $78.00             | $9642.36           | Equities                           |
| ISHARES TR                     GLOB UTILITS ETF | 2500-12-31      | N/A      | 0.0000% | $478.00            | $41007.62          | Equities                           |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $88.00             | $5554.56           | Equities                           |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $4192.00           | $518215.04         | Equities                           |
| ISHARES TR                     INTL EQTY FACTOR | 2500-12-31      | N/A      | 0.0000% | $53.00             | $2004.99           | Equities                           |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $2434.00           | $100913.64         | Equities                           |
| NUSHARES ETF TR                NUVEEN SUST CORE | 2500-12-31      | N/A      | 0.0000% | $103.00            | $2878.06           | Equities                           |
| HARTFORD FDS EXCHANGE TRADED T DYNAMIC BOND ETF | 2500-12-31      | N/A      | 0.0000% | $3717.00           | $145278.95         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $2879.00           | $61121.17          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS GOLD STRATEGY PL | 2500-12-31      | N/A      | 0.0000% | $89.00             | $3409.59           | Equities                           |
| EVAXION AS                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $619.00            | $2339.82           | Equities                           |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $1353.00           | $39778.20          | Equities                           |
| ETFIS SER TR I                 VIRTUS REAL AS   | 2500-12-31      | N/A      | 0.0000% | $600.00            | $16296.00          | Equities                           |
| DBX ETF TR                     XTRACKERS RUSSEL | 2500-12-31      | N/A      | 0.0000% | $7846.00           | $461720.62         | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE LARGE  | 2500-12-31      | N/A      | 0.0000% | $1195.00           | $32766.90          | Equities                           |
| INNOVATOR ETFS TRUST           INTL DEVELOPED P | 2500-12-31      | N/A      | 0.0000% | $246.00            | $7277.30           | Equities                           |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $569.00            | $20592.11          | Equities                           |
| INNOVATOR ETFS TRUST           INNOVATOR INTER  | 2500-12-31      | N/A      | 0.0000% | $5170.00           | $166617.73         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3395.00           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE   | 2500-12-31      | N/A      | 0.0000% | $3212.00           | $199304.60         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    BITCOIN STRATEGY | 2500-12-31      | N/A      | 0.0000% | $1020.00           | $17442.00          | Equities                           |
| FIDELITY COVINGTON TRUST       LOW VOLITY ETF   | 2500-12-31      | N/A      | 0.0000% | $20000.00          | $1271000.00        | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ-100 SEL   | 2500-12-31      | N/A      | 0.0000% | $9477.00           | $1166148.64        | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $84313.00          | $12125895.66       | Equities                           |
| NEOS ETF TRUST                 ENHANCED INCOME  | 2500-12-31      | N/A      | 0.0000% | $146.00            | $7198.53           | Equities                           |
| VANGUARD INDEX FDS             REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $68500.00          | $5982105.00        | Equities                           |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $74600.00          | $9685318.00        | Equities                           |
| 2023 ETF SERIES TRUST          PICTET AI ENHANC | 2500-12-31      | N/A      | 0.0000% | $1397.00           | $28477.71          | Equities                           |
| TIDAL TRUST II                 YIELDMAX DORSEY  | 2500-12-31      | N/A      | 0.0000% | $175.00            | $3890.36           | Equities                           |
| GMO ETF TRUST                  GMO US VALUE     | 2500-12-31      | N/A      | 0.0000% | $537.00            | $14950.08          | Equities                           |
| TIDAL TRUST I                  SMART EARNINGS G | 2500-12-31      | N/A      | 0.0000% | $572.00            | $14648.92          | Equities                           |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $10018.93          | Equities                           |
| TIDAL TRUST I                  SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1059.89           | Equities                           |
| WISDOMTREE TR                  US SMALLCAP QUAL | 2500-12-31      | N/A      | 0.0000% | $599.00            | $16261.29          | Equities                           |
| WISDOMTREE TR                  US SMALLCAP FUND | 2500-12-31      | N/A      | 0.0000% | $5126.00           | $292182.00         | Equities                           |
| VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF  | 2500-12-31      | N/A      | 0.0000% | $13.00             | $1038.31           | Equities                           |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $1821.00           | $53476.03          | Equities                           |
| ALPS ETF TR                    ACTIVE EQTY OPPT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6457.97           | Equities                           |
| EA SERIES TRUST                AOT GRWT AND INV | 2500-12-31      | N/A      | 0.0000% | $985.00            | $44905.95          | Equities                           |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $1226.00           | $22393.38          | Equities                           |
| ADVISOR MANAGED PORTFOLIOS     OPTIMIZE STRATEG | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1844.78           | Equities                           |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $3792.00           | $93378.00          | Equities                           |
| EA SERIES TRUST                STRIVE TOTAL RET | 2500-12-31      | N/A      | 0.0000% | $257.00            | $5100.16           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY 20 YR TREA | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2792.25           | Equities                           |
| DIREXION SHARES ETF TRUST      DLY BRKB BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $268.00            | $6562.52           | Equities                           |
| ESCALADE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3065.00           | $53668.15          | Equities                           |
| ETF SER SOLUTIONS              DISTILLATE US    | 2500-12-31      | N/A      | 0.0000% | $53.00             | $3017.82           | Equities                           |
| COLUMBIA ETF TR I              INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $296706.54         | Equities                           |
| ABRDN FDS                      FOCUSED U S SMAL | 2500-12-31      | N/A      | 0.0000% | $1330.00           | $39591.17          | Equities                           |
| AMERICAN CENTY ETF TR          LARGE CAP EQUITY | 2500-12-31      | N/A      | 0.0000% | $59.00             | $4227.82           | Equities                           |
| EA SERIES TRUST                STRIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $135480.96         | Equities                           |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $119.00            | $6929.37           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 CONCENTR | 2500-12-31      | N/A      | 0.0000% | $494.00            | $28740.28          | Equities                           |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $13000.00          | $2255890.00        | Equities                           |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $62600.00          | $14999586.00       | Equities                           |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $79669.00          | $2488062.87        | Equities                           |
| GLOBAL X FDS                   S&P 500 CHRISTIA | 2500-12-31      | N/A      | 0.0000% | $601.00            | $45187.45          | Equities                           |
| GOLDMAN SACHS ETF TR           S&P 500 PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $99.00             | $4819.32           | Equities                           |
| ISHARES TR                     US DIGITAL INFRA | 2500-12-31      | N/A      | 0.0000% | $144.00            | $13534.56          | Equities                           |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $30.00             | $3014.10           | Equities                           |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $1720.00           | $44608.20          | Equities                           |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $54871.00          | $156382.35         | Equities                           |
| METROCITY BANKSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $87.00             | $2486.46           | Equities                           |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $2399.63           | Equities                           |
| TIDAL TR IV                    PORTFOLIO BUILDI | 2500-12-31      | N/A      | 0.0000% | $215.00            | $7687.33           | Equities                           |
| THRIVENT ETF TRUST             ULTRA SHRT BD    | 2500-12-31      | N/A      | 0.0000% | $6579.00           | $330430.28         | Equities                           |
| MIAMI INTL HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $72800.00          | $2730000.00        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $97400.00          | $9162418.00        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $82971.00          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $78.00             | $5995.08           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $83180.00          | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $47.00             | $3447.92           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $82.00             | $8167.20           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $33100.00          | $845705.00         | Equities                           |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA US EQ | 2500-12-31      | N/A      | 0.0000% | $1121.00           | $61321.39          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $355.00            | $14473.49          | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $292.00            | $5039.92           | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET IND | 2500-12-31      | N/A      | 0.0000% | $94.00             | $14721.34          | Equities                           |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1402.80           | Equities                           |
| KRANESHARES TRUST              CHINA ALPHA INDE | 2500-12-31      | N/A      | 0.0000% | $2438.00           | $76857.95          | Equities                           |
| QUANTERIX CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $167310.00         | $573873.30         | Equities                           |
| PROSHARES TR                   PSHS ULTRA INDL  | 2500-12-31      | N/A      | 0.0000% | $693.00            | $32166.15          | Equities                           |
| INNVENTURE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $31564.00          | $113946.04         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $5533.00           | $177835.05         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  FINL PFD ETF     | 2500-12-31      | N/A      | 0.0000% | $3832.00           | $52643.63          | Equities                           |
| TURBO ENERGY S A               SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $70639.00          | $197789.20         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP MATL   | 2500-12-31      | N/A      | 0.0000% | $305.00            | $29477.52          | Equities                           |
| PROSHARES TR                   ULTRA XRP ETF    | 2500-12-31      | N/A      | 0.0000% | $800.00            | $2864.00           | Equities                           |
| PROSHARES TR                   SHORT FINANCIALS | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6956.00           | Equities                           |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $128832.00         | $14999909.76       | Equities                           |
| UNITED STATES TREASURY                          | 2026-09-10      | 0.0000%  | 0.0000% | $156400.00         | $153869.92         | U.S. Treasuries (including strips) |
| INVESCO CURRENCYSHARES SWISS F SWISS FRANC      | 2500-12-31      | N/A      | 0.0000% | $17.00             | $1876.58           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $10569.00          | $304175.82         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP UTIL   | 2500-12-31      | N/A      | 0.0000% | $5194.00           | $306875.54         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  BUYBACK ACHIEV   | 2500-12-31      | N/A      | 0.0000% | $29993.00          | $3851701.06        | Equities                           |
| PACER FDS TR                   METAURUS NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $4164.00           | $142110.66         | Equities                           |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $80.00             | $6884.80           | Equities                           |
| BANK MONTREAL MEDIUM           CALL LKD 41      | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1146.56           | Equities                           |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $222.00            | $8633.58           | Equities                           |
| ADLAI NORTYE LTD               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5326.00           | $35204.86          | Equities                           |
| ABSOLUTE SHS TR                WBI PWR FACTOR   | 2500-12-31      | N/A      | 0.0000% | $278.00            | $9354.70           | Equities                           |
| ALPS ETF TR                    SECTR DIV DOGS   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6428.60           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY INDUSTRIAL | 2500-12-31      | N/A      | 0.0000% | $1808.00           | $120612.58         | Equities                           |
| ETF OPPORTUNITIES TRUST        TUTTLE CAP DAILY | 2500-12-31      | N/A      | 0.0000% | $25800.00          | $233232.00         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $2617.00           | $109943.31         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $3268.00           | $64393.00          | Equities                           |
| DIMENSIONAL ETF TRUST          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $2405.00           | $119737.74         | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE LARGE  | 2500-12-31      | N/A      | 0.0000% | $6720.00           | $173040.00         | Equities                           |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $119858.00         | $279269.14         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1169.76           | Equities                           |
| COHEN & STEERS ETF TRUST       REAL ESTATE ACTI | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $54243.00          | Equities                           |
| ENOVIS CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $92.00             | $1995.48           | Equities                           |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $39.00             | $2078.31           | Equities                           |
| CONTANGO SILVER & GOLD INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3553.00           | $59690.40          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY BIOTECH TO | 2500-12-31      | N/A      | 0.0000% | $2091.00           | $62840.40          | Equities                           |
| CLEAR SECURE INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $500.00            | $24525.00          | Equities                           |
| DIMENSIONAL ETF TRUST          GLOBAL CORE PLUS | 2500-12-31      | N/A      | 0.0000% | $61.00             | $3272.36           | Equities                           |
| COMMERCIAL BANCGROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $78.00             | $2028.00           | Equities                           |
| BANK MONTREAL MEDIUM           MICROSE LKD 43   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $155.60            | Equities                           |

### Security 631: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FVH33, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FVH33
- **C.18 - Value (incl. sponsor support):** $526828392.99
- **C.18.a - Value (excl. sponsor support):** $526828392.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| CISCO SYS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $10708.00          | $824944.32         | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1260830.00        | $1487779.40        | Equities   |
| EXCHANGE LISTED FDS TR         LONG POND REAL E | 2500-12-31      | N/A      | 0.0000% | $12989.00          | $332805.46         | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $16001.00          | $857584.80         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $487.00            | $22941.55          | Equities   |
| CRITEO S A                     SPONS ADS        | 2500-12-31      | N/A      | 0.0000% | $290405.00         | $5070471.30        | Equities   |
| ETFIS SER TR I                 VIRTUS BIOTECH E | 2500-12-31      | N/A      | 0.0000% | $822.00            | $64452.44          | Equities   |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $120636.00         | $6425073.36        | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $257635.00         | $492082.85         | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $2730.00           | $83483.40          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $260180.00         | $26408270.00       | Equities   |
| BLACKROCK ETF TRUST            ISHARES HEALTH I | 2500-12-31      | N/A      | 0.0000% | $4573.00           | $128840.62         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $258322.00         | $1121117.48        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $140859.00         | $14891613.48       | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $44032.00          | $442521.60         | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $10279.00          | $884610.74         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $12846.00          | $323847.66         | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $156503.00         | $513329.84         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $4558.00           | $112207.48         | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $5209.00           | $351503.32         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $12604.00          | $318041.77         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P ULTRA DIVIDE | 2500-12-31      | N/A      | 0.0000% | $2886.00           | $159855.54         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $226817.00         | $26408303.31       | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  ACTIVE HIGH YL   | 2500-12-31      | N/A      | 0.0000% | $2687.00           | $50354.38          | Equities   |
| GLOBAL X FDS                   BRAZIL ACTVE ETF | 2500-12-31      | N/A      | 0.0000% | $3762.00           | $117444.37         | Equities   |
| NOMURA ETF TR                  ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $1420.00           | $55780.58          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $970.00            | $22805.28          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $3398.00           | $173773.72         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2145.00           | $201973.20         | Equities   |
| HDFC BANK LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1095780.00        | $26408298.00       | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1480992.00        | $4220827.20        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $280730.00         | $26408271.10       | Equities   |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $272141.00         | $176456.22         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $272584.00         | $160279.39         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $42617.00          | $4072480.52        | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $475810.00         | $1798561.80        | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $29351.00          | $5093279.03        | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $204442.22         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $12287.00          | $791037.06         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $228.00            | $4384.44           | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $5148.00           | $290501.64         | Equities   |
| BNY MELLON ETF TRUST           US MDCP CORE EQT | 2500-12-31      | N/A      | 0.0000% | $481.00            | $51486.24          | Equities   |
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $445136.00         | $68550.94          | Equities   |
| BLACKROCK ETF TRUST II         ISHARES GLOBAL G | 2500-12-31      | N/A      | 0.0000% | $1445.00           | $71426.35          | Equities   |
| WISDOMTREE TR                  INTERNTNL AI ENH | 2500-12-31      | N/A      | 0.0000% | $2652.00           | $139482.21         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $74696.00          | $764887.04         | Equities   |
| CAESARSTONE LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $353028.00         | $360088.56         | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $83998.00          | $81612.46          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $31312.00          | $338795.84         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US 500 ENH | 2500-12-31      | N/A      | 0.0000% | $6215.00           | $452651.50         | Equities   |
| APEX TREAS CORP                ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $141555.00         | $1409887.80        | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD         | 2500-12-31      | N/A      | 0.0000% | $47286.00          | $470968.56         | Equities   |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $156802.00         | $7893412.68        | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $20157.00          | $13478985.90       | Equities   |
| VANECK ETF TRUST               STEEL ETF        | 2500-12-31      | N/A      | 0.0000% | $2888.00           | $255645.76         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $1932.00           | $273300.72         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $546064.00         | $26407655.04       | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $2264.00           | $100657.44         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $297804.00         | $1483063.92        | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US L | 2500-12-31      | N/A      | 0.0000% | $38106.00          | $1040674.86        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY URANIUM IN | 2500-12-31      | N/A      | 0.0000% | $9297.00           | $290066.40         | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $1981.00           | $45226.23          | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $359968.00         | $1972624.64        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $47300.00          | $26406644.00       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DOW 30 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $6254.00           | $249336.97         | Equities   |
| TCW ETF TRUST                  ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $263.00            | $9604.60           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $583.00            | $65406.36          | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $38831.00          | $592561.06         | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1897112.00        | $4458213.20        | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $391147.00         | $1376837.44        | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $7176.00           | $230277.84         | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $6307.00           | $398097.84         | Equities   |
| SERA PROGNOSTICS INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $33405.00          | $64137.60          | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1439536.00        | $2778304.48        | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $159886.00         | $26408370.62       | Equities   |
| NORTHERN FDS                   2035 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $1267.00           | $126801.36         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $7293.00           | $171755.26         | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3013.48           | Equities   |
| NORTHERN FDS                   2055 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $213.00            | $21347.86          | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $310101.00         | $25583332.50       | Equities   |
| SONY GROUP CORP                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1325722.00        | $26408382.24       | Equities   |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $303.00            | $30943.88          | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $255.00            | $6038.02           | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $232570.00         | $946559.90         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $30.00             | $864.63            | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $740844.00         | $3133770.12        | Equities   |
| PROFESIONALLY MANAGED PORTFOLI CONGRESS INTERME | 2500-12-31      | N/A      | 0.0000% | $15355.00          | $379652.38         | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $393780.00         | $1208904.60        | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $67378.00          | $26408133.32       | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $29678.00          | $898649.84         | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $59007.00          | $16876.00          | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $23156.00          | $240359.28         | Equities   |
| ISHARES U S ETF TR             INT RT HDG C B   | 2500-12-31      | N/A      | 0.0000% | $13032.00          | $1196728.56        | Equities   |
| ISHARES U S ETF TR             TRANSITION ENABL | 2500-12-31      | N/A      | 0.0000% | $3188.00           | $93440.28          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $595672.00         | $560110.38         | Equities   |
| NUSHARES ETF TR                NUVEEN INTERNATI | 2500-12-31      | N/A      | 0.0000% | $18615.00          | $460369.43         | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $2469300.00        | $3234783.00        | Equities   |
| AMERICAN CENTY ETF TR          US SML CP VALU   | 2500-12-31      | N/A      | 0.0000% | $11323.00          | $1225941.21        | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3839.00           | $130813.16         | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $76246.00          | $237887.52         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $355004.00         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  PFD ETF          | 2500-12-31      | N/A      | 0.0000% | $18371.00          | $200060.19         | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $1801.00           | $102075.46         | Equities   |
| BIOCERES CROP SOLUTIONS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $434786.00         | $176957.90         | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $319610.00         | $329198.30         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $6145.00           | $343959.62         | Equities   |
| PUTNAM ETF TRUST               FRANKLIN MUNI    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $310.40            | Equities   |
| PIMCO ETF TR                   ENHNCD LW DUR AC | 2500-12-31      | N/A      | 0.0000% | $6668.00           | $637760.86         | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $61874.00          | $78579.98          | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $34220.00          | $988615.80         | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $2750.00           | $73626.30          | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $8011.00           | $198953.18         | Equities   |
| ISHARES TR                     USD GRN BOND ETF | 2500-12-31      | N/A      | 0.0000% | $6747.00           | $318676.33         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT FINL | 2500-12-31      | N/A      | 0.0000% | $6585.00           | $341153.70         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $6660.00           | $165301.20         | Equities   |
| NORTHERN LTS FD TR II          BEACON TACTICAL  | 2500-12-31      | N/A      | 0.0000% | $2960.00           | $75191.40          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT TECH | 2500-12-31      | N/A      | 0.0000% | $35300.00          | $2875333.26        | Equities   |
| TIDAL TRUST II                 YIELDMAX HOOD OP | 2500-12-31      | N/A      | 0.0000% | $5658.00           | $149937.00         | Equities   |
| KEZAR LIFE SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20720.00          | $154364.00         | Equities   |
| LAZARD ACTIVE ETF TR           EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $18543.00          | $461164.41         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $68816.95          | Equities   |
| ACCELERANT HOLDINGS            CL A             | 2500-12-31      | N/A      | 0.0000% | $69108.00          | $919827.48         | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $8043.00           | $688882.95         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $459.00            | $18848.93          | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $36649.00          | $3671496.82        | Equities   |
| FRANKLIN TEMPLETON ETF TR      US DIVID BOOSTER | 2500-12-31      | N/A      | 0.0000% | $5771.00           | $160551.53         | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $7871.00           | $868564.85         | Equities   |
| ISHARES TR                     U.S. ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $34303.00          | $2246846.50        | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $661.00            | $14422.76          | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $540038.00         | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $216935.00         | $876417.40         | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $325.00            | $6708.00           | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $191.00            | $4629.65           | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC CAL MUNI | 2500-12-31      | N/A      | 0.0000% | $1941.00           | $98195.19          | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $1391.00           | $34180.35          | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $83432.00          | $26406228.00       | Equities   |
| PROSHARES TR                   BIG DATA REFINER | 2500-12-31      | N/A      | 0.0000% | $2005.00           | $66776.52          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1035232.00        | $1216397.60        | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $260252.00         | $608989.68         | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $7545248.00        | $26408368.00       | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6726.00           | $202953.01         | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $89857.00          | $205772.53         | Equities   |
| EMPERY DIGITAL INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $913988.00         | $3838749.60        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $43767.00          | $2039979.87        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $7226.00           | $405624.28         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1957.00           | $291455.81         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4593.30           | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $13108.00          | $818017.85         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY FINANCIAL  | 2500-12-31      | N/A      | 0.0000% | $1259.00           | $140277.78         | Equities   |
| ISHARES INC                    MSCI GBL GOLD MN | 2500-12-31      | N/A      | 0.0000% | $212.00            | $15696.48          | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT INTERNAT | 2500-12-31      | N/A      | 0.0000% | $22368.00          | $1567773.12        | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $2074.00           | $102954.81         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $700832.00         | $26407349.76       | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $12.00             | $270.99            | Equities   |
| LATTICE STRATEGIES TR          HARTFORD DISCIPL | 2500-12-31      | N/A      | 0.0000% | $6155.00           | $379332.65         | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $66812.25          | Equities   |
| CALAMOS ETF TR                 ANTETOKOUNMPO GL | 2500-12-31      | N/A      | 0.0000% | $755.00            | $23923.99          | Equities   |
| CPS TECHNOLOGIES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $12885.00          | $44710.95          | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $72966.00          | $226194.60         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $869520.00         | $1765125.60        | Equities   |
| CRESUD S A C I F Y A           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $49189.00          | $602565.25         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $28750.00          | $1873393.13        | Equities   |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2393504.00        | $3039750.08        | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $938.00            | $21733.46          | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $180.00            | $9890.68           | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $655.00            | $32370.49          | Equities   |
| PROSHARES TR                   ULTRA 20YR TRE   | 2500-12-31      | N/A      | 0.0000% | $13919.00          | $227575.65         | Equities   |
| PRECIDIAN ETFS TR              BP PLC ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $737.00            | $54853.58          | Equities   |
| MATTHEWS ASIA FDS              CHINA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $3959.00           | $102121.22         | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $84729.00          | $26408334.72       | Equities   |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $282095.00         | $21701568.35       | Equities   |
| MANAGED PORTFOLIO SERIES       TREMBLANT GLOBAL | 2500-12-31      | N/A      | 0.0000% | $9714.00           | $257226.72         | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $5466.00           | $96515.89          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $29830.00          | $1334456.98        | Equities   |
| TIDAL TR IV                    VOYA CORE BOND   | 2500-12-31      | N/A      | 0.0000% | $9125.00           | $450305.97         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P GBL WATER    | 2500-12-31      | N/A      | 0.0000% | $28544.00          | $1791992.32        | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $910.58            | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $43591.00          | $3316403.28        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP GROWTH | 2500-12-31      | N/A      | 0.0000% | $911.00            | $110331.21         | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $487825.00         | $23313156.75       | Equities   |
| DYNAMIX CORP III               USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $29567.00          | $293304.64         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $35193.00          | $1239497.46        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $7392.00           | $241348.80         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $1564.00           | $69648.83          | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3489.00           | $125738.68         | Equities   |
| GLOBAL X FDS                   MSCI GREECE ETF  | 2500-12-31      | N/A      | 0.0000% | $6459.00           | $392319.66         | Equities   |
| GOPRO INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $45496.00          | $30505.07          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US TREASURY BOND | 2500-12-31      | N/A      | 0.0000% | $12661.00          | $258347.70         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $8270.00           | $244641.49         | Equities   |
| ISHARES TR                     IBONDS OCT 2033  | 2500-12-31      | N/A      | 0.0000% | $3499.00           | $90816.54          | Equities   |

### Security 632: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FYPA2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FYPA2
- **C.18 - Value (incl. sponsor support):** $499291890.00
- **C.18.a - Value (excl. sponsor support):** $499291890.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| OBX TRUST 2025-NQM11           A-2    20650525 FLT | 2065-05-25      | 5.6200%  | 0.0000% | $1609000.00        | $1330689.25        | Private Label Collateralized Mortgage Obligations |
| PRMI SECURITIZATION TR 2021-1  A-3    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $140000.00         | $82234.34          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-NQM2            A-1    20610525 FLT | 2061-05-25      | 1.1010%  | 0.0000% | $4900000.00        | $1936344.09        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2019-C15     A-SB   20520315 3.9 | 2052-03-15      | 3.9026%  | 0.0000% | $500000.00         | $229567.63         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-ARIA             B      20421215 FLT | 2042-12-15      | 5.1770%  | 0.0000% | $2000000.00        | $2006028.37        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2026-VLT9 A      20450315 FLT | 2045-03-15      | 5.3725%  | 0.0000% | $5750000.00        | $5727792.25        | Private Label Collateralized Mortgage Obligations |
| BENCHMRK MRTG TR 2022-B34      E      20550416 2.0 | 2055-04-16      | 2.0000%  | 0.0000% | $1750000.00        | $1033624.67        | Private Label Collateralized Mortgage Obligations |
| DGWD TR 2025-INFL              A      20350815 FLT | 2035-08-15      | 5.2725%  | 0.0000% | $8000000.00        | $8025036.45        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 A-4    20501017 3.5 | 2050-10-17      | 3.5810%  | 0.0000% | $1000000.00        | $988030.17         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C37   C      20491217 FLT | 2049-12-17      | 4.4720%  | 0.0000% | $1155000.00        | $1139288.17        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C37   A-5    20491217 3.7 | 2049-12-17      | 3.7940%  | 0.0000% | $1250000.00        | $1248010.83        | Private Label Collateralized Mortgage Obligations |
| TRK TRUST 2021-INV1            A-2    20560725 FLT | 2056-07-25      | 1.4090%  | 0.0000% | $4000000.00        | $1215509.39        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-4          B3     20560725 FLT | 2056-07-25      | 3.9138%  | 0.0000% | $250000.00         | $233992.13         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-13         A-19   20560125 FLT | 2056-01-25      | 5.5000%  | 0.0000% | $1000000.00        | $964080.46         | Private Label Collateralized Mortgage Obligations |
| ARROYO MTG TR 2019-3           A-1    20481025 FLT | 2048-10-25      | 2.9620%  | 0.0000% | $590000.00         | $58367.89          | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE 2023-7      A-1    20671125 FLT | 2067-11-25      | 4.8000%  | 0.0000% | $1000000.00        | $781530.28         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2024-3        A-3    20681125 FLT | 2068-11-25      | 4.8000%  | 0.0000% | $500000.00         | $381207.90         | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-1    20430108 3.8 | 2043-01-08      | 3.8720%  | 0.0000% | $2000000.00        | $1716559.33        | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2018-J1                A-11   20480225 FLT | 2048-02-25      | 3.5000%  | 0.0000% | $12000000.00       | $1775818.44        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2021-3  A-1    20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $7087000.00        | $4190602.59        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-INV3              1-A-13 20520825 FLT | 2052-08-25      | 4.0000%  | 0.0000% | $1000000.00        | $704099.00         | Private Label Collateralized Mortgage Obligations |
| SPGN TRUST 2026-TFLM           D      20410215 0.0 | 2041-02-15      | 6.4225%  | 0.0000% | $7000000.00        | $7067036.67        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MORTGAGE TRUST 2021-2 A-6    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $6000000.00        | $3370998.09        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG CML MTG TR 2022-C62 A-S    20550416 FLT | 2055-04-16      | 4.2479%  | 0.0000% | $2000000.00        | $1844919.89        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C5  C      20580717 FLT | 2058-07-17      | 6.0140%  | 0.0000% | $1537000.00        | $1544762.87        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C7  D      20581217 4.2 | 2058-12-17      | 4.2500%  | 0.0000% | $3000000.00        | $2494841.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-5C8   A-S    20590317 FLT | 2059-03-17      | 5.2500%  | 0.0000% | $1502000.00        | $1509053.39        | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-5C8   D      20590317 FLT | 2059-03-17      | 4.5000%  | 0.0000% | $2000000.00        | $1696146.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  B      20491118 FLT | 2049-11-18      | 3.8110%  | 0.0000% | $100000.00         | $98818.28          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS1  D      20480515 FLT | 2048-05-15      | 3.8182%  | 0.0000% | $1400000.00        | $1251507.31        | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2026-J1            A-27   20560425 FLT | 2056-04-25      | 5.1222%  | 0.0000% | $10000000.00       | $10003877.05       | Private Label Collateralized Mortgage Obligations |
| ARDN MORTGAGE TR 2025-ARCP     A      20350615 FLT | 2035-06-15      | 5.4225%  | 0.0000% | $55000000.00       | $54874777.21       | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4375%  | 0.0000% | $9000000.00        | $8545248.00        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2020-4        A-1    20650525 FLT | 2065-05-25      | 1.4690%  | 0.0000% | $16750000.00       | $1123085.06        | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $14900000.00       | $14372607.05       | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-3     B-1    20670325 FLT | 2067-03-25      | 4.1593%  | 0.0000% | $13644000.00       | $12011141.91       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2023-NQM10           A-1    20631025 FLT | 2063-10-25      | 6.4650%  | 0.0000% | $1000000.00        | $532216.79         | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC 2021-APPL C      20380816 0.0 | 2038-08-16      | 5.6375%  | 0.0000% | $2130000.00        | $2076160.70        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2021-PJ11            A-4    20520425 FLT | 2052-04-25      | 2.5000%  | 0.0000% | $3000000.00        | $1830871.85        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 2014-C22    A-S    20470917 4.1 | 2047-09-17      | 4.1095%  | 0.0000% | $4000000.00        | $1648579.27        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2021-NQM7           A-1    20660825 FLT | 2066-08-25      | 1.9150%  | 0.0000% | $1689000.00        | $600594.77         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2023-4  B-3    20531125 FLT | 2053-11-25      | 5.7632%  | 0.0000% | $2769000.00        | $2579156.40        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C3        A-3    20500817 3.1 | 2050-08-17      | 3.1670%  | 0.0000% | $4626000.00        | $4580323.65        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           A-3    20650525 FLT | 2065-05-25      | 5.7720%  | 0.0000% | $2698000.00        | $2229891.08        | Private Label Collateralized Mortgage Obligations |
| MAD COML MTG TR 2025-11MD      D      20421017 FLT | 2042-10-17      | 5.9352%  | 0.0000% | $394000.00         | $401415.88         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E B      20320913 4.2 | 2032-09-13      | 4.2640%  | 0.0000% | $8500000.00        | $7383604.33        | Private Label Collateralized Mortgage Obligations |
| PRPM ISSUER LLC 2026-CRE1      A      20430317 FLT | 2043-03-17      | 5.3483%  | 0.0000% | $16000000.00       | $15984982.02       | Private Label Collateralized Mortgage Obligations |
| PRPM ISSUER LLC 2026-CRE1      C      20430317 FLT | 2043-03-17      | 6.2661%  | 0.0000% | $3460000.00        | $3461246.80        | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2025-INV12           A-2    20561225 FLT | 2056-12-25      | 5.5000%  | 0.0000% | $175000.00         | $170119.75         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-3    20561025 FLT | 2056-10-25      | 6.7760%  | 0.0000% | $5035000.00        | $4404286.98        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-4     A-3    20560825 FLT | 2056-08-25      | 1.5760%  | 0.0000% | $11555000.00       | $4033016.32        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2020-3     A-2    20650425 FLT | 2065-04-25      | 2.2400%  | 0.0000% | $1000000.00        | $955870.67         | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  A      20320210 3.6 | 2032-02-10      | 3.6139%  | 0.0000% | $15480000.00       | $10900771.50       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2019-C7  A-4    20721216 3.1 | 2072-12-16      | 3.1020%  | 0.0000% | $1780000.00        | $1686854.38        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-RPL3           M-1    20600125 FLT | 2060-01-25      | 3.3750%  | 0.0000% | $1500000.00        | $1220114.25        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-AFC1 TR              A-1    20490825 FLT | 2049-08-25      | 3.5730%  | 0.0000% | $6025000.00        | $499161.99         | Private Label Collateralized Mortgage Obligations |
| CALI COMMERCIAL MG TR 2024-SUN C      20410715 FLT | 2041-07-15      | 6.4589%  | 0.0000% | $3000000.00        | $3012361.81        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR 2022-3   A-2    20670225 FLT | 2067-02-25      | 4.1560%  | 0.0000% | $15000000.00       | $9296395.71        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2019-6        M-1    20591125 FLT | 2059-11-25      | 3.3890%  | 0.0000% | $7250000.00        | $7034291.96        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2020-2        B-2    20650125 FLT | 2065-01-25      | 5.2713%  | 0.0000% | $807243.00         | $787783.38         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2021-6        A-1    20660925 FLT | 2066-09-25      | 1.4580%  | 0.0000% | $13805000.00       | $6217852.97        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TR 2025-R1  A-2    20620725 FLT | 2062-07-25      | 5.0990%  | 0.0000% | $2712000.00        | $2465488.66        | Private Label Collateralized Mortgage Obligations |
| AREIT LTD 2025-CRE11           A-S    20430720 FLT | 2043-07-20      | 5.4281%  | 0.0000% | $20000000.00       | $20028975.08       | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              A      20420415 FLT | 2042-04-15      | 5.1725%  | 0.0000% | $28000000.00       | $28064369.00       | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PORT 2025-ATRM    A      20420815 FLT | 2042-08-15      | 5.3225%  | 0.0000% | $15000000.00       | $15041333.40       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           M-1    20650825 FLT | 2065-08-25      | 5.8210%  | 0.0000% | $11200000.00       | $10309385.34       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           A-1LCF 20650825 FLT | 2065-08-25      | 5.0220%  | 0.0000% | $2987000.00        | $2977160.82        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           A-3    20650825 FLT | 2065-08-25      | 5.2430%  | 0.0000% | $1203000.00        | $1037826.27        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE TR 2024-7  A-4    20530425 FLT | 2053-04-25      | 3.0000%  | 0.0000% | $220000.00         | $170387.62         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-4          A-2    20560325 FLT | 2056-03-25      | 5.0000%  | 0.0000% | $10000000.00       | $9820186.67        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2018-6          B-1    20480725 FLT | 2048-07-25      | 4.1664%  | 0.0000% | $567000.00         | $418045.26         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2018-5          B-3    20480525 FLT | 2048-05-25      | 3.9386%  | 0.0000% | $3000000.00        | $1982897.77        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2017-RC1   D      20600116 3.2 | 2060-01-16      | 3.2500%  | 0.0000% | $8119000.00        | $7491379.65        | Private Label Collateralized Mortgage Obligations |
| ORL TRUST MT TR 2024-GLKS      D      20391215 FLT | 2039-12-15      | 6.4632%  | 0.0000% | $914803.00         | $918860.64         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2019-RPL3      B1     20590725 FLT | 2059-07-25      | 3.9695%  | 0.0000% | $15000000.00       | $13447259.23       | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-8INV      A-6    20510925 FLT | 2051-09-25      | 2.5000%  | 0.0000% | $3342282.00        | $1743909.14        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-3INV      A-5    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $2615000.00        | $1384230.01        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2019-2      B-5A   20571225 FLT | 2057-12-25      | 4.2001%  | 0.0000% | $4860000.00        | $2564552.22        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2023-NQM4            A-1    20681225 FLT | 2068-12-25      | 6.1050%  | 0.0000% | $1000000.00        | $540063.61         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          B      20470812 4.3 | 2047-08-12      | 4.3500%  | 0.0000% | $3200000.00        | $3074192.00        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-4          A-7    20560325 FLT | 2056-03-25      | 5.5000%  | 0.0000% | $17000000.00       | $16730249.67       | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-11X C      20401015 FLT | 2040-10-15      | 6.1145%  | 0.0000% | $4000000.00        | $4013370.24        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C8        A-3    20510217 3.7 | 2051-02-17      | 3.7200%  | 0.0000% | $200000.00         | $157963.03         | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  B      20320210 3.8 | 2032-02-10      | 3.8453%  | 0.0000% | $3250000.00        | $3090904.10        | Private Label Collateralized Mortgage Obligations |
| DOLP TR  2021-NYC              D      20410510 3.7 | 2041-05-10      | 3.7038%  | 0.0000% | $6000000.00        | $5090792.90        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2018-CX11    A-4    20510417 3.7 | 2051-04-17      | 3.7659%  | 0.0000% | $1395000.00        | $832477.86         | Private Label Collateralized Mortgage Obligations |
| NYMT LN TR 2022-CP1            M-1    20610725 3.2 | 2061-07-25      | 3.2145%  | 0.0000% | $3411000.00        | $2966743.69        | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 2015-HBS     A-10   20340807 4.1 | 2034-08-07      | 4.1545%  | 0.0000% | $1470000.00        | $1412986.17        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1NV1       A-8    20560125 FLT | 2056-01-25      | 4.5000%  | 0.0000% | $5232000.00        | $4816040.30        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4          A1     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $5070000.00        | $1383569.13        | Private Label Collateralized Mortgage Obligations |
| ALA TRUST 2025-OANA            D      20400615 FLT | 2040-06-15      | 6.7637%  | 0.0000% | $700000.00         | $702979.27         | Private Label Collateralized Mortgage Obligations |
| CEDR COMMERCIAL MTG TR 2022-SN D      20390215 FLT | 2039-02-15      | 6.0480%  | 0.0000% | $5000000.00        | $4919065.03        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 C      20501117 FLT | 2050-11-17      | 4.0893%  | 0.0000% | $500000.00         | $421284.88         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR5                A-S    20570216 FLT | 2057-02-16      | 6.2680%  | 0.0000% | $2320000.00        | $2401423.49        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1           A-1    20560325 FLT | 2056-03-25      | 0.8300%  | 0.0000% | $4120000.00        | $1304995.90        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  A      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $23988000.00       | $21403643.22       | Private Label Collateralized Mortgage Obligations |
| RCKT MRTG TR 2022-2            A-1    20520225 FLT | 2052-02-25      | 3.0000%  | 0.0000% | $7010000.00        | $4505424.49        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MT TR 2024-5C1 E      20570717 4.2 | 2057-07-17      | 4.2500%  | 0.0000% | $4048000.00        | $3388607.78        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG SEC 2020-4     B-4    20500725 FLT | 2050-07-25      | 3.1398%  | 0.0000% | $661000.00         | $408610.04         | Private Label Collateralized Mortgage Obligations |
| RUN TR 2022-NQM1               A-1    20670325 FLT | 2067-03-25      | 5.0000%  | 0.0000% | $21325294.00       | $14783605.37       | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2017-1      A-1    20570225 FLT | 2057-02-25      | 4.0000%  | 0.0000% | $534000.00         | $66504.59          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C49   D      20520315 3.0 | 2052-03-15      | 3.0000%  | 0.0000% | $1130000.00        | $926312.98         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-MP   B      20400712 FLT | 2040-07-12      | 4.2760%  | 0.0000% | $3000000.00        | $2723122.00        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-2    20591125 FLT | 2059-11-25      | 3.8281%  | 0.0000% | $1337400.00        | $1115537.47        | Private Label Collateralized Mortgage Obligations |
| MFRA TR 2022-INV3              M-1    20571025 FLT | 2057-10-25      | 6.0000%  | 0.0000% | $13735000.00       | $13756412.87       | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2022-RPL1            A-1    20610825 FLT | 2061-08-25      | 3.3000%  | 0.0000% | $100000.00         | $53714.31          | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-3     M-1    20670325 FLT | 2067-03-25      | 4.1593%  | 0.0000% | $19526000.00       | $15862299.36       | Private Label Collateralized Mortgage Obligations |
| TRK TRUST 2021-INV1            A-3    20560725 FLT | 2056-07-25      | 1.5620%  | 0.0000% | $2634000.00        | $797880.37         | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   A      20400212 2.6 | 2040-02-12      | 2.6940%  | 0.0000% | $5749000.00        | $5188024.08        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016-C28      A-4    20490115 3.5 | 2049-01-15      | 3.5440%  | 0.0000% | $347000.00         | $81472.12          | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022-WMRK     A      20351115 FLT | 2035-11-15      | 6.4615%  | 0.0000% | $10333000.00       | $9059042.28        | Private Label Collateralized Mortgage Obligations |
| MSDBTRUST 2017-712F            A      20390713 FLT | 2039-07-13      | 3.3160%  | 0.0000% | $21937000.00       | $21264443.28       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   A-2    20520425 FLT | 2052-04-25      | 3.5000%  | 0.0000% | $1800000.00        | $1266584.31        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2023-INV3      A-1    20681125 FLT | 2068-11-25      | 6.8760%  | 0.0000% | $1000000.00        | $619785.28         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML 2025-C64      C      20580215 FLT | 2058-02-15      | 6.0410%  | 0.0000% | $125000.00         | $121780.52         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG BACK 2021-RR1  A-1    20501225 FLT | 2050-12-25      | 2.5000%  | 0.0000% | $9215000.00        | $4858858.03        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MT TR 2024-5C1 A-3    20570717 5.9 | 2057-07-17      | 5.9280%  | 0.0000% | $2600000.00        | $2699200.40        | Private Label Collateralized Mortgage Obligations |
| UNIV TRUST 2025-APTS           A      20421115 FLT | 2042-11-15      | 5.3225%  | 0.0000% | $16000000.00       | $15975096.96       | Private Label Collateralized Mortgage Obligations |
| VISIO TRUST 2020-1             A-2    20550825 FLT | 2055-08-25      | 2.5040%  | 0.0000% | $1000000.00        | $60098.23          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK32                A-S    20540417 FLT | 2054-04-17      | 2.8590%  | 0.0000% | $800000.00         | $711945.20         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2022-B35 C      20550517 FLT | 2055-05-17      | 4.4424%  | 0.0000% | $2300000.00        | $1851481.49        | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR15               A-3    20580717 FLT | 2058-07-17      | 5.4520%  | 0.0000% | $240000.00         | $246766.64         | Private Label Collateralized Mortgage Obligations |
| BANK 2024-BNK48                A-S    20571017 FLT | 2057-10-17      | 5.3550%  | 0.0000% | $50000.00          | $50164.68          | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK41                A-4    20650417 FLT | 2065-04-17      | 3.7892%  | 0.0000% | $1500000.00        | $1418738.54        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK18                B      20620517 FLT | 2062-05-17      | 3.9770%  | 0.0000% | $700000.00         | $616495.72         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK31                A-S    20540218 2.2 | 2054-02-18      | 2.2110%  | 0.0000% | $125000.00         | $108539.81         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-5    20560717 5.7 | 2056-07-17      | 5.7536%  | 0.0000% | $3500000.00        | $3660715.31        | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR14               A-3    20580417 FLT | 2058-04-17      | 5.6460%  | 0.0000% | $500000.00         | $518586.00         | Private Label Collateralized Mortgage Obligations |

### Security 633: 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: ARP1FYY95, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FYY95
- **C.18 - Value (incl. sponsor support):** $143309496.85
- **C.18.a - Value (excl. sponsor support):** $143309496.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $1570000.00        | $12493.93          | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    B      20401217 6.3 | 2040-12-17      | 6.2730%  | 0.0000% | $5000000.00        | $4999495.00        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 7.0375%  | 0.0000% | $799425.00         | $799427.04         | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1197722.47        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $2080000.00        | $1608795.76        | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-1250B E      20410312 FLT | 2041-03-12      | 8.0889%  | 0.0000% | $1057000.00        | $1072106.41        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 3.8315%  | 0.0000% | $2021000.00        | $1876255.74        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     D      20421113 FLT | 2042-11-13      | 6.3526%  | 0.0000% | $3000000.00        | $3040106.53        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-6    20560625 FLT | 2056-06-25      | 6.5491%  | 0.0000% | $1080000.00        | $604003.58         | Private Label Collateralized Mortgage Obligations |
| EXTENDED AMER TR 2026-ESH2     F      20430217 FLT | 2043-02-17      | 7.4225%  | 0.0000% | $9270000.00        | $9242535.00        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS REFT 2026-FL1    A-S    20431019 FLT | 2043-10-19      | 5.3200%  | 0.0000% | $5000000.00        | $4997910.00        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   E      20360616 FLT | 2036-06-16      | 7.1370%  | 0.0000% | $2500000.00        | $1707763.33        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $4608000.00        | $2982595.28        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18199799.36       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2013-HYB1           B-5    20430425 FLT | 2043-04-25      | 5.1809%  | 0.0000% | $1184614.00        | $1062198.94        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.2120%  | 0.0000% | $8469000.00        | $7404745.94        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-6    20560225 FLT | 2056-02-25      | 6.5388%  | 0.0000% | $602451.00         | $306371.01         | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7189946.00        | $5844991.70        | Private Label Collateralized Mortgage Obligations |
| MF1 LTD 2022-FL9               A-S    20370622 FLT | 2037-06-22      | 6.3267%  | 0.0000% | $25000000.00       | $25069222.68       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $2211001.79        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8347%  | 0.0000% | $1090000.00        | $804029.69         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 2.0438%  | 0.0000% | $1753173.00        | $281741.50         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT | 2033-07-08      | 6.5100%  | 0.0000% | $3000000.00        | $1154016.65        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2026-MED1  B-1    20560425 6.8 | 2056-04-25      | 6.8746%  | 0.0000% | $9163000.00        | $7875743.81        | Private Label Collateralized Mortgage Obligations |
| CAFL ISSUER, 2025-RRTL1        M-1    20400528 8.1 | 2040-05-28      | 8.1600%  | 0.0000% | $500000.00         | $504674.50         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1171656.43        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $6227102.00        | $5503177.52        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7452676.24        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  B-1    20450725 FLT | 2045-07-25      | 8.0619%  | 0.0000% | $250000.00         | $248446.66         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 5.8775%  | 0.0000% | $1000000.00        | $851026.00         | Private Label Collateralized Mortgage Obligations |
| ARZ TR 2024-BILT               F      20390613 8.2 | 2039-06-13      | 8.2680%  | 0.0000% | $10783000.00       | $11082530.17       | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 7.9875%  | 0.0000% | $1000000.00        | $7309.78           | Private Label Collateralized Mortgage Obligations |
| EXTENDED AMER TR 2026-ESH2     E      20430217 FLT | 2043-02-17      | 6.5725%  | 0.0000% | $17300000.00       | $17226313.06       | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                D      20610517 3.0 | 2061-05-17      | 3.0000%  | 0.0000% | $3000000.00        | $2396907.00        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 5.8875%  | 0.0000% | $4000000.00        | $150505.78         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.1375%  | 0.0000% | $8181000.00        | $67771.33          | Private Label Collateralized Mortgage Obligations |
| HUNDRED ACRES WD TR 2021-INV1  B6     20510725 FLT | 2051-07-25      | 3.2317%  | 0.0000% | $2147511.00        | $1092050.24        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11584403.24       | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 3.0720%  | 0.0000% | $2659000.00        | $1261479.00        | Private Label Collateralized Mortgage Obligations |

### Security 634: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FZSC2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FZSC2
- **C.18 - Value (incl. sponsor support):** $920056000.00
- **C.18.a - Value (excl. sponsor support):** $920056000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| J P MORGAN EXCHANGE TRADED FD  NASDAQ EQT PREM  | 2500-12-31      | N/A      | 0.0000% | $9856.00           | $529957.12         | Equities                           |
| PGIM ETF TR                    ULTRA SHORT MUNI | 2500-12-31      | N/A      | 0.0000% | $4286.00           | $216271.56         | Equities                           |
| PGIM ROCK ETF TR               NASDAQ-100 BUFFE | 2500-12-31      | N/A      | 0.0000% | $397.00            | $10979.39          | Equities                           |
| TIDAL TRUST I                  UNLIMITED HFEQ E | 2500-12-31      | N/A      | 0.0000% | $322.00            | $6578.65           | Equities                           |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $955.00            | $23268.57          | Equities                           |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $2091.00           | $68626.62          | Equities                           |
| ISHARES TR                     LIFEPATH TGT2030 | 2500-12-31      | N/A      | 0.0000% | $1023.00           | $32970.16          | Equities                           |
| JOHN HANCOCK EXCHANGE TRADED   FUNDAMENTAL ALL  | 2500-12-31      | N/A      | 0.0000% | $522.00            | $6934.04           | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $3833.00           | $125239.06         | Equities                           |
| INNOVATOR ETFS TRUST           IBD BREAKOUT     | 2500-12-31      | N/A      | 0.0000% | $405.00            | $15499.23          | Equities                           |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $400.00            | $18108.00          | Equities                           |
| TIDAL TRUST III                USCF DLY TRGT 2X | 2500-12-31      | N/A      | 0.0000% | $1237.00           | $29415.86          | Equities                           |
| INNOVATOR ETFS TRUST           INNOVATOR INTL D | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2132.25           | Equities                           |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $3299.00           | $170925.48         | Equities                           |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI WINSLOW LAR | 2500-12-31      | N/A      | 0.0000% | $2279.00           | $104742.84         | Equities                           |
| INNOVATOR ETFS TRUST           EMRGNG MKT JULY  | 2500-12-31      | N/A      | 0.0000% | $2375.00           | $69801.25          | Equities                           |
| TIDAL TRUST II                 PINNACLE FOCUSED | 2500-12-31      | N/A      | 0.0000% | $2698.00           | $92082.47          | Equities                           |
| TIDAL TRUST III                MRP SYNTHEQUITY  | 2500-12-31      | N/A      | 0.0000% | $1657.00           | $42767.17          | Equities                           |
| NORTHERN LTS FD TR II          BEACON TACTICAL  | 2500-12-31      | N/A      | 0.0000% | $153.00            | $3886.58           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    GROWTH STRENGTH  | 2500-12-31      | N/A      | 0.0000% | $40925.00          | $1355882.08        | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1585.00           | $42931.47          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $494.00            | $8496.80           | Equities                           |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $2038.00           | $115106.24         | Equities                           |
| GLOBAL X FDS                   MSCI GREECE ETF  | 2500-12-31      | N/A      | 0.0000% | $577.00            | $35046.98          | Equities                           |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $9254.00           | $244444.41         | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP   | 2500-12-31      | N/A      | 0.0000% | $324.00            | $11207.26          | Equities                           |
| GOLDMAN SACHS ETF TR           MSCI WORLD PRIV  | 2500-12-31      | N/A      | 0.0000% | $3778.00           | $186032.50         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD IV LIMITED DURATION | 2500-12-31      | N/A      | 0.0000% | $28347.00          | $533774.01         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN HDG   | 2500-12-31      | N/A      | 0.0000% | $450.00            | $17653.50          | Equities                           |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6422.00           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $9447.00           | $308444.55         | Equities                           |
| DIREXION SHARES ETF TRUST      DLY PANW BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $1807.00           | $50032.40          | Equities                           |
| DIREXION SHARES ETF TRUST      DLY BA BEAR 1X   | 2500-12-31      | N/A      | 0.0000% | $174.00            | $3531.36           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY BIOTECH TO | 2500-12-31      | N/A      | 0.0000% | $2091.00           | $62840.40          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY JUNIOR GOL | 2500-12-31      | N/A      | 0.0000% | $140.00            | $23867.20          | Equities                           |
| DIREXION SHARES ETF TRUST      DLY 20 YR TRESUR | 2500-12-31      | N/A      | 0.0000% | $13909.00          | $502532.17         | Equities                           |
| DIREXION SHARES ETF TRUST      DLY LLY BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $282.00            | $5081.78           | Equities                           |
| DIREXION SHARES ETF TRUST      DLY TSLA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $1079.00           | $68192.80          | Equities                           |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $5018.00           | $51685.40          | Equities                           |
| WISDOMTREE TR                  US TOTAL DIVIDND | 2500-12-31      | N/A      | 0.0000% | $825.00            | $69894.00          | Equities                           |
| WISDOMTREE TR                  WISDOMTREE US VA | 2500-12-31      | N/A      | 0.0000% | $8539.00           | $796517.92         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $357.00            | $11066.29          | Equities                           |
| WISDOMTREE TR                  JAPAN OPPORTUNIT | 2500-12-31      | N/A      | 0.0000% | $877.00            | $46726.56          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3392.00           | $821678.08         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $19902.00          | $1220589.66        | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  SMALL & MID CAP  | 2500-12-31      | N/A      | 0.0000% | $6332.00           | $411769.96         | Equities                           |
| TIDAL TRUST II                 YIELDMAX RDDT OP | 2500-12-31      | N/A      | 0.0000% | $3175.00           | $58773.38          | Equities                           |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $2632.00           | $39282.60          | Equities                           |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $364.00            | $5362.88           | Equities                           |
| TIDAL TRUST II                 YIELDMAX HIMS OP | 2500-12-31      | N/A      | 0.0000% | $2539.00           | $32793.47          | Equities                           |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1513.92           | Equities                           |
| JOHN HANCOCK EXCHANGE TRADED   GLOBAL SENIOR LO | 2500-12-31      | N/A      | 0.0000% | $116.00            | $2825.76           | Equities                           |
| USCF ETF TR                    DIVIDEND INC FD  | 2500-12-31      | N/A      | 0.0000% | $420.00            | $14061.60          | Equities                           |
| TIDAL TRUST II                 YIELDMAX AI & T  | 2500-12-31      | N/A      | 0.0000% | $3448.00           | $119749.04         | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $1428.00           | $58477.89          | Equities                           |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $515.00            | $4140.60           | Equities                           |
| TIDAL TRUST I                  ATAC CREDIT ROT  | 2500-12-31      | N/A      | 0.0000% | $198.00            | $3082.92           | Equities                           |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $1624.00           | $107654.96         | Equities                           |
| LAZARD ACTIVE ETF TR           US SYSTEMATIC SM | 2500-12-31      | N/A      | 0.0000% | $1231.00           | $31364.65          | Equities                           |
| LISTED FDS TR                  STF TACTICAL GRW | 2500-12-31      | N/A      | 0.0000% | $1122.00           | $40357.33          | Equities                           |
| SERIES PORTFOLIOS TR           ELDRIDGE BBB B   | 2500-12-31      | N/A      | 0.0000% | $8489.00           | $217063.73         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY US EQT  | 2500-12-31      | N/A      | 0.0000% | $337.00            | $13589.66          | Equities                           |
| KURV ETF TR                    TECHNOLOGY TITAN | 2500-12-31      | N/A      | 0.0000% | $193.00            | $4500.91           | Equities                           |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $80164.00          | $5831931.00        | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS SHORT TERM TREA  | 2500-12-31      | N/A      | 0.0000% | $41080.00          | $864734.00         | Equities                           |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $24614.00          | $6248017.76        | Equities                           |
| MAN ETF SER TR                 ACTIVE HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2201.33           | Equities                           |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $25507.00          | $7950021.76        | Equities                           |
| MANAGED PORTFOLIO SERIES       LEUTHOLD CORE ET | 2500-12-31      | N/A      | 0.0000% | $2066.00           | $75743.90          | Equities                           |
| PROSHARES TR                   PSHS ULTRA TECH  | 2500-12-31      | N/A      | 0.0000% | $6335.00           | $458337.25         | Equities                           |
| PROSHARES TR                   NASDAQ100 DORSEY | 2500-12-31      | N/A      | 0.0000% | $271.00            | $13091.01          | Equities                           |
| PROSHARES TR                   ULTRASHORT MSCI  | 2500-12-31      | N/A      | 0.0000% | $699.00            | $6535.30           | Equities                           |
| PGIM ETF TR                    JENNISON FOC GWT | 2500-12-31      | N/A      | 0.0000% | $176.00            | $16526.86          | Equities                           |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $21140.00          | $693180.60         | Equities                           |
| PROFESIONALLY MANAGED PORTFOLI CONGRESS LRG CAP | 2500-12-31      | N/A      | 0.0000% | $4008.00           | $136432.32         | Equities                           |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $3414.00           | $89002.98          | Equities                           |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $18421.00          | $717317.42         | Equities                           |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $201.00            | $9933.54           | Equities                           |
| PROSHARES TR                   PSHS ULT NASB    | 2500-12-31      | N/A      | 0.0000% | $1744.00           | $130267.03         | Equities                           |
| RBB FD INC                     F M 2YEAR INVES  | 2500-12-31      | N/A      | 0.0000% | $149.00            | $7502.15           | Equities                           |
| DIMENSIONAL ETF TRUST          ULTRASHORT FIXED | 2500-12-31      | N/A      | 0.0000% | $14797.00          | $749763.99         | Equities                           |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $27913.00          | $1922926.57        | Equities                           |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $61.00             | $5730.95           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SMALL CAP  | 2500-12-31      | N/A      | 0.0000% | $3637.00           | $28514.08          | Equities                           |
| CAPITAL GRP FIXED INCM ETF TR  ULTRA SHORT INCO | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2526.50           | Equities                           |
| TCW ETF TRUST                  TRANSFRM 500 ETF | 2500-12-31      | N/A      | 0.0000% | $263.00            | $19509.26          | Equities                           |
| ETF SER SOLUTIONS              ACQUIRERS FD     | 2500-12-31      | N/A      | 0.0000% | $1593.00           | $61281.91          | Equities                           |
| ETF SER SOLUTIONS              BAHL & GAYNOR IN | 2500-12-31      | N/A      | 0.0000% | $5719.00           | $187125.68         | Equities                           |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $187.00            | $4332.79           | Equities                           |
| AMERICAN CENTY ETF TR          INTL EQT ETF     | 2500-12-31      | N/A      | 0.0000% | $600.00            | $49338.00          | Equities                           |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $14319.00          | $418401.18         | Equities                           |
| ANGEL OAK FUNDS TRUST          TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $63.00             | $3119.58           | Equities                           |
| BBH TR                         SELECT MID CAP   | 2500-12-31      | N/A      | 0.0000% | $3243.00           | $34700.10          | Equities                           |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $155729.00         | $4207797.58        | Equities                           |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $471212.00         | $18250040.76       | Equities                           |
| CAPITAL GRP FIXED INCM ETF TR  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $9935.96           | Equities                           |
| CAPITAL GRP FIXED INCM ETF TR  CORE PLUS INCM   | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $32677.68          | Equities                           |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $600.00            | $23106.00          | Equities                           |
| GLOBAL X FDS                   PURECAP MSCI COM | 2500-12-31      | N/A      | 0.0000% | $800.00            | $21096.00          | Equities                           |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $545058.00         | $20537785.44       | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE SM CP VAL | 2500-12-31      | N/A      | 0.0000% | $657.00            | $38181.69          | Equities                           |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $579.00            | $28741.97          | Equities                           |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $225522.00         | $10022197.68       | Equities                           |
| NATIXIS ETF TR                 GATEWAY QUALITY  | 2500-12-31      | N/A      | 0.0000% | $8810.00           | $471246.90         | Equities                           |
| GRANITESHARES ETF TR           GANITESHARES 2X  | 2500-12-31      | N/A      | 0.0000% | $35978.00          | $515564.74         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      INCOME FOCUS ETF | 2500-12-31      | N/A      | 0.0000% | $2747.00           | $78811.43          | Equities                           |
| FLEXSHARES TR                  US QT LW VLTY    | 2049-01-01      | N/A      | 0.0000% | $3500.00           | $247810.50         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4593.30           | Equities                           |
| SSGA ACTIVE TR                 ST STR SHORT DUR | 2500-12-31      | N/A      | 0.0000% | $522.00            | $13065.66          | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $275.00            | $12302.23          | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $55027.00          | $2482818.24        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $18566.00          | $1415657.50        | Equities                           |
| PIMCO EQUITY SER               RAFI DYN ML US   | 2500-12-31      | N/A      | 0.0000% | $5466.00           | $312272.58         | Equities                           |
| PROSHARES TR                   PSHS ULT HLTHCRE | 2500-12-31      | N/A      | 0.0000% | $1172.00           | $51708.64          | Equities                           |
| PUTNAM ETF TRUST               FRANKLIN SHT TRM | 2500-12-31      | N/A      | 0.0000% | $3589.00           | $35531.10          | Equities                           |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $30111.00          | $753678.33         | Equities                           |
| RBB FD INC                     F/M COMPOUNDR US | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1526.82           | Equities                           |
| INNOVATOR ETFS TRUST           INTL DEVELOPED P | 2500-12-31      | N/A      | 0.0000% | $220.00            | $6440.30           | Equities                           |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $72363.00          | $45945439.59       | Equities                           |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $4685.00           | $1624148.95        | Equities                           |
| ISHARES TR                     IBONDS OCT 2029  | 2500-12-31      | N/A      | 0.0000% | $16554.00          | $434567.33         | Equities                           |
| PALMER SQUARE FUNDS TR         CLO SR DEBT ETF  | 2500-12-31      | N/A      | 0.0000% | $4454.00           | $90972.95          | Equities                           |
| GLOBAL X FDS                   ADAPTIVE US RISK | 2500-12-31      | N/A      | 0.0000% | $1589.00           | $57497.96          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  HEDGED EQUITY LA | 2500-12-31      | N/A      | 0.0000% | $108.00            | $6839.64           | Equities                           |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $3360.00           | $543849.60         | Equities                           |
| ISHARES TR                     IBONDS OCT 2034  | 2500-12-31      | N/A      | 0.0000% | $1594.00           | $40965.80          | Equities                           |
| ISHARES TR                     US MANUFACTURING | 2500-12-31      | N/A      | 0.0000% | $129.00            | $4128.00           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FREE CASH | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2001.69           | Equities                           |
| TIDAL TRUST I                  DANA CONCENTRA   | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1181.00           | Equities                           |
| ISHARES TR                     US TECH BRKTHR   | 2500-12-31      | N/A      | 0.0000% | $2181.00           | $116923.41         | Equities                           |
| TIDAL TRUST I                  SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1053.51           | Equities                           |
| TIDAL TRUST II                 DEFIANCE AI & PW | 2500-12-31      | N/A      | 0.0000% | $297.00            | $7080.48           | Equities                           |
| VIRTUS ETF TR II               STONE HARBOR EMG | 2500-12-31      | N/A      | 0.0000% | $1462.00           | $40007.63          | Equities                           |
| VICTORY PORTFOLIOS II          VCTRYSHS US VAL  | 2500-12-31      | N/A      | 0.0000% | $68.00             | $6366.64           | Equities                           |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $2846.00           | $100748.40         | Equities                           |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20931.00          | $85607.79          | Equities                           |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $5608.00           | $270642.08         | Equities                           |
| WISDOMTREE TR                  ENHNCD CMMDTY ST | 2500-12-31      | N/A      | 0.0000% | $682.00            | $16258.88          | Equities                           |
| PACER FDS TR                   ARISTOTLE PACIFI | 2500-12-31      | N/A      | 0.0000% | $3706.00           | $171254.26         | Equities                           |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $65604.00          | $25329.70          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $3169.00           | $12612.62          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $45947.00          | $182869.06         | Equities                           |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $24652.00          | $31308.04          | Equities                           |
| AMPLIFY ETF TR                 SAMSUNG SOFR ETF | 2500-12-31      | N/A      | 0.0000% | $145.00            | $14519.58          | Equities                           |
| AMPLIFY ETF TR                 CASH FLOW DIVID  | 2500-12-31      | N/A      | 0.0000% | $816.00            | $26449.25          | Equities                           |
| BNY MELLON ETF TRUST II        CONCENTRATED GRW | 2500-12-31      | N/A      | 0.0000% | $1088.00           | $35877.13          | Equities                           |
| ETF OPPORTUNITIES TRUST        REX CRYPTO EQUIT | 2500-12-31      | N/A      | 0.0000% | $796.00            | $21762.64          | Equities                           |
| VANECK MERK GOLD ETF           GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $5713.00           | $248058.46         | Equities                           |
| VANECK MERK GOLD ETF           GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $15368.00          | $667278.56         | Equities                           |
| VANECK ETF TRUST               LONG/FLAT TREND  | 2500-12-31      | N/A      | 0.0000% | $390.00            | $19605.26          | Equities                           |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $416661.00         | $7295734.11        | Equities                           |
| T ROWE PRICE ETF INC           PRICE BLUE CHIP  | 2500-12-31      | N/A      | 0.0000% | $15566.00          | $660465.38         | Equities                           |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $2878.00           | $95305.26          | Equities                           |
| TIDAL TRUST I                  FOLIOBEYOND ALTE | 2500-12-31      | N/A      | 0.0000% | $15357.00          | $556230.54         | Equities                           |
| TIDAL TRUST II                 HILTON SMALL-MID | 2500-12-31      | N/A      | 0.0000% | $7304.00           | $193795.57         | Equities                           |
| ISHARES TR                     S&P 500 3 CAPPED | 2500-12-31      | N/A      | 0.0000% | $7199.00           | $210354.78         | Equities                           |
| TIDAL TRUST II                 YIELDMAX SEMICON | 2500-12-31      | N/A      | 0.0000% | $447.00            | $23409.39          | Equities                           |
| ISHARES TR                     LIFEPATH TARGET  | 2500-12-31      | N/A      | 0.0000% | $1069.00           | $29866.04          | Equities                           |
| THRIVENT ETF TRUST             MID CAP VALUE ET | 2500-12-31      | N/A      | 0.0000% | $1209.00           | $18605.54          | Equities                           |
| HARBOR ETF TRUST               ARES SYSTEMATIC  | 2500-12-31      | N/A      | 0.0000% | $264.00            | $11352.00          | Equities                           |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7371.75           | Equities                           |
| HARBOR ETF TRUST               HARBOR ALPHAEDGE | 2500-12-31      | N/A      | 0.0000% | $82.00             | $2840.09           | Equities                           |
| TIDAL TRUST I                  SOFI SOCIAL 50   | 2500-12-31      | N/A      | 0.0000% | $947.00            | $46507.17          | Equities                           |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $381.00            | $16913.31          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  DIV RTN INT EQ   | 2500-12-31      | N/A      | 0.0000% | $1484.00           | $102292.12         | Equities                           |
| NORTHERN LIGHTS FD TR          OCEAN PK HIGH IN | 2500-12-31      | N/A      | 0.0000% | $1106.00           | $26302.34          | Equities                           |
| GRANITESHARES ETF TR           2X SHORT MSTR    | 2500-12-31      | N/A      | 0.0000% | $473.00            | $34101.55          | Equities                           |
| HARBOR ETF TRUST               DIVIDEND GTH LEA | 2500-12-31      | N/A      | 0.0000% | $106.00            | $1732.04           | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDAQ TRANSN    | 2500-12-31      | N/A      | 0.0000% | $645.00            | $23748.90          | Equities                           |
| GLOBAL X FDS                   DOW 30 COVERED C | 2500-12-31      | N/A      | 0.0000% | $95.00             | $1965.55           | Equities                           |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $303.00            | $30943.88          | Equities                           |
| NORTHERN FDS                   2035 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $212.00            | $21320.25          | Equities                           |
| NORTHERN FDS                   SHORT-TERM TAX   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5024.50           | Equities                           |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $180.00            | $10738.80          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $15210.00          | $721591.30         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $667.00            | $25646.08          | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDAQ BK ETF    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10494.00          | Equities                           |
| KRANESHARES TRUST              HEDGEYE HEDGED E | 2500-12-31      | N/A      | 0.0000% | $104.00            | $2794.48           | Equities                           |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $364.00            | $11036.48          | Equities                           |
| JOHN HANCOCK EXCHANGE TRADED   CORPORATE BD     | 2500-12-31      | N/A      | 0.0000% | $4077.00           | $85703.02          | Equities                           |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $494068.00         | $46002671.48       | Equities                           |
| JANUS DETROIT STR TR           HENDERSON GLOBAL | 2500-12-31      | N/A      | 0.0000% | $1254.00           | $30616.91          | Equities                           |
| FUNDX INVT TR                  FUTURE FUND OPPO | 2500-12-31      | N/A      | 0.0000% | $624.00            | $15936.96          | Equities                           |
| FIRST TR EXCH TRADED FD III    HORIZON DMST ETF | 2500-12-31      | N/A      | 0.0000% | $13955.00          | $531206.84         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDAQ TRANSN    | 2500-12-31      | N/A      | 0.0000% | $21293.00          | $784008.26         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI RBA DEGLOBALIZAT | 2500-12-31      | N/A      | 0.0000% | $680.00            | $14888.94          | Equities                           |
| FRANKLIN TEMPLETON ETF TR      WESTN ASSET BD   | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2101.29           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ 100 EX    | 2500-12-31      | N/A      | 0.0000% | $2756.00           | $265641.75         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI BALANCED INCOME  | 2500-12-31      | N/A      | 0.0000% | $184.00            | $3769.44           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    UT COM SHS ETF   | 2500-12-31      | N/A      | 0.0000% | $1684.00           | $96616.30          | Equities                           |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $129.00            | $6986.64           | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $60199.00          | $1946835.66        | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII EXPANDED TECHNOL | 2500-12-31      | N/A      | 0.0000% | $143.00            | $4525.55           | Equities                           |
| FUNDX INVT TR                  FUNDX ETF        | 2500-12-31      | N/A      | 0.0000% | $55.00             | $4088.70           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ LUX DIGI  | 2500-12-31      | N/A      | 0.0000% | $223.00            | $3512.99           | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI S&P 500 ECONOMIC | 2500-12-31      | N/A      | 0.0000% | $1668.00           | $38305.95          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $524671.00         | $16065426.02       | Equities                           |
| TCW ETF TRUST                  CORE PLUS BOND   | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $101938.50         | Equities                           |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $7542.00           | $440754.48         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF | 2500-12-31      | N/A      | 0.0000% | $170.00            | $4092.17           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $8232.00           | $1189524.00        | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY OPPORT  | 2500-12-31      | N/A      | 0.0000% | $278.00            | $6147.97           | Equities                           |
| SCHWAB STRATEGIC TR            MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $128.00            | $3264.00           | Equities                           |
| UNIFIED SER TR                 ABSLUTE SELCT VL | 2500-12-31      | N/A      | 0.0000% | $1038.00           | $38914.62          | Equities                           |
| JOHN HANCOCK EXCHANGE TRADED   MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $3031.00           | $66551.67          | Equities                           |
| TIDAL TRUST II                 PEERLESS OPTION  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $5694.00           | Equities                           |
| TIDAL TRUST II                 YIELDMAX SNOW OP | 2500-12-31      | N/A      | 0.0000% | $4688.00           | $37128.96          | Equities                           |
| GMO ETF TRUST                  ULTRA-SHORT INCO | 2500-12-31      | N/A      | 0.0000% | $1478.00           | $74151.26          | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $247.00            | $8269.56           | Equities                           |
| UNITED STS 12 MONTH OIL FD LP  UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $2618.00           | $131737.76         | Equities                           |
| UNITED STATES TREASURY                          | 2029-05-31      | 4.5000%  | 0.0000% | $506319900.00      | $523705807.01      | U.S. Treasuries (including strips) |
| PUTNAM ETF TRUST               SUSTAINABLE LEAD | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $80628.92          | Equities                           |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $543.00            | $10838.28          | Equities                           |
| RBB FD INC                     FM ULTRASHORT TR | 2500-12-31      | N/A      | 0.0000% | $1024.00           | $51322.88          | Equities                           |
| PROSHARES TR                   ULTR MSCI ETF    | 2500-12-31      | N/A      | 0.0000% | $292.00            | $17420.90          | Equities                           |
| T ROWE PRICE ETF INC           QM US BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $9706.00           | $412602.06         | Equities                           |
| VANGUARD MALVERN FDS           TOTAL INFLATION  | 2500-12-31      | N/A      | 0.0000% | $8398.00           | $638248.00         | Equities                           |
| T ROWE PRICE ETF INC           ULTRA SHRT TRM   | 2500-12-31      | N/A      | 0.0000% | $2788.00           | $138619.36         | Equities                           |
| MANAGER DIRECTED PORTFOLIOS    TWIN OAK SHORT   | 2500-12-31      | N/A      | 0.0000% | $411.00            | $11760.76          | Equities                           |
| PGIM ROCK ETF TR               LADDERED NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $9469.00           | $263762.78         | Equities                           |
| INNOVATOR ETFS TRUST           HEDGED NASDAQ    | 2500-12-31      | N/A      | 0.0000% | $120.00            | $3399.00           | Equities                           |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $71.00             | $3590.07           | Equities                           |
| INVESCO EXCH TRD SLF IDX FD TR BLOOMBERG PRICIN | 2500-12-31      | N/A      | 0.0000% | $688.00            | $58319.49          | Equities                           |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1359.54           | Equities                           |
| TIDAL TRUST II                 NICHOLAS GLOBAL  | 2500-12-31      | N/A      | 0.0000% | $11872.00          | $158491.20         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  BLOOMBERG ANALYS | 2500-12-31      | N/A      | 0.0000% | $663.00            | $47413.25          | Equities                           |
| JANUS DETROIT STR TR           HENDERSON ASSET  | 2500-12-31      | N/A      | 0.0000% | $276.00            | $13766.88          | Equities                           |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY SECU | 2500-12-31      | N/A      | 0.0000% | $9352.00           | $240079.87         | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $134.00            | $10925.02          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $22191.00          | $1809232.23        | Equities                           |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $523.00            | $15323.90          | Equities                           |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $79669.00          | $2488062.87        | Equities                           |
| INNOVATOR ETFS TRUST           POWER BUFFER SET | 2500-12-31      | N/A      | 0.0000% | $329.00            | $11163.43          | Equities                           |
| VICTORY PORTFOLIOS II          VICTORYSHS US    | 2500-12-31      | N/A      | 0.0000% | $389.00            | $21698.46          | Equities                           |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $22560.00          | $1148529.60        | Equities                           |
| PACER FDS TR                   PACER NASDAQ 100 | 2500-12-31      | N/A      | 0.0000% | $190.00            | $4121.57           | Equities                           |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4206.00           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $2161.00           | $112395.99         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P SMCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $1551.00           | $91617.57          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  ZACKS MID CAP    | 2500-12-31      | N/A      | 0.0000% | $1020.00           | $109807.59         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  BIOTECHNOLOGY    | 2500-12-31      | N/A      | 0.0000% | $1477.00           | $113511.73         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL STP   | 2500-12-31      | N/A      | 0.0000% | $13663.00          | $402716.93         | Equities                           |
| T ROWE PRICE ETF INC           GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $5679.00           | $214609.41         | Equities                           |
| PROSHARES TR                   PSHS ULTRA DOW30 | 2500-12-31      | N/A      | 0.0000% | $15498.00          | $768855.78         | Equities                           |
| PROSHARES TR                   ULTRA COMMUNICTN | 2500-12-31      | N/A      | 0.0000% | $4028.00           | $94460.63          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $50251.00          | $9450705.57        | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  FOOD & BEVERAGE  | 2500-12-31      | N/A      | 0.0000% | $90.00             | $4385.28           | Equities                           |
| ISHARES TR                     DOW JONES US ETF | 2500-12-31      | N/A      | 0.0000% | $10036.00          | $1544138.96        | Equities                           |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $4731.00           | $433927.32         | Equities                           |
| BONDBLOXX ETF TRUST            BBB RATED 5 10 Y | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $76710.00          | Equities                           |
| AMERICAN CENTY ETF TR          AVANTIS US MID C | 2500-12-31      | N/A      | 0.0000% | $6653.00           | $483540.04         | Equities                           |
| EA SERIES TRUST                BRIDGES CAP TACT | 2500-12-31      | N/A      | 0.0000% | $248.00            | $8318.47           | Equities                           |
| AMERICAN CENTY ETF TR          CORE MUNI FXD IN | 2500-12-31      | N/A      | 0.0000% | $10268.00          | $467678.65         | Equities                           |
| CITIUS ONCOLOGY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $428784.00         | $211390.51         | Equities                           |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1314.60           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY CONSUMER D | 2500-12-31      | N/A      | 0.0000% | $124.00            | $4106.88           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY REGIONAL B | 2500-12-31      | N/A      | 0.0000% | $725.00            | $65337.00          | Equities                           |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $1938.00           | $46696.69          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY ENERGY TOP | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $224498.00         | Equities                           |
| TCW ETF TRUST                  SENIOR LOAN ETF  | 2500-12-31      | N/A      | 0.0000% | $119.00            | $5371.37           | Equities                           |
| DIREXION SHARES ETF TRUST      DLY XOM BEAR 1X  | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $60306.80          | Equities                           |
| EXCHANGE LISTED FDS TR         LG QRAFT AI POWE | 2500-12-31      | N/A      | 0.0000% | $696.00            | $25851.39          | Equities                           |
| AMERICAN CENTY ETF TR          SHORT DURTN STRG | 2500-12-31      | N/A      | 0.0000% | $6216.00           | $317575.44         | Equities                           |
| EA SERIES TRUST                STRIVE 1000 GRWT | 2500-12-31      | N/A      | 0.0000% | $2864.00           | $129696.24         | Equities                           |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $2794.00           | $697466.22         | Equities                           |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $24149.00          | $2064256.52        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $17295.00          | $425457.00         | Equities                           |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $468.00            | $11728.08          | Equities                           |
| KRANESHARES TRUST              GLOBAL HUMANOID  | 2500-12-31      | N/A      | 0.0000% | $405.00            | $12150.00          | Equities                           |
| STATE STR SPDR DOW JONES INDL  UT SER 1         | 2500-12-31      | N/A      | 0.0000% | $24733.00          | $11180799.98       | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $64290.00          | $3301934.40        | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $245.00            | $13146.70          | Equities                           |
| ISHARES TR                     LIFEPATH RETIREM | 2500-12-31      | N/A      | 0.0000% | $10207.00          | $308197.30         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $146.00            | $4652.39           | Equities                           |
| GRANITESHARES ETF TR           YIELDBOOST RGTI  | 2500-12-31      | N/A      | 0.0000% | $2787.00           | $27535.56          | Equities                           |
| ISHARES TR                     CYBERSECURITY    | 2500-12-31      | N/A      | 0.0000% | $107.00            | $4596.72           | Equities                           |
| MORGAN STANLEY ETF TRUST       EATON VANCE TOTA | 2500-12-31      | N/A      | 0.0000% | $134.00            | $6809.21           | Equities                           |
| NATIXIS ETF TRUST II           VAUGHAN NELSN SL | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8410.29           | Equities                           |
| MORGAN STANLEY ETF TRUST       PARAMETRIC HEDGE | 2500-12-31      | N/A      | 0.0000% | $11944.00          | $376234.81         | Equities                           |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $108839.00         | $8979217.50        | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $5990.00           | $530234.80         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS UPSID | 2500-12-31      | N/A      | 0.0000% | $188.00            | $8063.32           | Equities                           |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $88776.00          | $6996436.56        | Equities                           |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $9265.00           | $168585.94         | Equities                           |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $1267.00           | $447871.83         | Equities                           |
| NORTHERN LTS FD TR II          BEACON SELECTIVE | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1406.90           | Equities                           |
| TIDAL TRUST III                FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $13120.00          | $312518.40         | Equities                           |
| SCHWAB STRATEGIC TR            ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $4186.00           | $105445.34         | Equities                           |
| UNITED STATES TREASURY                          | 2031-11-15      | 1.3750%  | 0.0000% | $1932400.00        | $1685197.24        | U.S. Treasuries (including strips) |
| SPINNAKER ETF SERIES           OBRA OPPOR STRU  | 2500-12-31      | N/A      | 0.0000% | $362.00            | $3647.15           | Equities                           |
| INNOVATOR ETFS TRUST           INTERNATIONAL DE | 2500-12-31      | N/A      | 0.0000% | $14141.00          | $450487.01         | Equities                           |
| TIDAL TRUST III                VISTASHARES TRGT | 2500-12-31      | N/A      | 0.0000% | $1385.00           | $23143.35          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS KAYNE ANDERSON   | 2500-12-31      | N/A      | 0.0000% | $979.00            | $24739.33          | Equities                           |
| TIDAL TRUST III                NESTYIELD VISION | 2500-12-31      | N/A      | 0.0000% | $1152.00           | $46098.43          | Equities                           |
| TWO RDS SHARED TR              LDRSHS ALPFACT   | 2500-12-31      | N/A      | 0.0000% | $949.00            | $42572.14          | Equities                           |
| 2023 ETF SERIES TRUST          ATLAS AMER FD    | 2500-12-31      | N/A      | 0.0000% | $1011.00           | $27446.43          | Equities                           |
| VICTORY PORTFOLIOS II          VCSHS US SMCP HG | 2500-12-31      | N/A      | 0.0000% | $633.00            | $38669.27          | Equities                           |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7731.00           | $7962.93           | Equities                           |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $9213.00           | $5352108.09        | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP FINL   | 2500-12-31      | N/A      | 0.0000% | $4621.00           | $258213.62         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    COM SHS ANNUAL   | 2500-12-31      | N/A      | 0.0000% | $8084.00           | $654956.79         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 VLU MOMN | 2500-12-31      | N/A      | 0.0000% | $1114.00           | $75627.45          | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $18578.00          | $915152.28         | Equities                           |
| GRANITESHARES ETF TR           2X LONG MSTR     | 2500-12-31      | N/A      | 0.0000% | $56749.00          | $77746.13          | Equities                           |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $117.00            | $12035.02          | Equities                           |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1160.25           | Equities                           |
| ISHARES TR                     MRGSTR SM CP ETF | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12646.00          | Equities                           |
| GRAYSCALE CHAINLINK TR ETF     SHS              | 2500-12-31      | N/A      | 0.0000% | $1695.00           | $12949.80          | Equities                           |
| NORTHERN LTS FD TR II          GGM MACRO ALIGNM | 2500-12-31      | N/A      | 0.0000% | $684.00            | $18994.20          | Equities                           |
| NORTHERN LTS FD TR IV          INSPIRE CAPITAL  | 2500-12-31      | N/A      | 0.0000% | $167.00            | $4705.23           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $17424.00          | $262405.44         | Equities                           |
| ISHARES TR                     S&P MC 400VL ETF | 2500-12-31      | N/A      | 0.0000% | $2460.00           | $318348.60         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $7545.00           | $290407.05         | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII FT VEST US EQT   | 2500-12-31      | N/A      | 0.0000% | $1787.00           | $37966.07          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $252735.00         | $5754775.95        | Equities                           |
| FIRST TR EXCHANGE-TRADED FD IV SSI STRG ETF     | 2500-12-31      | N/A      | 0.0000% | $1393.00           | $59843.70          | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI FIRST TRUST SMID | 2500-12-31      | N/A      | 0.0000% | $669.00            | $19031.18          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD IV AAA CMBS ETF     | 2500-12-31      | N/A      | 0.0000% | $703.00            | $14239.26          | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $5469.00           | $184915.64         | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $8993.00           | $617549.31         | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII SMITH UNCONSTRAI | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $78848.00          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $1328.00           | $61898.08          | Equities                           |
| FLEXSHARES TR                  QUALT DIVD IDX   | 2500-12-31      | N/A      | 0.0000% | $2799.00           | $216110.79         | Equities                           |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $467.00            | $22850.31          | Equities                           |
| DIREXION SHARES ETF TRUST      DLY TSM BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $607.00            | $30465.33          | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE SHORT  | 2500-12-31      | N/A      | 0.0000% | $6708.00           | $168035.40         | Equities                           |
| DIREXION SHARES ETF TRUST      DLY TSM BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $27004.00          | $1355330.76        | Equities                           |
| DIREXION SHARES ETF TRUST      DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $46056.08          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY FINANCIAL  | 2500-12-31      | N/A      | 0.0000% | $3886.00           | $432978.12         | Equities                           |
| ETF SER SOLUTIONS              US DIVERSIFIED   | 2500-12-31      | N/A      | 0.0000% | $1215.00           | $36131.91          | Equities                           |
| ETF SER SOLUTIONS              BAHL & GAYNOR DI | 2500-12-31      | N/A      | 0.0000% | $512.00            | $13713.82          | Equities                           |
| DBX ETF TR                     XTRACKERS CALIF  | 2500-12-31      | N/A      | 0.0000% | $1716.00           | $42419.52          | Equities                           |
| NEW YORK LIFE INVESTMENTS ETF  CANDRIAM US LRG  | 2500-12-31      | N/A      | 0.0000% | $129.00            | $6433.23           | Equities                           |
| TIDAL TRUST III                FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $2368.00           | $43694.34          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP INDL   | 2500-12-31      | N/A      | 0.0000% | $70.00             | $10470.38          | Equities                           |
| MORGAN STANLEY ETF TRUST       PARAMETRIC HEDGE | 2500-12-31      | N/A      | 0.0000% | $799.00            | $25168.42          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $9.00              | $1146.87           | Equities                           |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $3462.00           | $122191.29         | Equities                           |
| MORGAN STANLEY ETF TRUST       EATON VANCE MORT | 2500-12-31      | N/A      | 0.0000% | $2092.00           | $105457.72         | Equities                           |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $8884.00           | $812177.06         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    NAS CLNEDG GREEN | 2500-12-31      | N/A      | 0.0000% | $4963.00           | $216535.69         | Equities                           |
| FIDELITY COVINGTON TRUST       QLTY FCTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $39791.00          | $2815213.25        | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI FIRST TR BLOOMBE | 2500-12-31      | N/A      | 0.0000% | $94.00             | $4063.91           | Equities                           |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3607.00           | Equities                           |
| USCF ETF TR                    GOLD STRATEGY    | 2500-12-31      | N/A      | 0.0000% | $2130.00           | $75870.60          | Equities                           |
| NUSHARES ETF TR                NUVEEN SUST CORE | 2500-12-31      | N/A      | 0.0000% | $103.00            | $2878.06           | Equities                           |
| NORTHERN LTS FD TR II          WEITZ MULTISECTO | 2500-12-31      | N/A      | 0.0000% | $2499.00           | $62087.65          | Equities                           |
| MORGAN STANLEY ETF TRUST       CALVERT ULT SHR  | 2500-12-31      | N/A      | 0.0000% | $2441.00           | $123892.96         | Equities                           |
| HARTFORD FDS EXCHANGE TRADED T DYNAMIC BOND ETF | 2500-12-31      | N/A      | 0.0000% | $3717.00           | $145278.95         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $40578.00          | $1195833.66        | Equities                           |
| CANARY XRP ETF                 SHS              | 2500-12-31      | N/A      | 0.0000% | $5971.00           | $83892.55          | Equities                           |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $140.00            | $2493.40           | Equities                           |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $111.00            | $3896.10           | Equities                           |
| CALAMOS ETF TR                 S&P 500 STRU FEB | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1222.61           | Equities                           |
| EA SERIES TRUST                GURU FAV STOCKS  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2954.96           | Equities                           |
| EA SERIES TRUST                STRIVE US SEMICO | 2500-12-31      | N/A      | 0.0000% | $3677.00           | $250940.91         | Equities                           |
| AMERICAN CENTY ETF TR          FOCUSED LRG CAP  | 2500-12-31      | N/A      | 0.0000% | $3193.00           | $241911.26         | Equities                           |
| ADVISORS INNER CIRCLE FD III   BROWN ADVISORY   | 2500-12-31      | N/A      | 0.0000% | $2876.00           | $76098.96          | Equities                           |
| AMERICAN CENTY ETF TR          US QUALITY VAL   | 2500-12-31      | N/A      | 0.0000% | $6817.00           | $437455.07         | Equities                           |
| AMERICAN CENTY ETF TR          AVANTIS INFLATIN | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7246.70           | Equities                           |
| ANGEL OAK FUNDS TRUST          HIGH YIELD OPPOR | 2500-12-31      | N/A      | 0.0000% | $3078.00           | $33519.42          | Equities                           |
| EA SERIES TRUST                STRIVE 1000 DIV  | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2599.50           | Equities                           |
| EA SERIES TRUST                STRIVE 1000 VALU | 2500-12-31      | N/A      | 0.0000% | $1261.00           | $43751.40          | Equities                           |
| EA SERIES TRUST                STRIVE SML CAP   | 2500-12-31      | N/A      | 0.0000% | $169.00            | $5477.92           | Equities                           |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $71.00             | $2186.94           | Equities                           |
| EA SERIES TRUST                US QUAN MOMENTUM | 2500-12-31      | N/A      | 0.0000% | $628.00            | $40504.56          | Equities                           |
| AMERICAN CENTY ETF TR          FOCUSED DYNAMIC  | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $115635.38         | Equities                           |
| AMERICAN CENTY ETF TR          LARGE CAP GROWTH | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1835.71           | Equities                           |
| ADVISORS INNER CIRCLE FD III   DEMCRATIC LG ETF | 2500-12-31      | N/A      | 0.0000% | $242.00            | $9446.52           | Equities                           |
| EA SERIES TRUST                RESEARCH AFFILIA | 2500-12-31      | N/A      | 0.0000% | $316.00            | $8365.88           | Equities                           |
| AMERICAN CENTY ETF TR          LARGE CAP EQUITY | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $322460.55         | Equities                           |
| EA SERIES TRUST                FREEDOM DAY      | 2500-12-31      | N/A      | 0.0000% | $648.00            | $23432.65          | Equities                           |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $6404.00           | $214914.40         | Equities                           |
| ISHARES TR                     CORE UNIVRSL USD | 2500-12-31      | N/A      | 0.0000% | $62674.00          | $2889271.40        | Equities                           |
| RBB FD INC                     F/M 3 YEAR INVES | 2500-12-31      | N/A      | 0.0000% | $86.00             | $4346.44           | Equities                           |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $21989.00          | $1152663.38        | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $56504.00          | $1532388.48        | Equities                           |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $254.00            | $9641.84           | Equities                           |
| ISHARES TR                     IBONDS 1-5 YR CO | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $28702.80          | Equities                           |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $40501.00          | $4659640.05        | Equities                           |
| ISHARES TR                     MORNINGSTR US EQ | 2500-12-31      | N/A      | 0.0000% | $4405.00           | $384600.55         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $419.00            | $37089.88          | Equities                           |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $47974.00          | $1194792.47        | Equities                           |
| INNOVATOR ETFS TRUST           INTL DEV PWR BUF | 2500-12-31      | N/A      | 0.0000% | $4280.00           | $145776.80         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $41659.00          | $2145021.91        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $62680.00          | $3410418.80        | Equities                           |
| INNOVATOR ETFS TRUST           NASDAQ 100  MANA | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6504.00           | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $9067.00           | $466043.80         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  BLOOMBERG MVP MU | 2500-12-31      | N/A      | 0.0000% | $885.00            | $43640.68          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCP LOW    | 2500-12-31      | N/A      | 0.0000% | $181.00            | $11307.07          | Equities                           |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $1394.00           | $49291.84          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT CSMR | 2500-12-31      | N/A      | 0.0000% | $250.00            | $26909.20          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $1142.00           | $35220.88          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $150795.00         | $3664318.50        | Equities                           |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $7521.00           | $633268.20         | Equities                           |
| ISHARES TR                     U.S. BAS MTL ETF | 2500-12-31      | N/A      | 0.0000% | $12147.00          | $2080781.10        | Equities                           |
| ISHARES TR                     MICRO-CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $652.00            | $99958.12          | Equities                           |
| NUSHARES ETF TR                NUVEEN DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $639.00            | $21658.65          | Equities                           |
| GMO ETF TRUST                  GMO US QUALITY E | 2500-12-31      | N/A      | 0.0000% | $2642.00           | $93183.34          | Equities                           |
| 2023 ETF SERIES TRUST          PICTET AI & AUTO | 2500-12-31      | N/A      | 0.0000% | $504.00            | $11348.37          | Equities                           |
| NORTHERN LTS FD TR IV          INSPIRE 500 ETF  | 2500-12-31      | N/A      | 0.0000% | $14956.00          | $3640439.96        | Equities                           |
| ISHARES TR                     IBONDS OCT 2030  | 2500-12-31      | N/A      | 0.0000% | $138.00            | $3619.05           | Equities                           |
| PROSHARES TR                   ULTRASHORT MTRLS | 2500-12-31      | N/A      | 0.0000% | $420.00            | $4628.40           | Equities                           |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $1054.00           | $33633.14          | Equities                           |
| SEI EXCHANGE TRADED FUNDS      SELECT SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $9662.00           | $257959.94         | Equities                           |
| TIDAL TRUST III                NAACP MINO ETF   | 2500-12-31      | N/A      | 0.0000% | $3980.00           | $186969.65         | Equities                           |
| GLOBAL X FDS                   CONSCIOUS COS    | 2500-12-31      | N/A      | 0.0000% | $1012.00           | $40896.84          | Equities                           |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $9237.00           | $630887.10         | Equities                           |
| RBB FD INC                     US TREAS 7 YR NT | 2500-12-31      | N/A      | 0.0000% | $146.00            | $7004.00           | Equities                           |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $1574.00           | $38940.76          | Equities                           |
| RBB FD INC                     US TREASR 10 YR  | 2500-12-31      | N/A      | 0.0000% | $10999.00          | $478291.52         | Equities                           |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $85.00             | $1834.30           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2887.00           | $342093.04         | Equities                           |
| TIDAL TRUST III                IMPACT SHARES WO | 2500-12-31      | N/A      | 0.0000% | $3834.00           | $148743.86         | Equities                           |
| GLOBAL X FDS                   INFORMATION TEC  | 2500-12-31      | N/A      | 0.0000% | $285.00            | $9337.08           | Equities                           |
| FEDERATED HERMES ETF TRUST     MDT SMALL CAP    | 2500-12-31      | N/A      | 0.0000% | $1745.00           | $50046.60          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    DOW 30 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $9370.00           | $373566.91         | Equities                           |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $7819.00           | $225187.20         | Equities                           |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE EQ | 2500-12-31      | N/A      | 0.0000% | $7285.00           | $248651.62         | Equities                           |
| 2023 ETF SERIES TRUST          PICTET AI ENHANC | 2500-12-31      | N/A      | 0.0000% | $1397.00           | $28477.71          | Equities                           |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $2329.00           | $126557.86         | Equities                           |
| TWO RDS SHARED TR              LEADERSHARES  DY | 2500-12-31      | N/A      | 0.0000% | $1661.00           | $37173.18          | Equities                           |
| TIDAL TRUST II                 YIELDMAX RBLX OP | 2500-12-31      | N/A      | 0.0000% | $1073.00           | $18090.78          | Equities                           |
| VANGUARD INDEX FDS             REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $5224.00           | $456211.92         | Equities                           |
| VANGUARD INDEX FDS             EXTEND MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $22788.00          | $4533672.60        | Equities                           |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $2381.00           | $103679.22         | Equities                           |
| GMO ETF TRUST                  GMO SYSTEMATIC I | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1260.63           | Equities                           |
| VANECK ETF TRUST               STEEL ETF        | 2500-12-31      | N/A      | 0.0000% | $234.00            | $20713.68          | Equities                           |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 GRTH   | 2500-12-31      | N/A      | 0.0000% | $912.00            | $110270.83         | Equities                           |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $146.00            | $1619.77           | Equities                           |
| TWO RDS SHARED TR              LEASERSHS ALPHAF | 2500-12-31      | N/A      | 0.0000% | $196.00            | $7589.12           | Equities                           |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $2381.00           | $105859.26         | Equities                           |
| TIDAL TRUST II                 COREVALUES ALPHA | 2500-12-31      | N/A      | 0.0000% | $278.00            | $6357.69           | Equities                           |
| VOLATILITY SHS TR              2X XRP ETF       | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3169.12           | Equities                           |
| VANGUARD WORLD FD              EMERGING MRKTS E | 2500-12-31      | N/A      | 0.0000% | $229.00            | $18049.78          | Equities                           |
| BARINTHUS BIOTHERAPEUTICS PLC  ADS              | 2500-12-31      | N/A      | 0.0000% | $53168.00          | $29242.40          | Equities                           |
| WISDOMTREE TR                  US SMALLCAP QUAL | 2500-12-31      | N/A      | 0.0000% | $599.00            | $16261.29          | Equities                           |
| VICTORY PORTFOLIOS II          VCSHS US 500 ENH | 2500-12-31      | N/A      | 0.0000% | $1441.00           | $104951.06         | Equities                           |
| BLACKROCK ETF TRUST II         ISHARES INTERMED | 2500-12-31      | N/A      | 0.0000% | $349.00            | $8327.14           | Equities                           |
| BNY MELLON ETF TRUST           US MDCP CORE EQT | 2500-12-31      | N/A      | 0.0000% | $5418.00           | $579942.72         | Equities                           |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $83.00             | $3909.96           | Equities                           |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $167.00            | $8403.42           | Equities                           |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET U | 2500-12-31      | N/A      | 0.0000% | $923.00            | $24563.98          | Equities                           |
| ABRDN FDS                      ULTRA SHORT MUNI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2607.00           | Equities                           |
| EA SERIES TRUST                ASTORIA US EQUAL | 2500-12-31      | N/A      | 0.0000% | $2950.00           | $101722.49         | Equities                           |
| ADVISOR MANAGED PORTFOLIOS     TRENCHLESS FUND  | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1422.39           | Equities                           |
| ADVISOR MANAGED PORTFOLIOS     REGAN FIXED RATE | 2500-12-31      | N/A      | 0.0000% | $745.00            | $19824.52          | Equities                           |
| EA SERIES TRUST                STRIVE ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $128786.00         | $2605984.71        | Equities                           |
| EA SERIES TRUST                CAMBRIA TAX AWAR | 2500-12-31      | N/A      | 0.0000% | $494.00            | $12991.06          | Equities                           |
| EA SERIES TRUST                DRACO EVOLUTION  | 2500-12-31      | N/A      | 0.0000% | $538.00            | $15562.51          | Equities                           |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $3792.00           | $93378.00          | Equities                           |
| EA SERIES TRUST                ARGENT MID CAP   | 2500-12-31      | N/A      | 0.0000% | $1549.00           | $48445.13          | Equities                           |
| EA SERIES TRUST                STRIVE TOTAL RET | 2500-12-31      | N/A      | 0.0000% | $16615.00          | $329724.67         | Equities                           |
| BNY MELLON ETF TRUST           ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $432.00            | $21498.48          | Equities                           |
| BLACKROCK ETF TRUST II         ISHARES GLOBAL G | 2500-12-31      | N/A      | 0.0000% | $132.00            | $6524.76           | Equities                           |
| DOUBLELINE ETF TRUST           SHILLER CAPE U S | 2500-12-31      | N/A      | 0.0000% | $43818.00          | $1322528.02        | Equities                           |
| DIMENSIONAL ETF TRUST          SHORT DURATION F | 2500-12-31      | N/A      | 0.0000% | $5507.00           | $262849.11         | Equities                           |
| TCW ETF TRUST                  ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $6864.00           | $250669.16         | Equities                           |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1109.00           | $64233.28          | Equities                           |
| ELEVATION SERIES TRUST         SRH REIT COVERED | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3575.08           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY 20 YR TREA | 2500-12-31      | N/A      | 0.0000% | $6283.00           | $233916.09         | Equities                           |
| ETFIS SER TR I                 VIRTUS REAVES UT | 2500-12-31      | N/A      | 0.0000% | $17844.00          | $1424129.64        | Equities                           |
| ETF OPPORTUNITIES TRUST        SMI 3FOURTEEN FU | 2500-12-31      | N/A      | 0.0000% | $8214.00           | $196669.44         | Equities                           |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $2995.00           | $88053.00          | Equities                           |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $1579.00           | $41933.82          | Equities                           |
| TIDAL TRUST I                  SOFI AGENTIC AI  | 2500-12-31      | N/A      | 0.0000% | $4431.00           | $86182.51          | Equities                           |
| NORTHERN LTS FD TR IV          INSPIRE 100 ETF  | 2500-12-31      | N/A      | 0.0000% | $17425.00          | $795974.00         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $25915.00          | $2476437.40        | Equities                           |
| SCHWAB STRATEGIC TR            HIGH YIELD BD ET | 2500-12-31      | N/A      | 0.0000% | $757.00            | $19507.89          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $32990.00          | $2744108.20        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $959.00            | $129783.10         | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $4137.00           | $188109.39         | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $223.00            | $14176.11          | Equities                           |
| TIDAL TRUST II                 YIELDMAX SHORT T | 2500-12-31      | N/A      | 0.0000% | $2755.00           | $76581.84          | Equities                           |
| MORGAN STANLEY ETF TRUST       EATON VANCE FLTG | 2500-12-31      | N/A      | 0.0000% | $844.00            | $40832.72          | Equities                           |
| TIDAL TRUST II                 YIELDMAX CRYPTO  | 2500-12-31      | N/A      | 0.0000% | $150.00            | $2854.50           | Equities                           |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $77090.00          | $5250599.90        | Equities                           |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X SHORT | 2500-12-31      | N/A      | 0.0000% | $330.00            | $10656.39          | Equities                           |
| PROSHARES TR                   ETHER ETF        | 2500-12-31      | N/A      | 0.0000% | $933.00            | $23315.67          | Equities                           |
| PROSHARES TR                   ULTRA MATERIALS  | 2500-12-31      | N/A      | 0.0000% | $1724.00           | $48596.28          | Equities                           |
| ISHARES INC                    MSCI ISRAEL ETF  | 2500-12-31      | N/A      | 0.0000% | $36348.00          | $4006640.04        | Equities                           |
| ISHARES TR                     EXPND TEC SC ETF | 2500-12-31      | N/A      | 0.0000% | $10010.00          | $1134233.10        | Equities                           |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $175.00            | $9740.32           | Equities                           |
| ISHARES TR                     EXPND TEC SC ETF | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $192627.00         | Equities                           |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $151.00            | $9022.25           | Equities                           |
| RBB FD INC                     US TREAS 5 YR NT | 2500-12-31      | N/A      | 0.0000% | $6064.00           | $295407.76         | Equities                           |
| ISHARES TR                     S&P 500 GRWT ETF | 2500-12-31      | N/A      | 0.0000% | $46901.00          | $5098607.71        | Equities                           |
| THRIVENT ETF TRUST             ULTRA SHRT BD    | 2500-12-31      | N/A      | 0.0000% | $18222.00          | $915199.95         | Equities                           |
| PROSHARES TR                   ULTRA CONS DISCR | 2500-12-31      | N/A      | 0.0000% | $1196.00           | $47815.12          | Equities                           |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $2684.00           | $112647.48         | Equities                           |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $9260.00           | $861087.40         | Equities                           |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $152394.00         | $36515126.34       | Equities                           |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $632.00            | $62321.71          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $2652.00           | $424611.72         | Equities                           |
| LISTED FDS TR                  ALPHADROID BROAD | 2500-12-31      | N/A      | 0.0000% | $220.00            | $5873.16           | Equities                           |
| GREENTREE HOSPITALITY GROUP    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1715.00           | $2058.00           | Equities                           |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $22605.00          | $972241.05         | Equities                           |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $12035.00          | $219518.40         | Equities                           |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $6384624.00        | $2017541.18        | Equities                           |
| TEMA ETF TRUST                 ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $335.00            | $11105.25          | Equities                           |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $4035.00           | $116656.69         | Equities                           |
| MORGAN STANLEY ETF TRUST       CALVERT US LRGCP | 2500-12-31      | N/A      | 0.0000% | $38.00             | $2867.16           | Equities                           |
| TIDAL TRUST II                 YIELDMAX ULTRA   | 2500-12-31      | N/A      | 0.0000% | $1654.00           | $49460.39          | Equities                           |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $2870.00           | $143790.73         | Equities                           |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $2532.00           | $251131.10         | Equities                           |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $19690.00          | $17917.90          | Equities                           |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA US EQ | 2500-12-31      | N/A      | 0.0000% | $1309.00           | $71605.44          | Equities                           |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $29231.00          | $140308.80         | Equities                           |
| LATTICE STRATEGIES TR          HARTFORD US EQTY | 2500-12-31      | N/A      | 0.0000% | $6933.00           | $401490.03         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2326.00           | $311823.56         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1354.00           | $128938.58         | Equities                           |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $11215.00          | $265682.23         | Equities                           |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $5878.00           | $12167.46          | Equities                           |
| LIGHTINTHEBOX HLDG CO LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1507.00           | $3375.68           | Equities                           |
| LISTED FDS TR                  ALEXIS PRACTICAL | 2500-12-31      | N/A      | 0.0000% | $654.00            | $22427.82          | Equities                           |
| TIDAL TRUST I                  SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1059.89           | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $1199.00           | $22028.39          | Equities                           |
| PACER FDS TR                   METAURUS NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $4164.00           | $142110.66         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P SPIN OFF     | 2500-12-31      | N/A      | 0.0000% | $1527.00           | $164122.72         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P SMLCP MOMENT | 2500-12-31      | N/A      | 0.0000% | $213.00            | $15653.37          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $14410.00          | $414719.80         | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA HIGH YIELD SYSTE | 2500-12-31      | N/A      | 0.0000% | $461.00            | $10077.92          | Equities                           |
| PGIM ETF TR                    TOTAL RETURN BON | 2500-12-31      | N/A      | 0.0000% | $9818.00           | $407741.54         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP INFO   | 2500-12-31      | N/A      | 0.0000% | $4664.00           | $268633.81         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $2643.00           | $84948.13          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $97.00             | $11213.20          | Equities                           |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $1183.00           | $75972.26          | Equities                           |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $2950.00           | $214642.00         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $2034.00           | $226506.24         | Equities                           |
| RBB FD INC                     F/M EMERALD LIFE | 2500-12-31      | N/A      | 0.0000% | $820.00            | $27023.67          | Equities                           |
| PROSHARES TR                   ULTRA FNCLS NEW  | 2500-12-31      | N/A      | 0.0000% | $637.00            | $44863.91          | Equities                           |
| GLOBAL X FDS                   US CASH FLOW     | 2500-12-31      | N/A      | 0.0000% | $292.00            | $10290.28          | Equities                           |
| GLOBAL X FDS                   GLB X GURU INDEX | 2500-12-31      | N/A      | 0.0000% | $1080.00           | $61516.15          | Equities                           |
| GLOBAL X FDS                   NASDQ 100 CVRDGW | 2500-12-31      | N/A      | 0.0000% | $3312.00           | $83322.63          | Equities                           |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $229.00            | $9986.69           | Equities                           |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $5156.00           | $224853.16         | Equities                           |
| RBB FD INC                     SGI ENHANCED NAS | 2500-12-31      | N/A      | 0.0000% | $405.00            | $10047.36          | Equities                           |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $318.00            | $7333.08           | Equities                           |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4510.44           | Equities                           |
| NOMURA ETF TR                  FOCUSED LARGE GR | 2500-12-31      | N/A      | 0.0000% | $6141.00           | $153217.95         | Equities                           |
| LITMAN GREGORY FDS TR          IMGP BERKSHIRE   | 2500-12-31      | N/A      | 0.0000% | $278.00            | $3591.98           | Equities                           |
| LEGG MASON ETF INVT            ROYCE QUANT SML  | 2500-12-31      | N/A      | 0.0000% | $103.00            | $4476.09           | Equities                           |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $849.00            | $19387.76          | Equities                           |
| ETFIS SER TR I                 VIRTUS BIOTECH C | 2500-12-31      | N/A      | 0.0000% | $2571.00           | $99395.12          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $3268.00           | $64393.00          | Equities                           |
| DIREXION SHARES ETF TRUST      DLY META BULL 2X | 2500-12-31      | N/A      | 0.0000% | $2012.00           | $39857.72          | Equities                           |
| DIMENSIONAL ETF TRUST          US SMALL CAP VAL | 2500-12-31      | N/A      | 0.0000% | $10931.00          | $375589.16         | Equities                           |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $223328.00         | $969243.52         | Equities                           |
| BONDBLOXX ETF TRUST            CCC RT USD HI YL | 2500-12-31      | N/A      | 0.0000% | $628.00            | $22589.16          | Equities                           |
| EA SERIES TRUST                MARKETDESK FOCUS | 2500-12-31      | N/A      | 0.0000% | $122.00            | $3222.74           | Equities                           |
| ADVISORS INNER CIRCLE FD II    CASTLEARK LARGE  | 2500-12-31      | N/A      | 0.0000% | $3246.00           | $124744.10         | Equities                           |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $446.00            | $15667.98          | Equities                           |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $4533.00           | $302351.10         | Equities                           |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $385.00            | $13519.28          | Equities                           |
| ALPS ETF TR                    ACTIVE REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $220.00            | $5936.61           | Equities                           |
| EA SERIES TRUST                ASTORIA US QUALI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2777.56           | Equities                           |
| ALLSPRING EXCHANGE TRADED FUND SMID CORE ETF    | 2500-12-31      | N/A      | 0.0000% | $559.00            | $15009.15          | Equities                           |
| ADVISORSHARES TR               Q DYNAMIC GROWTH | 2500-12-31      | N/A      | 0.0000% | $2281.00           | $94068.44          | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $40174.00          | $4247195.28        | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $4057.00           | $661027.70         | Equities                           |
| WISDOMTREE TR                  US AI ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $852.00            | $96778.00          | Equities                           |
| VALKYRIE ETF TRUST II          COINSHARES BITCN | 2500-12-31      | N/A      | 0.0000% | $3243.00           | $60382.71          | Equities                           |
| WISDOMTREE TR                  US MIDCAP DIVID  | 2500-12-31      | N/A      | 0.0000% | $28575.00          | $1475041.50        | Equities                           |
| ALPS ETF TR                    REIT DIVIDE DOGS | 2500-12-31      | N/A      | 0.0000% | $1317.00           | $46345.23          | Equities                           |
| ETFS GOLD TR                   PHYSCL GOLD SHS  | 2500-12-31      | N/A      | 0.0000% | $452.00            | $19436.00          | Equities                           |
| ALPS ETF TR                    ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $8223.00           | $315187.59         | Equities                           |
| ALPS ETF TR                    MED BREAKTHGH    | 2500-12-31      | N/A      | 0.0000% | $6458.00           | $310339.19         | Equities                           |
| AB ACTIVE ETFS INC             SHORT DURATION I | 2500-12-31      | N/A      | 0.0000% | $345.00            | $12262.06          | Equities                           |
| AB ACTIVE ETFS INC             US LOW VOLATIL   | 2500-12-31      | N/A      | 0.0000% | $1555.00           | $112342.69         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY PLTR BR1X  | 2500-12-31      | N/A      | 0.0000% | $4483.00           | $35908.83          | Equities                           |
| ETF SER SOLUTIONS              AAM BRENTVIEW    | 2500-12-31      | N/A      | 0.0000% | $76.00             | $1696.91           | Equities                           |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $142.00            | $2807.34           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY CSCO BEAR  | 2500-12-31      | N/A      | 0.0000% | $153.00            | $3230.69           | Equities                           |
| ETF OPPORTUNITIES TRUST        WEALTHTRUST DBS  | 2500-12-31      | N/A      | 0.0000% | $188.00            | $6190.76           | Equities                           |
| FUNDX INVT TR                  AGGRESSIVE ETF   | 2500-12-31      | N/A      | 0.0000% | $209.00            | $16463.64          | Equities                           |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5996.52           | Equities                           |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $844.00            | $48057.36          | Equities                           |
| BANK MONTREAL MEDIUM           2X LEVERAGED     | 2500-12-31      | N/A      | 0.0000% | $1199.00           | $96030.91          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY QCOM BULL  | 2500-12-31      | N/A      | 0.0000% | $1796.00           | $25492.78          | Equities                           |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $4359.00           | $223921.83         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $2617.00           | $109943.31         | Equities                           |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2572.09           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 HI | 2500-12-31      | N/A      | 0.0000% | $2409.00           | $130423.26         | Equities                           |
| ETF SER SOLUTIONS              AAM LW DUR PFD   | 2500-12-31      | N/A      | 0.0000% | $4997.00           | $96607.00          | Equities                           |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $874.00            | $28807.04          | Equities                           |
| DIREXION SHARES ETF TRUST      NASDAQ 100 EQ WT | 2500-12-31      | N/A      | 0.0000% | $29250.00          | $2809755.00        | Equities                           |

### Security 635: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.230000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1G03U5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1G03U5
- **C.18 - Value (incl. sponsor support):** $499841645.00
- **C.18.a - Value (excl. sponsor support):** $499841645.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WELLS FARG COM MTG TR 2025-C65 E      20581018 4.0 | 2058-10-18      | 4.0000%  | 0.0000% | $7035999.00        | $3523433.63        | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $15494000.00       | $16220284.60       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $9421000.00        | $7919842.16        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $5312000.00        | $4121619.31        | Private Label Collateralized Mortgage Obligations |
| PRPM 2023-NQM1 TR 2023-NQM1    B-1    20680125 FLT | 2068-01-25      | 6.1710%  | 0.0000% | $300000.00         | $300470.84         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8347%  | 0.0000% | $3134000.00        | $2978641.09        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.4300%  | 0.0000% | $13700000.00       | $825348.88         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 7.3700%  | 0.0000% | $1261000.00        | $4220.01           | Private Label Collateralized Mortgage Obligations |
| GS MRTG-BCK SEC 2022-NQM1      B-6    20620525 FLT | 2062-05-25      | 4.0681%  | 0.0000% | $981000.00         | $677342.24         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 4.9300%  | 0.0000% | $6396000.00        | $4041755.41        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TR 2025-SB123   A-10F  20350525 FLT | 2035-05-25      | 5.0100%  | 0.0000% | $748000.00         | $753034.43         | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2019-1        B4     20590225 FLT | 2059-02-25      | 5.1738%  | 0.0000% | $2841000.00        | $2569899.09        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.0375% | 0.0000% | $280000.00         | $1339.33           | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED 2026-PJ1         B-6    20560625 FLT | 2056-06-25      | 5.8975%  | 0.0000% | $320000.00         | $151853.62         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $149190.00         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $3550000.00        | $3100080.10        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MSP         D      20410415 FLT | 2041-04-15      | 7.6105%  | 0.0000% | $2411194.00        | $2408049.00        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 5.07134 25APR56 144A F                | 2056-04-25      | 5.0786%  | 0.0000% | $18429000.00       | $17581984.40       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 6.7023%  | 0.0000% | $7810000.00        | $2580634.82        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.1456%  | 0.0000% | $1909000.00        | $577341.06         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.7416%  | 0.0000% | $113492000.00      | $976305.91         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             A      20341115 FLT | 2034-11-15      | 4.5700%  | 0.0000% | $7750000.00        | $5179473.87        | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $7500000.00        | $5847894.38        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-RPL1           B-3    20570725 FLT | 2057-07-25      | 2.9828%  | 0.0000% | $4000000.00        | $2293478.50        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2500000.00        | $1823845.83        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.9805%  | 0.0000% | $6963239.00        | $4978398.71        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.0300%  | 0.0000% | $1890000.00        | $14167.65          | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.5298%  | 0.0000% | $9478000.00        | $7724275.12        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $6000000.00        | $4418702.00        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   D      20360616 FLT | 2036-06-16      | 6.4370%  | 0.0000% | $7470000.00        | $5473972.84        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED 2026-PJ1         B-5    20560625 FLT | 2056-06-25      | 5.8975%  | 0.0000% | $250000.00         | $171776.39         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE ALTERNATIVE 2024- A-2    20590825 FLT | 2059-08-25      | 5.8130%  | 0.0000% | $2516000.00        | $1912687.59        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              C      20380218 FLT | 2038-02-18      | 5.6926%  | 0.0000% | $7695000.00        | $7656323.31        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.2100%  | 0.0000% | $9900000.00        | $7472311.00        | Private Label Collateralized Mortgage Obligations |
| EXTENDED STAY AMER TR 2025-ESH F      20421015 FLT | 2042-10-15      | 7.7725%  | 0.0000% | $2500000.00        | $2514886.12        | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-1250B F      20410312 FLT | 2041-03-12      | 9.8255%  | 0.0000% | $40550000.00       | $41082092.03       | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3393628.00        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 6.6375%  | 0.0000% | $5000000.00        | $1797627.45        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $956928.00         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.3070%  | 0.0000% | $5000000.00        | $4031175.58        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 FLT | 2042-08-15      | 8.1725%  | 0.0000% | $5900000.00        | $5955296.14        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    C      20401217 7.1 | 2040-12-17      | 7.0230%  | 0.0000% | $2500000.00        | $2498428.33        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.1521%  | 0.0000% | $6617000.00        | $6077450.50        | Private Label Collateralized Mortgage Obligations |
| LIBERTY STREET TRUST 2026-225L D      20310210 5.7 | 2031-02-10      | 5.7085%  | 0.0000% | $5000000.00        | $4903860.38        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 8.4375%  | 0.0000% | $5000000.00        | $43699.96          | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-6    20561025 FLT | 2056-10-25      | 6.7760%  | 0.0000% | $2130453.00        | $1141715.43        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2641424.26        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.1800%  | 0.0000% | $4750000.00        | $2492272.22        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2018-AON A      20310708 4.1 | 2031-07-08      | 4.1283%  | 0.0000% | $3160000.00        | $2594139.59        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 7.8370%  | 0.0000% | $11000000.00       | $6142580.88        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   B      20321115 FLT | 2032-11-15      | 5.3695%  | 0.0000% | $8250000.00        | $8225022.74        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3645%  | 0.0000% | $2111942.00        | $1142883.25        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.8934%  | 0.0000% | $9700000.00        | $4858094.31        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.6834%  | 0.0000% | $286000.00         | $197710.60         | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECS 2025-NQM2   B-2    20650625 FLT | 2065-06-25      | 7.2894%  | 0.0000% | $3010000.00        | $3054453.16        | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.2645%  | 0.0000% | $7900000.00        | $7909880.77        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     B      20570917 FLT | 2057-09-17      | 4.3710%  | 0.0000% | $47000.00          | $43970.03          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 8.6108%  | 0.0000% | $5746000.00        | $5795978.83        | Private Label Collateralized Mortgage Obligations |
| IP 2025-IP MTG TR 2025-IP      F      20420612 FLT | 2042-06-12      | 7.7123%  | 0.0000% | $1834000.00        | $1857159.54        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  E      20320210 4.1 | 2032-02-10      | 4.1416%  | 0.0000% | $727000.00         | $656886.18         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 3.9701%  | 0.0000% | $8549676.00        | $4315862.62        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 6.6722%  | 0.0000% | $5000000.00        | $5011600.48        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.6375%  | 0.0000% | $130000.00         | $1234.97           | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6844%  | 0.0000% | $1850000.00        | $1878741.54        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.2793%  | 0.0000% | $11500000.00       | $7860618.63        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.3862%  | 0.0000% | $3122000.00        | $2327741.90        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 4.9480%  | 0.0000% | $300000.00         | $153483.99         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-2    20650825 FLT | 2065-08-25      | 7.0757%  | 0.0000% | $329000.00         | $323975.97         | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 7.8625%  | 0.0000% | $13400000.00       | $12073999.23       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-5    20560225 FLT | 2056-02-25      | 6.5388%  | 0.0000% | $361000.00         | $263142.64         | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.1875%  | 0.0000% | $10634000.00       | $10315212.67       | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  D      20361215 FLT | 2036-12-15      | 5.5875%  | 0.0000% | $4000000.00        | $91572.44          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.1996%  | 0.0000% | $975165.00         | $658440.84         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.6834%  | 0.0000% | $570000.00         | $539805.85         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2026-MED1  B-3    20560425 6.8 | 2056-04-25      | 6.8746%  | 0.0000% | $7475520.00        | $4880728.57        | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.4119% | 0.0000% | $22897000.00       | $25100362.67       | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-2    SUB    20351025 3.6 | 2035-10-25      | 3.6254%  | 0.0000% | $34316066.00       | $19721089.66       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 5.3468%  | 0.0000% | $4086750.00        | $246729.20         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.4575%  | 0.0000% | $13385000.00       | $10490019.51       | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $255861.60         | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.2039%  | 0.0000% | $14720000.00       | $9960073.43        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 5.7875%  | 0.0000% | $3750000.00        | $55687.47          | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $14790000.00       | $11081045.14       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $4902000.00        | $3024059.73        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.3800%  | 0.0000% | $5300000.00        | $1668322.22        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTG TR 2022-5     B-6    20520925 FLT | 2052-09-25      | 2.7887%  | 0.0000% | $3729993.00        | $1733364.81        | Private Label Collateralized Mortgage Obligations |
| MAD COML MTG TR 2025-11MD      E      20421017 FLT | 2042-10-17      | 6.8391%  | 0.0000% | $1209000.00        | $1191522.96        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 6.5875%  | 0.0000% | $6512000.00        | $84120.51          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.0875%  | 0.0000% | $4385000.00        | $360671.08         | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.8523%  | 0.0000% | $742000.00         | $740213.21         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5002%  | 0.0000% | $57193357.00       | $34107329.29       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.0735%  | 0.0000% | $4080000.00        | $3962381.56        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5647710.00        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.6923%  | 0.0000% | $3290000.00        | $3028995.22        | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-1250B E      20410312 FLT | 2041-03-12      | 8.0889%  | 0.0000% | $34303000.00       | $34793250.86       | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-1250B C      20410312 FLT | 2041-03-12      | 5.5882%  | 0.0000% | $2475000.00        | $2453506.65        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.2945%  | 0.0000% | $4001000.00        | $1204179.81        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.1065% | 0.0000% | $2607000.00        | $2674693.98        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $748877.65         | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  D      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $1059000.00        | $778115.71         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.5823%  | 0.0000% | $2203000.00        | $2117762.85        | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2022-FL5       D      20390217 FLT | 2039-02-17      | 7.0781%  | 0.0000% | $2500000.00        | $2508156.51        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 4.7875%  | 0.0000% | $3782000.00        | $1142609.40        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2026-2  B-4    20560327 0.0 | 2056-03-27      | 5.8432%  | 0.0000% | $650000.00         | $611929.30         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.0440%  | 0.0000% | $750000.00         | $462764.83         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.6716%  | 0.0000% | $5864000.00        | $3657804.64        | Private Label Collateralized Mortgage Obligations |
| ACORE ISSUER LLC 2026-FL1      C      20430820 FLT | 2043-08-20      | 5.7750%  | 0.0000% | $625000.00         | $626096.62         | Private Label Collateralized Mortgage Obligations |
| ACORE ISSUER LLC 2026-FL1      D      20430820 FLT | 2043-08-20      | 6.4250%  | 0.0000% | $250000.00         | $250488.30         | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $2356261.80        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2435%  | 0.0000% | $5096000.00        | $5104863.37        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              D      20380218 FLT | 2038-02-18      | 5.9926%  | 0.0000% | $10250000.00       | $10121059.67       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7             D      20440715 FLT | 2044-07-15      | 6.9225%  | 0.0000% | $6900000.00        | $6869479.03        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2026-INV1 B-2    20701225 FLT | 2070-12-25      | 6.8797%  | 0.0000% | $1614000.00        | $1557090.52        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 4.9200%  | 0.0000% | $7300000.00        | $6877962.70        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     E      20421113 FLT | 2042-11-13      | 7.3860%  | 0.0000% | $2000000.00        | $2017531.95        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.7962%  | 0.0000% | $4000000.00        | $2946759.25        | Private Label Collateralized Mortgage Obligations |
| ROC MTG TR 2024-RTL1           A1     20391025 FLT | 2039-10-25      | 5.5890%  | 0.0000% | $13640000.00       | $13672483.66       | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.2875%  | 0.0000% | $3000000.00        | $158249.33         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4534546.41        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM1             B-2    20700125 FLT | 2070-01-25      | 0.0707%  | 0.0000% | $4920000.00        | $4898200.92        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $2500000.00        | $1605063.33        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 3.9309%  | 0.0000% | $6281000.00        | $4982502.16        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 B      20541019 2.4 | 2054-10-19      | 2.4940%  | 0.0000% | $1575223.00        | $1550999.75        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  D      20490212 2.8 | 2049-02-12      | 2.8500%  | 0.0000% | $2120000.00        | $1391069.80        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6713%  | 0.0000% | $4022000.00        | $1545024.74        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 2.9014%  | 0.0000% | $3000000.00        | $1585760.61        | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-1        A      20540125 FLT | 2054-01-25      | 5.2200%  | 0.0000% | $832000.00         | $767784.43         | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $8234000.00        | $6534193.62        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 8.5375%  | 0.0000% | $280000.00         | $1028.22           | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8895%  | 0.0000% | $2500000.00        | $1062711.40        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1216393.00        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD 2021-FL2  D      20380518 FLT | 2038-05-18      | 6.5870%  | 0.0000% | $3275000.00        | $3284185.00        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-5    20560625 FLT | 2056-06-25      | 6.5491%  | 0.0000% | $530000.00         | $366894.92         | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1454%  | 0.0000% | $8000000.00        | $570545.56         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.4690%  | 0.0000% | $9747000.00        | $1048532.53        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $800000.00         | $747642.40         | Private Label Collateralized Mortgage Obligations |

### Security 636: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1G2XA2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1G2XA2
- **C.18 - Value (incl. sponsor support):** $574610673.25
- **C.18.a - Value (excl. sponsor support):** $574610673.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP MTG LN TR 2015-9     1A2    20360220 FLT | 2036-02-20      | 4.6507%  | 0.0000% | $500000.00         | $231031.87         | Private Label Collateralized Mortgage Obligations |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.1680%  | 0.0000% | $31419893.00       | $37850.67          | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-4           M-11   20351025 FLT | 2035-10-25      | 6.7930%  | 0.0000% | $3003000.00        | $3429.94           | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1SB   20441103 FLT | 2044-11-03      | 7.1100%  | 0.0000% | $2000000.00        | $120475.57         | Asset-Backed Securities                           |
| BAMLL RE-REMIC TR 0.0 27APR49 144A                 | 2049-04-27      | 0.0000%  | 0.0000% | $18231360.00       | $10239734.50       | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO LTD 2021-17      SUB A  20340309 FLT | 2034-03-09      | 0.0000%  | 0.0000% | $7856250.00        | $235687.50         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES3     XS     20551225 FLT | 2055-12-25      | 3.4752%  | 0.0000% | $364109824.00      | $29336809.16       | Asset-Backed Securities                           |
| ARES XLII CLO LTD 2017-42      SUB    20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $5000.00           | Asset-Backed Securities                           |
| BEAR STEARNS ASSET 2004-HE10   M-6    20341225 FLT | 2034-12-25      | 6.0580%  | 0.0000% | $1485000.00        | $283511.95         | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-C27   E      20480218 2.8 | 2048-02-18      | 2.8690%  | 0.0000% | $2500000.00        | $780702.08         | Private Label Collateralized Mortgage Obligations |
| ACAS CLO 2015 1 LTD                                | 2027-04-18      | 0.0000%  | 0.0000% | $10878965.00       | $1087.90           | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 C      20490220 7.8 | 2049-02-20      | 7.8300%  | 0.0000% | $1400000.00        | $1043035.97        | Asset-Backed Securities                           |
| RCKT MRTG TR 2024-CES6         B-3    20440925 FLT | 2044-09-25      | 9.3330%  | 0.0000% | $1520000.00        | $1349520.69        | Asset-Backed Securities                           |
| GSAA HEQ TR 2004-11            M-1    20341225 FLT | 2034-12-25      | 4.5880%  | 0.0000% | $5554000.00        | $369313.88         | Private Label Collateralized Mortgage Obligations |
| GSMS TR 2024-FAIR              F      20410715 FLT | 2041-07-15      | 9.8082%  | 0.0000% | $34757800.00       | $34991459.17       | Private Label Collateralized Mortgage Obligations |
| LEXN 2007-5A E                                     | 2051-04-10      | 8.3378%  | 0.0000% | $9225000.00        | $384038.63         | Asset-Backed Securities                           |
| VOYA CLO 2017-3 LTD            SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $10635000.00       | $1382550.00        | Asset-Backed Securities                           |
| NEUBERGER BERMAN XXII 2016-22  SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $2500000.00        | $462500.00         | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      A-3L   20360805 FLT | 2036-08-05      | 5.3748%  | 0.0000% | $15500000.00       | $226526.93         | Asset-Backed Securities                           |
| WASHINGTON MUTUAL 2004-RA1     C-B-1  20340325 FLT | 2034-03-25      | 7.0000%  | 0.0000% | $6000000.00        | $816494.42         | Private Label Collateralized Mortgage Obligations |
| RASC SERIES TRUST 2006-KS9     A-I-4  20361125 FLT | 2036-11-25      | 4.0430%  | 0.0000% | $800000.00         | $416725.23         | Asset-Backed Securities                           |
| SALUDA GRADE ALT TR 2023-FIG3  A      20530825 FLT | 2053-08-25      | 7.0670%  | 0.0000% | $3468000.00        | $2105855.24        | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC 2026-1   A-2-I  20560327 5.6 | 2056-03-27      | 5.6090%  | 0.0000% | $10796000.00       | $10784500.46       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES1     XS     20550225 FLT | 2055-02-25      | 2.1514%  | 0.0000% | $292042880.00      | $12515682.69       | Asset-Backed Securities                           |
| GALLERIA CDO CDO 2002-3        C-2    20370919 FLT | 2037-09-19      | 11.0210% | 0.0000% | $8100000.00        | $1205415.00        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-NQM10    B-3    20650925 FLT | 2065-09-25      | 7.4205%  | 0.0000% | $4134680.00        | $2971047.78        | Private Label Collateralized Mortgage Obligations |
| BELLE HAVEN ABS CDO 2004-1     A1ST   20441103 FLT | 2044-11-03      | 7.1100%  | 0.0000% | $1000000.00        | $59314.04          | Asset-Backed Securities                           |
| CWALT INC 2004-20T1            M      20340925 6.0 | 2034-09-25      | 6.0000%  | 0.0000% | $3550000.00        | $218623.45         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQ37     B-2    20650725 FLT | 2065-07-25      | 7.3096%  | 0.0000% | $4533000.00        | $4235863.19        | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO 0.0 09MAR34 144A FRN                 | 2034-03-09      | 0.0000%  | 0.0000% | $2765000.00        | $221200.00         | Asset-Backed Securities                           |
| CFMT 2021-FRR1                 A-K99  20290929 0.0 | 2029-09-29      | 0.0000%  | 0.0000% | $750000.00         | $605557.50         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026-NQM1     B-3    20651225 FLT | 2065-12-25      | 6.9187%  | 0.0000% | $9632560.00        | $9484291.23        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-C 20621215 FLT | 2062-12-15      | 3.0747%  | 0.0000% | $4839000.00        | $145277.59         | Private Label Collateralized Mortgage Obligations |
| ALESCO PREF FDG XVII 2007-17   D      20380923 FLT | 2038-09-23      | 6.6991%  | 0.0000% | $5000000.00        | $3346812.37        | Asset-Backed Securities                           |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $118605.64         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 2026-CES2    M1     20660225 FLT | 2066-02-25      | 5.2720%  | 0.0000% | $2000000.00        | $1978302.67        | Asset-Backed Securities                           |
| HPS LOAN MANAGE 7.51123 15APR39 FRN                | 2039-04-15      | 7.5112%  | 0.0000% | $225000.00         | $219461.62         | Asset-Backed Securities                           |
| YORK CLO-4 LTD 2016-4          SUB    20300122 FLT | 2030-01-22      | 0.0000%  | 0.0000% | $11250000.00       | $3375000.00        | Asset-Backed Securities                           |
| WELLS FARGO MBS 2004-U         A-1    20341025 FLT | 2034-10-25      | 6.6893%  | 0.0000% | $300000.00         | $403.23            | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $555216.55         | Asset-Backed Securities                           |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.4089%  | 0.0000% | $72737664.00       | $620376.97         | Asset-Backed Securities                           |
| SOUTH COAST FDG VII 2005-7     A-2    20410107 FLT | 2041-01-07      | 0.6443%  | 0.0000% | $26083000.00       | $226949.22         | Asset-Backed Securities                           |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 3.9712%  | 0.0000% | $37484928.00       | $2574422.80        | Asset-Backed Securities                           |
| EFMT 2026-AE1                  B-4    20301125 FLT | 2030-11-25      | 6.9333%  | 0.0000% | $171000.00         | $136532.10         | Private Label Collateralized Mortgage Obligations |
| LUX TR 2023-LION               C      20400815 FLT | 2040-08-15      | 7.6110%  | 0.0000% | $2213000.00        | $2201106.08        | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET SEC TR 2006-2      2-A-2  20360625 FLT | 2036-06-25      | 4.2930%  | 0.0000% | $49013000.00       | $940244.05         | Private Label Collateralized Mortgage Obligations |
| INVITATION HOMES TR 2024-SFR1  F      20410919 4.5 | 2041-09-19      | 4.5000%  | 0.0000% | $7115000.00        | $6697626.99        | Asset-Backed Securities                           |
| MKP CDO IV LTD                                     | 2040-07-12      | 7.4500%  | 0.0000% | $34000000.00       | $2581336.68        | Asset-Backed Securities                           |
| RR 7 LTD 2019-7                SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $1000000.00        | $190000.00         | Asset-Backed Securities                           |
| REGATTA FUNDING LTD 2016-6     SUB    20280720 FLT | 2028-07-20      | 0.0000%  | 0.0000% | $20000000.00       | $4626100.00        | Asset-Backed Securities                           |
| FLEXENTIAL ISSUER LLC 2025-1   C      20601025 8.5 | 2060-10-25      | 8.5400%  | 0.0000% | $17988900.00       | $18034435.91       | Asset-Backed Securities                           |
| FREMF MORTGAGE TRUST 2025-K539 C      20300225 FLT | 2030-02-25      | 5.2955%  | 0.0000% | $33000000.00       | $30283471.22       | Private Label Collateralized Mortgage Obligations |
| CITIUS I FDG LTD 2006-1        C      20460505 FLT | 2046-05-05      | 8.1200%  | 0.0000% | $5000000.00        | $49338.90          | Asset-Backed Securities                           |
| CROWN CITY CLO 2021-3          SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $6249208.00        | $1437317.84        | Asset-Backed Securities                           |
| GT LN MNGM US CLO 2022-15R2    E-R2   20381020 FLT | 2038-10-20      | 8.6676%  | 0.0000% | $4000000.00        | $3811534.90        | Asset-Backed Securities                           |
| MONROE CAP MML CLO LTD 2018-6  SUB    20300415 FLT | 2030-04-15      | 0.0000%  | 0.0000% | $538236.00         | $51881.64          | Asset-Backed Securities                           |
| ROCKLAND PK CL 0.0 20APR34 144A FRN                | 2034-04-20      | 0.0000%  | 0.0000% | $7564520.00        | $60516.16          | Asset-Backed Securities                           |
| LCM 34 INCOME 0.0 20OCT34 144A FRN                 | 2034-10-20      | 0.0000%  | 0.0000% | $250000.00         | $118365.00         | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2019-1      SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $13283420.00       | $3160710.09        | Asset-Backed Securities                           |
| SACO I INC 2000-3              3B2144 20400925 FLT | 2040-09-25      | 6.3565%  | 0.0000% | $252700.00         | $7092.25           | Private Label Collateralized Mortgage Obligations |
| LEXN 2007-5A B                                     | 2051-04-10      | 2.9378%  | 0.0000% | $5999000.00        | $38190.38          | Asset-Backed Securities                           |
| PROVIDENT FDG MTG TR 2025-2    B-6    20550625 FLT | 2055-06-25      | 6.2459%  | 0.0000% | $895566.00         | $429863.55         | Private Label Collateralized Mortgage Obligations |
| NAVIENT PVT ED RI LN TR 2021-B B      20690715 2.5 | 2069-07-15      | 2.5200%  | 0.0000% | $3455000.00        | $2733298.87        | Asset-Backed Securities                           |
| NAVIENT EDUCATION LN TR 2025-A B      20550715 5.3 | 2055-07-15      | 5.3200%  | 0.0000% | $3735000.00        | $3757221.18        | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR 2004-1    B-2    20340625 FLT | 2034-06-25      | 6.4930%  | 0.0000% | $8000000.00        | $1846065.79        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2014-2    SUB NT 20260720 FLT | 2026-07-20      | 0.0000%  | 0.0000% | $17157140.00       | $608272.08         | Asset-Backed Securities                           |
| GREENWOOD PARK CLO 2018-1      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $26720320.00       | $1068812.80        | Asset-Backed Securities                           |
| SOUTH COAST FDG VII 2005-7     B      20410107 FLT | 2041-01-07      | 0.7943%  | 0.0000% | $18050000.00       | $162454.75         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-NQM10    B-2    20650925 FLT | 2065-09-25      | 7.4205%  | 0.0000% | $7062000.00        | $7050021.21        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM4     B-3    20650225 FLT | 2065-02-25      | 7.3458%  | 0.0000% | $7329288.00        | $7152245.53        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-CES3     B-3    20551225 FLT | 2055-12-25      | 8.6559%  | 0.0000% | $2548912.00        | $2517331.68        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-NQ37     B-3    20650725 FLT | 2065-07-25      | 7.3096%  | 0.0000% | $4533368.00        | $3280301.09        | Private Label Collateralized Mortgage Obligations |
| CBASS CBO XII LTD 2004-12      A      20341215 FLT | 2034-12-15      | 7.0900%  | 0.0000% | $35918000.00       | $227744.92         | Asset-Backed Securities                           |
| CPTS 2019-CPT MTG TR           E      20391116 FLT | 2039-11-16      | 2.9968%  | 0.0000% | $1200000.00        | $1047221.20        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-CES1     B-2    20550225 FLT | 2055-02-25      | 8.1080%  | 0.0000% | $4673000.00        | $4720714.44        | Asset-Backed Securities                           |
| BOYCE PK CLO LTD 2022-1        SUB NT 20350423 FLT | 2035-04-23      | 0.0000%  | 0.0000% | $350000.00         | $115500.00         | Asset-Backed Securities                           |
| CWMBS INC 2005-HYB8            2-A-1  20351220 FLT | 2035-12-20      | 4.0972%  | 0.0000% | $3562000.00        | $190183.67         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026-NQM1     B-2    20651225 FLT | 2065-12-25      | 6.9187%  | 0.0000% | $5619000.00        | $5591082.24        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FDG TR 2023- B-3    20620525 FLT | 2062-05-25      | 4.6105%  | 0.0000% | $8340848.00        | $3093245.60        | Private Label Collateralized Mortgage Obligations |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $2100000.00        | $462000.00         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-NQM3     B-1B   20650325 FLT | 2065-03-25      | 6.9217%  | 0.0000% | $8490000.00        | $8429746.23        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FUNDING TR 2025-NQM6 B-1B   20650625 FLT | 2065-06-25      | 7.1411%  | 0.0000% | $8607000.00        | $8245109.37        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2021-145           F      20360915 FLT | 2036-09-15      | 8.6370%  | 0.0000% | $10611000.00       | $8454565.37        | Private Label Collateralized Mortgage Obligations |
| C-BASS CBO XV 2006-15          B      20410219 FLT | 2041-02-19      | 7.2200%  | 0.0000% | $446000.00         | $22636.68          | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    B      20630525 FLT | 2063-05-25      | 3.9484%  | 0.0000% | $47365952.00       | $29689626.43       | Asset-Backed Securities                           |
| COOF SECURITIZ TR II  2016-1   A-1    20420425 FLT | 2042-04-25      | 2.3739%  | 0.0000% | $475065344.00      | $1783931.28        | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2024-8S        F      20371015 FLT | 2037-10-15      | 12.2222% | 0.0000% | $900000.00         | $920850.21         | Asset-Backed Securities                           |
| CWALT INC ALT LN TR 2006-OA7   1-A-2  20460625 FLT | 2046-06-25      | 4.7987%  | 0.0000% | $4776000.00        | $293605.73         | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SECU TR 2025-HE2 A-1    20651228 FLT | 2065-12-28      | 5.2119%  | 0.0000% | $11023000.00       | $9875971.79        | 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                           |
| GSR MTG LN TR 2006-OA1         1-A-1  20460825 FLT | 2046-08-25      | 4.2330%  | 0.0000% | $83995000.00       | $4093200.57        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ADJ RATE 2005-22    5-A1   20351225 FLT | 2035-12-25      | 4.5972%  | 0.0000% | $3700000.00        | $204254.28         | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO XIX 2018-19    SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $1250000.00        | $113967.50         | Asset-Backed Securities                           |
| SAXON ASSET SEC CO 2004-1      M-4    20350325 FLT | 2035-03-25      | 1.9656%  | 0.0000% | $4000000.00        | $84260.82          | Asset-Backed Securities                           |
| SECURITY NATL MTG 2007-1       M-1    20370425 FLT | 2037-04-25      | 6.7500%  | 0.0000% | $7806200.00        | $2051762.58        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $1333025.68        | Asset-Backed Securities                           |
| OBX TRUST 2021-J1              B-6    20510525 FLT | 2051-05-25      | 2.6247%  | 0.0000% | $885243.00         | $345628.30         | Private Label Collateralized Mortgage Obligations |
| MF1 LTD  2021-FL7              C      20361021 FLT | 2036-10-21      | 5.8440%  | 0.0000% | $11166000.00       | $11167790.45       | Private Label Collateralized Mortgage Obligations |
| SBA IO 2018- 2.84027 25JUL44 144A F                | 2044-07-25      | 2.4298%  | 0.0000% | $35395456.00       | $289524.90         | Asset-Backed Securities                           |
| J.P.MORGAN COML TR 2021-1MEM   E      20411010 FLT | 2041-10-10      | 2.6535%  | 0.0000% | $4000000.00        | $2613749.10        | Private Label Collateralized Mortgage Obligations |
| CROWN CITY CLO II              SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $4364776.00        | $1003898.48        | Asset-Backed Securities                           |
| CPTS 2019-CPT MTG TR           F      20391116 FLT | 2039-11-16      | 2.9968%  | 0.0000% | $606051.00         | $492200.89         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-CES1     B-3    20550225 FLT | 2055-02-25      | 8.8723%  | 0.0000% | $6132930.00        | $6129744.30        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-NQM4     B-2    20650225 FLT | 2065-02-25      | 7.3458%  | 0.0000% | $8794000.00        | $8767332.37        | Private Label Collateralized Mortgage Obligations |
| CAMBER 7 PLC                   D      20420612 FLT | 2042-06-12      | 7.9364%  | 0.0000% | $14450000.00       | $178608.03         | Asset-Backed Securities                           |
| BRAVO RESI FDG TR 2025-NQM8    B-1A   20650625 FLT | 2065-06-25      | 6.3710%  | 0.0000% | $6788000.00        | $6807367.30        | Private Label Collateralized Mortgage Obligations |
| HPS LOAN MANAGE 5.16123 15APR39 FRN                | 2039-04-15      | 5.1612%  | 0.0000% | $2025000.00        | $2021743.80        | Asset-Backed Securities                           |
| VERTICAL BRIDGE CC LLC 2025-1  C      20550816 7.4 | 2055-08-16      | 7.4460%  | 0.0000% | $2000000.00        | $2033542.67        | Asset-Backed Securities                           |
| PPM CLO 5 LTD                  SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $4500000.00        | $2240775.00        | Asset-Backed Securities                           |
| OBX TRUST 2026-INV1            B-6    20560225 FLT | 2056-02-25      | 6.5046%  | 0.0000% | $2251940.00        | $1555224.21        | Private Label Collateralized Mortgage Obligations |
| OCTAGON INVT PART 2019-41      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $11999600.00       | $2824381.85        | Asset-Backed Securities                           |
| BLUEMONNTAIN CLO XXII 2018-22  SUB NT 20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $5710000.00        | $382781.27         | Asset-Backed Securities                           |
| ORL TRUST MT TR 2024-GLKS      E      20391215 FLT | 2039-12-15      | 6.8626%  | 0.0000% | $4250000.00        | $4272261.71        | Private Label Collateralized Mortgage Obligations |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT | 2029-07-16      | 0.0000%  | 0.0000% | $13881056.00       | $2185808.25        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    D1     20330516 5.5 | 2033-05-16      | 5.5440%  | 0.0000% | $1540000.00        | $1536798.38        | Asset-Backed Securities                           |
| OCTAGON INV PTNRS 26 2016-26R  F-R    20300715 FLT | 2030-07-15      | 12.0238% | 0.0000% | $1000000.00        | $32169.58          | Asset-Backed Securities                           |
| OCTAGON INV PTNRS 24 2015-24   SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $15950000.00       | $1914000.00        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2015-16R      F-R    20311015 FLT | 2031-10-15      | 11.9138% | 0.0000% | $1050000.00        | $69539.07          | Asset-Backed Securities                           |
| INSTAR LEASING 2021-1 LLC      A      20540215 2.3 | 2054-02-15      | 2.3000%  | 0.0000% | $2670000.00        | $1978922.27        | Asset-Backed Securities                           |
| OBX TR 2026-J1                 B-6    20560125 FLT | 2056-01-25      | 6.0931%  | 0.0000% | $1449496.00        | $934185.05         | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2022-INV1            B-6    20520325 3.2 | 2052-03-25      | 3.1826%  | 0.0000% | $4196552.00        | $1567705.71        | Private Label Collateralized Mortgage Obligations |
| GSMS TR 2024-FAIR              E      20410715 FLT | 2041-07-15      | 8.5374%  | 0.0000% | $5484000.00        | $5486596.70        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-INV3              B-6    20520825 FLT | 2052-08-25      | 4.5975%  | 0.0000% | $8242740.00        | $4835403.03        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG 2020-F1      B-1    20360125 FLT | 2036-01-25      | 2.1571%  | 0.0000% | $3489000.00        | $1831738.26        | Private Label Collateralized Mortgage Obligations |
| LEXINGTON CAP FDG II 2006-2    E      20461005 FLT | 2046-10-05      | 5.5100%  | 0.0000% | $13000000.00       | $188708.57         | Asset-Backed Securities                           |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $135000.00         | Asset-Backed Securities                           |
| SOUTH COAST FDG VII 2005-7     C      20410107 FLT | 2041-01-07      | 6.2513%  | 0.0000% | $3000000.00        | $53289.85          | Asset-Backed Securities                           |
| VASA TRUST 2021-VASA           E      20390715 FLT | 2039-07-15      | 6.9375%  | 0.0000% | $14000000.00       | $12673756.54       | Private Label Collateralized Mortgage Obligations |
| MARINER CLO LTD 2017-4         SUB    20291026 FLT | 2029-10-26      | 0.0000%  | 0.0000% | $1300000.00        | $39000.00          | Asset-Backed Securities                           |
| SOUND PT CLO XX 0.0625 20JAN32 144A                | 2032-01-20      | 0.0625%  | 0.0000% | $656250.00         | $31741.85          | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    E1     20330516 8.8 | 2033-05-16      | 8.8900%  | 0.0000% | $28860000.00       | $28734647.67       | Asset-Backed Securities                           |
| WHETSTNE PRK CLO LTD 2021-1    SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $2180000.00        | $457800.00         | Asset-Backed Securities                           |
| VOYA CLO LTD 2020-1            SUB    20310716 FLT | 2031-07-16      | 0.0000%  | 0.0000% | $6000000.00        | $2019978.00        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO            A-2    20460705 FLT | 2046-07-05      | 7.2000%  | 0.0000% | $61760000.00       | $1049981.76        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2024-NQM6     B-2    20640825 FLT | 2064-08-25      | 8.0143%  | 0.0000% | $1627362.00        | $1654629.42        | Private Label Collateralized Mortgage Obligations |
| FHN SBA 2026 1.7777 25APR37 144A FR                | 2037-04-25      | 1.7779%  | 0.0000% | $356535296.00      | $17062435.43       | Asset-Backed Securities                           |
| EFMT 2025-NQM3                 M-1B   20700825 FLT | 2070-08-25      | 6.4510%  | 0.0000% | $210000.00         | $211555.22         | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2014-2R            3-A-3  20351128 FLT | 2035-11-28      | 3.5000%  | 0.0000% | $790299.00         | $660523.04         | Asset-Backed Securities                           |
| MORGAN STAN CLO LTD 2023-19    SUB    20360721 FLT | 2036-07-21      | 0.0000%  | 0.0000% | $35580000.00       | $19928962.86       | Asset-Backed Securities                           |
| HEMPSTEAD II CLO LTD           SUB    20290810 FLT | 2029-08-10      | 0.0000%  | 0.0000% | $2228224.00        | $222.82            | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2004-5      M4     20350225 FLT | 2035-02-25      | 6.4930%  | 0.0000% | $500000.00         | $319598.48         | Asset-Backed Securities                           |
| FIRSTKEY HOMES TR 2021-SFR1    E1     20380819 2.3 | 2038-08-19      | 2.3890%  | 0.0000% | $750000.00         | $743065.37         | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-OPT1    M-4    20360225 FLT | 2036-02-25      | 4.4980%  | 0.0000% | $12998300.00       | $7460881.51        | Asset-Backed Securities                           |
| CHASEFLEX TRUST 2005-1         2-A1   20350225 5.7 | 2035-02-25      | 5.7500%  | 0.0000% | $7800000.00        | $109807.90         | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2004-14              M-5    20341225 FLT | 2034-12-25      | 5.4430%  | 0.0000% | $7000000.00        | $2653051.22        | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9000000.00        | $9865064.01        | Asset-Backed Securities                           |
| CAYMAN ABSC NIMS 2005-HE6      A1     20350727 5.0 | 2035-07-27      | 5.0500%  | 0.0000% | $3170000.00        | $131.80            | Asset-Backed Securities                           |
| COMM MTG TR 2024-CBM           E      20411212 FLT | 2041-12-12      | 7.9274%  | 0.0000% | $7975000.00        | $8062311.83        | Private Label Collateralized Mortgage Obligations |
| BALLYROCK CLO LTD 2022-19      SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $1000000.00        | $340000.00         | Asset-Backed Securities                           |
| ALLEGRO CLO VII LTD 2018-7     SUB NT 20310613 FLT | 2031-06-13      | 0.0000%  | 0.0000% | $1900000.00        | $5244.00           | Asset-Backed Securities                           |
| DUKE FDG V LTD                                     | 2033-08-07      | 7.3000%  | 0.0000% | $64700000.00       | $1861958.13        | Asset-Backed Securities                           |
| EDGECONNEX DATA CNTR 2022-1    A-2    20520325 4.2 | 2052-03-25      | 4.2500%  | 0.0000% | $3225000.00        | $2931475.49        | Asset-Backed Securities                           |
| OBX TR 2024-NQM17              B-2    20641125 FLT | 2064-11-25      | 7.2724%  | 0.0000% | $5264000.00        | $4678218.44        | Private Label Collateralized Mortgage Obligations |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $950000.00         | Asset-Backed Securities                           |
| STIFEL SBA IO TR 2024-1        A-1    20360915 FLT | 2036-09-15      | 2.1172%  | 0.0000% | $636476160.00      | $16187149.56       | Asset-Backed Securities                           |
| STRUCTURED ASSET ADJ 2005-3XS  M2     20350125 FLT | 2035-01-25      | 4.9180%  | 0.0000% | $500000.00         | $217148.60         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3              B-6    20540925 FLT | 2054-09-25      | 6.9928%  | 0.0000% | $3517784.00        | $2188565.94        | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO LTD 2024-28       SUB    20360715 FLT | 2036-07-15      | 0.0000%  | 0.0000% | $11999984.00       | $7508125.99        | Asset-Backed Securities                           |
| OBX TRUST 2026-R1              B-3    20630125 FLT | 2063-01-25      | 6.3775%  | 0.0000% | $664000.00         | $549868.29         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-J2                 B-6    20510725 FLT | 2051-07-25      | 2.6201%  | 0.0000% | $1147548.00        | $441428.91         | Private Label Collateralized Mortgage Obligations |
| TABERNA PREF FDG IV 2005-4     C-1    20360505 FLT | 2036-05-05      | 5.3748%  | 0.0000% | $2000000.00        | $35917.85          | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $3236000.00        | $2174695.86        | Asset-Backed Securities                           |
| GOLUB CAP PA 8.66763 20APR35 144A F                | 2035-04-20      | 8.6676%  | 0.0000% | $1000000.00        | $956363.72         | Asset-Backed Securities                           |
| GCAT TRUST 2025-INV3           B-6    20550825 FLT | 2055-08-25      | 6.6700%  | 0.0000% | $3296972.00        | $2234141.05        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              C      20361222 FLT | 2036-12-22      | 6.1394%  | 0.0000% | $6222000.00        | $5725131.72        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG ACQ 2007-CH3     M-1    20370325 FLT | 2037-03-25      | 4.0930%  | 0.0000% | $100000.00         | $97328.82          | Asset-Backed Securities                           |
| LCM 41 INCOME NT ISSUER LTD    144A NT 36          | 2036-04-15      | 0.0000%  | 0.0000% | $9400000.00        | $3313500.00        | Asset-Backed Securities                           |
| OBX TR 2024-NQM17              B-3    20641125 FLT | 2064-11-25      | 7.2724%  | 0.0000% | $1239178.00        | $843919.01         | Private Label Collateralized Mortgage Obligations |
| PALISADES CDO LTD 2004-1       C-1    20390722 FLT | 2039-07-22      | 10.0000% | 0.0000% | $10250000.00       | $1141967.57        | Asset-Backed Securities                           |
| MID OCEAN CBO 2001-1           A1L 14 20361105 FLT | 2036-11-05      | 2.3905%  | 0.0000% | $33499968.00       | $176525.24         | Asset-Backed Securities                           |
| VITAL CARE ISSUER LLC 2025-1   A-2    20560130 6.7 | 2056-01-30      | 6.7370%  | 0.0000% | $5000000.00        | $5131685.83        | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      B-1L   20360805 FLT | 2036-08-05      | 6.6748%  | 0.0000% | $500000.00         | $11654.37          | Asset-Backed Securities                           |
| PREFER TERM SEC XXVI 2007-26   D      20370922 FLT | 2037-09-22      | 5.6356%  | 0.0000% | $250000.00         | $157163.93         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2024-SFR1 E2     20410220 3.8 | 2041-02-20      | 3.8500%  | 0.0000% | $200000.00         | $189903.67         | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES7          B-1    20441025 FLT | 2044-10-25      | 7.3120%  | 0.0000% | $714000.00         | $724949.43         | Asset-Backed Securities                           |
| PROVIDENT FND MTG TR 2021-INV1 B-6    20510825 FLT | 2051-08-25      | 2.7776%  | 0.0000% | $1825072.00        | $650026.22         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2026-CES2          B-2    20560225 FLT | 2056-02-25      | 7.8420%  | 0.0000% | $8132000.00        | $7760481.45        | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES11    B-3    20551125 FLT | 2055-11-25      | 9.0306%  | 0.0000% | $3808800.00        | $3584432.95        | Asset-Backed Securities                           |
| SOUND POINT CLO 2018-21        SUB NT 20311027 FLT | 2031-10-27      | 0.0000%  | 0.0000% | $5000000.00        | $287555.00         | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR  2024-D  D      20530715 7.5 | 2053-07-15      | 7.5100%  | 0.0000% | $50871000.00       | $52084974.25       | Asset-Backed Securities                           |
| GOLDENTREE LOAN MANAGEMENT 202 B-R    20370420 FLT | 2037-04-20      | 5.6176%  | 0.0000% | $9795570.00        | $9908328.46        | Asset-Backed Securities                           |
| VENTURE 38 CLO LTD 2019-38     SUB    20320730 FLT | 2032-07-30      | 0.0000%  | 0.0000% | $750000.00         | $222759.00         | Asset-Backed Securities                           |

### Security 637: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.230000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1G32O4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1G32O4
- **C.18 - Value (incl. sponsor support):** $399441528.00
- **C.18.a - Value (excl. sponsor support):** $399441528.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-10-14
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SCG TRUST 2025-SNIP            A      20420915 FLT | 2042-09-15      | 5.1725%  | 0.0000% | $30000000.00       | $30068966.79       | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  A-1    20380517 FLT | 2038-05-17      | 4.9678%  | 0.0000% | $7675000.00        | $7413726.80        | Private Label Collateralized Mortgage Obligations |
| KIND COML MTG TR 2024-1        A      20410815 FLT | 2041-08-15      | 5.5625%  | 0.0000% | $15000000.00       | $15027711.68       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              A-3    20640625 FLT | 2064-06-25      | 5.4210%  | 0.0000% | $2650000.00        | $1582069.88        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-NQM3            A-1    20610725 FLT | 2061-07-25      | 1.0540%  | 0.0000% | $3457000.00        | $1438705.93        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECR CORP TR 2024-RVR   A      20410812 FLT | 2041-08-12      | 4.8518%  | 0.0000% | $100000.00         | $100898.21         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM14           A-1    20640925 4.9 | 2064-09-25      | 4.9440%  | 0.0000% | $200000.00         | $124036.35         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV5              A-11   20551225 FLT | 2055-12-25      | 5.0000%  | 0.0000% | $6750000.00        | $6473619.00        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-4     B-1    20670525 FLT | 2067-05-25      | 5.1869%  | 0.0000% | $11436000.00       | $11512820.28       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C54   B      20521217 FLT | 2052-12-17      | 3.6710%  | 0.0000% | $140000.00         | $128283.14         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2017-RB1   C      20500317 FLT | 2050-03-17      | 4.3110%  | 0.0000% | $675000.00         | $586532.14         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     A-3    20501216 3.3 | 2050-12-16      | 3.3300%  | 0.0000% | $113999.00         | $71894.21          | Private Label Collateralized Mortgage Obligations |
| AREIT LTD 2025-CRE11           A      20430720 FLT | 2043-07-20      | 5.2281%  | 0.0000% | $10000000.00       | $10025709.76       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         B      20370316 FLT | 2037-03-16      | 4.8410%  | 0.0000% | $14034000.00       | $12941474.99       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-ARIA             C      20421215 FLT | 2042-12-15      | 5.5173%  | 0.0000% | $14390000.00       | $14379707.57       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2024-AIRC A      20410815 FLT | 2041-08-15      | 5.3638%  | 0.0000% | $67000000.00       | $58298861.54       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  B      20490412 4.2 | 2049-04-12      | 4.2330%  | 0.0000% | $4604000.00        | $2550357.29        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MORTGAGE TR 2021-1    A-2    20510225 FLT | 2051-02-25      | 2.5000%  | 0.0000% | $6500000.00        | $3102749.52        | Private Label Collateralized Mortgage Obligations |
| LQR TR 2025-CALI               A      20430115 FLT | 2043-01-15      | 5.2725%  | 0.0000% | $10000000.00       | $9950803.38        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 2022-IND    A      20390215 FLT | 2039-02-15      | 5.3225%  | 0.0000% | $5000000.00        | $4551440.25        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-A  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $19343728.00       | $14803477.92       | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 4.7375%  | 0.0000% | $9500000.00        | $7707427.26        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2021-6        B-2    20660925 FLT | 2066-09-25      | 4.3820%  | 0.0000% | $553000.00         | $432391.62         | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2025-FL12     A-S    20430417 FLT | 2043-04-17      | 5.3261%  | 0.0000% | $15000000.00       | $15039919.04       | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2022-RPL1         B1     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $10310350.00       | $6028492.58        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-2        B-5    20500725 FLT | 2050-07-25      | 3.8170%  | 0.0000% | $1921000.00        | $1454397.06        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2018-6        B-2    20481225 FLT | 2048-12-25      | 3.9022%  | 0.0000% | $1804000.00        | $1216691.12        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C14     A-S    20460615 3.4 | 2046-06-15      | 3.4880%  | 0.0000% | $6386002.00        | $551299.77         | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-2A   20430108 3.6 | 2043-01-08      | 3.6590%  | 0.0000% | $14000000.00       | $11961420.32       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 A-1    20690125 5.7 | 2069-01-25      | 5.7120%  | 0.0000% | $2745000.00        | $1276471.14        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-4     A-2    20670525 FLT | 2067-05-25      | 5.1920%  | 0.0000% | $25194000.00       | $25208830.88       | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP5 A-5    20500317 3.7 | 2050-03-17      | 3.7232%  | 0.0000% | $425000.00         | $423799.23         | Private Label Collateralized Mortgage Obligations |
| OAKST COML MTG TR 2023-NLP     A      20400316 FLT | 2040-03-16      | 6.1880%  | 0.0000% | $3500000.00        | $2442736.64        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CH COM TR 2019-BROOK A      20290917 FLT | 2029-09-17      | 5.2875%  | 0.0000% | $8969000.00        | $3368346.34        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           A-1FCF 20650825 FLT | 2065-08-25      | 4.8480%  | 0.0000% | $8960000.00        | $7339891.43        | Private Label Collateralized Mortgage Obligations |
| IRV TR 2025-200P               A      20470314 FLT | 2047-03-14      | 5.2946%  | 0.0000% | $950000.00         | $960194.60         | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2024-11                A      20390919 FLT | 2039-09-19      | 5.5015%  | 0.0000% | $500000.00         | $218587.12         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-J2         A-9    20560825 FLT | 2056-08-25      | 5.5000%  | 0.0000% | $1672156.00        | $1115225.26        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP C      20380415 FLT | 2038-04-15      | 7.0126%  | 0.0000% | $2250000.00        | $2262327.07        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-2    20640125 FLT | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $800353.64         | Private Label Collateralized Mortgage Obligations |
| NYC COML MTG 2025-300P         A      20420715 FLT | 2042-07-15      | 4.8790%  | 0.0000% | $2000000.00        | $1993859.67        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-3          M2     20590225 FLT | 2059-02-25      | 4.2500%  | 0.0000% | $3000000.00        | $2619218.00        | Private Label Collateralized Mortgage Obligations |
| MFA 2023-INV2 TRUST            M-1    20581025 FLT | 2058-10-25      | 7.6500%  | 0.0000% | $5000000.00        | $5052040.00        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC 2021-INV1 A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $260000.00         | $147926.21         | Private Label Collateralized Mortgage Obligations |
| WBRK  MTG TR 2025-WBRK         D      20350307 FLT | 2035-03-07      | 6.0752%  | 0.0000% | $4900000.00        | $4863454.12        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2025-V18      D      20581018 4.5 | 2058-10-18      | 4.5000%  | 0.0000% | $1500000.00        | $1273917.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-667M          A      20361010 3.1 | 2036-10-10      | 3.1400%  | 0.0000% | $400000.00         | $388672.27         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-SB   20560717 FLT | 2056-07-17      | 6.0592%  | 0.0000% | $6679000.00        | $7075601.14        | Private Label Collateralized Mortgage Obligations |
| ACREC LLC 2026-FL4             D      20430118 6.0 | 2043-01-18      | 6.0796%  | 0.0000% | $1500000.00        | $1497439.28        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC 2021-APPL A      20380816 FLT | 2038-08-16      | 4.8875%  | 0.0000% | $6125000.00        | $5592201.65        | Private Label Collateralized Mortgage Obligations |
| RADIAN MTG CAPITAL TR 2024-J2  A-16   20550325 FLT | 2055-03-25      | 5.5000%  | 0.0000% | $450000.00         | $134204.65         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CP I TR 2022-L8 A-S    20550416 FLT | 2055-04-16      | 3.7913%  | 0.0000% | $500000.00         | $456365.20         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML 2025-C64      B      20580215 FLT | 2058-02-15      | 6.0440%  | 0.0000% | $100000.00         | $100406.57         | Private Label Collateralized Mortgage Obligations |
| MFA 2021-AEINV1 TRUST          A-3    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $5000000.00        | $3193113.16        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2023-INV1            M-1    20580225 FLT | 2058-02-25      | 6.6000%  | 0.0000% | $14372000.00       | $14444406.14       | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       C      20450915 FLT | 2045-09-15      | 3.0720%  | 0.0000% | $1000000.00        | $878884.00         | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2024-SBL   A      20340815 FLT | 2034-08-15      | 5.5551%  | 0.0000% | $13000000.00       | $13015846.13       | Private Label Collateralized Mortgage Obligations |
| IRV TR 2025-200P               C      20470314 FLT | 2047-03-14      | 5.7304%  | 0.0000% | $1235000.00        | $1226859.26        | Private Label Collateralized Mortgage Obligations |
| LEX MORTGAGE TR 2024-BBG       A      20331014 FLT | 2033-10-14      | 4.8736%  | 0.0000% | $5000000.00        | $4995921.75        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FND MTG TR 2021-INV1 A-1    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $800000.00         | $507689.66         | Private Label Collateralized Mortgage Obligations |
| MFA TRUST  2021-INV2           A-3    20561125 FLT | 2056-11-25      | 2.2640%  | 0.0000% | $16000000.00       | $8267124.97        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG  2018-C47  A-3    20610916 4.1 | 2061-09-16      | 4.1750%  | 0.0000% | $500000.00         | $473297.44         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  A-4    20491118 2.9 | 2049-11-18      | 2.9180%  | 0.0000% | $1450000.00        | $1447119.82        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C49   A-5    20520315 4.0 | 2052-03-15      | 4.0230%  | 0.0000% | $230000.00         | $227542.34         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C5  D      20580717 4.2 | 2058-07-17      | 4.2500%  | 0.0000% | $999999.00         | $876937.79         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C37   B      20491217 FLT | 2049-12-17      | 4.2970%  | 0.0000% | $300000.00         | $296782.46         | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RSDNTL TR 2022-2  B-1    20670225 FLT | 2067-02-25      | 4.2000%  | 0.0000% | $9761000.00        | $8458560.49        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-1    20591125 FLT | 2059-11-25      | 3.8281%  | 0.0000% | $6737050.00        | $5776710.93        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG  2018-C47  A-4    20610916 4.4 | 2061-09-16      | 4.4420%  | 0.0000% | $32000.00          | $32036.95          | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COMM MTG TR 2025-HI A      20421015 FLT | 2042-10-15      | 5.3659%  | 0.0000% | $40000000.00       | $39870393.44       | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   A-4    20481113 3.8 | 2048-11-13      | 3.8180%  | 0.0000% | $2334000.00        | $498013.55         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-C3    A-3    20491118 2.8 | 2049-11-18      | 2.8960%  | 0.0000% | $12708053.00       | $8772293.91        | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2022-INV5   A-4    20520225 FLT | 2052-02-25      | 3.0000%  | 0.0000% | $7694000.00        | $4759389.10        | Private Label Collateralized Mortgage Obligations |
| ALEN MORTGAGE TR 2021-ACEN     A      20340417 FLT | 2034-04-17      | 4.9375%  | 0.0000% | $5620000.00        | $5323231.53        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM4   A-2    20690825 FLT | 2069-08-25      | 5.6170%  | 0.0000% | $5500000.00        | $3974952.16        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR8                D      20570817 4.0 | 2057-08-17      | 4.0000%  | 0.0000% | $4025000.00        | $3678581.67        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK31                A-SB   20540218 1.7 | 2054-02-18      | 1.7390%  | 0.0000% | $100000.00         | $93202.97          | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK28                A-4    20630316 FLT | 2063-03-16      | 1.8440%  | 0.0000% | $3000000.00        | $2665973.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK22                A-SB   20621117 FLT | 2062-11-17      | 2.8970%  | 0.0000% | $152500.00         | $107181.44         | Private Label Collateralized Mortgage Obligations |

### Security 638: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1G7TQ1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1G7TQ1
- **C.18 - Value (incl. sponsor support):** $864910827.15
- **C.18.a - Value (excl. sponsor support):** $864910827.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| EXCHANGE LISTED FDS TR         LONG POND REAL E | 2500-12-31      | N/A      | 0.0000% | $28331.00          | $725899.72         | Equities   |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $378330.00         | $11134251.90       | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $5737680.00        | $13540924.80       | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $51781.00          | $2393317.82        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $11099.00          | $390542.73         | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $2730.00           | $83483.40          | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $99142.00          | $127893.18         | Equities   |
| BHP BILLITON LIMITED           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $528685.00         | $36489838.70       | Equities   |
| BARCLAYS PLC                   ADR              | 2500-12-31      | N/A      | 0.0000% | $1713690.00        | $34633674.90       | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $487.00            | $22941.55          | Equities   |
| BOYD GROUP SERVICES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $34582.00          | $4334507.88        | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $13567.00          | $3928867.53        | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $2403.00           | $53634.96          | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8237.00           | $27017.36          | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $29350.00          | $580249.50         | Equities   |
| ETFIS SER TR I                 VIRTUS BIOTECH E | 2500-12-31      | N/A      | 0.0000% | $6880.00           | $539455.98         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1332924.00        | $783759.31         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3334.00           | $313929.44         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12173.00          | $707129.57         | Equities   |
| SAP SE                         SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $242022.00         | $40729882.38       | Equities   |
| PIMCO ETF TR                   ENHAN SHRT MA AC | 2500-12-31      | N/A      | 0.0000% | $10195.00          | $1025209.20        | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $199.00            | $4957.29           | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $624260.00         | $1367129.40        | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $62546.00          | $34131.35          | Equities   |
| WISDOMTREE TR                  INTERNTNL AI ENH | 2500-12-31      | N/A      | 0.0000% | $976.00            | $51332.82          | Equities   |
| APEX TREAS CORP                ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $141555.00         | $1409887.80        | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $23100.00          | $22443.96          | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD         | 2500-12-31      | N/A      | 0.0000% | $47286.00          | $470968.56         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $228.00            | $4384.44           | Equities   |
| AEMETIS INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $419461.00         | $1363248.25        | Equities   |
| ADVISORS INNER CIRCLE FD III   BROWN ADV FLEXIB | 2500-12-31      | N/A      | 0.0000% | $4716.00           | $115799.97         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $12287.00          | $791037.06         | Equities   |
| DOUBLELINE ETF TRUST           MULTI SECTOR INC | 2500-12-31      | N/A      | 0.0000% | $10959.00          | $546032.18         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $6659.00           | $101349.98         | Equities   |
| TEUCRIUM COMMODITY TR          CORN FD SHS      | 2500-12-31      | N/A      | 0.0000% | $32912.00          | $601960.48         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $146880.00         | $731462.40         | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $196587.00         | $275221.80         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET REA | 2500-12-31      | N/A      | 0.0000% | $926.00            | $20882.32          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $31312.00          | $338795.84         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $74696.00          | $764887.04         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $460150.00         | $43286310.50       | Equities   |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $90274.00          | $58533.66          | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $490990.00         | $33441328.90       | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $127352.00         | $12819252.32       | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $357211.00         | $43176093.57       | Equities   |
| WISDOMTREE TR                  JP SMALLCP DIV   | 2500-12-31      | N/A      | 0.0000% | $55.00             | $5421.90           | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $61288.00          | $5805199.36        | Equities   |
| HDFC BANK LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1796110.00        | $43286251.00       | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1480992.00        | $4220827.20        | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $11668.00          | $398591.71         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2083.00           | $162770.41         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $7293.00           | $171755.26         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $7226.00           | $405624.28         | Equities   |
| ENDAVA PLC                     ADS              | 2500-12-31      | N/A      | 0.0000% | $84574.00          | $369588.38         | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $2056.00           | $32587.60          | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $156733.00         | $1089294.35        | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3839.00           | $130813.16         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6394.00           | $159626.21         | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1022728.00        | $1707955.76        | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1439536.00        | $2778304.48        | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $214.00            | $21695.34          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $895072.00         | $43285681.92       | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $195307.00         | $20595123.15       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS DWNSD | 2500-12-31      | N/A      | 0.0000% | $3059.00           | $109484.06         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $1526.00           | $252049.42         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES GLOBAL G | 2500-12-31      | N/A      | 0.0000% | $1445.00           | $71426.35          | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL CTR | 2500-12-31      | N/A      | 0.0000% | $213.00            | $6630.69           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $112965.00         | $6758695.95        | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $6053.00           | $399740.12         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $6109.00           | $420238.11         | Equities   |
| PROFESIONALLY MANAGED PORTFOLI CONGRESS INTERME | 2500-12-31      | N/A      | 0.0000% | $62426.00          | $1543482.85        | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $2161.00           | $63187.64          | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $59008.00          | $16876.29          | Equities   |
| NORTHERN FDS                   2035 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $1217.00           | $121797.36         | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $277.00            | $7039.95           | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $697824.00         | $43286022.72       | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $95423.00          | $9380080.90        | Equities   |
| PUTNAM ETF TRUST               FRANKLIN MUNI    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $310.40            | Equities   |
| VANGUARD WORLD FD              MATERIALS ETF    | 2500-12-31      | N/A      | 0.0000% | $718.00            | $158089.24         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $48001.00          | $9027548.07        | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $75383.01          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULTSHS 2035 MUN | 2500-12-31      | N/A      | 0.0000% | $16712.00          | $418406.65         | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2831.00           | $160452.87         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $23156.00          | $240359.28         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $65058.00          | $676603.20         | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $74243.00          | $3548072.97        | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $464222.00         | $700975.22         | Equities   |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $2317.00           | $571441.71         | Equities   |
| AMPCO-PITTSBURG CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $24299.00          | $156971.54         | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $1424.00           | $38056.26          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $2485.00           | $93721.77          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $9209.00           | $163736.02         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $359968.00         | $1972624.64        | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $51263.00          | $10735497.46       | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $549248.00         | $43286234.88       | Equities   |
| NORTHERN FDS                   2055 INFLATION-L | 2500-12-31      | N/A      | 0.0000% | $213.00            | $21347.86          | Equities   |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $262.00            | $26756.75          | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $942.00            | $46906.89          | Equities   |
| KOREA ELEC PWR CORP            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $223681.00         | $3046535.22        | Equities   |
| GRUPO AVAL ACCIONES Y VALORES  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $83912.00          | $357465.12         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $21752.00          | $968670.94         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $8270.00           | $244641.49         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4593.30           | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $7032.00           | $358702.32         | Equities   |
| VANECK ETF TRUST               INDONESIA INDEX  | 2500-12-31      | N/A      | 0.0000% | $18335.00          | $248255.90         | Equities   |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $1792.00           | $503426.56         | Equities   |
| VANGUARD SPECIALIZED FUNDS     DIV APP ETF      | 2500-12-31      | N/A      | 0.0000% | $1693.00           | $356715.10         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $26974.00          | $1050372.95        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $983.00            | $54014.08          | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $39743.00          | $118036.71         | Equities   |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $2616.00           | $208809.12         | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $20680.00          | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $35193.00          | $1239497.46        | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $791.00            | $20494.81          | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $65910.00          | $238594.20         | Equities   |
| ETF SER SOLUTIONS              CLEARSHS OCIO    | 2500-12-31      | N/A      | 0.0000% | $5103.00           | $170263.64         | Equities   |
| CARPARTS COM INC               COM              | 2500-12-31      | N/A      | 0.0000% | $219365.00         | $173298.35         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $840452.00         | $32550705.96       | Equities   |
| MANAGED PORTFOLIO SERIES       TREMBLANT GLOBAL | 2500-12-31      | N/A      | 0.0000% | $2427.00           | $64266.96          | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $37068.00          | $23425863.96       | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $2772840.00        | $42341266.80       | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $9414.00           | $699083.64         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $1148768.00        | $43285578.24       | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $1391.00           | $34180.35          | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $191.00            | $4629.65           | Equities   |
| ISHARES TR                     0-5YR INVT GR CP | 2500-12-31      | N/A      | 0.0000% | $6259.00           | $315359.71         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY REGIONAL B | 2500-12-31      | N/A      | 0.0000% | $2006.00           | $180780.72         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1664904.00        | $3379755.12        | Equities   |
| CAMP4 THERAPEUTICS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $146673.00         | $586692.00         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $938.00            | $21733.46          | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $91039.00          | $10069823.79       | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $139842.00         | $320238.18         | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $36076.00          | $1741027.76        | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20931.00          | $85607.79          | Equities   |
| OMS ENERGY TECHNOLOGIES INC    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20886.00          | $91062.96          | Equities   |
| VISTA ENERGY S.A.B. DE C.V.    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $138886.00         | $10631723.30       | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $956018.00         | $1214142.86        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $6274.00           | $160897.98         | Equities   |
| SUZANO S A                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $93458.00          | $898131.38         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6726.00           | $202953.01         | Equities   |
| FIDELITY COVINGTON TRUST       FIDELITY US MLTF | 2500-12-31      | N/A      | 0.0000% | $5954.00           | $214403.54         | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $1240.00           | $27255.20          | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $174557.00         | $16244274.42       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $5500160.00        | $43286259.20       | Equities   |
| ISHARES TR                     MSCI CHINA MLTSE | 2500-12-31      | N/A      | 0.0000% | $26681.00          | $565613.19         | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $12.00             | $270.99            | Equities   |
| NORTHERN LTS FD TR II          BEACON TACTICAL  | 2500-12-31      | N/A      | 0.0000% | $2960.00           | $75191.40          | Equities   |
| PROSHARES TR                   BIG DATA REFINER | 2500-12-31      | N/A      | 0.0000% | $1179.00           | $39266.59          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO  | 2500-12-31      | N/A      | 0.0000% | $2595.00           | $58893.53          | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $65115.00          | $606220.65         | Equities   |
| LAZARD ACTIVE ETF TR           LISTED INFRASTRU | 2500-12-31      | N/A      | 0.0000% | $5106.00           | $135513.24         | Equities   |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $168802.00         | $2818993.40        | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $16752.00          | $416035.92         | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $871.00            | $19750.62          | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $459.00            | $18848.93          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT TECH | 2500-12-31      | N/A      | 0.0000% | $35300.00          | $2875333.26        | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $563606.00         | $7518504.04        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $5933.00           | $660698.88         | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $30712.00          | $776399.36         | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $1717712.00        | $43286342.40       | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $215000.00         | $27986550.00       | Equities   |
| RBB FD INC                     F/M US TREASURY  | 2500-12-31      | N/A      | 0.0000% | $202085.00         | $10075958.10       | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $875.00            | $250845.00         | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $2750.00           | $73626.30          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $68816.95          | Equities   |
| NOMURA ETF TR                  ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $1420.00           | $55780.58          | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $2137888.00        | $11416321.92       | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $961.00            | $22593.69          | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $13956.00          | $148212.72         | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $67390.00          | $3938271.60        | Equities   |
| RIO TINTO PLC                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $293506.00         | $26069202.92       | Equities   |

### Security 639: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.230000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1G81F3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1G81F3
- **C.18 - Value (incl. sponsor support):** $749708820.00
- **C.18.a - Value (excl. sponsor support):** $749708820.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.0633%  | 0.0000% | $2000000.00        | $61975.10          | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 10.8392% | 0.0000% | $1300000.00        | $1084585.19        | Asset-Backed Securities |
| TRINITAS CLO LTD 2021-18       E      20350122 FLT | 2035-01-22      | 10.9792% | 0.0000% | $1000000.00        | $865448.52         | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43047566.75       | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $4988466.38        | Asset-Backed Securities |
| GOLU  CAPITAL PARTNER 2024-76B E      20371026 FLT | 2037-10-26      | 9.4180%  | 0.0000% | $3950000.00        | $3768233.43        | Asset-Backed Securities |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.7338% | 0.0000% | $3000000.00        | $3058020.25        | Asset-Backed Securities |
| KKR CLO LTD 2021-29R           E-R    20370715 FLT | 2037-07-15      | 10.7522% | 0.0000% | $10675000.00       | $10772392.25       | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 11.7774% | 0.0000% | $1501750.00        | $106324.10         | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 11.9822% | 0.0000% | $1200000.00        | $1196403.47        | Asset-Backed Securities |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $1020000.00        | Asset-Backed Securities |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.4876% | 0.0000% | $2175000.00        | $2068300.19        | Asset-Backed Securities |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.4176%  | 0.0000% | $5020000.00        | $4717533.02        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $340328.82         | Asset-Backed Securities |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 10.8538% | 0.0000% | $1600000.00        | $1454595.33        | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.3838% | 0.0000% | $3250000.00        | $2972686.98        | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 4.7248%  | 0.0000% | $12000000.00       | $847480.30         | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1157202.47        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.5276% | 0.0000% | $3175000.00        | $2971166.24        | Asset-Backed Securities |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $556649.60         | Asset-Backed Securities |
| VISTA PT SECZ TR  2025-CES2    M-1    20550825 FLT | 2055-08-25      | 6.3660%  | 0.0000% | $500000.00         | $507432.50         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2024-3    E      20311215 6.9 | 2031-12-15      | 6.9700%  | 0.0000% | $50000000.00       | $48004688.90       | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-1         C      20550320 8.6 | 2055-03-20      | 8.6590%  | 0.0000% | $5000000.00        | $5113579.03        | Asset-Backed Securities |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $1556698.50        | Asset-Backed Securities |
| AVIS BUDGET RNT FDG LLC 2023-1 D      20290420 7.5 | 2029-04-20      | 7.5900%  | 0.0000% | $815000.00         | $830611.46         | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 9.6338%  | 0.0000% | $3910000.00        | $3622577.53        | Asset-Backed Securities |
| ANGEL OAK MTG TR 2025-HB1      M-1    20550225 FLT | 2055-02-25      | 6.0619%  | 0.0000% | $9095000.00        | $9193392.59        | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1271600.00        | Asset-Backed Securities |
| THAYER PK CLO 2017-R LTD       D-R    20340420 FLT | 2034-04-20      | 10.1792% | 0.0000% | $2000000.00        | $1791885.93        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8281%  | 0.0000% | $2882900.00        | $2159136.62        | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $1579000.00        | $1624358.35        | Asset-Backed Securities |
| CIM TR 2025-R1                 A-1    20990225 FLT | 2099-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $1792206.29        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.0292%  | 0.0000% | $4000000.00        | $3845191.87        | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   E      20280612 3.1 | 2028-06-12      | 3.1600%  | 0.0000% | $2000000.00        | $856499.21         | Asset-Backed Securities |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.0792% | 0.0000% | $3320000.00        | $3242141.10        | Asset-Backed Securities |
| FIDIUM LLC                     C      20551220 8.0 | 2055-12-20      | 8.0980%  | 0.0000% | $10600000.00       | $10812364.52       | Asset-Backed Securities |
| EXETER ATMB REC TR 2026-2      B      20310115 4.6 | 2031-01-15      | 4.6600%  | 0.0000% | $4111000.00        | $4111115.11        | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $15830000.00       | $15960066.31       | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $6097000.00        | $6198625.47        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $3484600.00        | Asset-Backed Securities |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.0876% | 0.0000% | $3675000.00        | $3438200.77        | Asset-Backed Securities |
| CARMAX SELECT RECEIV TR 2026-A E      20330215 6.5 | 2033-02-15      | 6.5600%  | 0.0000% | $2000000.00        | $1975713.11        | Asset-Backed Securities |
| CHERRY SECURITIZN TR 2024-1    A      20320415 5.7 | 2032-04-15      | 5.7000%  | 0.0000% | $31914000.00       | $32123111.19       | Asset-Backed Securities |
| CHERRY SECURITIZN TR 2024-1    D      20320415 12. | 2032-04-15      | 12.2800% | 0.0000% | $3500000.00        | $3563954.72        | Asset-Backed Securities |
| AVIS BUGT RENT CAR FDG 2024-2  D      20281020 7.4 | 2028-10-20      | 7.4300%  | 0.0000% | $160000.00         | $162424.20         | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1500000.00        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $190000.00         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    E      20320315 7.3 | 2032-03-15      | 7.3500%  | 0.0000% | $53000000.00       | $54057385.30       | Asset-Backed Securities |
| REGATTA FDG LTD 2020-17R       E-1R   20371015 FLT | 2037-10-15      | 10.1722% | 0.0000% | $3750000.00        | $3789487.74        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $6432000.00        | $6247134.67        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR5      E-1    20380719 2.2 | 2038-07-19      | 2.2090%  | 0.0000% | $3805000.00        | $3775834.04        | Asset-Backed Securities |
| MERCURY FINL CR C 8.29 22DEC31 144A                | 2031-12-22      | 8.2900%  | 0.0000% | $12000000.00       | $11825796.67       | Asset-Backed Securities |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $4500000.00        | $564869.00         | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $19801.60          | Asset-Backed Securities |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.7676%  | 0.0000% | $600000.00         | $523903.57         | Asset-Backed Securities |
| FIRSTKEY HOMES TRUST 2021-SFR2 E2     20380917 2.3 | 2038-09-17      | 2.3580%  | 0.0000% | $360000.00         | $355716.36         | Asset-Backed Securities |
| FIRSTKEY HOMES TR 2021-SFR1    F3     20380819 3.6 | 2038-08-19      | 3.6860%  | 0.0000% | $4000000.00        | $3977162.66        | Asset-Backed Securities |
| FIRSTKEY HOMES 2022-SFR3 TR    E-1    20380719 3.5 | 2038-07-19      | 3.5000%  | 0.0000% | $550000.00         | $548004.42         | Asset-Backed Securities |
| COLT TR 2021-RPL1              A-1    20610925 1.6 | 2061-09-25      | 1.6654%  | 0.0000% | $3325000.00        | $1495461.16        | Asset-Backed Securities |
| CIFC FUNDING LTD 2021-5R       E-R    20380115 FLT | 2038-01-15      | 8.7722%  | 0.0000% | $1000000.00        | $992605.40         | Asset-Backed Securities |
| AMERICAN CRT ACC REC TR 2026-1 E      20331212 0.0 | 2033-12-12      | 6.7200%  | 0.0000% | $54180000.00       | $54190221.92       | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $6400000.00        | $6610193.07        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 4.4326%  | 0.0000% | $9750000.00        | $998992.19         | Asset-Backed Securities |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $32880000.00       | $33620466.74       | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.4326%  | 0.0000% | $12250000.00       | $4375748.05        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.1176% | 0.0000% | $4065000.00        | $3975203.94        | Asset-Backed Securities |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.2525% | 0.0000% | $5000000.00        | $4246239.76        | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $6896.04           | Asset-Backed Securities |
| OCTAGON INV PTN XXII 2014-22R2 E-RR   20300122 FLT | 2030-01-22      | 9.3808%  | 0.0000% | $4000000.00        | $3819397.23        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR5      E-2    20380719 2.3 | 2038-07-19      | 2.3590%  | 0.0000% | $4000000.00        | $3968687.33        | Asset-Backed Securities |
| TRICON RES 2021-SFR1           E-1    20380719 2.7 | 2038-07-19      | 2.7940%  | 0.0000% | $4000000.00        | $3977301.33        | Asset-Backed Securities |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1169333.10        | Asset-Backed Securities |
| INSTAR LEASING 2021-1 LLC      A      20540215 2.3 | 2054-02-15      | 2.3000%  | 0.0000% | $10743000.00       | $7962382.74        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2024-2       D      20310127 9.4 | 2031-01-27      | 9.4100%  | 0.0000% | $2000000.00        | $2056944.67        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4005676.44        | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 5.8296%  | 0.0000% | $2000000.00        | $3601780.28        | Asset-Backed Securities |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $577831.88         | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $1430000.00        | $1465407.83        | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-6 D      20300525 8.3 | 2030-05-25      | 8.3000%  | 0.0000% | $1010000.00        | $996503.71         | Asset-Backed Securities |
| PRPM LLC 2025-RCF3             M-2    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $2000000.00        | $1906984.00        | Asset-Backed Securities |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1508713.81        | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3600000.00        | $2881192.92        | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $17275000.00       | $9199334.82        | Asset-Backed Securities |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.1722% | 0.0000% | $3000000.00        | $2771436.19        | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.7308%  | 0.0000% | $2711250.00        | $2486298.72        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $860000.00         | Asset-Backed Securities |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2172465.56        | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $22513.65          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $1500000.00        | $1593017.50        | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.1476% | 0.0000% | $4031000.00        | $3765300.46        | Asset-Backed Securities |
| EXETER ATMB REC TR 2026-2      A-2    20281115 4.3 | 2028-11-15      | 4.3100%  | 0.0000% | $7483000.00        | $7484571.43        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.6930%  | 0.0000% | $212000.00         | $71644.11          | Asset-Backed Securities |
| GOLUB CAP PA 10.41763 20APR37 144A                 | 2037-04-20      | 10.4176% | 0.0000% | $2000000.00        | $1876293.01        | Asset-Backed Securities |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.5176%  | 0.0000% | $4000000.00        | $3464528.23        | Asset-Backed Securities |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.0710% | 0.0000% | $1775000.00        | $1696976.84        | Asset-Backed Securities |
| HERTZ VEHICLE FING LLC 2025-1  D      20290925 7.9 | 2029-09-25      | 7.9800%  | 0.0000% | $2000000.00        | $1978356.00        | Asset-Backed Securities |
| LAD AUTO REC TR 2022-1         C      20300415 6.8 | 2030-04-15      | 6.8500%  | 0.0000% | $656000.00         | $587875.26         | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 6.2500%  | 0.0000% | $560000.00         | $310702.50         | Asset-Backed Securities |
| TRICON RES 2021-SFR1           E-2    20380719 2.8 | 2038-07-19      | 2.8940%  | 0.0000% | $5752000.00        | $5717963.49        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      E-1    20380519 2.5 | 2038-05-19      | 2.5380%  | 0.0000% | $1570000.00        | $1567079.80        | Asset-Backed Securities |
| AMSR TRUST 2021-SFR4           E-1    20381217 2.9 | 2038-12-17      | 2.9660%  | 0.0000% | $4617383.00        | $4549358.18        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $49208000.00       | $50292857.33       | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2026-1    E      20330315 6.4 | 2033-03-15      | 6.4700%  | 0.0000% | $21295000.00       | $21317137.35       | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $61073259.44       | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      E-2    20381019 2.5 | 2038-10-19      | 2.5320%  | 0.0000% | $5080000.00        | $5008316.12        | Asset-Backed Securities |
| WINGSPIRE EQUIPMENT FIN 2025-1 A-1    20261020 4.1 | 2026-10-20      | 4.1280%  | 0.0000% | $6000000.00        | $2390567.09        | Asset-Backed Securities |
| APIDOS CLO XXXIX 2022-39R LTD  A-1-R  20381021 FLT | 2038-10-21      | 4.8997%  | 0.0000% | $2000000.00        | $1996360.00        | Asset-Backed Securities |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2463997.90        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $1324939.68        | Asset-Backed Securities |
| BLUEMTAIN CLO LTD 2022-34      E      20351231 FLT | 2035-12-31      | 11.2197% | 0.0000% | $1500000.00        | $1541934.09        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $21860000.00       | $21887894.56       | Asset-Backed Securities |
| BARINGS CLO LTD 2018-2R        E-R    20360715 FLT | 2036-07-15      | 10.5722% | 0.0000% | $2500000.00        | $2422013.49        | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $6950000.00        | $7493239.02        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 E      20330812 7.0 | 2033-08-12      | 7.0200%  | 0.0000% | $23240000.00       | $23276300.88       | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $1700000.00        | $1777841.30        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $9980000.00        | $9472044.62        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $24500000.00       | $25789371.69       | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.1613%  | 0.0000% | $2000000.00        | $257294.62         | Asset-Backed Securities |
| PARK BLUE CLO 2022-II LTD 2022 E-R    20370720 FLT | 2037-07-20      | 10.4176% | 0.0000% | $4000000.00        | $3768506.01        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $4135324.23        | Asset-Backed Securities |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.2930%  | 0.0000% | $3000000.00        | $510698.63         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.0876% | 0.0000% | $8675000.00        | $8096024.25        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.2238% | 0.0000% | $2000000.00        | $876845.83         | Asset-Backed Securities |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2007636.89        | Asset-Backed Securities |
| TRINITAS CLO 2020-12 LTD       E      20330425 FLT | 2033-04-25      | 11.3296% | 0.0000% | $3000000.00        | $2726434.69        | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2106972.28        | Asset-Backed Securities |
| AMSR 2025-SFR2 TRUST           F1     20421119 4.2 | 2042-11-19      | 4.2750%  | 0.0000% | $5000000.00        | $4583332.50        | Asset-Backed Securities |
| BLACKROCK MT HOOD CLO X 2023-1 E-R    20371020 FLT | 2037-10-20      | 11.1676% | 0.0000% | $2050000.00        | $2038925.56        | Asset-Backed Securities |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $2520000.00        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $2500000.00        | $2295599.17        | Asset-Backed Securities |
| LOBEL AUTOMOBILE REC TR 2023-1 D      20300315 8.0 | 2030-03-15      | 8.0000%  | 0.0000% | $10000000.00       | $9650519.64        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $15350000.00       | $16012055.74       | Asset-Backed Securities |
| EXETER ATMB REC TR 2026-2      E      20331115 7.5 | 2033-11-15      | 7.5400%  | 0.0000% | $4000000.00        | $3988936.00        | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.9704%  | 0.0000% | $3010388.00        | $1227519.13        | Asset-Backed Securities |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2110080.40        | Asset-Backed Securities |
| BARINGS CLO LTD 2020-4R        E-R    20371020 FLT | 2037-10-20      | 10.7676% | 0.0000% | $3500000.00        | $3400589.71        | Asset-Backed Securities |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6400225.85        | Asset-Backed Securities |

### Security 640: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1G81J5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1G81J5
- **C.18 - Value (incl. sponsor support):** $780709074.60
- **C.18.a - Value (excl. sponsor support):** $780709074.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $5015000.00        | $5670410.35        | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 48    | 2048-06-25      | 4.8750%  | 0.0000% | $8960000.00        | $7422016.00        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $460000.00         | $466360.52         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 48 | 2048-05-15      | 4.0500%  | 0.0000% | $20000.00          | $15996.00          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 66    | 2066-01-15      | 5.8750%  | 0.0000% | $11320000.00       | $10999022.97       | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $256000.00         | $250228.05         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $90000.00          | $91096.62          | Corporate Debt Securities |
| LELAND STANFORD JR UNIV CALIF  -2015 BD 3.46%47 | 2047-05-01      | 3.4600%  | 0.0000% | $9476000.00        | $7252993.57        | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $570000.00         | $609102.00         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $151000.00         | $150663.65         | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -H NT 50 | 2050-01-15      | 3.4500%  | 0.0000% | $160000.00         | $107597.33         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47 | 2047-12-01      | 3.7500%  | 0.0000% | $954000.00         | $716034.24         | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR GLBL NT3.3%49 | 2049-09-30      | 3.3000%  | 0.0000% | $4385000.00        | $3320979.75        | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $20000.00          | $12727.07          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3%50     | 2050-02-24      | 3.0000%  | 0.0000% | $50000.00          | $32222.17          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP GLBL -M NT  | 2500-12-31      | 5.6250%  | 0.0000% | $2998000.00        | $2928573.82        | Corporate Debt Securities |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50   | 2050-11-15      | 2.8390%  | 0.0000% | $12173000.00       | $7723830.72        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 51    | 2051-02-15      | 3.7500%  | 0.0000% | $1458000.00        | $1085075.19        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $957000.00         | $903239.99         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 34 | 2034-05-25      | 6.1740%  | 0.0000% | $12134000.00       | $12774056.37       | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -J NT 48 | 2048-09-15      | 4.2500%  | 0.0000% | $500000.00         | $395989.44         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $560000.00         | $415010.40         | Corporate Debt Securities |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 53 | 2053-01-15      | 5.2500%  | 0.0000% | $30000.00          | $28062.70          | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -B NT 55 | 2055-01-15      | 6.2000%  | 0.0000% | $28000.00          | $28717.89          | Corporate Debt Securities |
| UMASS MEM HEALTH CARE INC      BD 22M AGM-CR 52 | 2052-07-01      | 5.3630%  | 0.0000% | $1500000.00        | $1401596.25        | Corporate Debt Securities |
| BANK AMERICA CORP              SUB NT 7.75%38   | 2038-05-14      | 7.7500%  | 0.0000% | $236000.00         | $285334.16         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46 | 2046-04-20      | 5.2500%  | 0.0000% | $663000.00         | $678599.84         | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  JR SB VR 144A 56 | 2056-01-15      | 7.4222%  | 0.0000% | $200000.00         | $202258.98         | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $488000.00         | $485267.74         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $51000.00          | $46116.86          | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 56  | 2056-09-15      | 6.3750%  | 0.0000% | $7130000.00        | $6901756.82        | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT4.4%47 | 2047-02-01      | 4.4000%  | 0.0000% | $10000.00          | $8358.13           | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%46  | 2046-04-05      | 5.0000%  | 0.0000% | $2688000.00        | $2404723.63        | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $50000.00          | $33312.00          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49    | 2049-10-01      | 4.8750%  | 0.0000% | $5000000.00        | $4175575.00        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $400000.00         | $383920.00         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 6.5053%  | 0.0000% | $8440000.00        | $8519757.82        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%49 | 2049-10-15      | 4.2000%  | 0.0000% | $300000.00         | $216536.00         | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.5%55 | 2055-03-15      | 5.5000%  | 0.0000% | $100000.00         | $91631.44          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $45000.00          | $44565.15          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $9054000.00        | $7124250.56        | Corporate Debt Securities |
| POSCO                          SR REGS NT 5%36  | 2036-01-16      | 5.0000%  | 0.0000% | $4591000.00        | $4496364.19        | Corporate Debt Securities |
| CK HUTCHISON INTL 21 LTD       GLBL REGS NT 31  | 2031-04-15      | 2.5000%  | 0.0000% | $3078000.00        | $2830398.84        | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2018A 48 | 2048-07-15      | 4.3000%  | 0.0000% | $132000.00         | $107167.87         | Corporate Debt Securities |
| AFRICAN DEV BK MTN SB NTS BE   ALT TIER I PERP  | 2500-12-31      | 5.7500%  | 0.0000% | $2303000.00        | $2325719.10        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $164000.00         | $95872.40          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $10000.00          | $11279.45          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $4167000.00        | $3623609.31        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49 | 2049-10-01      | 4.1870%  | 0.0000% | $3310000.00        | $2604821.05        | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $9000.00           | $6689.21           | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.625%31 | 2031-05-13      | 1.6250%  | 0.0000% | $400000.00         | $358499.67         | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $505000.00         | $535138.40         | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 27    | 2027-02-08      | 2.2500%  | 0.0000% | $2000000.00        | $1977445.00        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62    | 2062-03-15      | 4.0250%  | 0.0000% | $29000.00          | $20829.80          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -P 82 | 2082-03-15      | 3.8000%  | 0.0000% | $222000.00         | $214369.61         | Corporate Debt Securities |
| TOLEDO HOSPITAL                2018B BD6.015%48 | 2048-11-15      | 6.0150%  | 0.0000% | $5184000.00        | $5026942.08        | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL52 | 2052-03-07      | 3.9500%  | 0.0000% | $74000.00          | $54191.19          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53   | 2053-09-15      | 7.1250%  | 0.0000% | $7612000.00        | $7889888.75        | Corporate Debt Securities |
| NESTLE HLDGS INC               GLBL 144A NT4%48 | 2048-09-24      | 4.0000%  | 0.0000% | $199000.00         | $158077.20         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50 | 2050-02-01      | 5.2500%  | 0.0000% | $25000.00          | $21221.25          | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2022B NT 52 | 2052-05-15      | 5.1250%  | 0.0000% | $25000.00          | $23161.28          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $157000.00         | $156471.08         | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -N  | 2099-12-31      | 7.0956%  | 0.0000% | $4217000.00        | $4265480.78        | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $229000.00         | $227042.56         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62 | 2062-06-15      | 5.2000%  | 0.0000% | $3068000.00        | $2888249.29        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $11000.00          | $13205.44          | Corporate Debt Securities |
| FIRST HORIZON BK MEMPHIS TENN  SUB NT 5.75%30   | 2030-05-01      | 5.7500%  | 0.0000% | $257000.00         | $266261.85         | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40   | 2040-03-12      | 6.2540%  | 0.0000% | $2817000.00        | $2747027.75        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%28   | 2028-10-16      | 4.5000%  | 0.0000% | $5448000.00        | $5645517.24        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 27    | 2027-03-19      | 4.3750%  | 0.0000% | $40123000.00       | $40372035.66       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.2%50 | 2050-01-31      | 4.2000%  | 0.0000% | $25000.00          | $19916.50          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $159000.00         | $160108.23         | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 49    | 2049-07-15      | 4.2500%  | 0.0000% | $161000.00         | $130180.13         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 50    | 2050-08-14      | 2.7500%  | 0.0000% | $255000.00         | $160420.57         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -M 77 | 2077-12-01      | 4.8000%  | 0.0000% | $350000.00         | $346913.00         | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL NT 46    | 2046-09-22      | 4.7500%  | 0.0000% | $2315000.00        | $2001936.76        | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  SR FL 144A NT 31 | 2031-01-15      | 5.8222%  | 0.0000% | $807000.00         | $817710.96         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52 | 2052-01-15      | 3.0000%  | 0.0000% | $35000.00          | $21637.82          | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2019A 49 | 2049-10-01      | 3.4500%  | 0.0000% | $2000.00           | $1418.56           | Corporate Debt Securities |
| AMERICAN EXPRESS CO            PERP JR SB -D NT | 2079-12-31      | 3.5500%  | 0.0000% | $3686000.00        | $3646441.03        | Corporate Debt Securities |
| AFRICAN DEV BK MTN SB NTS BE   SR GLBL -1327 31 | 2031-03-03      | 3.6250%  | 0.0000% | $21400000.00       | $21056090.11       | Corporate Debt Securities |
| AFRICAN DEV BK MTN SB NTS BE   SR GLBL -1176 27 | 2027-02-25      | 4.1250%  | 0.0000% | $27050000.00       | $27206630.77       | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $641000.00         | $659296.54         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $7408000.00        | $7847306.75        | Corporate Debt Securities |
| METLIFE INC                    EXT JR SB GLBL69 | 2069-08-01      | 10.7500% | 0.0000% | $9000.00           | $11745.69          | Corporate Debt Securities |
| NEVADA POWER CO                GLBL GG NT5.9%53 | 2053-05-01      | 5.9000%  | 0.0000% | $155000.00         | $156006.47         | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 55    | 2055-09-15      | 5.6500%  | 0.0000% | $400000.00         | $392252.44         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $8046000.00        | $6205329.99        | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $11032000.00       | $9716121.43        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD3.9%48 | 2048-03-01      | 3.9000%  | 0.0000% | $300000.00         | $229302.00         | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28    | 2028-05-19      | 4.4500%  | 0.0000% | $86000.00          | $87760.99          | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 39 BD 52 | 2052-06-01      | 4.5000%  | 0.0000% | $43000.00          | $35593.25          | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 2.7%050150    | 2050-05-01      | 2.7000%  | 0.0000% | $1066000.00        | $667337.32         | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $18829000.00       | $18514388.33       | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $6000000.00        | $5531215.83        | Corporate Debt Securities |
| ULTRATECH CEMENT LTD           GLBL REGS NT 31  | 2031-02-16      | 2.8000%  | 0.0000% | $5000000.00        | $4562000.00        | Corporate Debt Securities |
| SKANDINAVISKA ENSKILDA BANKEN  SNR PREF REGS 29 | 2029-03-12      | 4.3282%  | 0.0000% | $1000000.00        | $1000670.56        | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR FL REGS NT 29 | 2029-09-19      | 4.1786%  | 0.0000% | $12000000.00       | $12020977.06       | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $29690000.00       | $23057534.41       | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50  | 2050-05-15      | 5.8000%  | 0.0000% | $2000000.00        | $1851862.22        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46 | 2046-08-01      | 3.9000%  | 0.0000% | $2000.00           | $1566.40           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-06-15      | 4.0500%  | 0.0000% | $35000.00          | $27853.88          | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50 | 2050-05-01      | 3.7000%  | 0.0000% | $6849000.00        | $4941462.18        | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.25%34  | 2034-03-13      | 4.2500%  | 0.0000% | $50000.00          | $49994.25          | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL-A BD 52  | 2052-09-15      | 4.7500%  | 0.0000% | $2000.00           | $1694.14           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 51    | 2051-12-15      | 3.4500%  | 0.0000% | $117000.00         | $80165.86          | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 50 | 2050-03-01      | 2.9500%  | 0.0000% | $56000.00          | $36282.87          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 29    | 2029-06-15      | 4.7500%  | 0.0000% | $80000000.00       | $83161933.33       | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 48    | 2048-03-15      | 3.9500%  | 0.0000% | $135000.00         | $103637.55         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M BD 5.65%56    | 2056-04-15      | 5.6500%  | 0.0000% | $9000000.00        | $8668557.50        | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M BD 5.55%56    | 2056-05-15      | 5.5500%  | 0.0000% | $588000.00         | $569271.71         | Corporate Debt Securities |
| NORTHWESTERN UNIV              SR GLBL SINK 50  | 2050-12-01      | 2.6400%  | 0.0000% | $82000.00          | $51097.48          | Corporate Debt Securities |
| NSTAR ELEC CO                  GLBL DEB 4.95%52 | 2052-09-15      | 4.9500%  | 0.0000% | $10000.00          | $8838.50           | Corporate Debt Securities |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -O NT 51 | 2051-11-01      | 3.2500%  | 0.0000% | $500000.00         | $324595.83         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 55    | 2055-04-01      | 6.1410%  | 0.0000% | $468000.00         | $482842.62         | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.375%33 | 2033-02-15      | 4.3750%  | 0.0000% | $6264000.00        | $6257173.98        | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 4.45%35  | 2035-11-20      | 4.4500%  | 0.0000% | $10509000.00       | $10555481.89       | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC        SR 144A NT 66    | 2066-03-16      | 5.8520%  | 0.0000% | $1435000.00        | $1422211.76        | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $1492000.00        | $1507911.35        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 54    | 2054-09-15      | 5.8500%  | 0.0000% | $150000.00         | $150261.00         | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 34  | 2034-04-26      | 5.5000%  | 0.0000% | $34758000.00       | $36707595.53       | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $53000.00          | $49213.86          | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 27    | 2027-08-15      | 3.1250%  | 0.0000% | $41000.00          | $40544.21          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $3939000.00        | $3861148.95        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT5.4%53 | 2053-06-01      | 5.4000%  | 0.0000% | $66000.00          | $63008.22          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $636000.00         | $619917.89         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $22000.00          | $23115.94          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $160000.00         | $156634.53         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AF BD 51 | 2051-04-01      | 3.3500%  | 0.0000% | $200000.00         | $139100.00         | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL 144A NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $1320000.00        | $1329111.67        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $13000.00          | $14087.39          | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.125%36 | 2036-01-14      | 4.1250%  | 0.0000% | $475000.00         | $470636.14         | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       LW TIER II 28    | 2028-08-09      | 5.9740%  | 0.0000% | $9082000.00        | $9369709.69        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $898000.00         | $918272.35         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 46  | 2046-11-01      | 4.2000%  | 0.0000% | $72000.00          | $59254.56          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 5.2500%  | 0.0000% | $504000.00         | $501899.58         | Corporate Debt Securities |
| DUKE ENERGY OHIO INC           1M GLBL BD 54    | 2054-03-15      | 5.5500%  | 0.0000% | $150000.00         | $143065.00         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT5.6%54 | 2054-02-15      | 5.6000%  | 0.0000% | $1000000.00        | $866255.56         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 4%52  | 2052-04-01      | 4.0000%  | 0.0000% | $21000.00          | $16191.84          | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL XXX BD46 | 2046-05-15      | 3.7500%  | 0.0000% | $41000.00          | $31551.82          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 6.9001%  | 0.0000% | $5317000.00        | $5347848.35        | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 27    | 2027-11-18      | 2.5280%  | 0.0000% | $14000.00          | $13647.47          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $14639000.00       | $10667366.11       | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-07-15      | 5.7500%  | 0.0000% | $4118000.00        | $3979218.82        | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT2.9%51 | 2051-08-23      | 2.9000%  | 0.0000% | $23000.00          | $13948.61          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 28    | 2028-05-08      | 3.6250%  | 0.0000% | $3000000.00        | $3027865.83        | Corporate Debt Securities |
| CALIFORNIA ENDOWMENT           SR -2021 BD 51   | 2051-04-01      | 2.4980%  | 0.0000% | $641000.00         | $384452.57         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 33    | 2033-04-01      | 4.8500%  | 0.0000% | $3761000.00        | $3615108.72        | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 28  | 2028-01-15      | 4.9500%  | 0.0000% | $192000.00         | $194440.32         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 30    | 2030-05-30      | 5.3750%  | 0.0000% | $55000.00          | $56513.97          | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.282%50 | 2050-04-02      | 5.2820%  | 0.0000% | $12000.00          | $10916.56          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $49840.93          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 31    | 2031-01-14      | 3.7500%  | 0.0000% | $8100000.00        | $8086317.75        | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 46   | 2046-05-18      | 4.7500%  | 0.0000% | $1440000.00        | $1232033.20        | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $114000.00         | $115768.17         | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL ZZZ BD50 | 2050-04-01      | 2.7500%  | 0.0000% | $8000.00           | $4932.88           | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4%29     | 2029-02-15      | 4.0000%  | 0.0000% | $47338000.00       | $47760307.56       | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.875%28 | 2028-03-15      | 3.8750%  | 0.0000% | $4419000.00        | $4428112.96        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.25%31  | 2031-02-14      | 1.2500%  | 0.0000% | $4375000.00        | $3855433.51        | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42 | 2042-01-15      | 5.5000%  | 0.0000% | $7304000.00        | $7266538.60        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54 | 2054-10-15      | 5.6500%  | 0.0000% | $329000.00         | $317837.94         | Corporate Debt Securities |
| WISCONSIN ELEC PWR CO          SR DEB 5.65%56   | 2056-03-15      | 5.6500%  | 0.0000% | $263000.00         | $257496.73         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53 | 2053-08-15      | 5.7000%  | 0.0000% | $587000.00         | $571399.50         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 5.625%52 | 2052-05-15      | 5.6250%  | 0.0000% | $9875000.00        | $9007382.50        | Corporate Debt Securities |
| VIKING OCEAN CRUISES SHIP VII  SR SEC GLBL 29   | 2029-02-15      | 5.6250%  | 0.0000% | $2676000.00        | $2688516.99        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | 0.0000% | $1500000.00        | $1491406.67        | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL BD 3.625%28 | 2028-11-20      | 3.6250%  | 0.0000% | $53410000.00       | $53705372.14       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-11-15      | 5.8750%  | 0.0000% | $106000.00         | $105178.97         | Corporate Debt Securities |
| GREAT-WEST LIFECO FIN 2018 L P SR GLBL 144A 48  | 2048-05-17      | 4.5810%  | 0.0000% | $6330000.00        | $5372976.79        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $101000.00         | $66133.45          | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $90000.00          | $66398.40          | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL O NT4%49 | 2049-06-01      | 4.0000%  | 0.0000% | $2132000.00        | $1605360.47        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $4201000.00        | $4113539.85        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.6%60 | 2060-11-15      | 3.6000%  | 0.0000% | $523000.00         | $344991.72         | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT 29    | 2029-01-28      | 3.7500%  | 0.0000% | $1000000.00        | $997732.50         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL BBB BD54 | 2054-04-01      | 5.6000%  | 0.0000% | $233000.00         | $227557.12         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $12368000.00       | $13664166.40       | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43  | 2043-05-19      | 5.1100%  | 0.0000% | $146000.00         | $139988.69         | Corporate Debt Securities |
| KT CORP                        SR GLBL REGS 29  | 2029-01-03      | 4.3750%  | 0.0000% | $280000.00         | $282952.02         | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT 2%31  | 2031-10-25      | 2.0000%  | 0.0000% | $400000.00         | $359054.67         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 46    | 2046-09-12      | 3.7500%  | 0.0000% | $378000.00         | $288133.97         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR GLBL NT 47    | 2047-12-01      | 3.9500%  | 0.0000% | $500000.00         | $368153.33         | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT51 | 2051-07-15      | 3.5000%  | 0.0000% | $1651000.00        | $1100984.03        | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $74000.00          | $74964.26          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $1159000.00        | $766916.09         | Corporate Debt Securities |
| OMNIS FDG TR                   SR 144A NT 55    | 2055-05-15      | 6.7220%  | 0.0000% | $2645000.00        | $2727032.62        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39   | 2039-11-18      | 6.1410%  | 0.0000% | $22889000.00       | $23765135.60       | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30  | 2030-05-19      | 4.6500%  | 0.0000% | $60000.00          | $61402.80          | Corporate Debt Securities |
| PACIFIC LIFE INS CO            SUB 144A NT 55   | 2055-09-15      | 5.9500%  | 0.0000% | $8758000.00        | $8544606.46        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $13271000.00       | $13261068.87       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $5204000.00        | $5418036.18        | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53    | 2053-08-01      | 5.3500%  | 0.0000% | $31000.00          | $29389.14          | Corporate Debt Securities |
| SYNOVUS BK COLUMBUS GA         LW TIER II 36    | 2036-01-15      | 5.9570%  | 0.0000% | $550000.00         | $553642.59         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $400000.00         | $370160.44         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $15242.84          | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44 | 2044-09-15      | 4.9000%  | 0.0000% | $65000.00          | $57907.71          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $6503000.00        | $5906163.69        | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          -UU 4.125%48     | 2048-06-01      | 4.1250%  | 0.0000% | $55000.00          | $42884.05          | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $8175000.00        | $8357841.82        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 28  | 2028-11-15      | 6.5300%  | 0.0000% | $7597000.00        | $8117538.00        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $31924000.00       | $36411077.82       | Corporate Debt Securities |

### Security 641: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GAHT1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GAHT1
- **C.18 - Value (incl. sponsor support):** $3387650000.00
- **C.18.a - Value (excl. sponsor support):** $3387650000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP MTG TR 2021-INV3     B-4    20510525 FLT | 2051-05-25      | 3.1692%  | 0.0000% | $2697000.00        | $2003194.00        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 6.7764%  | 0.0000% | $14877258.00       | $15081588.17       | Private Label Collateralized Mortgage Obligations |
| DNB BANK ASA                   FR 1.535%052527     | 2027-05-25      | 1.5350%  | 0.0000% | $750000.00         | $750444.38         | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2024-3     A-3    20690625 FLT | 2069-06-25      | 6.7980%  | 0.0000% | $4500000.00        | $2839827.25        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH BANK OF AUSTRALIA VR 032726-032729    | 2029-03-27      | 4.2971%  | 0.0000% | $5320000.00        | $5325293.50        | Corporate Debt Securities                         |
| CITIGROUP MTG TR 2021-INV3     B-6    20510525 FLT | 2051-05-25      | 3.1692%  | 0.0000% | $3373000.00        | $1715614.70        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $32820264.00       | $5541072.51        | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $66000.00          | $65491.29          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $963000.00         | $955577.41         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $4894000.00        | $4856278.14        | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 35       | 2035-03-23      | 4.7500%  | 0.0000% | $106000.00         | $97497.27          | Corporate Debt Securities                         |
| LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34      | 2034-03-25      | 7.0000%  | 0.0000% | $410000.00         | $435984.43         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M BD-103 36        | 2036-03-15      | 5.9000%  | 0.0000% | $6194000.00        | $6556300.82        | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $668000.00         | $674534.15         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2085-11-26      | 6.8750%  | 0.0000% | $400000.00         | $401817.61         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B24      A-5    20540317 2.5 | 2054-03-17      | 2.5843%  | 0.0000% | $5000005.00        | $4482627.40        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  D      20490212 2.8 | 2049-02-12      | 2.8500%  | 0.0000% | $2767458.00        | $1815909.08        | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-4    20510525 FLT | 2051-05-25      | 2.9837%  | 0.0000% | $3252800.00        | $2347773.81        | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.222%052731     | 2031-05-27      | 5.2220%  | 0.0000% | $7543000.00        | $7748296.99        | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL NT4.9%44    | 2044-06-01      | 4.9000%  | 0.0000% | $615000.00         | $493619.50         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC25   C      20471011 FLT | 2047-10-11      | 4.2414%  | 0.0000% | $1125000.00        | $993402.60         | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2025-H10          A-2    20710125 FLT | 2071-01-25      | 5.2520%  | 0.0000% | $4000000.00        | $3873171.80        | Private Label Collateralized Mortgage Obligations |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $1974000.00        | $2069837.70        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D30    | 2030-09-11      | 4.9990%  | 0.0000% | $7021000.00        | $7053066.47        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2018-B2  A-S    20510310 4.1 | 2051-03-10      | 4.1790%  | 0.0000% | $1488747.00        | $1463391.41        | Private Label Collateralized Mortgage Obligations |
| BPR MTG TR 2025-ALDR           A      20420605 FLT | 2042-06-05      | 5.6720%  | 0.0000% | $1820000.00        | $1864955.21        | Private Label Collateralized Mortgage Obligations |
| BPR MTG TR 2025-ALDR           A      20420605 FLT | 2042-06-05      | 5.6720%  | 0.0000% | $7088000.00        | $7263078.33        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 5.202%042529     | 2029-04-25      | 5.2020%  | 0.0000% | $250000.00         | $258975.50         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $137000.00         | $139817.50         | Corporate Debt Securities                         |
| BOEING CO                      SR NT 3.3%35        | 2035-03-01      | 3.3000%  | 0.0000% | $1482000.00        | $1266443.10        | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 27       | 2027-11-15      | 5.8750%  | 0.0000% | $1698000.00        | $1738623.71        | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $344000.00         | $359789.31         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B2       D      20510217 FLT | 2051-02-17      | 2.7916%  | 0.0000% | $4000000.00        | $2335097.26        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              SR NT FXD/FLT 38    | 2038-04-24      | 4.2440%  | 0.0000% | $524000.00         | $481681.00         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.317%102529     | 2029-10-25      | 6.3170%  | 0.0000% | $1940000.00        | $2081394.31        | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $57000.00          | $48020.79          | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $149000.00         | $125528.03         | Corporate Debt Securities                         |
| BANK5 2024-5YR6                A-3    20570517 6.2 | 2057-05-17      | 6.2250%  | 0.0000% | $1050000.00        | $1096529.18        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $300000.00         | $283201.75         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.85%020130      | 2030-02-01      | 4.8500%  | 0.0000% | $25000.00          | $25442.83          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627     | 2027-04-26      | 4.9470%  | 0.0000% | $6211000.00        | $6344347.58        | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   B-3    20630125 FLT | 2063-01-25      | 6.1552%  | 0.0000% | $10134260.00       | $7155596.33        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $335000.00         | $341889.51         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $351000.00         | $331346.05         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.571%042733     | 2033-04-27      | 4.5710%  | 0.0000% | $47000.00          | $46931.55          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 2.45%081726      | 2026-08-17      | 2.4500%  | 0.0000% | $111000.00         | $110608.66         | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.2530%  | 0.0000% | $37371243.00       | $2684176.06        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 3%103028         | 2028-10-30      | 3.0000%  | 0.0000% | $992000.00         | $970027.20         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.248%102127     | 2027-10-21      | 3.2480%  | 0.0000% | $131000.00         | $131068.85         | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $81000.00          | $56408.47          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 061025-060928    | 2028-06-09      | 4.3293%  | 0.0000% | $2625000.00        | $2636926.38        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 061025-060928    | 2028-06-09      | 4.3293%  | 0.0000% | $5321000.00        | $5345175.35        | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $287000.00         | $199867.04         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3%103028         | 2028-10-30      | 3.0000%  | 0.0000% | $35000.00          | $34224.75          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.483%031352     | 2052-03-13      | 3.4830%  | 0.0000% | $3400000.00        | $2363787.10        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.045%020637     | 2037-02-06      | 5.0450%  | 0.0000% | $1129000.00        | $1116905.74        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 042225-042027    | 2027-04-20      | 4.3771%  | 0.0000% | $5250000.00        | $5295649.13        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           VR 020425-021429    | 2029-02-14      | 4.5497%  | 0.0000% | $10000000.00       | $10079947.12       | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 32       | 2032-02-01      | 2.5390%  | 0.0000% | $12000.00          | $10131.98          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627     | 2027-04-26      | 4.9470%  | 0.0000% | $4492000.00        | $4588441.37        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627     | 2027-04-26      | 4.9470%  | 0.0000% | $5045000.00        | $5153314.05        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $42000.00          | $46140.17          | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   A-1B   20630125 FLT | 2063-01-25      | 6.0810%  | 0.0000% | $5217000.00        | $3252900.62        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-03-15      | 3.2500%  | 0.0000% | $231000.00         | $225475.51         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.596%072630     | 2030-07-26      | 4.5960%  | 0.0000% | $4454000.00        | $4505079.96        | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A II 2007-1   I-A-1  20470925 FLT | 2047-09-25      | 4.1639%  | 0.0000% | $41199900.00       | $3072784.54        | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           FR 5.717%092528     | 2028-09-25      | 5.7170%  | 0.0000% | $97000.00          | $99846.25          | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $955000.00         | $946865.79         | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $1376000.00        | $1364279.92        | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $1400000.00        | $1388075.50        | Corporate Debt Securities                         |
| BANK 2018-BN14                 E      20600917 3.0 | 2060-09-17      | 3.0000%  | 0.0000% | $8321000.00        | $5572565.38        | Private Label Collateralized Mortgage Obligations |
| BANK NEW ZEALAND               FR 2.285%012727     | 2027-01-27      | 2.2850%  | 0.0000% | $324000.00         | $320099.76         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.734%072227     | 2027-07-22      | 1.7340%  | 0.0000% | $53000.00          | $52730.42          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.734%072227     | 2027-07-22      | 1.7340%  | 0.0000% | $2042000.00        | $2031613.37        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2084-01-27      | 8.0000%  | 0.0000% | $4000000.00        | $4212608.89        | Corporate Debt Securities                         |
| BAMLL COML MTG TR 2016-UBS10   E      20490716 3.4 | 2049-07-16      | 3.4130%  | 0.0000% | $3500000.00        | $2308992.58        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $2171000.00        | $2242581.49        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-03-15      | 3.2500%  | 0.0000% | $960000.00         | $937041.07         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-03-15      | 3.2500%  | 0.0000% | $2283000.00        | $2228400.79        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 2.552%031427     | 2027-03-14      | 2.5520%  | 0.0000% | $322000.00         | $317574.15         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 32       | 2032-05-09      | 4.7500%  | 0.0000% | $55000.00          | $55382.04          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $2000000.00        | $1954906.67        | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2021-INV1  B-6    20510525 FLT | 2051-05-25      | 2.7086%  | 0.0000% | $1059696.00        | $106561.36         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE TRUST 2024-R04 1M-1   20440525 FLT | 2044-05-25      | 4.7619%  | 0.0000% | $102396.00         | $15796.50          | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH BANK OF AUSTRALIA FR 4.608%031430     | 2030-03-14      | 4.6080%  | 0.0000% | $312000.00         | $315043.87         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC23   D      20470712 FLT | 2047-07-12      | 4.5994%  | 0.0000% | $6500000.00        | $2692295.13        | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-2W   20510525 FLT | 2051-05-25      | 2.9837%  | 0.0000% | $5914700.00        | $4375813.86        | Private Label Collateralized Mortgage Obligations |
| DLLST 2024-1 LLC               A-3    20270820 5.0 | 2027-08-20      | 5.0500%  | 0.0000% | $4497000.00        | $2202972.71        | Asset-Backed Securities                           |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $36000.00          | $37747.80          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $260000.00         | $272623.00         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 2.951%031127     | 2027-03-11      | 2.9510%  | 0.0000% | $1680000.00        | $1661653.47        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.25%051627      | 2027-05-16      | 3.2500%  | 0.0000% | $76000.00          | $76247.57          | Corporate Debt Securities                         |
| CROSS  MTG TR 2025-H7          A-1    20700925 FLT | 2070-09-25      | 4.9340%  | 0.0000% | $9894632.00        | $9155963.20        | Private Label Collateralized Mortgage Obligations |
| CROSS  MTG TR 2025-H7          A-1    20700925 FLT | 2070-09-25      | 4.9340%  | 0.0000% | $14000000.00       | $12954851.15       | Private Label Collateralized Mortgage Obligations |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9619%  | 0.0000% | $9188270.00        | $4855530.44        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9619%  | 0.0000% | $19410234.00       | $10257315.25       | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51       | 2051-04-01      | 3.6250%  | 0.0000% | $3792000.00        | $2509185.36        | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2019-GSA1  A-4    20521113 3.0 | 2052-11-13      | 3.0479%  | 0.0000% | $7810000.00        | $7413266.97        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRTT SERIES 2020-3    M      20600525 FLT | 2060-05-25      | 4.2500%  | 0.0000% | $3500000.00        | $3388842.33        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-NQM5              A-1    20670825 FLT | 2067-08-25      | 5.7100%  | 0.0000% | $3514500.00        | $2486682.53        | Private Label Collateralized Mortgage Obligations |
| COMM  MORTGAGE TR 2025-SBX     A      20410812 FLT | 2041-08-12      | 5.2570%  | 0.0000% | $3000000.00        | $3006554.42        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  E      20410617 FLT | 2041-06-17      | 8.1595%  | 0.0000% | $14000000.00       | $13982467.34       | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 1.3%101326       | 2026-10-13      | 1.3000%  | 0.0000% | $6000.00           | $5948.56           | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 28       | 2028-11-01      | 4.8500%  | 0.0000% | $200000.00         | $203913.67         | Corporate Debt Securities                         |
| DIAMETER CAPITAL CLO 2024-7    B      20370720 FLT | 2037-07-20      | 5.8676%  | 0.0000% | $6448269.00        | $6509780.85        | Asset-Backed Securities                           |
| EMERA US FIN LLC               SR NT 4.5%29        | 2029-04-01      | 4.5000%  | 0.0000% | $3250000.00        | $3238040.00        | Corporate Debt Securities                         |
| EMERA US FINANCE LP            SR GLBL NT 46       | 2046-06-15      | 4.7500%  | 0.0000% | $854000.00         | $712847.56         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -L NT 52    | 2052-05-15      | 5.2500%  | 0.0000% | $40000.00          | $36363.73          | Corporate Debt Securities                         |
| ASB BK LTD                     FR 4.155%102930     | 2030-10-29      | 4.1550%  | 0.0000% | $500000.00         | $500186.67         | Corporate Debt Securities                         |
| AGL CLO LTD 2019-1RR           C-RR   20341020 FLT | 2034-10-20      | 5.5676%  | 0.0000% | $5515000.00        | $5572609.40        | Asset-Backed Securities                           |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 29     | 2029-04-30      | 4.2500%  | 0.0000% | $400000.00         | $387331.33         | Corporate Debt Securities                         |
| VERTIV HOLDINGS CO             SR NT 5.95%66       | 2066-03-15      | 5.9500%  | 0.0000% | $750000.00         | $717943.33         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -I NT 30    | 2030-07-01      | 2.1000%  | 0.0000% | $16000.00          | $14534.40          | Corporate Debt Securities                         |
| AGL CLO LTD 2022-17R           A-R    20350122 FLT | 2035-01-22      | 4.6197%  | 0.0000% | $13110415.00       | $13204998.84       | Asset-Backed Securities                           |
| ABPCI DIRECT LDG FD CLO 17-2RR A-2-RR 20370720 FLT | 2037-07-20      | 5.5176%  | 0.0000% | $1776399.00        | $1792650.79        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $20000.00          | $4250.23           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 5.433%012347     | 2047-01-23      | 5.4330%  | 0.0000% | $661000.00         | $629901.49         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $1625000.00        | $1560765.10        | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2014-C25     D      20471118 FLT | 2047-11-18      | 3.8030%  | 0.0000% | $4575148.00        | $1995820.09        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT | 2045-04-25      | 4.6930%  | 0.0000% | $23300000.00       | $6892746.85        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 5.557%072534     | 2034-07-25      | 5.5570%  | 0.0000% | $1000.00           | $1031.70           | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DB5.7%55    | 2055-12-15      | 5.7000%  | 0.0000% | $44000.00          | $43395.29          | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-5C7  CG-A   20581217 FLT | 2058-12-17      | 9.0000%  | 0.0000% | $894671.00         | $838796.11         | Private Label Collateralized Mortgage Obligations |
| EXPAND ENERGY CORPORATION      SR GLBL 144A 29     | 2029-04-15      | 6.7500%  | 0.0000% | $200000.00         | $206335.00         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $33000.00          | $27965.08          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $883000.00         | $748277.75         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $279000.00         | $236432.04         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $602000.00         | $510150.85         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $2173000.00        | $2132440.96        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.433%012347     | 2047-01-23      | 5.4330%  | 0.0000% | $1000.00           | $952.95            | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 26       | 2026-07-01      | 4.6500%  | 0.0000% | $130000.00         | $131494.35         | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD          FR 3.45%012128      | 2028-01-21      | 3.4500%  | 0.0000% | $211000.00         | $209634.48         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2023-NQM5   M-1    20681125 FLT | 2068-11-25      | 8.0743%  | 0.0000% | $2122800.00        | $2157901.79        | Private Label Collateralized Mortgage Obligations |
| AEP TEX INC                    SR GLBL -M NT 33    | 2033-06-01      | 5.4000%  | 0.0000% | $3000.00           | $3086.76           | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD          FR 5.355%081428     | 2028-08-14      | 5.3550%  | 0.0000% | $200000.00         | $206012.25         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3%020130         | 2030-02-01      | 3.0000%  | 0.0000% | $48000.00          | $44771.04          | Corporate Debt Securities                         |
| ASB BK LTD                     FR 4.155%102930     | 2030-10-29      | 4.1550%  | 0.0000% | $716000.00         | $716267.31         | Corporate Debt Securities                         |
| AMMC CLO LTD 2022-27R          A-1-R  20370121 FLT | 2037-01-21      | 4.7476%  | 0.0000% | $525930.00         | $529422.97         | Asset-Backed Securities                           |
| ASB BK LTD                     FR 4.155%102930     | 2030-10-29      | 4.1550%  | 0.0000% | $1284000.00        | $1284479.36        | Corporate Debt Securities                         |
| ASB BK LTD                     FR 2.375%102231     | 2031-10-22      | 2.3750%  | 0.0000% | $358000.00         | $321283.37         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM3   A-1    20690725 FLT | 2069-07-25      | 6.4510%  | 0.0000% | $3000000.00        | $2177362.06        | Private Label Collateralized Mortgage Obligations |
| ABPCID LDG FDG CLO LP 2024-18  B      20360730 FLT | 2036-07-30      | 5.6168%  | 0.0000% | $11029455.00       | $10993183.53       | Asset-Backed Securities                           |
| AEP TEX INC                    SR GLBL -D NT 47    | 2047-10-01      | 3.8000%  | 0.0000% | $500000.00         | $365620.00         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -Q NT 36    | 2036-04-15      | 5.2000%  | 0.0000% | $4094000.00        | $4022946.36        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -D NT 47    | 2047-10-01      | 3.8000%  | 0.0000% | $58000.00          | $42411.92          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -D NT 47    | 2047-10-01      | 3.8000%  | 0.0000% | $85000.00          | $62155.40          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $3737000.00        | $3831075.86        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.5%61      | 2061-02-01      | 3.5000%  | 0.0000% | $172000.00         | $107466.17         | Corporate Debt Securities                         |
| ABPCI DIRECT 6.34792 30OCT36 144A F                | 2036-10-30      | 5.5668%  | 0.0000% | $1880049.00        | $1900133.69        | Asset-Backed Securities                           |
| ABPCI DIRECT 6.24792 30OCT36 144A F                | 2036-10-30      | 5.4668%  | 0.0000% | $1490905.00        | $1506485.55        | Asset-Backed Securities                           |
| ALGONQUIN POWER & UTILITIES CO GLBL NT 1.18%26     | 2026-06-15      | 5.3650%  | 0.0000% | $486000.00         | $493813.39         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 37       | 2037-12-15      | 6.7500%  | 0.0000% | $1687000.00        | $1842364.26        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL30    | 2030-05-01      | 5.1500%  | 0.0000% | $613000.00         | $634380.42         | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2021-NQM1   M-1    20510925 FLT | 2051-09-25      | 2.9710%  | 0.0000% | $6000000.00        | $4886573.00        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-5    20530218 2.7 | 2053-02-18      | 2.7320%  | 0.0000% | $6424864.00        | $5983274.53        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-5    20530218 2.7 | 2053-02-18      | 2.7320%  | 0.0000% | $6624692.00        | $6169368.09        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21                A-5    20521018 FLT | 2052-10-18      | 2.8510%  | 0.0000% | $3084000.00        | $2909728.82        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.831%102451     | 2051-10-24      | 2.8310%  | 0.0000% | $144000.00         | $89468.11          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.802%102528     | 2028-10-25      | 5.8020%  | 0.0000% | $712000.00         | $745287.42         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.831%102451     | 2051-10-24      | 2.8310%  | 0.0000% | $1116000.00        | $693377.84         | Corporate Debt Securities                         |
| BATTALION CLO 0.01 20JAN39 144A FRN                | 2039-01-20      | 4.9292%  | 0.0000% | $10887702.00       | $10854059.00       | Asset-Backed Securities                           |
| BARCLAYS MTG LN TR 2023-NQM1   B-1    20630125 FLT | 2063-01-25      | 6.1552%  | 0.0000% | $5556874.00        | $5548262.86        | Private Label Collateralized Mortgage Obligations |
| BARINGS EQUIP FINAN LLC 2025-A A-2    20281013 4.6 | 2028-10-13      | 4.6400%  | 0.0000% | $283000.00         | $195339.05         | Asset-Backed Securities                           |
| COMM MTG TR 2013-LC6           F      20460112 3.5 | 2046-01-12      | 3.5000%  | 0.0000% | $1220000.00        | $781171.69         | Private Label Collateralized Mortgage Obligations |
| DOW CHEMICAL CO                CR SEN SR GLBL39    | 2039-05-15      | 9.4000%  | 0.0000% | $100000.00         | $129517.11         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                CR SEN SR GLBL39    | 2039-05-15      | 9.4000%  | 0.0000% | $1157000.00        | $1498512.98        | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $539000.00         | $536647.86         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 1.125%061526     | 2026-06-15      | 1.1250%  | 0.0000% | $375000.00         | $373868.44         | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 3.7%120142       | 2042-12-01      | 3.7000%  | 0.0000% | $36000.00          | $28915.32          | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2021-INV1  B-5    20510525 FLT | 2051-05-25      | 2.7086%  | 0.0000% | $823650.00         | $126254.17         | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH BANK OF AUSTRALIA FR 2.85%051826      | 2026-05-18      | 2.8500%  | 0.0000% | $54000.00          | $54406.58          | Corporate Debt Securities                         |
| `CITIGROUP MTG LN TR 2021-INV2 B-5    20510525 FLT | 2051-05-25      | 2.9837%  | 0.0000% | $740050.00         | $260615.85         | Private Label Collateralized Mortgage Obligations |
| CITI GRP COML MTG TR 2012-GC8  D      20450912 FLT | 2045-09-12      | 4.9310%  | 0.0000% | $12100000.00       | $2129065.66        | Private Label Collateralized Mortgage Obligations |
| DIAMETER CAPITAL CLO 2021-1R   B-R    20371015 FLT | 2037-10-15      | 5.7222%  | 0.0000% | $8458265.00        | $8543196.38        | Asset-Backed Securities                           |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $4000.00           | $3982.54           | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL NT 31       | 2031-01-23      | 6.1250%  | 0.0000% | $25000.00          | $23800.99          | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL NT 31       | 2031-01-23      | 6.1250%  | 0.0000% | $999000.00         | $951087.40         | Corporate Debt Securities                         |
| BIG RIV STL LLC/ BRS FIN CORP  SR SEC GLBL 29      | 2029-01-31      | 6.6250%  | 0.0000% | $4595000.00        | $4640452.21        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $1623000.00        | $1592127.83        | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL NT 31       | 2031-01-23      | 6.1250%  | 0.0000% | $1950000.00        | $1856476.92        | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $187000.00         | $180682.72         | Corporate Debt Securities                         |
| BMW VEHICLE LEASE TR 2025-1    A-3    20280626 4.4 | 2028-06-26      | 4.4300%  | 0.0000% | $351000.00         | $352303.38         | Asset-Backed Securities                           |
| CDW LLC / CDW FIN CORP         SR GLBL NT 29       | 2029-02-15      | 3.2500%  | 0.0000% | $776000.00         | $740244.08         | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $4029000.00        | $3943484.48        | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPORATED     GLBL NT 2.65%31     | 2031-07-15      | 2.6500%  | 0.0000% | $95000.00          | $84933.27          | Corporate Debt Securities                         |
| GE AEROSPACE                   FR 5.875%011438     | 2038-01-14      | 5.8750%  | 0.0000% | $951000.00         | $1019135.32        | Corporate Debt Securities                         |
| GM FINANCIAL ATMB LT 2024-3    A-4    20281020 4.2 | 2028-10-20      | 4.2200%  | 0.0000% | $1000.00           | $1001.97           | Asset-Backed Securities                           |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29    | 2029-09-12      | 5.8000%  | 0.0000% | $27000.00          | $26629.32          | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $500000.00         | $499145.00         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $3801000.00        | $3764569.53        | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL29    | 2029-07-15      | 6.8750%  | 0.0000% | $80000.00          | $84736.31          | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT5.1%35    | 2035-08-09      | 5.1000%  | 0.0000% | $1082000.00        | $1072366.59        | Corporate Debt Securities                         |
| GM FINANCIAL ATMB LT 2024-3    A-4    20281020 4.2 | 2028-10-20      | 4.2200%  | 0.0000% | $187000.00         | $187369.03         | Asset-Backed Securities                           |
| HOMES TR 2023-NQM1             B-2    20680125 FLT | 2068-01-25      | 6.9473%  | 0.0000% | $2079453.00        | $2060743.00        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $1191000.00        | $1174827.54        | Corporate Debt Securities                         |
| GOLUB CAPITAL BDC CLO 8 2024-8 A-2RR  20361020 FLT | 2036-10-20      | 5.4176%  | 0.0000% | $22643180.00       | $22734755.38       | Asset-Backed Securities                           |
| HARBORVIEW MTG LN TR 2006-12   2A-1A3 20361219 FLT | 2036-12-19      | 4.2712%  | 0.0000% | $37130540.00       | $6177291.33        | Private Label Collateralized Mortgage Obligations |
| QUANTA SVCS INC                SR GLBL NT5.1%35    | 2035-08-09      | 5.1000%  | 0.0000% | $2101000.00        | $2082294.10        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.125%061826     | 2026-06-18      | 1.1250%  | 0.0000% | $11000.00          | $10966.22          | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC          SR GLBL NT 4%51     | 2051-11-23      | 4.0000%  | 0.0000% | $24000.00          | $16220.93          | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 66       | 2066-04-15      | 6.3750%  | 0.0000% | $2209000.00        | $2253905.29        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $68000.00          | $58919.51          | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL 144A 27     | 2027-10-15      | 1.8320%  | 0.0000% | $218000.00         | $210798.93         | Corporate Debt Securities                         |
| PFS FINANCING CORP 2024-F      A      20290815 4.7 | 2029-08-15      | 4.7500%  | 0.0000% | $894000.00         | $900811.49         | Asset-Backed Securities                           |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6257%  | 0.0000% | $14909000.00       | $13180506.08       | Private Label Collateralized Mortgage Obligations |
| PRKCM 2023-AFC4 TRUST          M-1    20581125 FLT | 2058-11-25      | 7.9385%  | 0.0000% | $4000000.00        | $4057453.79        | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $103000.00         | $92927.63          | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-2    20561225 FLT | 2056-12-25      | 6.3400%  | 0.0000% | $7677000.00        | $7833727.61        | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $390000.00         | $337920.70         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 33       | 2033-02-15      | 5.3750%  | 0.0000% | $1828000.00        | $1882964.41        | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT 27       | 2027-02-25      | 5.4500%  | 0.0000% | $5000.00           | $5060.65           | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 29       | 2029-05-01      | 6.7500%  | 0.0000% | $564000.00         | $580037.34         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 32       | 2032-02-01      | 4.7500%  | 0.0000% | $87000.00          | $85352.80          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.6%101031       | 2031-10-10      | 4.6000%  | 0.0000% | $83000.00          | $84541.31          | Corporate Debt Securities                         |
| 3M CO                          FR 3.875%061544     | 2044-06-15      | 3.8750%  | 0.0000% | $425000.00         | $335490.63         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.456%060832     | 2032-06-08      | 4.4560%  | 0.0000% | $224000.00         | $222700.10         | Corporate Debt Securities                         |
| HARLEY DAVIDSON FINL SVCS INC  FR 3.05%021427      | 2027-02-14      | 3.0500%  | 0.0000% | $410000.00         | $405478.50         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR REGS NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $470000.00         | $456330.83         | Corporate Debt Securities                         |
| MEXICO CITY ARPT TR            SR SEC GLBL 47      | 2047-07-31      | 5.5000%  | 0.0000% | $300000.00         | $251480.00         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-09-15      | 3.7500%  | 0.0000% | $9000.00           | $8922.30           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.45%051826      | 2026-05-18      | 4.4500%  | 0.0000% | $7000.00           | $7118.02           | Corporate Debt Securities                         |
| NORTHERN STAR RESOURCES LTD    SR REGS NT 33       | 2033-04-11      | 6.1250%  | 0.0000% | $200000.00         | $211808.72         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT 34       | 2034-01-28      | 6.0450%  | 0.0000% | $300000.00         | $293576.62         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.8%030536       | 2036-03-05      | 4.8000%  | 0.0000% | $305000.00         | $293857.33         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT3.7%26    | 2026-08-04      | 3.7000%  | 0.0000% | $11000.00          | $11029.35          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2019-2          M2     20581225 FLT | 2058-12-25      | 3.7500%  | 0.0000% | $2145465.00        | $1775475.27        | Private Label Collateralized Mortgage Obligations |
| LOUISIANA PAC CORP             SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $276000.00         | $264157.15         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.568%121726     | 2026-12-17      | 4.5680%  | 0.0000% | $49980000.00       | $50750014.09       | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.808%060330     | 2030-06-03      | 4.8080%  | 0.0000% | $2039000.00        | $2082654.08        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 3.9701%  | 0.0000% | $5500000.00        | $2776391.11        | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $200000.00         | $198104.44         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $13740000.00       | $11782805.70       | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2099-12-31      | 6.7500%  | 0.0000% | $383000.00         | $380093.03         | Corporate Debt Securities                         |
| MADISON PARK FDG LTD 2019-32R2 B-R2   20370722 FLT | 2037-07-22      | 5.4192%  | 0.0000% | $3000000.00        | $3027408.80        | Asset-Backed Securities                           |
| SOCIETE GENERALE               FR 3.625%030141     | 2041-03-01      | 3.6250%  | 0.0000% | $2047000.00        | $1475540.72        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.4%041037       | 2037-04-10      | 5.4000%  | 0.0000% | $350000.00         | $342041.00         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $1618000.00        | $1584216.16        | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 32     | 2032-05-05      | 6.1800%  | 0.0000% | $1600000.00        | $1621077.33        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.3%34      | 2034-03-15      | 5.3000%  | 0.0000% | $3463000.00        | $3429947.59        | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL 144A 31     | 2031-11-01      | 3.6250%  | 0.0000% | $200000.00         | $187036.83         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%071540     | 2040-07-15      | 4.8750%  | 0.0000% | $657000.00         | $622022.42         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT5.4%34    | 2034-09-02      | 5.4000%  | 0.0000% | $71000.00          | $71580.07          | Corporate Debt Securities                         |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.0127%  | 0.0000% | $275000.00         | $270615.06         | Private Label Collateralized Mortgage Obligations |
| UTD AIRLINES INC 2023-1        A      20370715 5.8 | 2037-07-15      | 5.8000%  | 0.0000% | $13000.00          | $12366.64          | Asset-Backed Securities                           |
| LYB INTERNATIONAL FINANCE B.V. SR NT 4.875%44      | 2044-03-15      | 4.8750%  | 0.0000% | $2375000.00        | $1941364.58        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $175000.00         | $136336.23         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 6.2%37        | 2037-10-15      | 6.2000%  | 0.0000% | $2460000.00        | $2670720.87        | Corporate Debt Securities                         |
| MAGNETITE LIMITED 2025-52      A-1    20390125 FLT | 2039-01-25      | 4.8443%  | 0.0000% | $10000000.00       | $10122221.25       | Asset-Backed Securities                           |
| TOYOTA MOTOR CORP              SR GLBL NT 28       | 2028-07-13      | 5.1180%  | 0.0000% | $1485000.00        | $1526920.06        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $938000.00         | $963141.03         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $93000.00          | $91730.22          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $705000.00         | $695374.24         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $800000.00         | $623251.33         | Corporate Debt Securities                         |
| TOYOTA AT REC OWN TR 2022-A    A-4    20270517 1.5 | 2027-05-17      | 1.5400%  | 0.0000% | $5419000.00        | $966834.32         | Asset-Backed Securities                           |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $447000.00         | $447633.25         | Corporate Debt Securities                         |
| RALI TRUST 2005-QO5            A-1    20460125 FLT | 2046-01-25      | 4.8587%  | 0.0000% | $5205081.00        | $248348.82         | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 2.05%012127      | 2027-01-21      | 2.0500%  | 0.0000% | $6200000.00        | $6120863.89        | Corporate Debt Securities                         |
| RESIDENTIAL ACCREDIT 2005-QO1  A-1    20350827 FLT | 2035-08-27      | 4.0930%  | 0.0000% | $50002.00          | $1593.36           | Private Label Collateralized Mortgage Obligations |
| GOLUB CAP PAR CLO 2020-47(M)R  A-1A-R 20370805 FLT | 2037-08-05      | 5.2832%  | 0.0000% | $7966112.00        | $7985746.87        | Asset-Backed Securities                           |
| PUBLIC SVC ELEC & GAS CO       FR 2.25%091526      | 2026-09-15      | 2.2500%  | 0.0000% | $2043000.00        | $2029148.46        | Corporate Debt Securities                         |
| RCKT MTG TR 2025-CES1          A-1A   20450125 FLT | 2045-01-25      | 5.6530%  | 0.0000% | $861000.00         | $611237.08         | Asset-Backed Securities                           |
| ROYAL BK CDA                   FR 4.696%080631     | 2031-08-06      | 4.6960%  | 0.0000% | $2813000.00        | $2821873.45        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.948%011938     | 2038-01-19      | 5.9480%  | 0.0000% | $991000.00         | $1023570.21        | Corporate Debt Securities                         |
| NEUBERGER BERMAN CLO 2014-17R3 A-R3   20380722 FLT | 2038-07-22      | 5.0692%  | 0.0000% | $900000.00         | $908689.64         | Asset-Backed Securities                           |
| WESTPAC NZ LIMITED             FR 4.127%012929     | 2029-01-29      | 4.1270%  | 0.0000% | $1600000.00        | $1597260.18        | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I FR 5.15%032833      | 2033-03-28      | 5.1500%  | 0.0000% | $835000.00         | $841428.80         | Corporate Debt Securities                         |
| 3M CO                          FR 3.375%030129     | 2029-03-01      | 3.3750%  | 0.0000% | $7858000.00        | $7657483.49        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2024-2         A-2    20690225 FLT | 2069-02-25      | 6.4000%  | 0.0000% | $11075000.00       | $5000321.91        | Private Label Collateralized Mortgage Obligations |
| WHEELS FLEET LEASE FDG 2025-1  A-2    20400118 FLT | 2040-01-18      | 4.9868%  | 0.0000% | $7820000.00        | $7161492.14        | Asset-Backed Securities                           |
| TOLEDO HOSPITAL                2018B BD6.015%48    | 2048-11-15      | 6.0150%  | 0.0000% | $205000.00         | $198789.18         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 35     | 2035-04-01      | 5.4500%  | 0.0000% | $480000.00         | $492984.00         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $959000.00         | $950786.75         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $585000.00         | $536695.74         | Corporate Debt Securities                         |
| NEW YORK PRESBYTERIAN HOSP     SR -2019 BD 19      | 2119-08-01      | 3.9540%  | 0.0000% | $1000.00           | $686.81            | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041725-041229    | 2029-04-12      | 5.0475%  | 0.0000% | $1500000.00        | $1533749.28        | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2013-C14     D      20460615 FLT | 2046-06-15      | 3.7899%  | 0.0000% | $2250000.00        | $1357195.99        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2018-1     M3     20620525 FLT | 2062-05-25      | 3.2500%  | 0.0000% | $5000000.00        | $4457529.11        | Asset-Backed Securities                           |
| MATTEL INC                     SR GLBL 144A 27     | 2027-12-15      | 5.8750%  | 0.0000% | $292000.00         | $297016.15         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34    | 2034-01-07      | 6.1000%  | 0.0000% | $1041000.00        | $1091689.76        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 2.9%31      | 2031-11-15      | 2.9000%  | 0.0000% | $6000.00           | $5318.01           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $745000.00         | $671652.27         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $105000.00         | $99738.10          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 32       | 2032-04-14      | 5.9500%  | 0.0000% | $600000.00         | $594918.83         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I COCO     | 2079-12-31      | 6.0000%  | 0.0000% | $3099000.00        | $3145299.06        | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 31       | 2031-01-15      | 5.7500%  | 0.0000% | $292000.00         | $300864.80         | Corporate Debt Securities                         |
| GE AEROSPACE                   FR 5.875%011438     | 2038-01-14      | 5.8750%  | 0.0000% | $1496000.00        | $1603182.37        | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 30       | 2030-03-01      | 5.1500%  | 0.0000% | $1229000.00        | $1257096.99        | Corporate Debt Securities                         |
| FHLMC STACR 2019-HQA2          B-2    20490426 FLT | 2049-04-26      | 15.0264% | 0.0000% | $3365000.00        | $3961023.60        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $9237000.00        | $3976913.38        | Private Label Collateralized Mortgage Obligations |
| LSEG US FIN CORP               SR GLBL 144A 31     | 2031-03-23      | 4.5000%  | 0.0000% | $5000000.00        | $4934150.00        | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $2287000.00        | $2212166.82        | Corporate Debt Securities                         |
| MADISON PARK FUNDING 2025-63R  A-1-R  20380723 FLT | 2038-07-23      | 5.0697%  | 0.0000% | $1124561.00        | $1136860.22        | Asset-Backed Securities                           |
| KBC GROUP NV                   FR 4.454%092331     | 2031-09-23      | 4.4540%  | 0.0000% | $1200000.00        | $1179431.73        | Corporate Debt Securities                         |
| MADISON PARK FDG LTD 2022-43R  B-1-R  20371016 FLT | 2037-10-16      | 5.4711%  | 0.0000% | $4000000.00        | $4044864.85        | Asset-Backed Securities                           |
| MOFT MTG TR 2020-B6            D      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1857500.00        | $1130726.47        | Private Label Collateralized Mortgage Obligations |
| MSCI INC                       SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $334000.00         | $323071.15         | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 5.337%35    | 2035-07-08      | 5.3370%  | 0.0000% | $1876000.00        | $1871825.43        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.013%040451     | 2051-04-04      | 5.0130%  | 0.0000% | $45712000.00       | $41225241.49       | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                2018B BD6.015%48    | 2048-11-15      | 6.0150%  | 0.0000% | $249000.00         | $241456.13         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  VR 011222-011227    | 2027-01-12      | 4.3208%  | 0.0000% | $3500000.00        | $3540698.45        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $2039000.00        | $1682124.87        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 34       | 2034-07-03      | 5.7830%  | 0.0000% | $3985000.00        | $4141276.65        | Corporate Debt Securities                         |
| RADNOR RE LTD 2021-2           M-1B   20311125 FLT | 2031-11-25      | 7.3619%  | 0.0000% | $3000000.00        | $535994.36         | Asset-Backed Securities                           |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $1965000.00        | $1944487.58        | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 28       | 2028-02-01      | 3.9500%  | 0.0000% | $494000.00         | $489308.65         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $760000.00         | $685679.60         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -A 56    | 2056-03-15      | 5.8750%  | 0.0000% | $5000.00           | $4917.36           | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4%28        | 2028-10-15      | 4.0000%  | 0.0000% | $500000.00         | $511187.78         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM3    B-2    20641125 FLT | 2064-11-25      | 7.1556%  | 0.0000% | $1166839.00        | $1147998.02        | Private Label Collateralized Mortgage Obligations |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 28     | 2028-01-15      | 4.9500%  | 0.0000% | $65000.00          | $65826.15          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.9%031347       | 2047-03-13      | 5.9000%  | 0.0000% | $21652000.00       | $21496538.64       | Corporate Debt Securities                         |
| WESTERN ALLIANCE BK PHOENIX    LW TIER II 35       | 2035-11-15      | 6.5370%  | 0.0000% | $525000.00         | $525872.07         | Corporate Debt Securities                         |
| WOODMONT TR 2022-10R           B-R    20380415 FLT | 2038-04-15      | 5.4222%  | 0.0000% | $1211247.00        | $1199339.51        | Asset-Backed Securities                           |
| AVOLON HLDGS FDG LTD           SR REGS NT 27       | 2027-11-18      | 2.5280%  | 0.0000% | $1871000.00        | $1823887.39        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 1.15%071426      | 2026-07-14      | 1.1500%  | 0.0000% | $2000.00           | $1988.16           | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 2022-3R     C-R    20370720 FLT | 2037-07-20      | 5.8176%  | 0.0000% | $2795033.00        | $2821395.91        | Asset-Backed Securities                           |
| SAUDI ARABIAN OIL CO           FR 5.375%060235     | 2035-06-02      | 5.3750%  | 0.0000% | $420000.00         | $424463.49         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $3858000.00        | $3901194.60        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $5109000.00        | $4336774.65        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $38000.00          | $32256.30          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49    | 2049-05-15      | 4.8000%  | 0.0000% | $1525000.00        | $1202238.83        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $576000.00         | $588149.60         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 55       | 2055-03-15      | 5.9500%  | 0.0000% | $1218000.00        | $1101856.93        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.8%28    | 2028-09-01      | 4.8000%  | 0.0000% | $28000.00          | $28215.60          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.8%28    | 2028-09-01      | 4.8000%  | 0.0000% | $1499000.00        | $1510542.30        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $48000.00          | $47782.72          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $92000.00          | $91583.55          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $269000.00         | $267782.33         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $1555000.00        | $1439898.90        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $2839000.00        | $2628857.22        | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $1385000.00        | $1071472.93        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49    | 2049-05-15      | 4.8000%  | 0.0000% | $639000.00         | $503757.78         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.134%031127     | 2027-03-11      | 5.1340%  | 0.0000% | $986000.00         | $996670.71         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.134%031127     | 2027-03-11      | 5.1340%  | 0.0000% | $3584000.00        | $3622786.84        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR 144A NT 34       | 2034-01-28      | 6.0450%  | 0.0000% | $1400000.00        | $1370024.25        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $1058000.00        | $1049029.34        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 A34    | 2034-05-15      | 5.3750%  | 0.0000% | $1800000.00        | $1876834.00        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $1288000.00        | $1207199.11        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $1437000.00        | $1346851.80        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA NY    VR 012125-012128    | 2028-01-21      | 4.2667%  | 0.0000% | $3000000.00        | $3029826.35        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $2000.00           | $1756.70           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $1279000.00        | $1123409.65        | Corporate Debt Securities                         |
| DIAMETER CAP CLO 2024-6        A-2A   20370415 FLT | 2037-04-15      | 5.7722%  | 0.0000% | $7747000.00        | $7838456.40        | Asset-Backed Securities                           |
| DISNEY WALT CO                 FR 7%030132         | 2032-03-01      | 7.0000%  | 0.0000% | $100000.00         | $112166.33         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $2000.00           | $1547.25           | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-09-26      | 4.9500%  | 0.0000% | $87000.00          | $85992.32          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-09-26      | 4.9500%  | 0.0000% | $180000.00         | $177915.15         | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT 29       | 2029-03-18      | 5.8500%  | 0.0000% | $781000.00         | $798144.90         | Corporate Debt Securities                         |
| BRIDGECREST LENDIN AUTO 2024-4 A-3    20280915 4.7 | 2028-09-15      | 4.7200%  | 0.0000% | $1000.00           | $706.69            | Asset-Backed Securities                           |
| BOEING CO                      CR SEN SR GLBL40    | 2040-05-01      | 5.7050%  | 0.0000% | $329000.00         | $336356.71         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2023-V4       A-3    20561117 FLT | 2056-11-17      | 6.8409%  | 0.0000% | $3000000.00        | $3151343.35        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-V4       A-3    20561117 FLT | 2056-11-17      | 6.8409%  | 0.0000% | $20410086.00       | $21439729.59       | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.1330%  | 0.0000% | $203366084.00      | $7432621.76        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B5       A-4    20510717 4.2 | 2051-07-17      | 4.2076%  | 0.0000% | $908800.00         | $901764.37         | Private Label Collateralized Mortgage Obligations |
| AIR CANADA 2015-1              A      20280915 3.6 | 2028-09-15      | 3.6000%  | 0.0000% | $4000.00           | $1982.34           | Asset-Backed Securities                           |
| CWALT INC 2006-OA11            A-1C   20460925 FLT | 2046-09-25      | 4.2930%  | 0.0000% | $8435000.00        | $5810509.29        | Private Label Collateralized Mortgage Obligations |
| AETNA INC NEW                  SR GLBL NT 42       | 2042-11-15      | 4.1250%  | 0.0000% | $451000.00         | $352841.35         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 47       | 2047-08-15      | 3.8750%  | 0.0000% | $244000.00         | $177222.42         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 66       | 2066-02-15      | 5.7500%  | 0.0000% | $1000.00           | $993.86            | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $2000.00           | $1637.71           | Corporate Debt Securities                         |
| OVINTIV INC                    SR NT 7.375%31      | 2031-11-01      | 7.3750%  | 0.0000% | $159000.00         | $180410.81         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 37       | 2037-12-15      | 6.7500%  | 0.0000% | $9000.00           | $9828.85           | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $217000.00         | $237011.08         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $693000.00         | $756906.34         | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3           B-2    20680725 FLT | 2068-07-25      | 8.0333%  | 0.0000% | $3916597.00        | $3944621.93        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-OA4             A-2    20470525 FLT | 2047-05-25      | 4.2330%  | 0.0000% | $2619754.00        | $99514.33          | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    FR 4.85%102331      | 2031-10-23      | 4.8500%  | 0.0000% | $3000.00           | $3030.86           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3%020130         | 2030-02-01      | 3.0000%  | 0.0000% | $84000.00          | $78349.32          | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2025-6        A-1    20700425 FLT | 2070-04-25      | 5.5150%  | 0.0000% | $3810982.00        | $3220339.63        | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2018-5R       C-R    20380715 FLT | 2038-07-15      | 5.7222%  | 0.0000% | $4250000.00        | $4290125.23        | Asset-Backed Securities                           |
| BENCHMARK MTG  2021-B27 TR     A-5    20540717 2.3 | 2054-07-17      | 2.3900%  | 0.0000% | $5530000.00        | $4895734.81        | Private Label Collateralized Mortgage Obligations |
| BAXTER INTL INC                SR GLBL NT2.6%26    | 2026-08-15      | 2.6000%  | 0.0000% | $229000.00         | $228075.35         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B19      A-S    20530917 FLT | 2053-09-17      | 2.1480%  | 0.0000% | $1743000.00        | $1472550.89        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B1       C      20510118 FLT | 2051-01-18      | 4.2023%  | 0.0000% | $3300000.00        | $2707379.05        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B1       C      20510118 FLT | 2051-01-18      | 4.2023%  | 0.0000% | $2051000.00        | $1682677.10        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS 2024-3 A      20380125 FLT | 2038-01-25      | 4.9780%  | 0.0000% | $2990600.00        | $3018412.02        | Asset-Backed Securities                           |
| BOC AVIATION PTE LTD           FR 2.625%091730     | 2030-09-17      | 2.6250%  | 0.0000% | $800000.00         | $742544.67         | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $52000.00          | $41052.44          | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $242000.00         | $191051.74         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B5       A-S    20510717 4.4 | 2051-07-17      | 4.4189%  | 0.0000% | $2325000.00        | $2279877.37        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      D      20621215 FLT | 2062-12-15      | 2.5000%  | 0.0000% | $1280000.00        | $510052.27         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2024-NQM4    A-1A   20600125 FLT | 2060-01-25      | 4.3500%  | 0.0000% | $8724606.00        | $7260722.87        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              VR 012425-012429    | 2029-01-24      | 4.4951%  | 0.0000% | $3500000.00        | $3527884.99        | Corporate Debt Securities                         |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3000000.00        | $1963551.50        | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-110W      B      20401213 FLT | 2040-12-13      | 5.4477%  | 0.0000% | $5953000.00        | $5885354.57        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 1.05%101526      | 2026-10-15      | 1.0500%  | 0.0000% | $3000.00           | $2962.96           | Corporate Debt Securities                         |
| BLOCK FINL LLC                 CR SEN SR GLBL28    | 2028-07-15      | 2.5000%  | 0.0000% | $100000.00         | $94959.78          | Corporate Debt Securities                         |
| CIFC FUNDING  LTD              A-1R2  20390418 FLT | 2039-04-18      | 4.8329%  | 0.0000% | $1900000.00        | $1902006.25        | Asset-Backed Securities                           |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $3929000.00        | $4431695.91        | Corporate Debt Securities                         |
| BOEING CO                      3.6%34              | 2034-05-01      | 3.6000%  | 0.0000% | $272000.00         | $246780.16         | Corporate Debt Securities                         |
| BLOCK FINL LLC                 CR SEN SR GLBL30    | 2030-08-15      | 3.8750%  | 0.0000% | $600000.00         | $567570.83         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $127000.00         | $143249.02         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 35       | 2035-07-26      | 6.1840%  | 0.0000% | $2776000.00        | $2802776.06        | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM2   A-3    20690425 FLT | 2069-04-25      | 6.8020%  | 0.0000% | $4047000.00        | $2519309.24        | Private Label Collateralized Mortgage Obligations |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $3771000.00        | $3020656.90        | Corporate Debt Securities                         |
| AIMCO CLO SERIES LLC 2017-AR2  A-R2   20380120 FLT | 2038-01-20      | 4.8076%  | 0.0000% | $2000000.00        | $2012596.34        | Asset-Backed Securities                           |
| A&D MTG TR 2025-NQM1           A-1    20700325 FLT | 2070-03-25      | 5.4300%  | 0.0000% | $505000.00         | $448492.31         | Private Label Collateralized Mortgage Obligations |
| AEP TEX INC                    SR GLBL -P NT 55    | 2055-10-15      | 5.8500%  | 0.0000% | $100000.00         | $99010.75          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $5105000.00        | $4057300.85        | Corporate Debt Securities                         |
| VERUS SEC TR 2025-INV1         A-3    20700225 FLT | 2070-02-25      | 5.9530%  | 0.0000% | $3250000.00        | $2898983.96        | Private Label Collateralized Mortgage Obligations |
| STELLANTIS FINANCE US INC      SR GLBL REGS 27     | 2027-01-29      | 1.7110%  | 0.0000% | $1602000.00        | $1566430.35        | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9697%  | 0.0000% | $4574258.00        | $4597639.03        | Private Label Collateralized Mortgage Obligations |
| COMISION FEDERAL DE ELECTRICID SR REGS NT5.7%30    | 2030-01-24      | 5.7000%  | 0.0000% | $286000.00         | $287521.04         | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL REGS 29     | 2029-04-01      | 3.7500%  | 0.0000% | $101000.00         | $99634.48          | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL REGS 29     | 2029-04-01      | 3.7500%  | 0.0000% | $260000.00         | $256484.80         | Corporate Debt Securities                         |
| VERUS SECURITIZ TR 2024-INV2   B-2    20690825 FLT | 2069-08-25      | 7.9176%  | 0.0000% | $1071904.00        | $1078517.60        | Private Label Collateralized Mortgage Obligations |
| SYNCHRONY FINANCIAL            SR GLBL NT 32       | 2032-02-25      | 4.9470%  | 0.0000% | $24000.00          | $23373.53          | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     FR 6.6%011538       | 2038-01-15      | 6.6000%  | 0.0000% | $730000.00         | $805126.73         | Corporate Debt Securities                         |
| TESCO PLC                      SR GLBL REGS 37     | 2037-11-15      | 6.1500%  | 0.0000% | $100000.00         | $104255.33         | Corporate Debt Securities                         |
| MASTEC INC                     SR GLBL REGS 28     | 2028-08-15      | 4.5000%  | 0.0000% | $284000.00         | $281722.32         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.572%021131     | 2031-02-11      | 2.5720%  | 0.0000% | $61000.00          | $56523.96          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 3.25%011430      | 2030-01-14      | 3.2500%  | 0.0000% | $300000.00         | $283056.42         | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 4.8430%  | 0.0000% | $11874000.00       | $5713941.48        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 5.375%110243     | 2043-11-02      | 5.3750%  | 0.0000% | $1144000.00        | $1088889.55        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.55%112030      | 2030-11-20      | 5.5500%  | 0.0000% | $3354000.00        | $3551570.16        | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $58000.00          | $53077.73          | Corporate Debt Securities                         |
| UBS-BARCLY COML MTG TR 2013-C5 F      20460312 FLT | 2046-03-12      | 3.6488%  | 0.0000% | $1155000.00        | $146753.93         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 4.2%011031       | 2031-01-10      | 4.2000%  | 0.0000% | $76000.00          | $75441.91          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $6000.00           | $6135.52           | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-2    20631225 FLT | 2063-12-25      | 7.7027%  | 0.0000% | $4619000.00        | $4205880.68        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2018-BOP  B      20330815 FLT | 2033-08-15      | 4.9700%  | 0.0000% | $390098.00         | $205865.29         | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $100000.00         | $100103.36         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $39000.00          | $33444.64          | Corporate Debt Securities                         |
| MS RES MTG LN TR 2025-NQM4     B-1    20700525 FLT | 2070-05-25      | 7.0301%  | 0.0000% | $7156000.00        | $7059625.98        | Private Label Collateralized Mortgage Obligations |
| MOUNTAIN VIEW CLO IX 2015-9R   C-R    20310715 FLT | 2031-07-15      | 7.0538%  | 0.0000% | $500000.00         | $507527.71         | Asset-Backed Securities                           |
| OBX 2024-NQM9 TRUST            A-1    20640125 FLT | 2064-01-25      | 6.0300%  | 0.0000% | $18638000.00       | $11211627.12       | Private Label Collateralized Mortgage Obligations |
| NY COML MTG TR 2025-299P       A      20470212 FLT | 2047-02-12      | 5.6637%  | 0.0000% | $14728000.00       | $15309575.70       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.831%041935     | 2035-04-19      | 5.8310%  | 0.0000% | $1455000.00        | $1541018.87        | Corporate Debt Securities                         |
| MGIC INVT CORP WIS             SR GLBL NT 28       | 2028-08-15      | 5.2500%  | 0.0000% | $127000.00         | $127754.17         | Corporate Debt Securities                         |
| MERCES-BENZ AT REC TR 2025-1   A-3    20291217 4.7 | 2029-12-17      | 4.7800%  | 0.0000% | $43000.00          | $43411.57          | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $1000.00           | $1033.68           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $431000.00         | $431926.29         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%030127       | 2027-03-01      | 3.5000%  | 0.0000% | $981000.00         | $977151.21         | Corporate Debt Securities                         |
| DIAGEO INVT CORP               GTD SRNT 7.45%35    | 2035-04-15      | 7.4500%  | 0.0000% | $3020000.00        | $3610992.19        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 31       | 2031-04-01      | 5.4500%  | 0.0000% | $24000.00          | $25197.84          | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 26       | 2026-11-13      | 5.2650%  | 0.0000% | $1245000.00        | $1277684.36        | Corporate Debt Securities                         |
| SALUDA GRADE ALTERNATIVE 2024- B-1    20590825 FLT | 2059-08-25      | 7.1122%  | 0.0000% | $4359873.00        | $4208109.38        | Private Label Collateralized Mortgage Obligations |
| HESS CORP                      SR NT 5.6%41        | 2041-02-15      | 5.6000%  | 0.0000% | $1256000.00        | $1280737.62        | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $4000.00           | $4063.71           | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2013-C12      D      20461017 FLT | 2046-10-17      | 4.6006%  | 0.0000% | $5000000.00        | $4784618.99        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 3.971%072238     | 2038-07-22      | 3.9710%  | 0.0000% | $4362000.00        | $3825042.53        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  F      20330815 FLT | 2033-08-15      | 6.2200%  | 0.0000% | $3400000.00        | $120263.29         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $1704000.00        | $1838640.85        | Corporate Debt Securities                         |
| LOUISIANA PAC CORP             SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $684000.00         | $654650.32         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.889%072033     | 2033-07-20      | 4.8890%  | 0.0000% | $16000.00          | $16002.12          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.625%011228     | 2028-01-12      | 4.6250%  | 0.0000% | $1930000.00        | $1963117.46        | Corporate Debt Securities                         |
| TRINITAS CLO XXXIII LTD        A      20380722 FLT | 2038-07-22      | 4.9892%  | 0.0000% | $9377491.00        | $9458550.44        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2018-1 AA     20310901 3.5 | 2031-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1208.79           | Asset-Backed Securities                           |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $257000.00         | $265802.25         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.478%040431     | 2031-04-04      | 4.4780%  | 0.0000% | $1415000.00        | $1431522.72        | Corporate Debt Securities                         |
| WELLS FARGO CO TR 2018-C44     B      20510517 FLT | 2051-05-17      | 4.6850%  | 0.0000% | $11419.00          | $11076.63          | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 4.65%090332      | 2032-09-03      | 4.6500%  | 0.0000% | $379000.00         | $376307.84         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $1924000.00        | $1871126.34        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.928%101535     | 2035-10-15      | 4.9280%  | 0.0000% | $106000.00         | $106138.91         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 31       | 2031-03-15      | 4.6500%  | 0.0000% | $337000.00         | $332417.92         | Corporate Debt Securities                         |
| GMF FLOORPLAN OWNER 2024-1     A-2    20290315 FLT | 2029-03-15      | 4.4222%  | 0.0000% | $2450000.00        | $2462435.21        | Asset-Backed Securities                           |
| FEDEX FGHT HLDG CO INC         SR GLBL 144A 29     | 2029-03-15      | 4.3000%  | 0.0000% | $1000000.00        | $993058.89         | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA6          B-2    20411025 FLT | 2041-10-25      | 11.1619% | 0.0000% | $27100000.00       | $27914715.89       | Private Label Collateralized Mortgage Obligations |
| FEDEX FGHT HLDG CO INC         SR 144A NT 33       | 2033-03-15      | 4.9500%  | 0.0000% | $92000.00          | $90205.08          | Corporate Debt Securities                         |
| METRONET INFRA ISSUER 2026-1   A-2    20560420 5.2 | 2056-04-20      | 5.2730%  | 0.0000% | $25000.00          | $25075.78          | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $740000.00         | $613559.49         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $885000.00         | $733783.98         | Corporate Debt Securities                         |
| SFAVE COML MTG TR 2015-5AVE    A-2B   20430108 4.1 | 2043-01-08      | 4.1440%  | 0.0000% | $4500000.00        | $3899089.50        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   VR 101824-101827    | 2027-10-18      | 4.3871%  | 0.0000% | $5400000.00        | $5454153.14        | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2024-CES5  A-1A   20440725 FLT | 2044-07-25      | 5.8460%  | 0.0000% | $1025000.00        | $613958.15         | Asset-Backed Securities                           |
| HYUNDAI CAP AMER               FR 5.3%010830       | 2030-01-08      | 5.3000%  | 0.0000% | $4127000.00        | $4243998.16        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.9%011228       | 2028-01-12      | 4.9000%  | 0.0000% | $2000.00           | $2041.71           | Corporate Debt Securities                         |
| INDYMAC INDX 2006-AR4          A1-B   20460525 FLT | 2046-05-25      | 4.3930%  | 0.0000% | $48116.00          | $1614.56           | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   VR 080625-080629    | 2029-08-06      | 4.5411%  | 0.0000% | $2500000.00        | $2520603.12        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.3%092427       | 2027-09-24      | 4.3000%  | 0.0000% | $494000.00         | $492274.02         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   B-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $9065512.00        | $9086967.04        | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT 33       | 2033-03-01      | 5.8750%  | 0.0000% | $85000.00          | $86828.00          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 33       | 2033-03-01      | 5.8750%  | 0.0000% | $354000.00         | $361613.06         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 28       | 2028-12-05      | 7.0500%  | 0.0000% | $200000.00         | $208989.33         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29    | 2029-09-12      | 5.8000%  | 0.0000% | $83000.00          | $81860.50          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $1236000.00        | $1228277.47        | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.1700%  | 0.0000% | $6183000.00        | $6122667.66        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $5000.00           | $5260.20           | Corporate Debt Securities                         |
| ILLUMINA INC                   SR GLBL NT 30       | 2030-12-12      | 4.7500%  | 0.0000% | $536000.00         | $540467.56         | Corporate Debt Securities                         |
| MERCEDES AUTO REC TR 2023-1    A-4    20290416 4.3 | 2029-04-16      | 4.3100%  | 0.0000% | $2445000.00        | $2453541.74        | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $316000.00         | $314025.63         | Corporate Debt Securities                         |
| MAGNITITE LTD 2024-38          A-1    20370415 FLT | 2037-04-15      | 5.1522%  | 0.0000% | $21741742.00       | $21972720.37       | Asset-Backed Securities                           |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 30     | 2030-05-06      | 6.2500%  | 0.0000% | $300000.00         | $303376.08         | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 30       | 2030-11-01      | 1.8750%  | 0.0000% | $200000.00         | $173656.50         | Corporate Debt Securities                         |
| HIGHWOODS PPTYS INC            SR GLBL NT 33       | 2033-01-15      | 5.3500%  | 0.0000% | $7000.00           | $6956.81           | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 31       | 2031-01-15      | 5.7500%  | 0.0000% | $759000.00         | $782042.40         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%010829      | 2029-01-08      | 4.2500%  | 0.0000% | $617000.00         | $615586.21         | Corporate Debt Securities                         |
| HERCULES CAPITAL INC           SR GLBL NT 29       | 2029-02-10      | 5.3500%  | 0.0000% | $710000.00         | $701053.41         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT4.4%30    | 2030-10-15      | 4.4000%  | 0.0000% | $921000.00         | $924818.06         | Corporate Debt Securities                         |
| HBOS PLC MEDIUM TERM SR NT     FR 6%110133         | 2033-11-01      | 6.0000%  | 0.0000% | $433000.00         | $455814.77         | Corporate Debt Securities                         |
| HOME EQUITY ASSET TR 2005-3    M-6    20350825 FLT | 2035-08-25      | 4.8580%  | 0.0000% | $6025000.00        | $4431532.22        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT6.1%64    | 2064-04-01      | 6.1000%  | 0.0000% | $300000.00         | $297147.00         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT6.1%64    | 2064-04-01      | 6.1000%  | 0.0000% | $2099000.00        | $2079038.51        | Corporate Debt Securities                         |
| SPGN TRUST 2026-TFLM           A      20410215 0.0 | 2041-02-15      | 4.9725%  | 0.0000% | $10126822.00       | $10111309.97       | Private Label Collateralized Mortgage Obligations |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $3000.00           | $290.86            | Asset-Backed Securities                           |
| HCA INC.                       5.375%26            | 2026-09-01      | 5.3750%  | 0.0000% | $348000.00         | $349767.55         | Corporate Debt Securities                         |
| SCOTT TR 2023-SFS              A      20400312 5.9 | 2040-03-12      | 5.9098%  | 0.0000% | $120000.00         | $122675.50         | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 4.75%091428      | 2028-09-14      | 4.7500%  | 0.0000% | $336000.00         | $337163.59         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.9%062328       | 2028-06-23      | 4.9000%  | 0.0000% | $1039000.00        | $1057524.22        | Corporate Debt Securities                         |
| SANDS CHINA LTD                CR SEN SR GLBL29    | 2029-03-08      | 2.8500%  | 0.0000% | $1560000.00        | $1470254.50        | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $867000.00         | $880809.86         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 5.837%031334     | 2034-03-13      | 5.8370%  | 0.0000% | $500000.00         | $515959.25         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           A-1    20650725 5.1 | 2065-07-25      | 5.1430%  | 0.0000% | $18014412.00       | $14662012.61       | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $88000.00          | $89401.69          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL REGS NT 52     | 2052-02-15      | 6.2640%  | 0.0000% | $5440000.00        | $4797720.96        | Corporate Debt Securities                         |
| OBX 2023-NQM7 TRUST            A-3    20630425 FLT | 2063-04-25      | 7.2990%  | 0.0000% | $5240000.00        | $2580224.53        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15           B-1    20650725 FLT | 2065-07-25      | 6.8380%  | 0.0000% | $17084000.00       | $16913644.04       | Private Label Collateralized Mortgage Obligations |
| OHA CR PARTNERS LTD 2024-17    A      20380119 FLT | 2038-01-19      | 4.9876%  | 0.0000% | $2282000.00        | $2302465.36        | Asset-Backed Securities                           |
| MACQUARIE BK LTD               FR 4.331%061228     | 2028-06-12      | 4.3310%  | 0.0000% | $277000.00         | $280765.35         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $632000.00         | $661583.22         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $97000.00          | $96985.33          | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.4273%  | 0.0000% | $10000000.00       | $4782950.84        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $21000.00          | $21238.45          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $80000.00          | $80908.38          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $7065000.00        | $7145221.51        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               LW TIER II 36       | 2036-06-10      | 5.0430%  | 0.0000% | $779000.00         | $768350.49         | Corporate Debt Securities                         |
| SAGICOR FINL CORP LTD          SR GLBL REGS 28     | 2028-05-13      | 5.3000%  | 0.0000% | $628000.00         | $636852.71         | Corporate Debt Securities                         |
| NORTH HAVEN PRIVATE INCOME FD  SR GLBL NT 30       | 2030-02-01      | 5.7500%  | 0.0000% | $560000.00         | $541902.67         | Corporate Debt Securities                         |
| LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34      | 2034-03-25      | 7.0000%  | 0.0000% | $1369000.00        | $1455762.66        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $11908000.00       | $12248410.03       | Corporate Debt Securities                         |
| NISSAN AUTO REC OWN TR 2025-A  A-2B   20280215 FLT | 2028-02-15      | 4.1222%  | 0.0000% | $852000.00         | $667638.57         | Asset-Backed Securities                           |
| JEFFERIES CR PT BDC CLO 2025-1 A      20370427 FLT | 2037-04-27      | 5.2180%  | 0.0000% | $21951989.00       | $22009469.84       | Asset-Backed Securities                           |
| NORTH HAVEN PRIVATE INCOME FD  SR GLBL NT 30       | 2030-02-01      | 5.7500%  | 0.0000% | $95000.00          | $91929.92          | Corporate Debt Securities                         |
| NISSAN AUTO LEASE TRUST 2025-A A-3    20280315 4.7 | 2028-03-15      | 4.7500%  | 0.0000% | $16000.00          | $16136.91          | Asset-Backed Securities                           |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $4000.00           | $4001.36           | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 2018-1      C      20310520 FLT | 2031-05-20      | 5.9672%  | 0.0000% | $5000000.00        | $5028922.22        | Asset-Backed Securities                           |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2%31    | 2031-12-01      | 3.2000%  | 0.0000% | $367000.00         | $333781.61         | Corporate Debt Securities                         |
| IQVIA INC                      SR SEC GLBL NT29    | 2029-02-01      | 6.2500%  | 0.0000% | $43000.00          | $44992.91          | Corporate Debt Securities                         |
| SURA ASSET MANAGEMENT SA       SR GLBL 144A 32     | 2032-05-13      | 6.3500%  | 0.0000% | $250000.00         | $268047.92         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR 144A NT 3%31     | 2031-04-06      | 3.0000%  | 0.0000% | $213000.00         | $189074.42         | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2026-CES3  A-1A   20560327 FLT | 2056-03-27      | 5.1440%  | 0.0000% | $2524020.00        | $2522744.53        | Asset-Backed Securities                           |
| MAREX GROUP PLC                CR SEN SR GLBL28    | 2028-05-08      | 5.8290%  | 0.0000% | $30000.00          | $30957.42          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.6%052645       | 2045-05-26      | 4.6000%  | 0.0000% | $90000.00          | $78711.50          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $877000.00         | $877297.21         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.5%090430       | 2030-09-04      | 4.5000%  | 0.0000% | $200000.00         | $197327.00         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031      | 2031-07-10      | 5.0500%  | 0.0000% | $28000.00          | $28306.11          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-01-15      | 3.1250%  | 0.0000% | $84000.00          | $83615.89          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $4447000.00        | $4412072.52        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 33       | 2033-07-31      | 5.5480%  | 0.0000% | $346000.00         | $341417.81         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 33       | 2033-07-31      | 5.5480%  | 0.0000% | $1305000.00        | $1287717.45        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.3%31    | 2031-09-15      | 2.3000%  | 0.0000% | $4000.00           | $3511.81           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-01-15      | 3.1250%  | 0.0000% | $5000.00           | $4977.14           | Corporate Debt Securities                         |
| ANGEL OAK MTG 2025-7           A-1    20700625 FLT | 2070-06-25      | 5.5090%  | 0.0000% | $2465000.00        | $2238975.66        | Private Label Collateralized Mortgage Obligations |
| ALPHABET INC                   SR GLBL NT4.7%35    | 2035-11-15      | 4.7000%  | 0.0000% | $1000.00           | $1002.90           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.25%090128      | 2028-09-01      | 4.2500%  | 0.0000% | $4891000.00        | $4863422.91        | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-3R        B-R    20360721 FLT | 2036-07-21      | 5.5676%  | 0.0000% | $11499595.00       | $11479194.11       | Asset-Backed Securities                           |
| AMERICAN NATL GLOBAL FDG       FR 5.55%012830      | 2030-01-28      | 5.5500%  | 0.0000% | $100000.00         | $101765.25         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 2.25%011229      | 2029-01-12      | 2.2500%  | 0.0000% | $3348000.00        | $3154108.95        | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31       | 2031-02-01      | 3.3750%  | 0.0000% | $500000.00         | $452872.50         | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024-5         B      20361020 FLT | 2036-10-20      | 5.5176%  | 0.0000% | $16172309.00       | $16149000.26       | Asset-Backed Securities                           |
| APA CORPORATION                GLBL NT 5.35%49     | 2049-07-01      | 5.3500%  | 0.0000% | $576000.00         | $489199.68         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $485000.00         | $492876.40         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $1860000.00        | $1890206.40        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $1750000.00        | $1776974.40        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT0.8%27    | 2027-08-15      | 0.8000%  | 0.0000% | $9000.00           | $8637.23           | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR VR 093024-093027    | 2027-09-30      | 4.3167%  | 0.0000% | $3600000.00        | $3613678.00        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.7%35    | 2035-11-15      | 4.7000%  | 0.0000% | $203000.00         | $203588.81         | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $198000.00         | $162132.85         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $1529000.00        | $1577751.32        | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31       | 2031-02-01      | 3.3750%  | 0.0000% | $2000000.00        | $1811490.00        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $2242000.00        | $2016409.96        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $3094000.00        | $2782681.72        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%070927      | 2027-07-09      | 4.5500%  | 0.0000% | $63000.00          | $63683.17          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.125%120130     | 2030-12-01      | 3.1250%  | 0.0000% | $365000.00         | $338839.23         | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 4.6180%  | 0.0000% | $12500000.00       | $5338966.35        | Private Label Collateralized Mortgage Obligations |
| AMAZON COM INC                 SR GLBL NT3.9%28    | 2028-11-20      | 3.9000%  | 0.0000% | $637000.00         | $642358.23         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2024-9   A-2    20360421 FLT | 2036-04-21      | 6.0676%  | 0.0000% | $2200000.00        | $2224811.97        | Asset-Backed Securities                           |
| BENCHMART MTG TR 2019-B12      WM-C   20520816 FLT | 2052-08-16      | 4.2463%  | 0.0000% | $4096000.00        | $3598223.53        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28    | 2028-11-27      | 7.3000%  | 0.0000% | $36000.00          | $37550.68          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 4%29     | 2029-01-15      | 4.0000%  | 0.0000% | $312000.00         | $295917.79         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28    | 2028-11-27      | 7.3000%  | 0.0000% | $973000.00         | $1014911.43        | Corporate Debt Securities                         |
| BENCHMART MTG TR 2019-B12      A-5    20520816 FLT | 2052-08-16      | 3.1156%  | 0.0000% | $635000.00         | $606163.59         | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      CR SEN SR GLBL50    | 2050-05-01      | 5.8050%  | 0.0000% | $1199000.00        | $1181143.89        | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33       | 2033-08-04      | 5.9500%  | 0.0000% | $12000.00          | $12305.05          | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33       | 2033-08-04      | 5.9500%  | 0.0000% | $757000.00         | $776243.57         | Corporate Debt Securities                         |
| BRAVO RESIDENTIAL 2023-NQM7    B-2    20630925 FLT | 2063-09-25      | 7.8710%  | 0.0000% | $2646000.00        | $2686807.13        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1             D      20490812 FLT | 2049-08-12      | 2.7946%  | 0.0000% | $5300000.00        | $1058997.28        | Private Label Collateralized Mortgage Obligations |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33       | 2033-08-04      | 5.9500%  | 0.0000% | $2360000.00        | $2419993.17        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 29       | 2029-08-15      | 3.2500%  | 0.0000% | $51000.00          | $48996.86          | Corporate Debt Securities                         |
| CNO FINL GROUP INC             SR GLBL NT 34       | 2034-06-15      | 6.4500%  | 0.0000% | $89000.00          | $93226.76          | Corporate Debt Securities                         |
| BOEING CO                      3.9%49              | 2049-05-01      | 3.9000%  | 0.0000% | $10000.00          | $7457.90           | Corporate Debt Securities                         |
| BRAVO RESID FDG TR 2024-NQM2   A-3    20640225 FLT | 2064-02-25      | 6.5890%  | 0.0000% | $4000000.00        | $1961772.57        | Private Label Collateralized Mortgage Obligations |
| CIFC FDG LTD 2020-4R           A-1-R  20400117 FLT | 2040-01-17      | 4.9722%  | 0.0000% | $24000000.00       | $24262529.50       | Asset-Backed Securities                           |
| THE CAMPBELLS COMPANY          SR NT 4.8%48        | 2048-03-15      | 4.8000%  | 0.0000% | $288000.00         | $226959.36         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL50    | 2050-05-01      | 5.8050%  | 0.0000% | $3415000.00        | $3364142.11        | Corporate Debt Securities                         |
| BOEING CO                      3.9%49              | 2049-05-01      | 3.9000%  | 0.0000% | $127000.00         | $94715.33          | Corporate Debt Securities                         |
| CIFC FDG 2019-II LTD 2019-2R2  A-1R2  20381017 FLT | 2038-10-17      | 4.9176%  | 0.0000% | $15877207.00       | $16000446.80       | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 50       | 2050-04-01      | 4.2500%  | 0.0000% | $2124000.00        | $1652302.08        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT3.7%27    | 2027-06-22      | 3.7000%  | 0.0000% | $500000.00         | $494617.50         | Corporate Debt Securities                         |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $11285000.00       | $13356926.00       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.2%092130       | 2030-09-21      | 6.2000%  | 0.0000% | $686000.00         | $719409.72         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $981000.00         | $996625.69         | Corporate Debt Securities                         |
| HCA INC.                       5.375%26            | 2026-09-01      | 5.3750%  | 0.0000% | $454000.00         | $456305.94         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $1600000.00        | $1718848.00        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $187000.00         | $160362.79         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-1          M2     20580125 FLT | 2058-01-25      | 3.7500%  | 0.0000% | $2955000.00        | $2799499.04        | Private Label Collateralized Mortgage Obligations |
| MASTR ADJ MTG 2005-1           B-1    20350325 FLT | 2035-03-25      | 4.9255%  | 0.0000% | $25010.00          | $3021.40           | Private Label Collateralized Mortgage Obligations |
| OCP CLO LTD 2017-13RR          A-R2   20371127 FLT | 2037-11-27      | 5.0097%  | 0.0000% | $3000000.00        | $3029525.71        | Asset-Backed Securities                           |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL NT 30       | 2030-07-15      | 6.1900%  | 0.0000% | $30000.00          | $29741.63          | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL NT 30       | 2030-07-15      | 6.1900%  | 0.0000% | $450000.00         | $446124.50         | Corporate Debt Securities                         |
| NEUBERGER BERMAN CLO 2015-20R3 B-R3   20390415 FLT | 2039-04-15      | 5.1722%  | 0.0000% | $3398779.00        | $3429488.31        | Asset-Backed Securities                           |
| TARGA RES CORP                 SR GLBL NT4.2%33    | 2033-02-01      | 4.2000%  | 0.0000% | $960000.00         | $912950.40         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR GLBL 144A 29     | 2029-03-15      | 4.3000%  | 0.0000% | $3005000.00        | $2984141.96        | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 31       | 2031-03-15      | 4.6500%  | 0.0000% | $1130000.00        | $1114635.77        | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT2.4%31    | 2031-03-15      | 2.4000%  | 0.0000% | $670000.00         | $565785.97         | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT2.4%31    | 2031-03-15      | 2.4000%  | 0.0000% | $1830000.00        | $1545355.70        | Corporate Debt Securities                         |
| FHLMC STARC 2021-DNA5          M-2    20340125 FLT | 2034-01-25      | 5.3119%  | 0.0000% | $15000000.00       | $2880401.71        | Private Label Collateralized Mortgage Obligations |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $3406000.00        | $2604738.50        | Corporate Debt Securities                         |
| FHLMC STACR  2022-DNA1         M-1B   20420127 FLT | 2042-01-27      | 5.5119%  | 0.0000% | $1660000.00        | $1668279.50        | Private Label Collateralized Mortgage Obligations |
| FIVE CORNERS FDG TR III        SR 144A NT 33       | 2033-02-15      | 5.7910%  | 0.0000% | $460000.00         | $476136.62         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $5256.00           | $5414.36           | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 33       | 2033-03-15      | 4.9500%  | 0.0000% | $1068000.00        | $1047163.32        | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA3 M-1A   20420425 FLT | 2042-04-25      | 5.6619%  | 0.0000% | $175000.00         | $42669.98          | Private Label Collateralized Mortgage Obligations |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $175000.00         | $141589.97         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.892%102236     | 2036-10-22      | 4.8920%  | 0.0000% | $55000.00          | $54067.00          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.296%101828     | 2028-10-18      | 6.2960%  | 0.0000% | $966000.00         | $1017349.55        | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   M-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $4483000.00        | $4494219.45        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 1.5%061526       | 2026-06-15      | 1.5000%  | 0.0000% | $60000.00          | $59894.20          | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL 144A 51     | 2051-01-15      | 4.7500%  | 0.0000% | $200000.00         | $144599.56         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA NY    VR 012125-012128    | 2028-01-21      | 4.2667%  | 0.0000% | $3750000.00        | $3787282.93        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.1%33    | 2033-05-01      | 5.1000%  | 0.0000% | $516000.00         | $518162.04         | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       SR GLBL NT6.5%29    | 2029-06-04      | 6.5000%  | 0.0000% | $1003000.00        | $1025532.40        | Corporate Debt Securities                         |
| ENACT HLDGS INC                SR GLBL NT 29       | 2029-05-28      | 6.2500%  | 0.0000% | $52000.00          | $54625.18          | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              CR SEN GLBL NT27    | 2027-08-01      | 4.6250%  | 0.0000% | $1825000.00        | $1840856.21        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $3479000.00        | $3480194.46        | Corporate Debt Securities                         |
| CREDIT ACCEP AUTO LN TR 2023-3 A      20330815 6.3 | 2033-08-15      | 6.3900%  | 0.0000% | $960000.00         | $284871.83         | Asset-Backed Securities                           |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $60000.00          | $54467.83          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-065       A-2    20270425 3.2 | 2027-04-25      | 3.2430%  | 0.0000% | $75000.00          | $74572.76          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J45       A-2    20310125 4.6 | 2031-01-25      | 4.6600%  | 0.0000% | $600000.00         | $608137.40         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-137       A-1    20310125 1.8 | 2031-01-25      | 1.8140%  | 0.0000% | $5309.00           | $4635.16           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-072       A-1    20271125 3.2 | 2027-11-25      | 3.2520%  | 0.0000% | $25000.00          | $3486.04           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-075       A-M    20280225 FLT | 2028-02-25      | 3.6500%  | 0.0000% | $1312955.00        | $1303152.04        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-122       A-1    20300525 0.8 | 2030-05-25      | 0.8630%  | 0.0000% | $674000.00         | $464688.97         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-508       A-2    20280825 FLT | 2028-08-25      | 4.7400%  | 0.0000% | $300000.00         | $304235.10         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-076       A-2    20280425 3.9 | 2028-04-25      | 3.9000%  | 0.0000% | $124000.00         | $123713.56         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SEIRES Q-010       A-PT2  20471225 FLT | 2047-12-25      | 5.9752%  | 0.0000% | $96424.00          | $5925.43           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1510      A-3    20340125 3.7 | 2034-01-25      | 3.7940%  | 0.0000% | $1560.00           | $1483.93           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-070       A-M    20271225 FLT | 2027-12-25      | 3.3640%  | 0.0000% | $149916.00         | $148332.34         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1515      A-2    20350225 1.9 | 2035-02-25      | 1.9400%  | 0.0000% | $1009.00           | $819.85            | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-073       A-1    20270925 3.3 | 2027-09-25      | 3.3500%  | 0.0000% | $343906.00         | $26317.29          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-S06       A-2    20260725 2.7 | 2026-07-25      | 2.7200%  | 0.0000% | $182000.00         | $90358.77          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-095       A-2    20290625 2.7 | 2029-06-25      | 2.7850%  | 0.0000% | $300000.00         | $288643.45         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J41       A-2    20310225 3.4 | 2031-02-25      | 3.4650%  | 0.0000% | $60000.00          | $57929.31          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1522      A-2    20361025 2.3 | 2036-10-25      | 2.3610%  | 0.0000% | $8131251.00        | $6571298.96        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1509      A-1    20291225 3.9 | 2029-12-25      | 3.9500%  | 0.0000% | $1559840.00        | $286072.22         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1505      A-3    20330425 FLT | 2033-04-25      | 3.7500%  | 0.0000% | $630072.00         | $602620.39         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-520       A-2    20290325 FLT | 2029-03-25      | 5.1800%  | 0.0000% | $455000.00         | $468020.58         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-510       A-2    20281025 FLT | 2028-10-25      | 5.0690%  | 0.0000% | $110000.00         | $112614.17         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-058       A-2    20260825 2.6 | 2026-08-25      | 2.6530%  | 0.0000% | $19000.00          | $18925.84          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-096       A-2    20290725 2.5 | 2029-07-25      | 2.5190%  | 0.0000% | $40000.00          | $38115.61          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-092       A-M    20290425 3.0 | 2029-04-25      | 3.0150%  | 0.0000% | $239214.00         | $231500.19         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SEIRES Q-010       A-PT3  20461025 FLT | 2046-10-25      | 3.5818%  | 0.0000% | $99000.00          | $21934.13          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-157       A-2    20330525 FLT | 2033-05-25      | 4.2000%  | 0.0000% | $50000.00          | $49271.05          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1508      A-2    20301225 FLT | 2030-12-25      | 3.9000%  | 0.0000% | $619289.00         | $610627.00         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J48       A-2    20311025 5.0 | 2031-10-25      | 5.0280%  | 0.0000% | $40891.00          | $41871.28          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-066       A-2    20270625 3.1 | 2027-06-25      | 3.1170%  | 0.0000% | $100000.00         | $98169.62          | Agency Collateralized Mortgage Obligation         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $1000000.00        | $970916.67         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $4753000.00        | $4614766.92        | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $380000.00         | $368948.33         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $425000.00         | $412639.58         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $998000.00         | $968974.83         | Corporate Debt Securities                         |
| FHLMC STACR 2020-DNA3          B-2    20500627 FLT | 2050-06-27      | 13.1264% | 0.0000% | $2000000.00        | $2552449.46        | Private Label Collateralized Mortgage Obligations |
| FORTES CR OPP CLO LTD 2015-6R2 A-1TR2 20361010 FLT | 2036-10-10      | 5.3497%  | 0.0000% | $10000000.00       | $10104409.73       | Asset-Backed Securities                           |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 28      | 2028-09-01      | 3.5000%  | 0.0000% | $180000.00         | $175002.60         | Corporate Debt Securities                         |
| FHLMC STACR 2018-DNA3          B-2    20480925 FLT | 2048-09-25      | 11.5264% | 0.0000% | $2900000.00        | $3292393.38        | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $241983.00         | $249273.75         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $345965.00         | $356388.64         | Corporate Debt Securities                         |
| FREDDIE SCRT SERIES 2021-1     M      20600925 FLT | 2060-09-25      | 4.2500%  | 0.0000% | $10620000.00       | $7760705.39        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.3619%  | 0.0000% | $7364570.00        | $7600081.46        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.3619%  | 0.0000% | $9089973.00        | $9380661.09        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-HQA2          B-2    20481026 FLT | 2048-10-26      | 14.7764% | 0.0000% | $3795000.00        | $4610483.76        | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $6112.00           | $6296.15           | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $83852.00          | $86378.39          | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 55       | 2055-04-01      | 5.8500%  | 0.0000% | $3500000.00        | $3488100.00        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR NT 5.6%46        | 2046-03-18      | 5.6000%  | 0.0000% | $3273000.00        | $3268523.26        | Corporate Debt Securities                         |
| NEW MTN FIN CORP               SR GLBL NT 29       | 2029-02-01      | 6.8750%  | 0.0000% | $52000.00          | $52400.31          | Corporate Debt Securities                         |
| OZLM XV LTD 2016-15R           A-2B-R 20330420 0.0 | 2033-04-20      | 3.2300%  | 0.0000% | $6459999.00        | $6171820.24        | Asset-Backed Securities                           |
| STELLANTIS FINANCE US INC      SR GLBL 144A 32     | 2032-09-12      | 6.3750%  | 0.0000% | $314000.00         | $315448.98         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 32       | 2032-03-15      | 3.6250%  | 0.0000% | $250000.00         | $231920.28         | Corporate Debt Securities                         |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $2500000.00        | $2195062.92        | Private Label Collateralized Mortgage Obligations |
| GLOBAL PMTS INC                SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $75000.00          | $73429.56          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN AB NY BR FR 5.25%061526      | 2026-06-15      | 5.2500%  | 0.0000% | $3250000.00        | $3308007.08        | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 35       | 2035-01-15      | 6.2500%  | 0.0000% | $340000.00         | $353910.91         | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 32       | 2032-02-01      | 2.7500%  | 0.0000% | $100000.00         | $86872.33          | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 35       | 2035-01-15      | 6.2500%  | 0.0000% | $554000.00         | $576666.60         | Corporate Debt Securities                         |
| HARBORVIEW MTG LN TR 2005-9    B-5    20350620 FLT | 2035-06-20      | 5.2895%  | 0.0000% | $5956000.00        | $720295.09         | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $2609000.00        | $2580219.83        | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL NT5.6%35    | 2035-11-20      | 5.6000%  | 0.0000% | $22000.00          | $21237.87          | Corporate Debt Securities                         |
| GREAT LAKES 7.42219 15OCT29 144A FR                | 2029-10-15      | 7.4222%  | 0.0000% | $5750000.00        | $5791474.15        | Asset-Backed Securities                           |
| GLOBAL PMTS INC                SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $3135000.00        | $3069355.71        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 2.797%011928     | 2028-01-19      | 2.7970%  | 0.0000% | $800000.00         | $792619.20         | Corporate Debt Securities                         |
| INVESCO U.S CLO 2024-4         A-1    20380115 FLT | 2038-01-15      | 5.0022%  | 0.0000% | $1324000.00        | $1337956.59        | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER TR 2024-4 B      20290416 4.8 | 2029-04-16      | 4.8900%  | 0.0000% | $275000.00         | $276819.77         | Asset-Backed Securities                           |
| FHLMC STACR REMIC TR 2022-DNA4 M-1A   20420527 FLT | 2042-05-27      | 5.8619%  | 0.0000% | $495000.00         | $133002.90         | Private Label Collateralized Mortgage Obligations |
| FREEPORT MCMORAN INC           SR GLBL NT 30       | 2030-03-01      | 4.2500%  | 0.0000% | $441000.00         | $432992.18         | Corporate Debt Securities                         |
| FIRSTENERGY PA ELEC CO         SR 144A NT 31       | 2031-03-15      | 4.5500%  | 0.0000% | $1005000.00        | $999921.40         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 43       | 2043-03-15      | 5.4500%  | 0.0000% | $210000.00         | $198376.97         | Corporate Debt Securities                         |
| PALMER SQ CLO 2019-1R2 LTD     A-1-R2 20380816 FLT | 2038-08-16      | 4.9025%  | 0.0000% | $9069419.00        | $9118662.49        | Asset-Backed Securities                           |
| PMT LN TR 2025-J4              B-4    20561225 FLT | 2056-12-25      | 6.3400%  | 0.0000% | $1364000.00        | $1005942.21        | Private Label Collateralized Mortgage Obligations |
| PERUSAHAAN LISTRIK NEGARA PT   FR 4%063050         | 2050-06-30      | 4.0000%  | 0.0000% | $850000.00         | $586585.00         | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $300000.00         | $193818.47         | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             FR 4.127%012929     | 2029-01-29      | 4.1270%  | 0.0000% | $1168000.00        | $1165999.93        | Corporate Debt Securities                         |
| VASA TRUST 2021-VASA           D      20390715 FLT | 2039-07-15      | 5.8875%  | 0.0000% | $10952872.00       | $10148620.77       | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP               VR 051624-041626    | 2026-04-16      | 4.0913%  | 0.0000% | $267000.00         | $269241.59         | Corporate Debt Securities                         |
| TRUST 1401                     SR GLBL REGS 50     | 2050-01-15      | 6.3900%  | 0.0000% | $246000.00         | $222435.66         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $395000.00         | $408528.75         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $1560000.00        | $1613430.00        | Corporate Debt Securities                         |
| JAPAN TOBACCO INC              FR 5.25%061530      | 2030-06-15      | 5.2500%  | 0.0000% | $2045000.00        | $2120743.39        | Corporate Debt Securities                         |
| ROLLS ROYCE PLC                FR 5.75%101527      | 2027-10-15      | 5.7500%  | 0.0000% | $435000.00         | $452784.49         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $500000.00         | $474731.67         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $600000.00         | $569678.00         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 26     | 2026-12-01      | 4.2500%  | 0.0000% | $1805000.00        | $1825751.48        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $300000.00         | $291755.67         | Corporate Debt Securities                         |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR REGS NT 29       | 2029-06-15      | 3.6250%  | 0.0000% | $395000.00         | $385608.33         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $473000.00         | $460001.43         | Corporate Debt Securities                         |
| VAR ENERGI ASA                 SR REGS NT 8%32     | 2032-11-15      | 8.0000%  | 0.0000% | $338000.00         | $393415.85         | Corporate Debt Securities                         |
| GS MTG SECS TR 2014-GC24       D      20470912 FLT | 2047-09-12      | 4.3181%  | 0.0000% | $15038900.00       | $10280417.92       | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 6.2%092130       | 2030-09-21      | 6.2000%  | 0.0000% | $1336000.00        | $1401066.17        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 35       | 2035-10-01      | 5.1250%  | 0.0000% | $1600000.00        | $1644262.67        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT4.8%47    | 2047-03-15      | 4.8000%  | 0.0000% | $100000.00         | $79495.33          | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $300000.00         | $172625.67         | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 28       | 2028-09-15      | 4.3750%  | 0.0000% | $100000.00         | $99313.44          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3%012230         | 2030-01-22      | 3.0000%  | 0.0000% | $1674000.00        | $1573409.34        | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $4188000.00        | $4135882.67        | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL NT 30       | 2030-07-15      | 6.1250%  | 0.0000% | $1542000.00        | $1550728.58        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $3000000.00        | $3128855.00        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2.375%101527     | 2027-10-15      | 2.3750%  | 0.0000% | $5364000.00        | $5248198.69        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3%012230         | 2030-01-22      | 3.0000%  | 0.0000% | $533000.00         | $500972.03         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.778%062054     | 2054-06-20      | 7.7780%  | 0.0000% | $840000.00         | $972343.35         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.778%062054     | 2054-06-20      | 7.7780%  | 0.0000% | $300000.00         | $347265.48         | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB 144A NT 55      | 2055-01-19      | 7.1320%  | 0.0000% | $789000.00         | $806455.84         | Corporate Debt Securities                         |
| STRUCTURED ASSET ADJ 2005-19XS M1-II  20351025 FLT | 2035-10-25      | 4.4430%  | 0.0000% | $32705900.00       | $7363256.72        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-3    20550225 FLT | 2055-02-25      | 7.1771%  | 0.0000% | $388000.00         | $256629.39         | Private Label Collateralized Mortgage Obligations |
| NORTHERN TR CORP               SUB GLBL NT 40      | 2040-11-19      | 5.1170%  | 0.0000% | $2231000.00        | $2206731.93        | Corporate Debt Securities                         |
| P11 COMMERCIAL MTG TR 2025-P11 B      20420812 FLT | 2042-08-12      | 5.9270%  | 0.0000% | $4426000.00        | $4560559.99        | Private Label Collateralized Mortgage Obligations |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL NT 30       | 2030-07-15      | 6.1900%  | 0.0000% | $650000.00         | $644402.06         | Corporate Debt Securities                         |
| OWL ROCK CLO LTD 2022-9R       A-R    20371123 FLT | 2037-11-23      | 5.2340%  | 0.0000% | $1500000.00        | $1499811.06        | Asset-Backed Securities                           |
| BLUE OWL CAP CORP II           SR GLBL NT 26       | 2026-11-15      | 8.4500%  | 0.0000% | $329000.00         | $343526.08         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $13033000.00       | $12207016.24       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2018-BOP  E      20330815 FLT | 2033-08-15      | 5.6700%  | 0.0000% | $2600000.00        | $218337.60         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-2    20550225 FLT | 2055-02-25      | 7.1771%  | 0.0000% | $1034718.00        | $914672.04         | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  E      20320210 4.1 | 2032-02-10      | 4.1416%  | 0.0000% | $1500000.00        | $1355336.00        | Private Label Collateralized Mortgage Obligations |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT30    | 2030-10-15      | 2.6500%  | 0.0000% | $1000000.00        | $908899.44         | Corporate Debt Securities                         |
| PRKCM TRUST 2024-AFC1          A-2    20590325 FLT | 2059-03-25      | 6.6360%  | 0.0000% | $6148000.00        | $2794954.02        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-3    20641025 FLT | 2064-10-25      | 7.6257%  | 0.0000% | $210000.00         | $139236.45         | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $37000.00          | $33427.36          | Corporate Debt Securities                         |
| OVINTIV INC                    SR GLBL NT 28       | 2028-05-15      | 5.6500%  | 0.0000% | $998000.00         | $1044690.88        | Corporate Debt Securities                         |
| OHA CREDIT FUNDING LTD 2020-7R A-1-R2 20380719 FLT | 2038-07-19      | 4.9476%  | 0.0000% | $7000000.00        | $7058452.74        | Asset-Backed Securities                           |
| P11 COMMERCIAL MTG TR 2025-P11 C      20420812 FLT | 2042-08-12      | 6.5080%  | 0.0000% | $5250000.00        | $5460458.50        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.994%041229     | 2029-04-12      | 4.9940%  | 0.0000% | $45000.00          | $46412.28          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 53       | 2053-09-01      | 6.6250%  | 0.0000% | $15728000.00       | $16140243.99       | Corporate Debt Securities                         |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $6738540.00        | $5391181.28        | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 5.25%021927      | 2027-02-19      | 5.2500%  | 0.0000% | $811000.00         | $820265.68         | Corporate Debt Securities                         |
| SANTANDER MTG ASSET 2025-NQM1  B-1    20650125 FLT | 2065-01-25      | 7.2996%  | 0.0000% | $600000.00         | $603327.62         | Private Label Collateralized Mortgage Obligations |
| SANTANDER BK NA 2023-MTG1      M-1    20520226 FLT | 2052-02-26      | 7.8119%  | 0.0000% | $8765000.00        | $6151750.16        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2005-1             B-1    20341125 FLT | 2034-11-25      | 6.2600%  | 0.0000% | $3671000.00        | $3334437.83        | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 4.45%041230      | 2030-04-12      | 4.4500%  | 0.0000% | $1662000.00        | $1658036.59        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL 144A 28     | 2028-03-11      | 1.7000%  | 0.0000% | $16959000.00       | $16222037.23       | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB 2026A NT58    | 2058-04-01      | 6.0000%  | 0.0000% | $1000000.00        | $1001550.00        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB 2026A NT58    | 2058-04-01      | 6.0000%  | 0.0000% | $1297000.00        | $1299010.35        | Corporate Debt Securities                         |
| SANTOS FINANCE LTD             SR GLBL 144A 35     | 2035-11-13      | 5.7500%  | 0.0000% | $359000.00         | $366848.34         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  VR 061325-061328    | 2028-06-13      | 4.3149%  | 0.0000% | $1652000.00        | $1659989.07        | Corporate Debt Securities                         |
| MORGAN STNLY RES MTG 2025-NQM3 B-1    20700525 FLT | 2070-05-25      | 7.2709%  | 0.0000% | $4675840.00        | $4553422.20        | Private Label Collateralized Mortgage Obligations |
| NATIONAL AUSTRALIA BK LTD144A  VR 112624-102627    | 2027-10-26      | 4.2717%  | 0.0000% | $1091000.00        | $1102301.84        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $975000.00         | $1009011.25        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $124000.00         | $128325.53         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $4907000.00        | $4868401.54        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $6390000.00        | $6339736.26        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $24344000.00       | $24152510.10       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $57317000.00       | $56866144.48       | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               CR SEN SR GLBL31    | 2031-02-18      | 5.0000%  | 0.0000% | $1800000.00        | $1557022.00        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $2185000.00        | $2203904.80        | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.1600%  | 0.0000% | $3000000.00        | $2621091.65        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $20250000.00       | $12492290.81       | Private Label Collateralized Mortgage Obligations |
| JACOBS SOLUTIONS INC           SR GLBL NT 36       | 2036-03-03      | 5.3750%  | 0.0000% | $72000.00          | $70417.48          | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C31 D      20480817 FLT | 2048-08-17      | 3.8229%  | 0.0000% | $301920.00         | $74720.90          | Private Label Collateralized Mortgage Obligations |
| MACQUARIE GROUP LIMITED        FR 5.491%110933     | 2033-11-09      | 5.4910%  | 0.0000% | $574000.00         | $598790.45         | Corporate Debt Securities                         |
| JP MRGN CHASE COM 2020-MKST    B      20361215 FLT | 2036-12-15      | 5.3375%  | 0.0000% | $3000000.00        | $141449.97         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $978000.00         | $583458.95         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 C      20481118 FLT | 2048-11-18      | 4.4943%  | 0.0000% | $300307.00         | $62687.66          | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 35       | 2035-05-15      | 6.1500%  | 0.0000% | $172000.00         | $180100.05         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 31       | 2031-01-15      | 5.1250%  | 0.0000% | $107000.00         | $109010.08         | Corporate Debt Securities                         |
| JACOBS SOLUTIONS INC           SR GLBL NT 36       | 2036-03-03      | 5.3750%  | 0.0000% | $1000000.00        | $978020.56         | Corporate Debt Securities                         |
| JACOBS SOLUTIONS INC           SR GLBL NT 36       | 2036-03-03      | 5.3750%  | 0.0000% | $1295000.00        | $1266536.62        | Corporate Debt Securities                         |
| JACOBS SOLUTIONS INC           SR GLBL NT 36       | 2036-03-03      | 5.3750%  | 0.0000% | $2597000.00        | $2539919.38        | Corporate Debt Securities                         |
| KEYCORP                        FR 5.305%012837     | 2037-01-28      | 5.3050%  | 0.0000% | $13000.00          | $12792.83          | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 55       | 2055-02-25      | 6.3750%  | 0.0000% | $443000.00         | $442218.10         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-4          B2     20560725 FLT | 2056-07-25      | 3.9138%  | 0.0000% | $2092839.00        | $1998155.89        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-3    20640125 FLT | 2064-01-25      | 6.4350%  | 0.0000% | $2688000.00        | $1618121.92        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 4.65%010529      | 2029-01-05      | 4.6500%  | 0.0000% | $10000.00          | $10200.68          | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-1    20641025 5.3 | 2064-10-25      | 5.3160%  | 0.0000% | $23206000.00       | $15073919.19       | Private Label Collateralized Mortgage Obligations |
| OAKTREE SPECIALTY LENDING      SR GLBL NT 30       | 2030-02-27      | 6.3400%  | 0.0000% | $785000.00         | $769031.36         | Corporate Debt Securities                         |
| ANZ BK NEW ZEALAND LTD         FR 5.898%071034     | 2034-07-10      | 5.8980%  | 0.0000% | $270000.00         | $282115.03         | Corporate Debt Securities                         |
| OBX 2024-NQM9 TRUST            A-2    20640125 FLT | 2064-01-25      | 6.2840%  | 0.0000% | $1956000.00        | $1177411.14        | Private Label Collateralized Mortgage Obligations |
| CONTINENTAL RES INC            SR GLBL REGS 26     | 2026-11-15      | 2.2680%  | 0.0000% | $258000.00         | $255956.12         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            B-1    20550225 FLT | 2055-02-25      | 7.1771%  | 0.0000% | $10670000.00       | $9968201.56        | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVE 2017-280P         F      20340915 FLT | 2034-09-15      | 6.7970%  | 0.0000% | $1369138.00        | $1334137.20        | Private Label Collateralized Mortgage Obligations |
| INVERSIONES CMPC S A           SR GLBL REGS 30     | 2030-01-13      | 3.8500%  | 0.0000% | $900000.00         | $847225.50         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-3    20641025 FLT | 2064-10-25      | 5.7220%  | 0.0000% | $2909000.00        | $1891199.75        | Private Label Collateralized Mortgage Obligations |
| CENCOSUD S A                   GLBL REGS NT 31     | 2031-05-28      | 5.9500%  | 0.0000% | $200000.00         | $208699.83         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            A-3    20550225 FLT | 2055-02-25      | 5.7550%  | 0.0000% | $620000.00         | $434501.18         | Private Label Collateralized Mortgage Obligations |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $2948000.00        | $2625928.38        | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5575035.99        | Private Label Collateralized Mortgage Obligations |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 51     | 2051-01-15      | 4.7500%  | 0.0000% | $500000.00         | $361498.89         | Corporate Debt Securities                         |
| VENTURE CLO LTD 2024-50        A1     20371020 FLT | 2037-10-20      | 5.1176%  | 0.0000% | $4000000.00        | $4040443.79        | Asset-Backed Securities                           |
| VERTIV HOLDINGS CO             SR NT 5.65%46       | 2046-03-15      | 5.6500%  | 0.0000% | $20000.00          | $19103.89          | Corporate Debt Securities                         |
| VERUS SEC TR 2023-3            B-2    20680325 FLT | 2068-03-25      | 7.6658%  | 0.0000% | $5632000.00        | $5644255.94        | Private Label Collateralized Mortgage Obligations |
| VICI PROPERTIES LP             GLBL NT 5.625%52    | 2052-05-15      | 5.6250%  | 0.0000% | $96000.00          | $87565.44          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 3.25%011430      | 2030-01-14      | 3.2500%  | 0.0000% | $510000.00         | $481195.91         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-3 A-3    20690425 FLT | 2069-04-25      | 6.8450%  | 0.0000% | $4830000.00        | $2352394.30        | Private Label Collateralized Mortgage Obligations |
| AUDAX SNR DEBT CLO LLC 2024-11 B      20360722 FLT | 2036-07-22      | 5.7192%  | 0.0000% | $6944328.00        | $6980597.76        | Asset-Backed Securities                           |
| APA CORPORATION                SR GLBL NT 30       | 2030-01-15      | 4.2500%  | 0.0000% | $2000.00           | $1971.50           | Corporate Debt Securities                         |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 28     | 2028-09-30      | 4.5000%  | 0.0000% | $37000.00          | $35829.32          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.25%070726      | 2026-07-07      | 5.2500%  | 0.0000% | $2000.00           | $2028.28           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $484000.00         | $488830.59         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $1000.00           | $991.43            | Corporate Debt Securities                         |
| ARES CLO LTD 2018-49R          B-R    20361022 FLT | 2036-10-22      | 5.4192%  | 0.0000% | $2638077.00        | $2662126.41        | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CORP MTN    FR 4.4%090529       | 2029-09-05      | 4.4000%  | 0.0000% | $5395000.00        | $5356305.86        | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 5.25%060330      | 2030-06-03      | 5.2500%  | 0.0000% | $386000.00         | $390488.54         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $41000.00          | $41409.20          | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 6.75%            | 2500-12-31      | 6.7500%  | 0.0000% | $3400000.00        | $3454901.50        | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 4.5%031845       | 2045-03-18      | 4.5000%  | 0.0000% | $450000.00         | $392150.25         | Corporate Debt Securities                         |
| AES CORP                       SR SEC GLBL 30      | 2030-07-15      | 3.9500%  | 0.0000% | $919000.00         | $885832.27         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $1139000.00        | $1019556.87        | Corporate Debt Securities                         |
| DELL INC                       6.5%38              | 2038-04-15      | 6.5000%  | 0.0000% | $14000.00          | $15275.57          | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 28       | 2028-05-01      | 4.1250%  | 0.0000% | $918000.00         | $927095.08         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.55%060530      | 2030-06-05      | 4.5500%  | 0.0000% | $73000.00          | $74399.49          | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-P3    G      20490416 FLT | 2049-04-16      | 5.0547%  | 0.0000% | $10043.00          | $279.72            | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 3.35%041829      | 2029-04-18      | 3.3500%  | 0.0000% | $362000.00         | $357981.10         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090826      | 2026-09-08      | 5.1500%  | 0.0000% | $9000.00           | $9071.37           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $720000.00         | $644496.00         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $300000.00         | $213625.67         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 3.45%030729      | 2029-03-07      | 3.4500%  | 0.0000% | $555000.00         | $543894.45         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $33407000.00       | $33418469.74       | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-1    20680225 FLT | 2068-02-25      | 5.7320%  | 0.0000% | $10726656.00       | $6133742.47        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG 2022-GC48   A-5    20540515 FLT | 2054-05-15      | 4.5791%  | 0.0000% | $10006953.00       | $9916709.41        | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 4.7%061030       | 2030-06-10      | 4.7000%  | 0.0000% | $18000.00          | $18455.79          | Corporate Debt Securities                         |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 2.8925%  | 0.0000% | $5500000.00        | $4081013.05        | Private Label Collateralized Mortgage Obligations |
| CI FINL CORP                   SR GLBL NT3.2%30    | 2030-12-17      | 3.2000%  | 0.0000% | $4000.00           | $3584.70           | Corporate Debt Securities                         |
| CI FINL CORP                   SR GLBL NT3.2%30    | 2030-12-17      | 3.2000%  | 0.0000% | $65000.00          | $58251.34          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.65%061029      | 2029-06-10      | 5.6500%  | 0.0000% | $50000.00          | $51181.04          | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FIN  SUB GLBL NT 55      | 2055-03-15      | 6.7500%  | 0.0000% | $423000.00         | $421117.65         | Corporate Debt Securities                         |
| CNH EQUIP TRUST 2024-A         A-3    20290615 4.7 | 2029-06-15      | 4.7700%  | 0.0000% | $45246.00          | $30240.81          | Asset-Backed Securities                           |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.0662%  | 0.0000% | $6801467.00        | $5329431.23        | Private Label Collateralized Mortgage Obligations |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.65%061029      | 2029-06-10      | 5.6500%  | 0.0000% | $221000.00         | $226220.20         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2019-RP1   B-5    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11086572.00       | $4407081.94        | Private Label Collateralized Mortgage Obligations |
| CAIXABANK S A                  FR 6.84%091334      | 2034-09-13      | 6.8400%  | 0.0000% | $545000.00         | $593723.00         | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2017-C8      D      20500617 FLT | 2050-06-17      | 4.4030%  | 0.0000% | $4626885.00        | $3827804.17        | Private Label Collateralized Mortgage Obligations |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $33808000.00       | $40015148.80       | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 50       | 2050-04-24      | 3.1250%  | 0.0000% | $580000.00         | $354413.91         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.65%061029      | 2029-06-10      | 5.6500%  | 0.0000% | $3000.00           | $3070.86           | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-4 A-2B   20271215 FLT | 2027-12-15      | 4.1222%  | 0.0000% | $2150000.00        | $371377.96         | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT1.3%27    | 2027-08-21      | 1.3000%  | 0.0000% | $62000.00          | $59422.32          | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 4.25%30     | 2030-01-15      | 4.2500%  | 0.0000% | $1000000.00        | $991612.22         | Corporate Debt Securities                         |
| ANTARES HLDGS LP               SR GLBL 144A 26     | 2026-07-15      | 3.9500%  | 0.0000% | $753000.00         | $756914.76         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $29000.00          | $29236.21          | Corporate Debt Securities                         |
| ANTARES CLO 2024-1 LLC         B      20360421 FLT | 2036-04-21      | 5.9676%  | 0.0000% | $10031933.00       | $10140325.28       | Asset-Backed Securities                           |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $1429000.00        | $1440639.21        | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR 144A NT 29       | 2029-07-15      | 5.3750%  | 0.0000% | $275000.00         | $282003.49         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR VR 061825-061828    | 2028-06-18      | 4.2850%  | 0.0000% | $4850000.00        | $4871181.50        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 3.5%021528       | 2028-02-15      | 3.5000%  | 0.0000% | $1021000.00        | $1005319.71        | Corporate Debt Securities                         |
| BCAP LLC TR 2007-AA1           II-A-1 20370325 FLT | 2037-03-25      | 4.1530%  | 0.0000% | $8842051.00        | $661755.98         | Private Label Collateralized Mortgage Obligations |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT | 2038-04-20      | 5.2676%  | 0.0000% | $3612249.00        | $3661598.15        | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CORP MTN    FR 4.7%011228       | 2028-01-12      | 4.7000%  | 0.0000% | $2000.00           | $2024.21           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.1%010836       | 2036-01-08      | 5.1000%  | 0.0000% | $45000.00          | $43746.67          | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2018-CX12    B      20510817 FLT | 2051-08-17      | 4.6138%  | 0.0000% | $1479997.00        | $1435846.96        | Private Label Collateralized Mortgage Obligations |
| CARMAX AUTO OWNER TR 2025-2    A-3    20300315 4.4 | 2030-03-15      | 4.4800%  | 0.0000% | $60000.00          | $60377.89          | Asset-Backed Securities                           |
| COMM MTG TR 2014-CCRE16        C      20470412 FLT | 2047-04-12      | 4.7239%  | 0.0000% | $4447000.00        | $4274574.50        | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM5 TR              B-2    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $14330750.00       | $11656280.95       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-6          B-2    20661227 FLT | 2066-12-27      | 4.1314%  | 0.0000% | $3250000.00        | $2788577.51        | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $5000.00           | $3448.47           | Corporate Debt Securities                         |
| CSMC TR 2022-RPL4              A-1    20620425 FLT | 2062-04-25      | 3.9044%  | 0.0000% | $369664.00         | $243922.39         | Asset-Backed Securities                           |
| CATERPILLAR FINL SVCS MTNS BE  FR 3.75%022329      | 2029-02-23      | 3.7500%  | 0.0000% | $1000.00           | $990.10            | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38       | 2038-03-15      | 6.2500%  | 0.0000% | $2867000.00        | $3006186.48        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $1744000.00        | $1196113.68        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 3.75%022329      | 2029-02-23      | 3.7500%  | 0.0000% | $102000.00         | $100990.63         | Corporate Debt Securities                         |
| APA CORPORATION                SR NT 5.1%40        | 2040-09-01      | 5.1000%  | 0.0000% | $200000.00         | $172760.00         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST 202 A-2    20701025 FLT | 2070-10-25      | 5.1890%  | 0.0000% | $271091.00         | $256949.18         | Private Label Collateralized Mortgage Obligations |
| COOPERATIEVE RABOBANK U.A.     FR 4.655%082228     | 2028-08-22      | 4.6550%  | 0.0000% | $625000.00         | $628983.07         | Corporate Debt Securities                         |
| PRKCM 2023-AFC4 TRUST          B-1    20581125 FLT | 2058-11-25      | 7.9385%  | 0.0000% | $5668271.00        | $5740345.60        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025-CES12    A-1A   20551125 FLT | 2055-11-25      | 5.0270%  | 0.0000% | $6735909.00        | $6368092.39        | Asset-Backed Securities                           |
| WAMU MTG CERT 2007-OA6         1A     20470725 FLT | 2047-07-25      | 4.6687%  | 0.0000% | $55715051.00       | $7007602.41        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR2         B-1    20450125 FLT | 2045-01-25      | 4.5880%  | 0.0000% | $30440000.00       | $9090998.64        | Private Label Collateralized Mortgage Obligations |
| PUBLIC SVC ELEC & GAS CO       FR 4.2%010131       | 2031-01-01      | 4.2000%  | 0.0000% | $100000.00         | $99441.00          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT6.2%28    | 2028-11-16      | 6.2000%  | 0.0000% | $950000.00         | $1003637.00        | Corporate Debt Securities                         |
| VENTURE XXVII CLO LTD 2017-27  D      20300722 FLT | 2030-07-22      | 7.9292%  | 0.0000% | $14848685.00       | $15054012.13       | Asset-Backed Securities                           |
| VICI PROPERTIES LP             SR GLBL NT 35       | 2035-04-01      | 5.6250%  | 0.0000% | $2295000.00        | $2340314.77        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 37       | 2037-01-15      | 5.0460%  | 0.0000% | $2450000.00        | $2425237.03        | Corporate Debt Securities                         |
| STATE STREET BANK & TRUST      SR GLBL NT 26       | 2026-11-25      | 4.5940%  | 0.0000% | $4933000.00        | $5028448.62        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030727       | 2027-03-07      | 5.2000%  | 0.0000% | $600000.00         | $607438.00         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 28       | 2028-12-01      | 5.7500%  | 0.0000% | $55000.00          | $57396.72          | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $600000.00         | $345251.33         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR 144A NT 31       | 2031-09-15      | 2.6910%  | 0.0000% | $1460000.00        | $1233694.16        | Corporate Debt Securities                         |
| OCTAGON LTD 2024-65            C      20371026 FLT | 2037-10-26      | 5.6710%  | 0.0000% | $7450000.00        | $7514549.77        | Asset-Backed Securities                           |
| ORION CLO LTD 2024-4           B      20371020 FLT | 2037-10-20      | 5.4176%  | 0.0000% | $9750000.00        | $9841984.24        | Asset-Backed Securities                           |
| POLARIS INC                    SR GLBL NT 29       | 2029-03-15      | 6.9500%  | 0.0000% | $50000.00          | $52425.94          | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL REGS 32     | 2032-09-12      | 6.3750%  | 0.0000% | $200000.00         | $200922.92         | Corporate Debt Securities                         |
| GS MTG SECS TR 2018-GS9        B      20510310 FLT | 2051-03-10      | 4.3210%  | 0.0000% | $500000.00         | $465598.42         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15           B-3    20650725 FLT | 2065-07-25      | 7.1682%  | 0.0000% | $697642.00         | $660033.86         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6          M2     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $300000.00         | $255140.70         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC26       D      20471113 FLT | 2047-11-13      | 4.2157%  | 0.0000% | $2400000.00        | $890431.29         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7027%  | 0.0000% | $623774.00         | $624616.64         | Private Label Collateralized Mortgage Obligations |
| OCTAGON INVST PT LTD 2020-48RR A-1R2  20380115 FLT | 2038-01-15      | 5.0322%  | 0.0000% | $529682.00         | $535489.29         | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2014-1 A      20271011 4.0 | 2027-10-11      | 4.0000%  | 0.0000% | $2000.00           | $873.93            | Asset-Backed Securities                           |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 33       | 2033-02-15      | 5.1500%  | 0.0000% | $4846000.00        | $4775461.09        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $1441000.00        | $1486314.65        | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT5.2%30    | 2030-03-15      | 5.2000%  | 0.0000% | $93000.00          | $93717.13          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 2.4%011332       | 2032-01-13      | 2.4000%  | 0.0000% | $6249000.00        | $5560860.12        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $35109000.00       | $36517134.22       | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.4275%  | 0.0000% | $3000000.00        | $1903514.67        | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR11         5-A-2  20360625 FLT | 2036-06-25      | 4.0403%  | 0.0000% | $2809000.00        | $201.88            | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2018%  | 0.0000% | $25000.00          | $17359.30          | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR NT 5.5%40        | 2040-10-15      | 5.5000%  | 0.0000% | $27000.00          | $27978.24          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-3          B1     20570725 FLT | 2057-07-25      | 3.8224%  | 0.0000% | $5977852.00        | $5527327.40        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 4.8%010534       | 2034-01-05      | 4.8000%  | 0.0000% | $965000.00         | $967766.33         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.8%010534       | 2034-01-05      | 4.8000%  | 0.0000% | $1010000.00        | $1012895.33        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.7%011233       | 2033-01-12      | 4.7000%  | 0.0000% | $39000.00          | $39149.91          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $1491000.00        | $1537886.98        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           B-2    20650725 FLT | 2065-07-25      | 7.1682%  | 0.0000% | $1743000.00        | $1695845.74        | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR1          2-A-1  20370625 FLT | 2037-06-25      | 3.7152%  | 0.0000% | $25000.00          | $1671.93           | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM5   B-2    20670825 FLT | 2067-08-25      | 6.2500%  | 0.0000% | $6484000.00        | $6490499.13        | Private Label Collateralized Mortgage Obligations |
| LSEG FINANCE PLC               FR 1.375%040626     | 2026-04-06      | 1.3750%  | 0.0000% | $1119000.00        | $1125942.31        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $29000.00          | $29324.69          | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2023-8 B-2    20681225 FLT | 2068-12-25      | 8.0778%  | 0.0000% | $994000.00         | $1007273.40        | Private Label Collateralized Mortgage Obligations |
| VONTIER CORPORATION            SR GLBL NT1.8%26    | 2026-04-01      | 1.8000%  | 0.0000% | $100000.00         | $100887.00         | Corporate Debt Securities                         |
| VONTIER CORPORATION            SR GLBL NT1.8%26    | 2026-04-01      | 1.8000%  | 0.0000% | $3922000.00        | $3956788.14        | Corporate Debt Securities                         |
| CARLYLE SECURED LENDING INC    GLBL NT 5.75%31     | 2031-02-15      | 5.7500%  | 0.0000% | $1400000.00        | $1328386.11        | Corporate Debt Securities                         |
| MORGAN STANLEY RES 2024-NQM2   A-2    20690525 FLT | 2069-05-25      | 6.7400%  | 0.0000% | $12803000.00       | $6312367.86        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.9%031347       | 2047-03-13      | 5.9000%  | 0.0000% | $9793000.00        | $9722686.26        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.9%031347       | 2047-03-13      | 5.9000%  | 0.0000% | $6732000.00        | $6683664.24        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     B5     20610125 FLT | 2061-01-25      | 3.7727%  | 0.0000% | $1119674.00        | $764912.09         | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.45%030147      | 2047-03-01      | 4.4500%  | 0.0000% | $13000.00          | $10813.64          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%101537       | 2037-10-15      | 6.3000%  | 0.0000% | $425000.00         | $476327.25         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.073%013037     | 2037-01-30      | 5.0730%  | 0.0000% | $37220000.00       | $36624259.78       | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 3%26     | 2026-07-14      | 3.0000%  | 0.0000% | $3000.00           | $2999.69           | Corporate Debt Securities                         |
| VERUS SEC TR 2021-8            B-2    20661125 FLT | 2066-11-25      | 4.3340%  | 0.0000% | $5411000.00        | $4360934.13        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 6.342%101833     | 2033-10-18      | 6.3420%  | 0.0000% | $505000.00         | $552800.86         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.342%101833     | 2033-10-18      | 6.3420%  | 0.0000% | $4475000.00        | $4898581.87        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.342%101833     | 2033-10-18      | 6.3420%  | 0.0000% | $17583000.00       | $19247321.80       | Corporate Debt Securities                         |
| SYNOVUS BK COLUMBUS GA         LW TIER II 36       | 2036-01-15      | 5.9570%  | 0.0000% | $499000.00         | $502304.82         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.95%030335      | 2035-03-03      | 4.9500%  | 0.0000% | $2679000.00        | $2666033.64        | Corporate Debt Securities                         |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55       | 2055-02-26      | 4.6250%  | 0.0000% | $926000.00         | $695330.18         | Corporate Debt Securities                         |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55       | 2055-02-26      | 4.6250%  | 0.0000% | $2262000.00        | $1698527.95        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 102225-101829    | 2029-10-18      | 4.5859%  | 0.0000% | $5850000.00        | $5900171.59        | Corporate Debt Securities                         |
| METLIFE INC                    SUB GLBL DEB 56     | 2056-03-15      | 5.8500%  | 0.0000% | $2000.00           | $1946.78           | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  G      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $27522000.00       | $13204081.32       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30     | 2030-05-19      | 6.0000%  | 0.0000% | $194000.00         | $194506.34         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 27       | 2027-04-13      | 3.1250%  | 0.0000% | $1380000.00        | $1358035.00        | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 27       | 2027-04-13      | 3.1250%  | 0.0000% | $1442000.00        | $1419048.17        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.466%011835     | 2035-01-18      | 5.4660%  | 0.0000% | $14793000.00       | $15151343.17       | Corporate Debt Securities                         |
| VERUS SEC TR 2023-INV2         A-3    20680825 FLT | 2068-08-25      | 7.0790%  | 0.0000% | $1200000.00        | $647435.42         | Private Label Collateralized Mortgage Obligations |
| GOLUB CAP BDC INC              SR GLBL NT 6%29     | 2029-07-15      | 6.0000%  | 0.0000% | $31000.00          | $31184.04          | Corporate Debt Securities                         |
| GOLUB CAP PARTNER CLO 2018-38R B-R    20360728 FLT | 2036-07-28      | 5.6213%  | 0.0000% | $13350000.00       | $13309431.06       | Asset-Backed Securities                           |
| GOLUB CAPITAL PART 2019-45MR   A-2-R  20370720 FLT | 2037-07-20      | 5.4676%  | 0.0000% | $3781317.00        | $3799586.44        | Asset-Backed Securities                           |
| INVERSIONES CMPC S A           SR GLBL REGS 33     | 2033-06-23      | 6.1250%  | 0.0000% | $1550000.00        | $1563924.38        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 34     | 2034-07-06      | 6.2960%  | 0.0000% | $2000000.00        | $2132831.11        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 26     | 2026-05-01      | 4.3750%  | 0.0000% | $3000.00           | $3054.30           | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR GLBL REGS 33     | 2033-06-23      | 6.1250%  | 0.0000% | $350000.00         | $353144.22         | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT5%41    | 2041-08-02      | 5.0000%  | 0.0000% | $475000.00         | $392299.86         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $595000.00         | $617592.15         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.85%091034      | 2034-09-10      | 4.8500%  | 0.0000% | $300000.00         | $294998.75         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 27     | 2027-02-01      | 5.7500%  | 0.0000% | $1699000.00        | $1724813.47        | Corporate Debt Securities                         |
| JPMORGAN CHASE FINL CO LLC     FR 0.5%061527       | 2027-06-15      | 0.5000%  | 0.0000% | $5309000.00        | $5730918.03        | Corporate Debt Securities                         |
| KUBOTA CREDIT OWR TR 2024-2    A-4    20300515 5.1 | 2030-05-15      | 5.1900%  | 0.0000% | $949000.00         | $968410.53         | Asset-Backed Securities                           |
| KBC GROUP NV                   FR 4.932%101630     | 2030-10-16      | 4.9320%  | 0.0000% | $1861000.00        | $1910921.32        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.264%121126     | 2026-12-11      | 5.2640%  | 0.0000% | $5000.00           | $5114.77           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.95%011227      | 2027-01-12      | 1.9500%  | 0.0000% | $3000.00           | $2960.22           | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $990000.00         | $1024603.80        | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 29       | 2029-03-01      | 6.1250%  | 0.0000% | $35000.00          | $35330.55          | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 29       | 2029-02-01      | 5.3750%  | 0.0000% | $663000.00         | $668793.51         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $165000.00         | $161554.80         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $300000.00         | $293736.00         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 56    | 2056-04-01      | 6.3750%  | 0.0000% | $3748000.00        | $3892341.73        | Corporate Debt Securities                         |
| LSEG FINANCE PLC               FR 3.2%040641       | 2041-04-06      | 3.2000%  | 0.0000% | $378000.00         | $286424.04         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030729       | 2029-03-07      | 5.2000%  | 0.0000% | $1000000.00        | $1021696.67        | Corporate Debt Securities                         |
| SAUDI ARABIAN OIL CO           FR 5%020236         | 2036-02-02      | 5.0000%  | 0.0000% | $300000.00         | $291073.33         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR REGS NT 3%31     | 2031-04-06      | 3.0000%  | 0.0000% | $200000.00         | $177534.67         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26       | 2026-04-15      | 4.2500%  | 0.0000% | $400000.00         | $407758.89         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 29       | 2029-02-01      | 5.3750%  | 0.0000% | $1699000.00        | $1713846.43        | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR REGS NT 34       | 2034-02-26      | 6.1250%  | 0.0000% | $1857000.00        | $1854279.24        | Corporate Debt Securities                         |
| FRESENIUS MED CARE US FIN III  SR REGS NT 26       | 2026-12-01      | 1.8750%  | 0.0000% | $755000.00         | $744845.25         | Corporate Debt Securities                         |
| SOUTH32 TREAS LTD              SR 144A NT 32       | 2032-04-14      | 4.3500%  | 0.0000% | $1407000.00        | $1377831.72        | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR REGS NT 3%31     | 2031-04-06      | 3.0000%  | 0.0000% | $3530000.00        | $3133486.87        | Corporate Debt Securities                         |
| MEXICO CITY ARPT TR            SR SEC GLBL 47      | 2047-07-31      | 5.5000%  | 0.0000% | $200000.00         | $167653.33         | Corporate Debt Securities                         |
| SWCH COMM MTG TR  2025-DATA    C      20420218 FLT | 2042-02-18      | 5.7645%  | 0.0000% | $275000.00         | $271063.92         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2024-DNA2 A-1    20440525 FLT | 2044-05-25      | 4.9119%  | 0.0000% | $8244541.00        | $6595719.25        | Private Label Collateralized Mortgage Obligations |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $1382000.00        | $1243931.29        | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2023-A 2 B      20290115 5.0 | 2029-01-15      | 5.0700%  | 0.0000% | $191000.00         | $193051.21         | Asset-Backed Securities                           |
| FLOWSERVE CORP                 SR GLBL NT3.5%30    | 2030-10-01      | 3.5000%  | 0.0000% | $756000.00         | $722607.48         | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $1163000.00        | $1046810.48        | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA7          B-2    20411125 FLT | 2041-11-25      | 11.4619% | 0.0000% | $3900000.00        | $4050061.54        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA3 M-1B   20420425 FLT | 2042-04-25      | 6.5619%  | 0.0000% | $1183000.00        | $1200982.37        | Private Label Collateralized Mortgage Obligations |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $104000.00         | $93609.88          | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD 2017-9R  B-R    20331017 FLT | 2033-10-17      | 5.8838%  | 0.0000% | $23650629.00       | $23897965.32       | Asset-Backed Securities                           |
| FHLMC STACR 2018-HRP2          B-2    20470225 FLT | 2047-02-25      | 14.2764% | 0.0000% | $5800000.00        | $6957676.50        | Private Label Collateralized Mortgage Obligations |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%53    | 2053-04-01      | 5.3000%  | 0.0000% | $287000.00         | $275686.46         | Corporate Debt Securities                         |
| FORD CREDIT FLRPL MSTER 2024-1 A-1    20290415 5.2 | 2029-04-15      | 5.2900%  | 0.0000% | $1268000.00        | $1285303.27        | Asset-Backed Securities                           |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535     | 2035-11-15      | 4.4180%  | 0.0000% | $6178000.00        | $6000754.55        | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 33       | 2033-11-15      | 2.6500%  | 0.0000% | $28000.00          | $22440.91          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 33       | 2033-11-15      | 2.6500%  | 0.0000% | $1719000.00        | $1377711.65        | Corporate Debt Securities                         |
| KAYNE CLO LTD 2021-10          A      20340424 FLT | 2034-04-24      | 5.1026%  | 0.0000% | $3981986.00        | $4019442.80        | Asset-Backed Securities                           |
| PMT LN TR 2025-J4              B-3    20561225 FLT | 2056-12-25      | 6.3400%  | 0.0000% | $2218000.00        | $1986869.52        | Private Label Collateralized Mortgage Obligations |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $1863000.00        | $1873691.55        | Corporate Debt Securities                         |
| HARBOUR ENERGY PLC             SR GLBL 144A 35     | 2035-04-01      | 6.3270%  | 0.0000% | $1050000.00        | $1070811.00        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT3.2%29    | 2029-08-15      | 3.2000%  | 0.0000% | $12000.00          | $11339.63          | Corporate Debt Securities                         |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 27     | 2027-12-15      | 3.7500%  | 0.0000% | $753000.00         | $737881.02         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 28       | 2028-05-15      | 4.3500%  | 0.0000% | $3854000.00        | $3900260.85        | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $40000.00          | $36051.40          | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $760000.00         | $684976.60         | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-5    20561225 FLT | 2056-12-25      | 6.3400%  | 0.0000% | $512000.00         | $359607.96         | Private Label Collateralized Mortgage Obligations |
| PARK BLUE CLO LTD 2024-5       B      20370727 FLT | 2037-07-27      | 5.4680%  | 0.0000% | $2609743.00        | $2633702.85        | Asset-Backed Securities                           |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-04-04      | 5.9500%  | 0.0000% | $1106000.00        | $1164766.39        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT5.2%32    | 2032-11-15      | 5.2000%  | 0.0000% | $35000.00          | $34562.46          | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 30     | 2030-10-01      | 3.7500%  | 0.0000% | $569000.00         | $526626.57         | Corporate Debt Securities                         |
| GS MTG SECS TR 2018-GS9        A-S    20510310 FLT | 2051-03-10      | 4.1410%  | 0.0000% | $1042317.00        | $1001637.28        | Private Label Collateralized Mortgage Obligations |
| GLOBAL PMTS INC                SR GLBL NT 49       | 2049-08-15      | 4.1500%  | 0.0000% | $20000.00          | $14237.26          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 49       | 2049-08-15      | 4.1500%  | 0.0000% | $175000.00         | $124575.99         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP7 D      20500916 FLT | 2050-09-16      | 4.4140%  | 0.0000% | $2925500.00        | $2132798.64        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C4  D      20491217 FLT | 2049-12-17      | 3.0116%  | 0.0000% | $5519483.00        | $3487119.24        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-3    20631225 FLT | 2063-12-25      | 7.7027%  | 0.0000% | $880000.00         | $615299.41         | Private Label Collateralized Mortgage Obligations |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47    | 2047-09-15      | 3.6000%  | 0.0000% | $1000.00           | $737.76            | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-2    20641025 FLT | 2064-10-25      | 7.6257%  | 0.0000% | $852000.00         | $733717.46         | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 45       | 2045-05-15      | 4.1250%  | 0.0000% | $700000.00         | $490905.33         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $1960000.00        | $1953353.64        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-3    20631225 FLT | 2063-12-25      | 6.4330%  | 0.0000% | $3929000.00        | $2105326.38        | Private Label Collateralized Mortgage Obligations |
| OCTAGON INES  PART 2016-28RR   C-1-RR 20370424 FLT | 2037-04-24      | 6.2180%  | 0.0000% | $1545816.00        | $1561729.03        | Asset-Backed Securities                           |
| NORDEA BK ABP MED TERM NTS     FR 1.5%093026       | 2026-09-30      | 1.5000%  | 0.0000% | $664000.00         | $655168.80         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL 144A 30     | 2030-11-15      | 5.4500%  | 0.0000% | $50000.00          | $49310.39          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL 144A 29     | 2029-04-02      | 5.1500%  | 0.0000% | $100000.00         | $98190.83          | Corporate Debt Securities                         |
| HOMES TR 2023-NQM1             A-1    20680125 FLT | 2068-01-25      | 6.1820%  | 0.0000% | $20405000.00       | $12744641.86       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E G      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $3000000.00        | $243549.58         | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR SEC GLBL NT39    | 2039-06-15      | 5.1250%  | 0.0000% | $28000.00          | $26702.77          | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 2021-10      B-6    20511225 FLT | 2051-12-25      | 2.8273%  | 0.0000% | $25000.00          | $9800.57           | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SR GLBL NT 32       | 2032-05-24      | 2.8040%  | 0.0000% | $6563000.00        | $5948649.97        | Corporate Debt Securities                         |
| JDE PEETS NV                   SR 144A NT 27       | 2027-01-15      | 1.3750%  | 0.0000% | $607000.00         | $592694.70         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $2423000.00        | $2393697.85        | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT5.5%32    | 2032-09-01      | 5.5000%  | 0.0000% | $160000.00         | $160531.73         | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $50000.00          | $51871.33          | Corporate Debt Securities                         |
| HPS LOAN MANAGEMENT 2024-19    C-2    20370415 FLT | 2037-04-15      | 6.5722%  | 0.0000% | $300000.00         | $303864.62         | Asset-Backed Securities                           |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.3677%  | 0.0000% | $4900000.00        | $4937704.38        | Private Label Collateralized Mortgage Obligations |
| TELUS CORPORATION              GLBL NT 3.4%32      | 2032-05-13      | 3.4000%  | 0.0000% | $321000.00         | $295921.34         | Corporate Debt Securities                         |
| HOMES TRUST 2025-AFC2          A-1A   20600625 FLT | 2060-06-25      | 5.4710%  | 0.0000% | $3327000.00        | $2725364.93        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-01-28      | 5.2070%  | 0.0000% | $290000.00         | $296606.85         | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 3.9943%  | 0.0000% | $5000000.00        | $266642.90         | Private Label Collateralized Mortgage Obligations |
| SUZANO AUSTRIA GMBH            SR GLBL NT 31       | 2031-01-15      | 3.7500%  | 0.0000% | $4000.00           | $3735.27           | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 28     | 2028-02-23      | 5.0500%  | 0.0000% | $100000.00         | $98937.06          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.1%062430       | 2030-06-24      | 5.1000%  | 0.0000% | $1581000.00        | $1612575.21        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 37       | 2037-01-21      | 5.0650%  | 0.0000% | $10000000.00       | $9835286.11        | Corporate Debt Securities                         |
| ISRAEL ELEC CORP LTD           FR 7.75%121527      | 2027-12-15      | 7.7500%  | 0.0000% | $1500000.00        | $1599651.25        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3.337%012133     | 2033-01-21      | 3.3370%  | 0.0000% | $280000.00         | $253438.81         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.2%27    | 2027-03-15      | 3.2000%  | 0.0000% | $743000.00         | $734917.81         | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL NT 30       | 2030-01-15      | 5.7500%  | 0.0000% | $100000.00         | $99524.89          | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            SR GLBL NT4.4%29    | 2029-03-15      | 4.4000%  | 0.0000% | $268000.00         | $262239.49         | Corporate Debt Securities                         |
| MERCURY GENL CORP NEW          SR GLBL NT4.4%27    | 2027-03-15      | 4.4000%  | 0.0000% | $2000.00           | $1990.87           | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 30       | 2030-11-15      | 4.8750%  | 0.0000% | $250000.00         | $249500.52         | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-6    20561225 FLT | 2056-12-25      | 6.3400%  | 0.0000% | $1194973.00        | $642427.39         | Private Label Collateralized Mortgage Obligations |
| GENPACT UK FINCO PLCGENPACT    SR GLBL NT 30       | 2030-11-18      | 4.9500%  | 0.0000% | $690000.00         | $686568.97         | Corporate Debt Securities                         |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $653707.00         | $535660.97         | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2024-NQM1           A-2    20681225 FLT | 2068-12-25      | 6.5690%  | 0.0000% | $22500000.00       | $13513821.27       | Private Label Collateralized Mortgage Obligations |
| SVC ABS LLC 2023-1             C      20530220 6.7 | 2053-02-20      | 6.7000%  | 0.0000% | $3750000.00        | $3709920.83        | Private Label Collateralized Mortgage Obligations |
| KYNDRYL HLDGS INC              SR GLBL NT 34       | 2034-02-20      | 6.3500%  | 0.0000% | $1612000.00        | $1510092.49        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 32       | 2032-04-15      | 4.0500%  | 0.0000% | $2000.00           | $1923.67           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 35       | 2035-05-15      | 6.1500%  | 0.0000% | $298000.00         | $312033.81         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $2903000.00        | $2928117.00        | Corporate Debt Securities                         |
| LSEG US FIN CORP               SR GLBL 144A 29     | 2029-03-23      | 4.2500%  | 0.0000% | $800000.00         | $793723.56         | Corporate Debt Securities                         |
| SIXTH STREET CLO LTD 2019-14R2 A-1-R2 20380120 FLT | 2038-01-20      | 4.8197%  | 0.0000% | $15473320.00       | $15554984.14       | Asset-Backed Securities                           |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR 144A29    | 2029-03-26      | 4.7500%  | 0.0000% | $1426000.00        | $1423133.34        | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2026-MED1  A-1B   20560425 5.1 | 2056-04-25      | 5.1246%  | 0.0000% | $2613000.00        | $2566390.68        | Private Label Collateralized Mortgage Obligations |
| LAZARD LLC                     SR GLBL NT 29       | 2029-03-11      | 4.3750%  | 0.0000% | $5000.00           | $4939.50           | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2026-MED1  A-1A   20560425 5.1 | 2056-04-25      | 5.1246%  | 0.0000% | $2460149.00        | $2423941.82        | Private Label Collateralized Mortgage Obligations |
| KEURIG DR PEPPER INC           SR GLBL NT 35       | 2035-05-15      | 5.1500%  | 0.0000% | $173000.00         | $171691.35         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.519%011928     | 2028-01-19      | 5.5190%  | 0.0000% | $439000.00         | $446699.18         | Corporate Debt Securities                         |
| ENTERP FLEET FING LLC 2023-2   A-2    20300420 5.5 | 2030-04-20      | 5.5600%  | 0.0000% | $7757000.00        | $1300446.43        | Asset-Backed Securities                           |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $586000.00         | $608250.42         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $1699000.00        | $1809468.98        | Corporate Debt Securities                         |
| BXP TRUST 2017-CC              E      20370813 FLT | 2037-08-13      | 3.5515%  | 0.0000% | $750000.00         | $590360.69         | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4375%  | 0.0000% | $9718000.00        | $9226968.90        | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PRTF TR 2024-ATRM A      20391012 FLT | 2039-10-12      | 5.0486%  | 0.0000% | $3729797.00        | $3777923.21        | Private Label Collateralized Mortgage Obligations |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL NT 32       | 2032-03-15      | 6.5500%  | 0.0000% | $133000.00         | $133573.38         | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3185%  | 0.0000% | $9000000.00        | $7986274.04        | Private Label Collateralized Mortgage Obligations |
| BANCO DE CREDITO E INVERSIONES FR 2.875%101431     | 2031-10-14      | 2.8750%  | 0.0000% | $13200000.00       | $12067529.83       | Corporate Debt Securities                         |
| BANK5 2023-5YR4                A-3    20561215 6.5 | 2056-12-15      | 6.5000%  | 0.0000% | $7644045.00        | $6902102.98        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $300000.00         | $305159.87         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 1.604%100426     | 2026-10-04      | 1.6040%  | 0.0000% | $390000.00         | $387802.87         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2025-12  B      20370422 FLT | 2037-04-22      | 5.4192%  | 0.0000% | $9694243.00        | $9612484.34        | Asset-Backed Securities                           |
| BANK AMERICA CORP              FR 3.248%102127     | 2027-10-21      | 3.2480%  | 0.0000% | $100000.00         | $100052.56         | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-8      II-A-1 20460825 FLT | 2046-08-25      | 4.5183%  | 0.0000% | $55734.00          | $2946.60           | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM1   A-2    20630125 FLT | 2063-01-25      | 6.2830%  | 0.0000% | $7566000.00        | $4720395.90        | Private Label Collateralized Mortgage Obligations |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $182000.00         | $197471.92         | Corporate Debt Securities                         |
| BAMLL COML MTG TR 2020-BOC     A      20320115 2.6 | 2032-01-15      | 2.6270%  | 0.0000% | $16185000.00       | $14726394.32       | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $4000.00           | $3947.26           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.511%060431     | 2031-06-04      | 5.5110%  | 0.0000% | $2808000.00        | $2956798.03        | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE 2025-2      A-1    20700225 FLT | 2070-02-25      | 5.6370%  | 0.0000% | $60775.00          | $52347.31          | Private Label Collateralized Mortgage Obligations |
| ARES LXXI CLO LTD              C      20370420 FLT | 2037-04-20      | 6.1176%  | 0.0000% | $450279.00         | $455873.89         | Asset-Backed Securities                           |
| AUDAX SNR DEBT CLO LLC 2024-11 A-2    20360722 FLT | 2036-07-22      | 5.5692%  | 0.0000% | $1108000.00        | $1119057.40        | Asset-Backed Securities                           |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.6%30    | 2030-02-15      | 5.6000%  | 0.0000% | $1056000.00        | $1032150.83        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.734%092540     | 2040-09-25      | 3.7340%  | 0.0000% | $5500000.00        | $4350127.83        | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   B-2    20630125 FLT | 2063-01-25      | 6.1552%  | 0.0000% | $5012325.00        | $4784035.46        | Private Label Collateralized Mortgage Obligations |
| AUSTRALIA & NEW ZEALAND BKG GR VR 061825-061828    | 2028-06-18      | 4.2850%  | 0.0000% | $600000.00         | $602620.39         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.834%102533     | 2033-10-25      | 5.8340%  | 0.0000% | $22000.00          | $23796.31          | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 7.437%33    | 2033-11-02      | 7.4370%  | 0.0000% | $9306000.00        | $10652028.37       | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   M-1    20630125 FLT | 2063-01-25      | 6.1552%  | 0.0000% | $4101836.00        | $4118642.71        | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C           FR 4.404%090828     | 2028-09-08      | 4.4040%  | 0.0000% | $3418000.00        | $3421703.97        | Corporate Debt Securities                         |
| BAIN CAPITAL CR CLO LTD 2024-2 A-1    20370715 FLT | 2037-07-15      | 5.1922%  | 0.0000% | $4235904.00        | $4283121.88        | Asset-Backed Securities                           |
| BANK AMERICA CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $2031000.00        | $2007276.06        | Corporate Debt Securities                         |
| BMW VEHICLE LEASE TRUST 2024-2 A-4    20280225 4.2 | 2028-02-25      | 4.2100%  | 0.0000% | $206000.00         | $206315.32         | Asset-Backed Securities                           |
| BANK 2017-BNK9                 D      20541117 2.8 | 2054-11-17      | 2.8000%  | 0.0000% | $799000.00         | $525184.56         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 3.946%012349     | 2049-01-23      | 3.9460%  | 0.0000% | $1554000.00        | $1200082.03        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.898%072331     | 2031-07-23      | 1.8980%  | 0.0000% | $232000.00         | $206845.43         | Corporate Debt Securities                         |
| ATRIUM HOTEL PRTF TR 2024-ATRM B      20391012 FLT | 2039-10-12      | 5.5009%  | 0.0000% | $3336667.00        | $3396690.50        | Private Label Collateralized Mortgage Obligations |
| AVIS BUDGET FDG LLC 2023-1     A      20290420 5.2 | 2029-04-20      | 5.2500%  | 0.0000% | $753000.00         | $764079.77         | Asset-Backed Securities                           |
| AUDAX SR DEB 7.21947 20APR35 144A F                | 2035-04-20      | 6.6176%  | 0.0000% | $5000000.00        | $5033238.07        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2024-4         C      20371020 FLT | 2037-10-20      | 5.5676%  | 0.0000% | $1706118.00        | $1720323.05        | Asset-Backed Securities                           |
| BANK AMERICA CORP              FR 5.875%020742     | 2042-02-07      | 5.8750%  | 0.0000% | $72000.00          | $74392.74          | Corporate Debt Securities                         |
| DEEPHAVEN RES MTG TR 2022-3    A-1    20670725 FLT | 2067-07-25      | 5.3000%  | 0.0000% | $6100000.00        | $3399542.34        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC25   D      20471011 3.5 | 2047-10-11      | 3.5480%  | 0.0000% | $10363.00          | $5622.41           | Private Label Collateralized Mortgage Obligations |
| CROSS  MTG TR 2025-H7          A-3    20700925 FLT | 2070-09-25      | 5.2890%  | 0.0000% | $325000.00         | $300907.95         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $4800000.00        | $1921428.95        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO REC TR 2022-N1    B      20281210 2.9 | 2028-12-10      | 2.9500%  | 0.0000% | $458000.00         | $29514.21          | Asset-Backed Securities                           |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $1478000.00        | $1393960.92        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $2303000.00        | $2172051.42        | Corporate Debt Securities                         |
| COLT MTG LN TR 2024-INV1       B-1    20681226 FLT | 2068-12-26      | 8.1227%  | 0.0000% | $3295000.00        | $3345637.29        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-COR3          A-M    20510512 FLT | 2051-05-12      | 4.3002%  | 0.0000% | $4969412.00        | $4660540.57        | Private Label Collateralized Mortgage Obligations |
| CITADEL FINANCE LLC            SR 144A NT 29       | 2029-02-14      | 4.7500%  | 0.0000% | $3140000.00        | $3090279.84        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 40       | 2040-04-01      | 4.1250%  | 0.0000% | $300000.00         | $254917.50         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 4.9684%  | 0.0000% | $300000.00         | $304231.09         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 4.9684%  | 0.0000% | $4740000.00        | $4806851.24        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-07-20      | 4.8750%  | 0.0000% | $75000.00          | $72681.34          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 31       | 2031-01-15      | 2.2500%  | 0.0000% | $1001000.00        | $886325.44         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 3.6%081227       | 2027-08-12      | 3.6000%  | 0.0000% | $540000.00         | $539292.60         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $500000.00         | $439565.00         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $1332000.00        | $1171001.16        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.7%111529       | 2029-11-15      | 4.7000%  | 0.0000% | $1000.00           | $1029.46           | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2021-P4    A-4    20271210 1.6 | 2027-12-10      | 1.6400%  | 0.0000% | $1316000.00        | $451143.69         | Asset-Backed Securities                           |
| CROWN CASTLE INC               SR GLBL NT3.7%26    | 2026-06-15      | 3.7000%  | 0.0000% | $111000.00         | $112061.65         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 31       | 2031-01-15      | 2.2500%  | 0.0000% | $21000.00          | $18594.24          | Corporate Debt Securities                         |
| CSMC TR 2022-NQM2              B-2    20670225 FLT | 2067-02-25      | 4.0000%  | 0.0000% | $12125800.00       | $7386604.88        | Private Label Collateralized Mortgage Obligations |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 29     | 2029-04-30      | 4.2500%  | 0.0000% | $717000.00         | $694291.41         | Corporate Debt Securities                         |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $2000.00           | $641.67            | Asset-Backed Securities                           |
| WORLD OMN AT REC TR 2022-C     A-4    20280915 3.6 | 2028-09-15      | 3.6800%  | 0.0000% | $1883000.00        | $1882432.38        | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBLE RECV 2024-2 A-3    20280215 5.5 | 2028-02-15      | 5.5600%  | 0.0000% | $2310000.00        | $1722901.41        | Asset-Backed Securities                           |
| CELLNEX FIN CO SA              SR GLBL REGS 41     | 2041-07-07      | 3.8750%  | 0.0000% | $3317000.00        | $2647535.42        | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBLE RECV 2024-2 A-3    20280215 5.5 | 2028-02-15      | 5.5600%  | 0.0000% | $740000.00         | $551925.13         | Asset-Backed Securities                           |
| AES CORP                       SR SEC GLBL 30      | 2030-07-15      | 3.9500%  | 0.0000% | $2744000.00        | $2644965.99        | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST 202 A-3    20690925 FLT | 2069-09-25      | 5.4000%  | 0.0000% | $5000000.00        | $3376765.15        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 5.15%042331      | 2031-04-23      | 5.1500%  | 0.0000% | $1000.00           | $1037.15           | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.625%52    | 2052-05-15      | 5.6250%  | 0.0000% | $209000.00         | $190637.26         | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR13        B-1    20451025 FLT | 2045-10-25      | 4.6930%  | 0.0000% | $4150000.00        | $2012021.39        | Private Label Collateralized Mortgage Obligations |
| THAIOIL TREAS CTR CO LTD       FR 3.5%101749       | 2049-10-17      | 3.5000%  | 0.0000% | $1000000.00        | $688354.44         | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2022-33R      A-R    20380125 FLT | 2038-01-25      | 4.9280%  | 0.0000% | $4000000.00        | $4026443.70        | Asset-Backed Securities                           |
| 37 CAP CLO I 5.72219 15OCT34 144A F                | 2034-10-15      | 5.7222%  | 0.0000% | $2860000.00        | $2890519.72        | Asset-Backed Securities                           |
| JBS NV / JBS USA FOOD CO       SR GLBL NT6.5%52    | 2052-12-01      | 6.5000%  | 0.0000% | $1671000.00        | $1724382.88        | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $909000.00         | $761572.70         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-10-22      | 4.6030%  | 0.0000% | $989000.00         | $1008918.38        | Corporate Debt Securities                         |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.2076%  | 0.0000% | $1000000.00        | $1010475.95        | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SR GLBL NT 34       | 2034-06-01      | 5.3500%  | 0.0000% | $500000.00         | $516991.67         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR NT 5.65%41       | 2041-12-01      | 5.6500%  | 0.0000% | $350000.00         | $361498.67         | Corporate Debt Securities                         |
| PIKES PEAK CLO 2020-5R         B-R    20371020 FLT | 2037-10-20      | 5.4676%  | 0.0000% | $5547000.00        | $5605751.06        | Asset-Backed Securities                           |
| GENPACT UK FINCO PLCGENPACT    SR GLBL NT 30       | 2030-11-18      | 4.9500%  | 0.0000% | $900000.00         | $895524.75         | Corporate Debt Securities                         |
| TMSQ MTG TR 2014-1500          A      20361010 3.6 | 2036-10-10      | 3.6800%  | 0.0000% | $10135783.00       | $9436096.39        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   C      20480218 3.8 | 2048-02-18      | 3.8940%  | 0.0000% | $711040.00         | $377552.00         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-5           CB-1   20350725 FLT | 2035-07-25      | 4.1930%  | 0.0000% | $19215000.00       | $387189.73         | Private Label Collateralized Mortgage Obligations |
| RAD CLO LTD 2025-28            B-1    20380420 FLT | 2038-04-20      | 5.3676%  | 0.0000% | $14095000.00       | $14217725.98       | Asset-Backed Securities                           |
| PIKES PEAK CLO 2019-3R         C-RR   20341025 FLT | 2034-10-25      | 6.0796%  | 0.0000% | $400072.00         | $404232.04         | Asset-Backed Securities                           |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $380000.00         | $357492.60         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $2817000.00        | $2650149.09        | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 28       | 2028-06-11      | 2.8750%  | 0.0000% | $100000.00         | $93838.47          | Corporate Debt Securities                         |
| WELLINGTON MGMT CLO LTD 2024-2 A      20370420 FLT | 2037-04-20      | 5.2176%  | 0.0000% | $14805958.00       | $14957946.95       | Asset-Backed Securities                           |
| SFS AUTO RECEIVABLES 2024-2    A-3    20291120 5.3 | 2029-11-20      | 5.3300%  | 0.0000% | $2700000.00        | $2126774.31        | Asset-Backed Securities                           |
| WFRBS COML MTG TR 2014-C22     D      20570917 FLT | 2057-09-17      | 3.6823%  | 0.0000% | $19560000.00       | $6416826.20        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 4.96%012337      | 2037-01-23      | 4.9600%  | 0.0000% | $3182000.00        | $3116224.52        | Corporate Debt Securities                         |
| SFS AUTO RECEIVABLES 2024-2    A-3    20291120 5.3 | 2029-11-20      | 5.3300%  | 0.0000% | $1266000.00        | $997220.84         | Asset-Backed Securities                           |
| ROYAL BK CDA                   FR 5%020133         | 2033-02-01      | 5.0000%  | 0.0000% | $15000.00          | $15199.55          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.522%101828     | 2028-10-18      | 4.5220%  | 0.0000% | $807000.00         | $823595.64         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5%050233         | 2033-05-02      | 5.0000%  | 0.0000% | $200000.00         | $205274.89         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.24%080327      | 2027-08-03      | 4.2400%  | 0.0000% | $159000.00         | $160047.99         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.0119%  | 0.0000% | $12815400.00       | $13086684.72       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA1 M-1A   20430526 FLT | 2043-05-26      | 5.6619%  | 0.0000% | $5100000.00        | $1788937.13        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $8200000.00        | $7613716.40        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA2 M-1A   20430625 FLT | 2043-06-25      | 5.6619%  | 0.0000% | $10000000.00       | $1155616.87        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-FTR1          B-2    20480127 FLT | 2048-01-27      | 12.1264% | 0.0000% | $14500000.00       | $17092890.91       | Private Label Collateralized Mortgage Obligations |
| FORD CR AUTO OWNER TR 2023-REV A      20350815 4.8 | 2035-08-15      | 4.8500%  | 0.0000% | $1000000.00        | $1012104.56        | Asset-Backed Securities                           |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $700000.00         | $649951.17         | Private Label Collateralized Mortgage Obligations |
| FLEXTRONICS INTL LTD           SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $2686000.00        | $2723129.47        | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2024-B   A-3    20290415 5.1 | 2029-04-15      | 5.1000%  | 0.0000% | $4300000.00        | $4188070.10        | Asset-Backed Securities                           |
| FHLMC REMIC SERIES K-148       A-2    20320725 FLT | 2032-07-25      | 3.5000%  | 0.0000% | $34000.00          | $32375.37          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-507       A-2    20280925 FLT | 2028-09-25      | 4.8000%  | 0.0000% | $450000.00         | $457302.15         | Agency Collateralized Mortgage Obligation         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 4.6875%  | 0.0000% | $1000.00           | $1013.24           | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  C      20330815 FLT | 2033-08-15      | 5.2200%  | 0.0000% | $4360000.00        | $1751917.76        | Private Label Collateralized Mortgage Obligations |
| NATIONAL RURAL UTILS COOP FIN  FR 4.95%020730      | 2030-02-07      | 4.9500%  | 0.0000% | $3000.00           | $3070.66           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $670000.00         | $674401.53         | Corporate Debt Securities                         |
| HARBORVIEW MTG LN TR 2006-1    2-A1A  20360319 FLT | 2036-03-19      | 4.2712%  | 0.0000% | $61797622.00       | $3929767.74        | Private Label Collateralized Mortgage Obligations |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 6.8614%  | 0.0000% | $2000000.00        | $2004225.00        | Private Label Collateralized Mortgage Obligations |
| NMI HLDGS INC                  GLBL NT 6%29        | 2029-08-15      | 6.0000%  | 0.0000% | $715000.00         | $734166.77         | Corporate Debt Securities                         |
| MIDOCEAN CREDIT CLO XXI        A-1    20390120 FLT | 2039-01-20      | 4.9610%  | 0.0000% | $13277285.00       | $13436917.09       | Asset-Backed Securities                           |
| MORGAN STANLEY                 VR 012026-010930    | 2030-01-09      | 4.4666%  | 0.0000% | $7082000.00        | $7127662.34        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $360000.00         | $372558.00         | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT5.5%32    | 2032-09-01      | 5.5000%  | 0.0000% | $130000.00         | $130432.03         | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 55       | 2055-02-25      | 6.3750%  | 0.0000% | $612000.00         | $610919.82         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 33       | 2033-05-15      | 5.6250%  | 0.0000% | $2494000.00        | $2558095.80        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $197000.00         | $193582.05         | Corporate Debt Securities                         |
| CSMC TRUST 2017-CHOP           G      20320715 FLT | 2032-07-15      | 9.0440%  | 0.0000% | $7690000.00        | $7571232.23        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-02-21      | 5.1250%  | 0.0000% | $585000.00         | $594930.05         | Corporate Debt Securities                         |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2539%  | 0.0000% | $11910000.00       | $6586334.29        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-03-20      | 3.9800%  | 0.0000% | $1244000.00        | $1222834.72        | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 2025-3      A      20380726 FLT | 2038-07-26      | 5.0480%  | 0.0000% | $3100000.00        | $3128440.20        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2R2        A-R2   20370720 FLT | 2037-07-20      | 5.1576%  | 0.0000% | $3850000.00        | $3889496.09        | Asset-Backed Securities                           |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29    | 2029-03-21      | 5.2000%  | 0.0000% | $4000.00           | $4033.46           | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28       | 2028-04-01      | 4.2500%  | 0.0000% | $2775000.00        | $2795091.00        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.65%26     | 2026-08-02      | 6.6500%  | 0.0000% | $3000.00           | $3045.09           | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.65%26     | 2026-08-02      | 6.6500%  | 0.0000% | $839000.00         | $851609.00         | Corporate Debt Securities                         |
| CONN AVE SECS 2020-SBT1        2B-1   20400227 FLT | 2040-02-27      | 10.3764% | 0.0000% | $26906846.00       | $27964268.82       | Private Label Collateralized Mortgage Obligations |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29    | 2029-03-21      | 5.2000%  | 0.0000% | $85000.00          | $85710.98          | Corporate Debt Securities                         |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $15261750.00       | $14552070.99       | Private Label Collateralized Mortgage Obligations |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34    | 2034-03-21      | 5.4000%  | 0.0000% | $442000.00         | $429044.98         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.9%031628       | 2028-03-16      | 3.9000%  | 0.0000% | $232000.00         | $230940.92         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 31       | 2031-03-15      | 2.3750%  | 0.0000% | $100000.00         | $87979.56          | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT5.4%48    | 2048-11-01      | 5.4000%  | 0.0000% | $410000.00         | $356130.10         | Corporate Debt Securities                         |
| CONN AVE SECS 2019-R04         2B-1   20390627 FLT | 2039-06-27      | 9.0264%  | 0.0000% | $9402025.00        | $5662668.30        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-R05         1B-1   20390725 FLT | 2039-07-25      | 7.8764%  | 0.0000% | $1273309.00        | $707676.58         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $10489784.00       | $9536871.04        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 4.7375%  | 0.0000% | $41283.00          | $33493.23          | Private Label Collateralized Mortgage Obligations |
| BPCE                           FR 5.876%011431     | 2031-01-14      | 5.8760%  | 0.0000% | $1220000.00        | $1269541.90        | Corporate Debt Securities                         |
| BPCE                           FR 6.293%011436     | 2036-01-14      | 6.2930%  | 0.0000% | $27600000.00       | $29148360.77       | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 50       | 2050-04-24      | 3.1250%  | 0.0000% | $1805000.00        | $1102960.54        | Corporate Debt Securities                         |
| CITIGROUP MTG TR 2021-INV3     B-3W   20510525 FLT | 2051-05-25      | 3.1692%  | 0.0000% | $3260000.00        | $2460198.45        | Private Label Collateralized Mortgage Obligations |
| AMERICAN TOWER CORP            SR GLBL NT 29       | 2029-03-15      | 3.9500%  | 0.0000% | $3469000.00        | $3411607.32        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT5.3%35    | 2035-02-21      | 5.3000%  | 0.0000% | $1900000.00        | $1938320.89        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 31     | 2031-04-15      | 5.5500%  | 0.0000% | $400000.00         | $386023.33         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538     | 2038-04-15      | 4.3750%  | 0.0000% | $1100000.00        | $1041021.97        | Corporate Debt Securities                         |
| BPCE                           FR 3.375%120226     | 2026-12-02      | 3.3750%  | 0.0000% | $400000.00         | $402506.50         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031329       | 2029-03-13      | 4.9000%  | 0.0000% | $334000.00         | $336899.12         | Corporate Debt Securities                         |
| BBCMS TRUST 2018-CBM           E      20370715 FLT | 2037-07-15      | 7.5200%  | 0.0000% | $630000.00         | $463155.35         | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C16         E      20550617 2.5 | 2055-06-17      | 2.5000%  | 0.0000% | $7745000.00        | $4550383.70        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%011034       | 2034-01-10      | 4.9000%  | 0.0000% | $2720000.00        | $2674208.80        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 27     | 2027-02-15      | 3.2500%  | 0.0000% | $573000.00         | $568916.10         | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2005-2       I-A-1  20450925 FLT | 2045-09-25      | 4.3930%  | 0.0000% | $25031.00          | $852.20            | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    VR 052025-052026    | 2026-05-20      | 4.3090%  | 0.0000% | $3218000.00        | $3232629.32        | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 4.9910%  | 0.0000% | $8376000.00        | $7556979.86        | Private Label Collateralized Mortgage Obligations |
| ARES LXXI CLO LTD              B      20370420 FLT | 2037-04-20      | 5.6676%  | 0.0000% | $22500000.00       | $22810261.30       | Asset-Backed Securities                           |
| BPCE                           FR 5.936%053035     | 2035-05-30      | 5.9360%  | 0.0000% | $900000.00         | $935520.00         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 33       | 2033-07-15      | 5.5500%  | 0.0000% | $19000.00          | $19672.92          | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $4439000.00        | $4275289.68        | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT3.6%31    | 2031-11-15      | 3.6000%  | 0.0000% | $100000.00         | $91967.00          | Corporate Debt Securities                         |
| EMERA US FIN LLC               SR NT 5.2%33        | 2033-04-01      | 5.2000%  | 0.0000% | $250000.00         | $247974.44         | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2020-85R2       A-1L   20370715 FLT | 2037-07-15      | 5.0522%  | 0.0000% | $15031363.00       | $15033617.70       | Asset-Backed Securities                           |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $105000.00         | $111827.10         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $175000.00         | $168546.00         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $1037000.00        | $998755.44         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%011629       | 2029-01-16      | 4.5000%  | 0.0000% | $13000.00          | $13223.80          | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 50       | 2050-04-03      | 4.1250%  | 0.0000% | $10000.00          | $7683.46           | Corporate Debt Securities                         |
| DRAWBRIDGE SPL OPPORTUNITIES   SR 144A NT 30       | 2030-09-17      | 5.9500%  | 0.0000% | $1184000.00        | $1111508.28        | Corporate Debt Securities                         |
| EFMT 2025-INV1                 M-1    20700325 FLT | 2070-03-25      | 6.4890%  | 0.0000% | $650000.00         | $657992.72         | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2021-FILE  B      20431015 FLT | 2043-10-15      | 5.4875%  | 0.0000% | $175220.00         | $171266.80         | Private Label Collateralized Mortgage Obligations |
| EQT CORP                       SR GLBL NT 29       | 2029-04-01      | 6.3750%  | 0.0000% | $52000.00          | $55330.86          | Corporate Debt Securities                         |
| CARVAL CLO LTD 2019-3RR        A-R2   20320720 FLT | 2032-07-20      | 4.6576%  | 0.0000% | $12499999.00       | $10638757.12       | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR NT 5.3%43        | 2043-12-05      | 5.3000%  | 0.0000% | $200000.00         | $184189.56         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-08-21      | 1.7500%  | 0.0000% | $2729000.00        | $2408327.34        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 051424-051427    | 2027-05-14      | 4.1797%  | 0.0000% | $970000.00         | $977383.85         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SUB GLBL COCO 86    | 2086-07-28      | 6.5000%  | 0.0000% | $2999000.00        | $2948086.98        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $1245000.00        | $1223399.25        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $200000.00         | $206269.00         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $2062000.00        | $2126633.39        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.375%101530     | 2030-10-15      | 4.3750%  | 0.0000% | $68000.00          | $69132.45          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $1000.00           | $1039.24           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-02-15      | 5.1500%  | 0.0000% | $664000.00         | $649399.01         | Corporate Debt Securities                         |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $3032000.00        | $3098148.13        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-02-15      | 5.1500%  | 0.0000% | $708000.00         | $692431.47         | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 4.9375%  | 0.0000% | $673000.00         | $666064.21         | Private Label Collateralized Mortgage Obligations |
| KEURIG DR PEPPER INC           SR GLBL NT 27       | 2027-06-15      | 3.4300%  | 0.0000% | $177000.00         | $176228.18         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-126       A-2    20310125 2.0 | 2031-01-25      | 2.0740%  | 0.0000% | $303331.00         | $275666.71         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-076       A-M    20280425 3.9 | 2028-04-25      | 3.9000%  | 0.0000% | $434973.00         | $433662.43         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-076       A-M    20280425 3.9 | 2028-04-25      | 3.9000%  | 0.0000% | $2000000.00        | $1993974.00        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-087       A-2    20281225 3.7 | 2028-12-25      | 3.7710%  | 0.0000% | $75000.00          | $72101.51          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-510       A-2    20281025 FLT | 2028-10-25      | 5.0690%  | 0.0000% | $164999.00         | $168920.23         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-541       A-2    20300225 FLT | 2030-02-25      | 4.3480%  | 0.0000% | $200000.00         | $201267.07         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-758       A-2    20311025 FLT | 2031-10-25      | 4.6800%  | 0.0000% | $78073.00          | $79486.98          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC K-512              A-2    20281125 5.0 | 2028-11-25      | 5.0000%  | 0.0000% | $303972.00         | $286634.96         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-061       A-2    20261125 FLT | 2026-11-25      | 3.3470%  | 0.0000% | $30000.00          | $28233.05          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-126       A-2    20310125 2.0 | 2031-01-25      | 2.0740%  | 0.0000% | $26669.00          | $24236.74          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1512      A-3    20340425 3.0 | 2034-04-25      | 3.0590%  | 0.0000% | $1753500.00        | $1583761.49        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1512      A-3    20340425 3.0 | 2034-04-25      | 3.0590%  | 0.0000% | $1777595.00        | $1605524.10        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1504      A-2    20320425 3.4 | 2032-04-25      | 3.4240%  | 0.0000% | $2000000.00        | $1956660.67        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J41       A-2    20310225 3.4 | 2031-02-25      | 3.4650%  | 0.0000% | $87070.00          | $84065.08          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES Q-016       A-PT2  20510525 FLT | 2051-05-25      | 1.4719%  | 0.0000% | $1414480.00        | $1189849.92        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-761       A-2    20320625 FLT | 2032-06-25      | 4.4000%  | 0.0000% | $53780.00          | $53894.80          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-058       A-M    20260825 2.7 | 2026-08-25      | 2.7240%  | 0.0000% | $313722.00         | $312344.76         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-749       A-M    20290425 FLT | 2029-04-25      | 2.1200%  | 0.0000% | $400000.00         | $376868.27         | Agency Collateralized Mortgage Obligation         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $1288000.00        | $1319364.23        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $16257000.00       | $16652876.01       | Corporate Debt Securities                         |
| RCKT MORTGAGE TR 2021-4        B-6    20510925 FLT | 2051-09-25      | 3.0065%  | 0.0000% | $6294411.00        | $1930989.72        | Private Label Collateralized Mortgage Obligations |
| PUBLIC SVC ELEC & GAS CO       FR 3%051527         | 2027-05-15      | 3.0000%  | 0.0000% | $2658000.00        | $2651948.62        | Corporate Debt Securities                         |
| PARK BLUE CLO 2023-3R          A-2-R  20380420 FLT | 2038-04-20      | 5.3476%  | 0.0000% | $5292905.00        | $5349529.39        | Asset-Backed Securities                           |
| PIKES PEAK CLO 2022-11R LTD    B-R    20370727 FLT | 2037-07-27      | 5.4680%  | 0.0000% | $14700000.00       | $14834959.58       | Asset-Backed Securities                           |
| GLOBAL PMTS INC                SR GLBL NT 30       | 2030-11-15      | 4.8750%  | 0.0000% | $555000.00         | $553891.16         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-1 A-2    20690125 5.9 | 2069-01-25      | 5.9150%  | 0.0000% | $14884000.00       | $6927486.61        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $300000.00         | $307168.00         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 4%27     | 2027-03-27      | 4.0000%  | 0.0000% | $250000.00         | $248988.61         | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 29       | 2029-11-15      | 5.1500%  | 0.0000% | $100000.00         | $101889.56         | Corporate Debt Securities                         |
| POWER FIN CORP LTD             FR 3.95%042330      | 2030-04-23      | 3.9500%  | 0.0000% | $495000.00         | $481135.60         | Corporate Debt Securities                         |
| POWER FIN CORP LTD             FR 3.95%042330      | 2030-04-23      | 3.9500%  | 0.0000% | $625000.00         | $607494.44         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   FR 3%041826         | 2026-04-18      | 3.0000%  | 0.0000% | $865000.00         | $875962.43         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 33       | 2033-01-15      | 5.6250%  | 0.0000% | $300000.00         | $297428.62         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 33       | 2033-01-15      | 5.6250%  | 0.0000% | $460000.00         | $456057.22         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.25%091526      | 2026-09-15      | 2.2500%  | 0.0000% | $1457000.00        | $1447121.54        | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $423000.00         | $431333.30         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.699%012231     | 2031-01-22      | 2.6990%  | 0.0000% | $1164000.00        | $1083745.79        | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL 144A 31     | 2031-02-05      | 6.1250%  | 0.0000% | $105000.00         | $103680.79         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $169000.00         | $172329.38         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $311000.00         | $317126.85         | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 29       | 2029-03-01      | 6.9500%  | 0.0000% | $120000.00         | $123879.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.466%011835     | 2035-01-18      | 5.4660%  | 0.0000% | $310000.00         | $317509.39         | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL 144A 31     | 2031-02-05      | 6.1250%  | 0.0000% | $98000.00          | $96768.74          | Corporate Debt Securities                         |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 8.0013%  | 0.0000% | $5244000.00        | $5315495.55        | Private Label Collateralized Mortgage Obligations |
| MENLO CLO LTD 2026-4           B      20390321 FLT | 2039-03-21      | 5.1299%  | 0.0000% | $9119106.00        | $9093367.04        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.8231%  | 0.0000% | $18123000.00       | $12000214.67       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2017-H1   D      20500617 2.5 | 2050-06-17      | 2.5460%  | 0.0000% | $10664000.00       | $9308378.10        | Private Label Collateralized Mortgage Obligations |
| MAGNETITE LIMITED 2019-21R     A-R    20340420 FLT | 2034-04-20      | 4.9492%  | 0.0000% | $5541748.00        | $5594580.38        | Asset-Backed Securities                           |
| SPGN TRUST 2026-TFLM           B      20410215 0.0 | 2041-02-15      | 5.0725%  | 0.0000% | $6500000.00        | $6472002.33        | Private Label Collateralized Mortgage Obligations |
| LEWEY PARK CLO LTD 2024-1      C      20371021 FLT | 2037-10-21      | 5.6197%  | 0.0000% | $945092.00         | $952908.92         | Asset-Backed Securities                           |
| SOCIETE GENERALE               FR 5.25%021927      | 2027-02-19      | 5.2500%  | 0.0000% | $1300000.00        | $1314852.50        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34       | 2034-10-01      | 5.5840%  | 0.0000% | $2605000.00        | $2651030.35        | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 29       | 2029-03-11      | 4.3750%  | 0.0000% | $493000.00         | $487034.97         | Corporate Debt Securities                         |
| LEHMAN XS TRUST 2007-14H       A1-2   20470725 FLT | 2047-07-25      | 4.7930%  | 0.0000% | $9636000.00        | $3006432.31        | Private Label Collateralized Mortgage Obligations |
| KEURIG DR PEPPER INC           SR GLBL NT 32       | 2032-04-15      | 4.0500%  | 0.0000% | $94000.00          | $90412.49          | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 34       | 2034-02-20      | 6.3500%  | 0.0000% | $498000.00         | $466517.41         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 46       | 2046-07-08      | 5.7960%  | 0.0000% | $3000.00           | $2938.90           | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL NT 30       | 2030-01-15      | 5.7500%  | 0.0000% | $1200000.00        | $1194298.67        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 2.871%011433     | 2033-01-14      | 2.8710%  | 0.0000% | $13000.00          | $11676.61          | Corporate Debt Securities                         |
| STRUCTURED ASSET MTG 2006-AR6  II-A-1 20360725 FLT | 2036-07-25      | 4.1730%  | 0.0000% | $58972000.00       | $5017854.30        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.574%060228     | 2028-06-02      | 4.5740%  | 0.0000% | $4000.00           | $4068.92           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.25%091026      | 2026-09-10      | 1.2500%  | 0.0000% | $1077000.00        | $1063784.31        | Corporate Debt Securities                         |
| KEMPER CORP                    SR GLBL NT2.4%30    | 2030-09-30      | 2.4000%  | 0.0000% | $200000.00         | $173918.00         | Corporate Debt Securities                         |
| KEMPER CORP                    SR GLBL NT2.4%30    | 2030-09-30      | 2.4000%  | 0.0000% | $800000.00         | $695672.00         | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2013-C15 D      20451117 FLT | 2045-11-17      | 4.2884%  | 0.0000% | $15170000.00       | $7811193.35        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.994%040529     | 2029-04-05      | 4.9940%  | 0.0000% | $99000.00          | $102795.18         | Corporate Debt Securities                         |
| TTX CO MTN BE 144A             FR 5.5%092526       | 2026-09-25      | 5.5000%  | 0.0000% | $1750000.00        | $1759251.67        | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 29       | 2029-02-19      | 3.4550%  | 0.0000% | $225000.00         | $221577.94         | Corporate Debt Securities                         |
| US BANCORP                     FR 5.1%072330       | 2030-07-23      | 5.1000%  | 0.0000% | $97000.00          | $99438.90          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2020-2       M2     20600425 FLT | 2060-04-25      | 3.7500%  | 0.0000% | $140818.00         | $114720.62         | Private Label Collateralized Mortgage Obligations |
| SALESFORCE INC                 SR GLBL NT4.9%31    | 2031-09-15      | 4.9000%  | 0.0000% | $16213000.00       | $16166792.95       | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $1000.00           | $928.56            | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $2499000.00        | $2320479.77        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-5C7  CG-B   20581217 FLT | 2058-12-17      | 10.0000% | 0.0000% | $3970000.00        | $3878206.98        | Private Label Collateralized Mortgage Obligations |
| SBL HOLDINGS LLC               CR SEN SR 144A28    | 2028-09-26      | 5.9000%  | 0.0000% | $125000.00         | $117931.18         | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 011924-011927    | 2027-01-19      | 4.6171%  | 0.0000% | $3459000.00        | $3504416.82        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26       | 2026-04-15      | 4.2500%  | 0.0000% | $250000.00         | $254849.31         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 31       | 2031-03-21      | 4.5500%  | 0.0000% | $499000.00         | $483937.13         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2019-RP1   B-3    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11085550.00       | $8410632.65        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-11-17      | 6.2700%  | 0.0000% | $10618000.00       | $11551835.40       | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT | 2042-03-25      | 13.1619% | 0.0000% | $8971093.00        | $9587574.40        | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE INC               SR GLBL NT5.6%29    | 2029-06-01      | 5.6000%  | 0.0000% | $741000.00         | $771556.37         | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R03   1B-2   20420325 FLT | 2042-03-25      | 13.5119% | 0.0000% | $1115000.00        | $1196008.08        | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.365%031134     | 2034-03-11      | 5.3650%  | 0.0000% | $5454000.00        | $5555283.81        | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $200000.00         | $201956.33         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 31       | 2031-03-21      | 4.5500%  | 0.0000% | $79000.00          | $76615.30          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 2.625%090626     | 2026-09-06      | 2.6250%  | 0.0000% | $72000.00          | $71663.25          | Corporate Debt Securities                         |
| `CITIGROUP MTG LN TR 2021-INV2 B-6    20510525 FLT | 2051-05-25      | 2.9837%  | 0.0000% | $2662204.00        | $927362.32         | Private Label Collateralized Mortgage Obligations |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 30     | 2030-01-29      | 4.2000%  | 0.0000% | $300000.00         | $284839.00         | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-GC36  C      20490212 FLT | 2049-02-12      | 4.6753%  | 0.0000% | $2500000.00        | $2205465.10        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH BANK OF AUSTRALIA FR 5.837%031334     | 2034-03-13      | 5.8370%  | 0.0000% | $390000.00         | $402448.22         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.581%070336     | 2036-07-03      | 5.5810%  | 0.0000% | $15956000.00       | $16208462.92       | Corporate Debt Securities                         |
| DAE FDG LLC                    FR 4.95%011533      | 2033-01-15      | 4.9500%  | 0.0000% | $1197000.00        | $1148497.56        | Corporate Debt Securities                         |
| CITI GRP COML MTG TR 2012-GC8  E      20450912 FLT | 2045-09-12      | 5.0000%  | 0.0000% | $12361896.00       | $669355.47         | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE S A            FR 4.656%011232     | 2032-01-12      | 4.6560%  | 0.0000% | $250000.00         | $248539.33         | Corporate Debt Securities                         |
| CITIGROUP MTG TR 2021-INV3     B-2W   20510525 FLT | 2051-05-25      | 3.1692%  | 0.0000% | $3597000.00        | $2733050.17        | Private Label Collateralized Mortgage Obligations |
| CATERPILLAR INC                SR NT 5.2%41        | 2041-05-27      | 5.2000%  | 0.0000% | $283000.00         | $283390.85         | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-07-10      | 4.9500%  | 0.0000% | $400000.00         | $405367.00         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 31       | 2031-01-15      | 2.2500%  | 0.0000% | $1335000.00        | $1182062.40        | Corporate Debt Securities                         |
| CWALT INC 2005-56              1-A-2  20351125 FLT | 2035-11-25      | 4.9530%  | 0.0000% | $72823000.00       | $1881557.53        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS MTG FDG 2007-AR5  II-A-1 20370727 FLT | 2037-07-27      | 4.1530%  | 0.0000% | $3500000.00        | $330631.01         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 4.271%072329     | 2029-07-23      | 4.2710%  | 0.0000% | $4000.00           | $4007.91           | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT | 2042-10-20      | 5.3184%  | 0.0000% | $9899933.00        | $9887129.75        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 4.587%042027     | 2027-04-20      | 4.5870%  | 0.0000% | $10000000.00       | $10205440.83       | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $90000.00          | $88783.13          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $4203000.00        | $4146171.94        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.259%032528     | 2028-03-25      | 2.2590%  | 0.0000% | $3000.00           | $2877.86           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.456%020632     | 2032-02-06      | 4.4560%  | 0.0000% | $12780000.00       | $12676198.00       | Corporate Debt Securities                         |
| BMW VEHICLE LEASE TRUST 2024-2 A-4    20280225 4.2 | 2028-02-25      | 4.2100%  | 0.0000% | $2550000.00        | $2553903.20        | Asset-Backed Securities                           |
| BANK NEW YORK MELLON CORP      FR 4.587%042027     | 2027-04-20      | 4.5870%  | 0.0000% | $2770000.00        | $2826907.11        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.316%060636     | 2036-06-06      | 5.3160%  | 0.0000% | $7562000.00        | $7761044.44        | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FXD/FLT 38    | 2038-04-24      | 4.2440%  | 0.0000% | $415000.00         | $381484.00         | Corporate Debt Securities                         |
| BPCE                           FR 4.875%040126     | 2026-04-01      | 4.8750%  | 0.0000% | $843000.00         | $863531.27         | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-BWAY         A      20341115 FLT | 2034-11-15      | 4.7435%  | 0.0000% | $72501000.00       | $49494329.16       | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2024-C9     D      20570717 4.7 | 2057-07-17      | 4.7500%  | 0.0000% | $3870000.00        | $3012115.17        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-8      I-A-1  20460625 FLT | 2046-06-25      | 4.1130%  | 0.0000% | $63502100.00       | $2497055.11        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $340000.00         | $345847.85         | Corporate Debt Securities                         |
| BPCE                           FR 5.203%011827     | 2027-01-18      | 5.2030%  | 0.0000% | $2401000.00        | $2441746.24        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -RR NT    | 2500-12-31      | 4.3750%  | 0.0000% | $891000.00         | $885491.64         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.3%060129       | 2029-06-01      | 3.3000%  | 0.0000% | $2942000.00        | $2876334.56        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT4.2%29    | 2029-04-15      | 4.2000%  | 0.0000% | $181000.00         | $178024.96         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT4.2%29    | 2029-04-15      | 4.2000%  | 0.0000% | $500000.00         | $491781.67         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 30     | 2030-01-15      | 5.1500%  | 0.0000% | $109000.00         | $110333.31         | Corporate Debt Securities                         |
| ATRIUM HOTEL PRTF TR 2024-ATRM A      20391012 FLT | 2039-10-12      | 5.0486%  | 0.0000% | $11425000.00       | $11572418.73       | Private Label Collateralized Mortgage Obligations |
| BMW US CAP LLC                 144A NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $737000.00         | $740959.74         | Corporate Debt Securities                         |
| BB-UBS TRUST 2012-TFT          C      20300607 FLT | 2030-06-07      | 3.5600%  | 0.0000% | $3165000.00        | $2193144.60        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $6351000.00        | $7095616.64        | Corporate Debt Securities                         |
| FEL ENERGY VI S A R L          SR SEC GLBL 40      | 2040-12-01      | 5.7500%  | 0.0000% | $3065000.00        | $2499124.03        | Corporate Debt Securities                         |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 3.8166%  | 0.0000% | $19525000.00       | $1128779.99        | Private Label Collateralized Mortgage Obligations |
| VISIO TR 2023-1                A-3    20580325 FLT | 2058-03-25      | 7.3220%  | 0.0000% | $5209000.00        | $3279513.24        | Private Label Collateralized Mortgage Obligations |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 31     | 2031-02-09      | 3.3480%  | 0.0000% | $600000.00         | $538899.60         | Corporate Debt Securities                         |
| NEXT PROPERTIES TR 2401        SR REGS NT 30       | 2030-01-15      | 4.8690%  | 0.0000% | $735000.00         | $716095.06         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $500000.00         | $518985.00         | Corporate Debt Securities                         |
| ENTERP FLEET FING LLC 2023-2   A-2    20300420 5.5 | 2030-04-20      | 5.5600%  | 0.0000% | $32325000.00       | $5419225.33        | Asset-Backed Securities                           |
| ENTERPRISE FLT FING 2023-3     A-2    20300320 6.4 | 2030-03-20      | 6.4000%  | 0.0000% | $1482000.00        | $517984.06         | Asset-Backed Securities                           |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL28    | 2028-01-13      | 7.4000%  | 0.0000% | $601000.00         | $620913.13         | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL28    | 2028-01-13      | 7.4000%  | 0.0000% | $100000.00         | $103313.33         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-506       A-2    20280825 FLT | 2028-08-25      | 4.6500%  | 0.0000% | $1930000.00        | $1956655.23        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-735       A-2    20260525 2.8 | 2026-05-25      | 2.8620%  | 0.0000% | $100000.00         | $60790.37          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J50       A-2    20341025 FLT | 2034-10-25      | 4.2280%  | 0.0000% | $800000.00         | $789252.27         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-082       A-M    20280925 FLT | 2028-09-25      | 3.9200%  | 0.0000% | $1000.00           | $996.27            | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-083       A-2    20280925 FLT | 2028-09-25      | 4.0500%  | 0.0000% | $240000.00         | $240017.76         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-079       A-M    20280625 FLT | 2028-06-25      | 3.9300%  | 0.0000% | $1511.00           | $1506.54           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-083       A-M    20281025 FLT | 2028-10-25      | 4.0300%  | 0.0000% | $1844774.00        | $1841778.70        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-083       A-M    20281025 FLT | 2028-10-25      | 4.0300%  | 0.0000% | $2155226.00        | $2151726.63        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1511      A-3    20340325 3.5 | 2034-03-25      | 3.5420%  | 0.0000% | $1001241.00        | $936971.01         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-106       A-2    20300125 2.0 | 2030-01-25      | 2.0690%  | 0.0000% | $110214.00         | $102279.93         | Agency Collateralized Mortgage Obligation         |
| FREDDIE MAC SCRT SERIES 2022-2 M      20620425 FLT | 2062-04-25      | 5.0000%  | 0.0000% | $8700000.00        | $8106744.09        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2026-DNA2 M-1    20460326 FLT | 2046-03-26      | 4.8722%  | 0.0000% | $2000000.00        | $2000805.51        | Agency Collateralized Mortgage Obligation         |
| FHLMC STACR REMIC TR 2022-DNA6 M-1A   20420925 FLT | 2042-09-25      | 5.8119%  | 0.0000% | $1025000.00        | $140438.62         | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $9855000.00        | $8935295.73        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-2     M      20601125 FLT | 2060-11-25      | 4.2500%  | 0.0000% | $1200000.00        | $1058781.11        | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 30       | 2030-01-15      | 6.0000%  | 0.0000% | $600000.00         | $610630.00         | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2023-REV A      20350815 4.8 | 2035-08-15      | 4.8500%  | 0.0000% | $4170000.00        | $4220475.99        | Asset-Backed Securities                           |
| GE CAP FUNDING LLC             GLBL NT 4.55%32     | 2032-05-15      | 4.5500%  | 0.0000% | $608000.00         | $613842.20         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA5 M-1B   20420625 FLT | 2042-06-25      | 8.1619%  | 0.0000% | $8833433.00        | $9167304.23        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-DNA5          B-2    20501025 FLT | 2050-10-25      | 15.1619% | 0.0000% | $1639035.00        | $2245432.03        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-J51       A-2    20320125 4.6 | 2032-01-25      | 4.6960%  | 0.0000% | $10500152.00       | $10591485.81       | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-505       A-2    20280625 FLT | 2028-06-25      | 4.8190%  | 0.0000% | $315000.00         | $319626.67         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-143       A-2    20320325 FLT | 2032-03-25      | 2.3500%  | 0.0000% | $25000.00          | $22414.76          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES             A-2    20310625 FLT | 2031-06-25      | 5.4300%  | 0.0000% | $157000.00         | $163077.00         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES             A-2    20310625 FLT | 2031-06-25      | 5.4300%  | 0.0000% | $500000.00         | $519353.50         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.9 | 2029-06-25      | 2.9030%  | 0.0000% | $854192.00         | $824417.57         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC TRUST K-136        A-1    20310825 1.6 | 2031-08-25      | 1.6130%  | 0.0000% | $20102.00          | $17301.57          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-524       A-2    20290525 FLT | 2029-05-25      | 4.7200%  | 0.0000% | $280000.00         | $285334.65         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1502      A-2    20310125 3.0 | 2031-01-25      | 3.0800%  | 0.0000% | $1015.00           | $966.49            | Agency Collateralized Mortgage Obligation         |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL34    | 2034-10-04      | 6.2500%  | 0.0000% | $5000.00           | $4863.50           | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-526       A-2    20290725 FLT | 2029-07-25      | 4.5430%  | 0.0000% | $25000.00          | $25322.02          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-G07       A-2    20320825 FLT | 2032-08-25      | 3.1230%  | 0.0000% | $65000.00          | $60503.72          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-545       A-2    20300725 FLT | 2030-07-25      | 4.2900%  | 0.0000% | $40000.00          | $40159.12          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-147       A-2    20320625 FLT | 2032-06-25      | 3.0000%  | 0.0000% | $500000.00         | $463059.50         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-522       A-2    20290525 FLT | 2029-05-25      | 4.8030%  | 0.0000% | $475000.00         | $471221.49         | Agency Collateralized Mortgage Obligation         |
| GENERAL MILLS INC              SR GLBL NT 35       | 2035-01-30      | 5.2500%  | 0.0000% | $3375000.00        | $3353636.25        | Corporate Debt Securities                         |
| GOLUB CAPITAL PARTNERS 2024-44 A-1-R  20381021 FLT | 2038-10-21      | 5.2397%  | 0.0000% | $267595.00         | $268743.72         | Asset-Backed Securities                           |
| FORTRESS CR BSL III 2015-3R    D-R    20310418 FLT | 2031-04-18      | 7.2792%  | 0.0000% | $802331.00         | $700753.10         | Asset-Backed Securities                           |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT | 2038-01-25      | 4.9180%  | 0.0000% | $5636769.00        | $5681824.52        | Asset-Backed Securities                           |
| GLOBAL PMTS INC                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $3730000.00        | $3644732.20        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT5.2%32    | 2032-11-15      | 5.2000%  | 0.0000% | $1075000.00        | $1061561.31        | Corporate Debt Securities                         |
| ELLINGTON FINL MTG TR 2022-3   A-2    20670825 FLT | 2067-08-25      | 5.0000%  | 0.0000% | $4000000.00        | $2764361.23        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-2      M      20580826 FLT | 2058-08-26      | 4.7500%  | 0.0000% | $6337000.00        | $5647116.64        | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SR GLBL NT 31       | 2031-03-03      | 5.1300%  | 0.0000% | $1200000.00        | $1215024.00        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.65%062626      | 2026-06-26      | 5.6500%  | 0.0000% | $121000.00         | $123087.22         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.8%051530       | 2030-05-15      | 4.8000%  | 0.0000% | $3222000.00        | $3310937.94        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $15343000.00       | $13984541.01       | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-10-22      | 6.0700%  | 0.0000% | $350000.00         | $362368.71         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.7%011233       | 2033-01-12      | 4.7000%  | 0.0000% | $27000.00          | $27103.79          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.75%092631      | 2031-09-26      | 4.7500%  | 0.0000% | $13000.00          | $12863.76          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $345000.00         | $341398.58         | Corporate Debt Securities                         |
| OHA CR PARTNERS LTD 2024-17    B-1    20380119 FLT | 2038-01-19      | 5.3176%  | 0.0000% | $1091578.00        | $1100430.52        | Asset-Backed Securities                           |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $11000.00          | $1271.26           | Asset-Backed Securities                           |
| LKQ CORP                       SR GLBL NT 33       | 2033-06-15      | 6.2500%  | 0.0000% | $490000.00         | $512796.16         | Corporate Debt Securities                         |
| LKQ CORP                       SR GLBL NT 33       | 2033-06-15      | 6.2500%  | 0.0000% | $580000.00         | $606983.21         | Corporate Debt Securities                         |
| KEYCORP                        FR 4.789%060133     | 2033-06-01      | 4.7890%  | 0.0000% | $2073000.00        | $2050950.19        | Corporate Debt Securities                         |
| CARNIVAL PLC                   SR GLBL DEB 27      | 2027-06-01      | 7.8750%  | 0.0000% | $85000.00          | $89930.85          | Corporate Debt Securities                         |
| HONDA AUTO RECE OW TR  2023-2  A-4    20290917 4.9 | 2029-09-17      | 4.9100%  | 0.0000% | $374000.00         | $376624.07         | Asset-Backed Securities                           |
| JACKSON FINANCIAL INC          SR GLBL NT 32       | 2032-06-08      | 5.6700%  | 0.0000% | $100000.00         | $101732.75         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 44       | 2044-10-01      | 4.9500%  | 0.0000% | $2583000.00        | $2223368.91        | Corporate Debt Securities                         |
| HOMEBANC MTG TR 2005-1         A-1    20350325 FLT | 2035-03-25      | 4.2930%  | 0.0000% | $145295.00         | $2283.59           | Private Label Collateralized Mortgage Obligations |
| HONDA AUTO RECE OW TR  2023-2  A-4    20290917 4.9 | 2029-09-17      | 4.9100%  | 0.0000% | $3084000.00        | $3105638.03        | Asset-Backed Securities                           |
| LPL HLDGS INC                  SR GLBL NT 28       | 2028-11-17      | 6.7500%  | 0.0000% | $50000.00          | $53579.25          | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL31    | 2031-12-15      | 2.9000%  | 0.0000% | $198000.00         | $177195.92         | Corporate Debt Securities                         |
| KKR CLO LTD 2024-51            B      20371020 FLT | 2037-10-20      | 5.5176%  | 0.0000% | $355067.00         | $359174.67         | Asset-Backed Securities                           |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $12561000.00       | $12756197.94       | Corporate Debt Securities                         |
| KEYCORP                        FR 6.401%030635     | 2035-03-06      | 6.4010%  | 0.0000% | $97000.00          | $102984.43         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $15000.00          | $14551.81          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $285000.00         | $276484.36         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $17460000.00       | $11099707.42       | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT 27       | 2027-03-15      | 3.9500%  | 0.0000% | $1010000.00        | $1005793.91        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%091828      | 2028-09-18      | 4.2500%  | 0.0000% | $105000.00         | $104202.50         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $200000.00         | $208021.50         | Corporate Debt Securities                         |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT | 2053-06-25      | 5.3705%  | 0.0000% | $3200000.00        | $2838981.79        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.7300%  | 0.0000% | $5000000.00        | $824666.67         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2018-C8  B      20510616 FLT | 2051-06-16      | 4.5216%  | 0.0000% | $2500000.00        | $2392077.50        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-04-22      | 5.7660%  | 0.0000% | $15000000.00       | $15943597.50       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%010829      | 2029-01-08      | 4.2500%  | 0.0000% | $19000.00          | $18956.46          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-3    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $7428000.00        | $4721809.91        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $4590000.00        | $4787148.15        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $43000.00          | $44454.45          | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 31       | 2031-01-15      | 3.7500%  | 0.0000% | $26000.00          | $24279.23          | Corporate Debt Securities                         |
| 37 CAPITAL CLO 4 LTD           A-R    20350415 FLT | 2035-04-15      | 4.7622%  | 0.0000% | $9921815.00        | $10010627.44       | Asset-Backed Securities                           |
| GOLUB CAP PART 2025-59MR       A-2R   20370420 FLT | 2037-04-20      | 5.2676%  | 0.0000% | $500000.00         | $501121.31         | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER TR 2024-3 A-3    20280417 5.0 | 2028-04-17      | 5.0200%  | 0.0000% | $321000.00         | $125559.68         | Asset-Backed Securities                           |
| HCA INC.                       SR SEC GLBL NT49    | 2049-06-15      | 5.2500%  | 0.0000% | $1693000.00        | $1507884.56        | Corporate Debt Securities                         |
| HOMES TRUST 2026-AFC1          B-2    20610225 FLT | 2061-02-25      | 6.5425%  | 0.0000% | $3649000.00        | $3476391.01        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO 2021-1R LTD  A-1A-R 20380420 FLT | 2038-04-20      | 4.8176%  | 0.0000% | $425000.00         | $427446.99         | Asset-Backed Securities                           |
| GS MTG SECS CORP TR 2018-TWR   A      20310715 FLT | 2031-07-15      | 4.8700%  | 0.0000% | $870000.00         | $665249.37         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM1            A-2    20641225 FLT | 2064-12-25      | 5.7000%  | 0.0000% | $2898346.00        | $2219052.51        | Private Label Collateralized Mortgage Obligations |
| KEURIG DR PEPPER INC           SR GLBL NT 28       | 2028-05-15      | 4.3500%  | 0.0000% | $43000.00          | $43516.14          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3441%  | 0.0000% | $505000.00         | $352664.56         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.7288%  | 0.0000% | $18030685.00       | $11753019.24       | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CH BK 2019-CL1        M-5    20470425 FLT | 2047-04-25      | 7.5430%  | 0.0000% | $1136000.00        | $437724.01         | Private Label Collateralized Mortgage Obligations |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 33       | 2033-04-01      | 5.7500%  | 0.0000% | $12000.00          | $12698.04          | Corporate Debt Securities                         |
| GSAA HEQ TR 2006-16            A-1    20361027 FLT | 2036-10-27      | 3.9130%  | 0.0000% | $59912.00          | $938.41            | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-5    20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $39155.00          | $418.17            | Private Label Collateralized Mortgage Obligations |

### Security 642: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GAJU6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1GAJU6
- **C.18 - Value (incl. sponsor support):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 48       | 2048-09-21      | 4.2500%  | 0.0000% | $3788000.00        | $3031083.94        | Corporate Debt Securities                         |
| NARRAGANSETT ELEC CO           SR GLBL 144A 30     | 2030-04-09      | 3.3950%  | 0.0000% | $1050000.00        | $1017513.58        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $26000.00          | $25854.86          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33       | 2033-02-24      | 3.1020%  | 0.0000% | $1077000.00        | $973099.84         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT3.7%29    | 2029-03-23      | 3.7000%  | 0.0000% | $212000.00         | $205708.31         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 040524-040527    | 2027-04-05      | 4.4084%  | 0.0000% | $21000.00          | $21262.95          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.25%010827      | 2027-01-08      | 5.2500%  | 0.0000% | $2693000.00        | $2740865.83        | Corporate Debt Securities                         |
| LKQ CORP                       SR GLBL NT 33       | 2033-06-15      | 6.2500%  | 0.0000% | $21000.00          | $21976.98          | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 35     | 2035-07-01      | 5.6250%  | 0.0000% | $763000.00         | $776575.68         | Corporate Debt Securities                         |
| EQUIFAX INC                    SR NT 7%37          | 2037-07-01      | 7.0000%  | 0.0000% | $130000.00         | $145177.50         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 4%29        | 2029-02-15      | 4.0000%  | 0.0000% | $13000.00          | $13115.97          | Corporate Debt Securities                         |
| MEITUAN                        SR GLBL REGS 30     | 2030-10-28      | 3.0500%  | 0.0000% | $200000.00         | $186694.50         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.004%012729     | 2029-01-27      | 5.0040%  | 0.0000% | $101000.00         | $102730.74         | Corporate Debt Securities                         |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4%28        | 2028-01-18      | 4.0000%  | 0.0000% | $27000.00          | $27280.29          | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $29000.00          | $30331.08          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.7%091427       | 2027-09-14      | 4.7000%  | 0.0000% | $74000.00          | $74503.90          | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LLC / BAKER SR NT 4.35%31       | 2031-06-15      | 4.3500%  | 0.0000% | $300000.00         | $295925.00         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-01-25      | 3.0570%  | 0.0000% | $133000.00         | $120559.78         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-11-17      | 6.2700%  | 0.0000% | $1017000.00        | $1106443.45        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 42       | 2042-11-03      | 2.9040%  | 0.0000% | $28000.00          | $20179.84          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-07-26      | 4.4958%  | 0.0000% | $806000.00         | $818813.39         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.875%011927     | 2027-01-19      | 4.8750%  | 0.0000% | $1032000.00        | $1046396.40        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND SR GLBL 27    | 2027-10-13      | 1.1880%  | 0.0000% | $2632000.00        | $2607453.97        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 35       | 2035-05-30      | 5.2500%  | 0.0000% | $466000.00         | $481131.02         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.85%29     | 2029-01-11      | 4.8500%  | 0.0000% | $240000.00         | $244329.07         | Corporate Debt Securities                         |
| MEMORIAL SLOAN-KETTERING CANCE -2011A BD 5%42      | 2042-07-01      | 5.0000%  | 0.0000% | $212000.00         | $203562.40         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 30     | 2030-03-01      | 4.8000%  | 0.0000% | $461000.00         | $466877.75         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-04-01      | 2.6250%  | 0.0000% | $5675000.00        | $5217793.62        | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.1%47    | 2047-03-01      | 4.1000%  | 0.0000% | $359000.00         | $288591.72         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-07-23      | 5.0490%  | 0.0000% | $155000.00         | $158001.89         | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 5.019%030431     | 2031-03-04      | 5.0190%  | 0.0000% | $2446000.00        | $2466605.72        | Corporate Debt Securities                         |
| EASTERN GAS TRANSMISSION AND S SR GLBL NT 3%29     | 2029-11-15      | 3.0000%  | 0.0000% | $61000.00          | $58395.50          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL FL NT 31    | 2031-01-30      | 4.6843%  | 0.0000% | $50000.00          | $50415.20          | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT4.9%36    | 2036-02-13      | 4.9000%  | 0.0000% | $934000.00         | $918087.75         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL 144A 35     | 2035-12-04      | 4.8000%  | 0.0000% | $1074000.00        | $1066030.92        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 30       | 2030-04-06      | 2.7500%  | 0.0000% | $39062000.00       | $37267025.15       | Corporate Debt Securities                         |
| AUGUSTA SPINCO CORP            SR NT 5.245%36      | 2036-03-23      | 5.2450%  | 0.0000% | $326000.00         | $325098.79         | Corporate Debt Securities                         |
| CIMPRESS PLC                   SR GLBL 144A 32     | 2032-09-15      | 7.3750%  | 0.0000% | $449000.00         | $444230.62         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 28     | 2028-03-14      | 5.5520%  | 0.0000% | $200000.00         | $202104.36         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  GLBL NT 5.4%34      | 2034-12-15      | 5.4000%  | 0.0000% | $487000.00         | $497967.24         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51    | 2051-12-02      | 3.1000%  | 0.0000% | $490000.00         | $323501.54         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-04-26      | 4.3230%  | 0.0000% | $19000.00          | $19330.28          | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            3.95%29             | 2029-03-15      | 3.9500%  | 0.0000% | $947000.00         | $936247.34         | Corporate Debt Securities                         |
| NEWMONT CORP                   GLBL NT 5.875%35    | 2035-04-01      | 5.8750%  | 0.0000% | $2669000.00        | $2896679.04        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.125%072726     | 2026-07-27      | 3.1250%  | 0.0000% | $3125000.00        | $3130829.86        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.928%042832     | 2032-04-28      | 1.9280%  | 0.0000% | $3146000.00        | $2744708.82        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-02-04      | 1.9530%  | 0.0000% | $35000.00          | $30823.53          | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR REGS NT 30       | 2030-06-26      | 2.6500%  | 0.0000% | $10000.00          | $9365.63           | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.1%31    | 2031-02-12      | 4.1000%  | 0.0000% | $45000.00          | $45092.28          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 3.8750%  | 0.0000% | $1400000.00        | $1412654.64        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-02-07      | 4.5607%  | 0.0000% | $12634000.00       | $12851479.04       | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27      | 2027-09-11      | 4.5783%  | 0.0000% | $5000.00           | $5016.55           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $9000.00           | $10179.06          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 28       | 2028-01-13      | 4.9500%  | 0.0000% | $199000.00         | $202577.02         | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                GLBL 144A NT 32     | 2032-05-13      | 5.6250%  | 0.0000% | $628000.00         | $649190.29         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 34       | 2034-10-23      | 6.2540%  | 0.0000% | $30000.00          | $32934.84          | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 3.126%081330     | 2030-08-13      | 3.1260%  | 0.0000% | $268000.00         | $255553.54         | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $16765000.00       | $16060255.28       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-01-28      | 5.2070%  | 0.0000% | $83000.00          | $84890.93          | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 3.025%40    | 2040-07-09      | 3.0250%  | 0.0000% | $2468000.00        | $1868967.73        | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 46       | 2046-03-16      | 5.6220%  | 0.0000% | $13234000.00       | $13009187.43       | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR NT 4.4%31        | 2031-03-18      | 4.4000%  | 0.0000% | $3117000.00        | $3110544.35        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD29    | 2029-03-15      | 3.7000%  | 0.0000% | $550000.00         | $539788.94         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 45       | 2045-04-27      | 5.0540%  | 0.0000% | $656000.00         | $621809.21         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $1640000.00        | $1612366.00        | Corporate Debt Securities                         |
| JAPAN TOBACCO INC              FR 4.85%051528      | 2028-05-15      | 4.8500%  | 0.0000% | $303000.00         | $311433.16         | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 31    | 2031-03-03      | 2.2000%  | 0.0000% | $1267000.00        | $1134853.31        | Corporate Debt Securities                         |
| SPRINT SPECTRUM CO LLC/SPRINT  EXTND SR SEC 29     | 2029-09-20      | 5.1520%  | 0.0000% | $3818000.00        | $1535117.34        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL FLT NT 29      | 2029-07-09      | 4.8447%  | 0.0000% | $200000.00         | $202859.96         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 28     | 2028-05-03      | 5.4500%  | 0.0000% | $600000.00         | $621261.33         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.108%060827     | 2027-06-08      | 4.1080%  | 0.0000% | $115000.00         | $116128.67         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT3.3%40    | 2040-09-02      | 3.3000%  | 0.0000% | $25000.00          | $18863.21          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 2.362%31    | 2031-03-25      | 2.3620%  | 0.0000% | $12170000.00       | $10999047.22       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-04-22      | 5.7660%  | 0.0000% | $2000.00           | $2125.81           | Corporate Debt Securities                         |
| US BANCORP                     FR 5.85%102133      | 2033-10-21      | 5.8500%  | 0.0000% | $1151000.00        | $1234355.42        | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 41     | 2041-06-03      | 4.3770%  | 0.0000% | $992000.00         | $940138.24         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 27       | 2027-03-29      | 3.9500%  | 0.0000% | $200000.00         | $199259.89         | Corporate Debt Securities                         |
| UNIVERSITY CHICAGO             SR GLBL SINK 45     | 2045-04-01      | 2.7610%  | 0.0000% | $68000.00          | $53997.10          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.5%33    | 2033-02-01      | 4.5000%  | 0.0000% | $312000.00         | $306546.24         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-09-11      | 2.0500%  | 0.0000% | $2917000.00        | $2895994.36        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CR CORP       FR 3.3%050327       | 2027-05-03      | 3.3000%  | 0.0000% | $9000.00           | $9035.43           | Corporate Debt Securities                         |
| EUROPEAN INVT BK               SR GLBL NT 30       | 2030-09-23      | 0.7500%  | 0.0000% | $869000.00         | $755679.50         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  144A NT 5.125%27    | 2027-09-25      | 5.1250%  | 0.0000% | $406000.00         | $409460.81         | Corporate Debt Securities                         |
| SK TELECOM CO LTD              SR GLBL REGS 27     | 2027-07-20      | 6.6250%  | 0.0000% | $800000.00         | $831868.78         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 50       | 2050-02-21      | 3.3750%  | 0.0000% | $4597000.00        | $3237115.46        | Corporate Debt Securities                         |
| AMERICAN TRANSMISSION SYS INC  SR 144A NT 32       | 2032-01-15      | 2.6500%  | 0.0000% | $1587000.00        | $1425704.37        | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT4.6%33    | 2033-02-13      | 4.6000%  | 0.0000% | $16000.00          | $15783.89          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL FL NT 27    | 2027-07-28      | 4.6350%  | 0.0000% | $56000.00          | $56533.07          | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 27     | 2027-07-06      | 5.6033%  | 0.0000% | $2524000.00        | $2565763.38        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.2%072026       | 2026-07-20      | 5.2000%  | 0.0000% | $813000.00         | $823833.68         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $212000.00         | $210919.27         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            4.203%29            | 2029-07-23      | 4.2030%  | 0.0000% | $137000.00         | $137028.63         | Corporate Debt Securities                         |
| LUMINENT MTG TR 2006-4         A1B    20460525 FLT | 2046-05-25      | 4.2530%  | 0.0000% | $31907.00          | $285.67            | Private Label Collateralized Mortgage Obligations |
| NESTLE HLDGS INC               GLBL 144A NT 29     | 2029-10-01      | 4.2500%  | 0.0000% | $7073000.00        | $7228110.89        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $4749000.00        | $4875177.10        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.45%041230      | 2030-04-12      | 4.4500%  | 0.0000% | $1738000.00        | $1733855.35        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL FL NT 28    | 2028-03-15      | 4.0877%  | 0.0000% | $5000000.00        | $5011570.56        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 5.25%27     | 2027-11-29      | 5.2500%  | 0.0000% | $400000.00         | $412936.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.831%041935     | 2035-04-19      | 5.8310%  | 0.0000% | $4154000.00        | $4399582.40        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT5.4%31    | 2031-06-24      | 5.4000%  | 0.0000% | $1397000.00        | $1438798.24        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 33       | 2033-08-04      | 4.1640%  | 0.0000% | $71000.00          | $68725.37          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.182%012330     | 2030-01-23      | 4.1820%  | 0.0000% | $9500000.00        | $9470828.67        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 30       | 2030-03-31      | 4.9500%  | 0.0000% | $1218000.00        | $1229583.18        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 33       | 2033-04-30      | 5.6250%  | 0.0000% | $13000.00          | $11535.65          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 35       | 2035-06-15      | 5.0500%  | 0.0000% | $316000.00         | $320869.38         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  GLBL NT 6%27        | 2027-04-26      | 6.0000%  | 0.0000% | $241000.00         | $252053.06         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $80000.00          | $92772.09          | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 28     | 2028-02-22      | 3.7500%  | 0.0000% | $250000.00         | $248048.12         | Corporate Debt Securities                         |
| EXPERIAN FINANCE PLC           SR GLBL 144A 35     | 2035-08-17      | 5.2500%  | 0.0000% | $311000.00         | $314646.99         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $125000.00         | $125802.64         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-09-18      | 3.5470%  | 0.0000% | $2973000.00        | $2792333.35        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.892%102236     | 2036-10-22      | 4.8920%  | 0.0000% | $8064000.00        | $7927204.99        | Corporate Debt Securities                         |
| NATIONWIDE FINL SVCS INC       SR 144A NT5.3%44    | 2044-11-18      | 5.3000%  | 0.0000% | $1765000.00        | $1640674.38        | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR 144A NT 30       | 2030-09-09      | 4.6740%  | 0.0000% | $323000.00         | $320534.33         | Corporate Debt Securities                         |
| SALESFORCE INC                 SR GLBL NT 36       | 2036-03-15      | 5.5500%  | 0.0000% | $22000.00          | $21903.31          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $1422000.00        | $1398739.64        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 6.593%37      | 2037-10-15      | 6.5930%  | 0.0000% | $1039000.00        | $1196181.02        | Corporate Debt Securities                         |
| ALCON FIN CORP                 144A NT 5.375%32    | 2032-12-06      | 5.3750%  | 0.0000% | $5577000.00        | $5789707.55        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.9%30    | 2030-03-25      | 3.9000%  | 0.0000% | $281000.00         | $272449.17         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $11000.00          | $9186.74           | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL NT 28       | 2028-05-22      | 3.0730%  | 0.0000% | $290000.00         | $288408.36         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               VR 010826-010831    | 2031-01-08      | 4.7386%  | 0.0000% | $800000.00         | $808292.44         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I 144A NT 5.4%28      | 2028-09-12      | 5.4000%  | 0.0000% | $10532000.00       | $10802251.12       | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR DEB 5.875%35     | 2035-03-15      | 5.8750%  | 0.0000% | $8000.00           | $8444.65           | Corporate Debt Securities                         |
| UNICREDIT S.P.A                FR 3.127%060332     | 2032-06-03      | 3.1270%  | 0.0000% | $232000.00         | $214954.87         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 28       | 2028-09-10      | 3.9500%  | 0.0000% | $300000.00         | $298513.25         | Corporate Debt Securities                         |
| US BANCORP                     FR 4.653%020129     | 2029-02-01      | 4.6530%  | 0.0000% | $687000.00         | $694271.90         | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GROUP CO LTD FR 2.875%           | 2500-12-31      | 2.8750%  | 0.0000% | $200000.00         | $201212.14         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 4.25%082830      | 2030-08-28      | 4.2500%  | 0.0000% | $300000.00         | $297877.75         | Corporate Debt Securities                         |
| ST ENGR URBAN SOLUTIONS USA    FR 3.375%050527     | 2027-05-05      | 3.3750%  | 0.0000% | $200000.00         | $200825.50         | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 27       | 2027-04-04      | 4.8500%  | 0.0000% | $69000.00          | $71138.02          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.9%33    | 2033-11-15      | 5.9000%  | 0.0000% | $80000.00          | $87264.71          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 3%26     | 2026-12-01      | 3.0000%  | 0.0000% | $1467000.00        | $1467572.13        | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT 36       | 2036-02-15      | 5.3750%  | 0.0000% | $13000.00          | $12850.86          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.559%042327     | 2027-04-23      | 3.5590%  | 0.0000% | $817000.00         | $829263.22         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 37     | 2037-05-15      | 4.9260%  | 0.0000% | $17000.00          | $16726.12          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 1.749%30    | 2030-08-10      | 1.7490%  | 0.0000% | $11072000.00       | $9907754.29        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.543%27    | 2027-04-06      | 3.5430%  | 0.0000% | $871000.00         | $879303.17         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.239%072132     | 2032-07-21      | 2.2390%  | 0.0000% | $383000.00         | $335746.84         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $7752000.00        | $8576024.25        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 29       | 2029-09-15      | 6.6250%  | 0.0000% | $1412000.00        | $1369815.72        | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 29       | 2029-04-28      | 4.5650%  | 0.0000% | $91634000.00       | $92909409.47       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               VR 092624-092427    | 2027-09-24      | 4.6768%  | 0.0000% | $50000.00          | $50170.36          | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SR NT 2.484%27      | 2027-05-19      | 2.4840%  | 0.0000% | $16000.00          | $15814.05          | Corporate Debt Securities                         |
| LSEG US FIN CORP               SR 144A NT 27       | 2027-03-28      | 4.8750%  | 0.0000% | $245000.00         | $246228.98         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 32       | 2032-01-15      | 4.3500%  | 0.0000% | $1717000.00        | $1713812.10        | Corporate Debt Securities                         |
| PROVINCE OF QUEBEC             GLBL -RC NT 28      | 2028-04-13      | 3.6250%  | 0.0000% | $509000.00         | $514449.69         | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $183000.00         | $180291.60         | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL NT 29       | 2029-05-18      | 4.8920%  | 0.0000% | $389000.00         | $398271.12         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%030127       | 2027-03-01      | 3.5000%  | 0.0000% | $16000.00          | $15937.23          | Corporate Debt Securities                         |
| US BANCORP                     FR 4.839%020134     | 2034-02-01      | 4.8390%  | 0.0000% | $465000.00         | $461807.78         | Corporate Debt Securities                         |
| KRATON CORP                    SR REGS NT 5%27     | 2027-07-15      | 5.0000%  | 0.0000% | $848000.00         | $863811.43         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2020A 50    | 2050-02-01      | 3.6500%  | 0.0000% | $1065000.00        | $732862.00         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-07-12      | 3.3640%  | 0.0000% | $6000.00           | $5976.43           | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT 35       | 2035-01-24      | 6.4500%  | 0.0000% | $410000.00         | $411900.01         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.424%31    | 2031-07-09      | 5.4240%  | 0.0000% | $292000.00         | $301894.32         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30     | 2030-05-19      | 4.6500%  | 0.0000% | $15967000.00       | $16340308.46       | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 50       | 2050-06-01      | 3.3500%  | 0.0000% | $4425000.00        | $3024472.75        | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLC            SR 144A NT 31       | 2031-04-01      | 5.8750%  | 0.0000% | $23000.00          | $22978.73          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 36       | 2036-03-03      | 5.4500%  | 0.0000% | $521000.00         | $523625.26         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-06-15      | 4.3870%  | 0.0000% | $4000.00           | $4051.23           | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 30       | 2030-06-01      | 2.1250%  | 0.0000% | $6000.00           | $5492.60           | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA VR 031425-031430    | 2030-03-14      | 4.4748%  | 0.0000% | $2737000.00        | $2762952.84        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.61%091234      | 2034-09-12      | 3.6100%  | 0.0000% | $1000000.00        | $960745.28         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 35       | 2035-03-15      | 5.2500%  | 0.0000% | $10000.00          | $10147.63          | Corporate Debt Securities                         |
| ASB BK LTD                     FR 2.375%102231     | 2031-10-22      | 2.3750%  | 0.0000% | $900000.00         | $807695.62         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.734%072227     | 2027-07-22      | 1.7340%  | 0.0000% | $168000.00         | $167145.47         | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 7.5%38        | 2038-09-15      | 7.5000%  | 0.0000% | $425000.00         | $494709.92         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $72000.00          | $74778.16          | Corporate Debt Securities                         |
| ASB BK LTD                     VR 102925-102930    | 2030-10-29      | 4.5716%  | 0.0000% | $686000.00         | $695392.18         | Corporate Debt Securities                         |
| UNITED OVERSEAS BK LTD         VR 040225-040228    | 2028-04-02      | 4.2654%  | 0.0000% | $3988000.00        | $4000681.84        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $5203000.00        | $5200387.23        | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -J NT 48    | 2048-09-15      | 4.2500%  | 0.0000% | $3068000.00        | $2429791.23        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     -20244 144A NT27    | 2027-08-20      | 4.6500%  | 0.0000% | $112000.00         | $112618.89         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 3.7%29        | 2029-03-09      | 3.7000%  | 0.0000% | $241000.00         | $238175.75         | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.7%33      | 2033-03-08      | 5.7000%  | 0.0000% | $223000.00         | $230894.57         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 33       | 2033-08-11      | 4.9760%  | 0.0000% | $2999000.00        | $2999843.05        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 29       | 2029-07-27      | 6.3390%  | 0.0000% | $59000.00          | $61767.06          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $195000.00         | $190718.45         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 D28    | 2028-12-01      | 4.0000%  | 0.0000% | $639000.00         | $642503.85         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $501000.00         | $512812.58         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 40       | 2040-04-06      | 3.6250%  | 0.0000% | $516000.00         | $436758.67         | Corporate Debt Securities                         |
| BANK NEW ZEALAND               SR REGS NT 28       | 2028-02-07      | 4.8460%  | 0.0000% | $2533000.00        | $2575399.89        | Corporate Debt Securities                         |

### Security 643: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GAN15, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1GAN15
- **C.18 - Value (incl. sponsor support):** $249915017.50
- **C.18.a - Value (excl. sponsor support):** $249915017.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOLUB CAP PVT CR FD CLO 2025-2 A-1    20391018 FLT | 2039-10-18      | 5.1376%  | 0.0000% | $1097000.00        | $1096495.20        | Asset-Backed Securities                           |
| JP MORGAN MORTGAGE TR 2022-1   A-15   20520725 FLT | 2052-07-25      | 2.5000%  | 0.0000% | $500000.00         | $309583.08         | Private Label Collateralized Mortgage Obligations |
| RADIAN MORTGAGE CAP TR 2024-J1 A-16   20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $18572000.00       | $8192559.82        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-XL5        A      20410315 FLT | 2041-03-15      | 5.0642%  | 0.0000% | $2275000.00        | $1395397.40        | Private Label Collateralized Mortgage Obligations |
| BXMT 2026-FL6 LTD              A      20430819 0.0 | 2043-08-19      | 5.1267%  | 0.0000% | $20000000.00       | $20027927.20       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2025-12         A-1FCF 20710125 FLT | 2071-01-25      | 4.9430%  | 0.0000% | $3000000.00        | $2941483.98        | Private Label Collateralized Mortgage Obligations |
| CIM TR 2022-R3                 A1     20620325 FLT | 2062-03-25      | 4.5000%  | 0.0000% | $2750000.00        | $1559948.19        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-4          A-1    20560325 FLT | 2056-03-25      | 5.5000%  | 0.0000% | $10000000.00       | $9973173.33        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3              A-17   20540925 FLT | 2054-09-25      | 6.5000%  | 0.0000% | $16609000.00       | $11556354.53       | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2021-NQM5              A-1    20660725 FLT | 2066-07-25      | 1.2620%  | 0.0000% | $8236300.00        | $3669423.16        | Private Label Collateralized Mortgage Obligations |
| HARTWICK PARK CLO, LTD 2023-1R A-R    20370121 FLT | 2037-01-21      | 4.8276%  | 0.0000% | $2000000.00        | $2015234.12        | Asset-Backed Securities                           |
| GCAT  TR 2023-INV1             A-13   20530825 FLT | 2053-08-25      | 6.0000%  | 0.0000% | $1099000.00        | $745409.90         | Private Label Collateralized Mortgage Obligations |
| ANCHORAGE CR 2019-9R LTD       B-R    20371025 3.0 | 2037-10-25      | 3.0540%  | 0.0000% | $3000000.00        | $2867082.00        | Asset-Backed Securities                           |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4375%  | 0.0000% | $39660000.00       | $37656059.52       | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2022-3    A-1    20670725 FLT | 2067-07-25      | 5.3000%  | 0.0000% | $15530000.00       | $8654900.43        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-BHAR                 A      20381115 FLT | 2038-11-15      | 4.9375%  | 0.0000% | $4785000.00        | $4732696.23        | Private Label Collateralized Mortgage Obligations |
| KRFF 2021-FL2 LTD              A      20390217 FLT | 2039-02-17      | 4.8626%  | 0.0000% | $10000000.00       | $2473435.24        | Asset-Backed Securities                           |
| GS MTG BACKED 2025-PJ11        A-2    20560525 FLT | 2056-05-25      | 5.0000%  | 0.0000% | $8000000.00        | $7490296.89        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECU TR 2025-PJ6 A-5    20551125 FLT | 2055-11-25      | 5.5000%  | 0.0000% | $1553020.00        | $917647.34         | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $10786000.00       | $6856898.30        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC 2023-RCF2             A-1    20531125 FLT | 2053-11-25      | 4.0000%  | 0.0000% | $500000.00         | $305610.97         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-1       A-4    20550625 FLT | 2055-06-25      | 6.0000%  | 0.0000% | $500000.00         | $325447.59         | Private Label Collateralized Mortgage Obligations |
| SPRUCE HILL MTG LN TR 2022-SH1 A1A    20570725 FLT | 2057-07-25      | 4.1000%  | 0.0000% | $12500000.00       | $9012194.85        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES MTG 2023-4  A-6    20531125 FLT | 2053-11-25      | 6.0000%  | 0.0000% | $3500000.00        | $3568176.50        | Private Label Collateralized Mortgage Obligations |
| GCAT 2022-INV2 TR              A-5    20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $3400000.00        | $2282932.25        | Private Label Collateralized Mortgage Obligations |
| SPGN TRUST 2026-TFLM           A      20410215 0.0 | 2041-02-15      | 4.9725%  | 0.0000% | $11000000.00       | $10983150.45       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17              A-1    20641125 FLT | 2064-11-25      | 5.6100%  | 0.0000% | $23457000.00       | $15775978.09       | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MTG TR 2021-1   A-1    20610725 FLT | 2061-07-25      | 1.1600%  | 0.0000% | $244999.00         | $104729.27         | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-3BP A      20421215 FLT | 2042-12-15      | 4.8855%  | 0.0000% | $24992000.00       | $24890065.75       | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV4                 A-1    20701025 FLT | 2070-10-25      | 5.1000%  | 0.0000% | $9500000.00        | $9119484.76        | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-110W      A      20401213 FLT | 2040-12-13      | 5.1022%  | 0.0000% | $22670000.00       | $22585595.80       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2019-1       M-1    20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $6310000.00        | $5073124.32        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-J3    A-3A   20510925 FLT | 2051-09-25      | 2.5000%  | 0.0000% | $6775000.00        | $4143649.67        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2021-INV1          A-9    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $399997.00         | $228024.28         | Private Label Collateralized Mortgage Obligations |
| RADIAN MTG CAPITAL TR 2024-J2  A-16   20550325 FLT | 2055-03-25      | 5.5000%  | 0.0000% | $11469200.00       | $3420488.80        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2026-NQM1             A1     20700925 FLT | 2070-09-25      | 4.8000%  | 0.0000% | $1000000.00        | $952728.08         | Private Label Collateralized Mortgage Obligations |
| LCM LTD 2021-36R               A-1-R  20340117 FLT | 2034-01-17      | 4.7422%  | 0.0000% | $2733200.00        | $2752495.20        | Asset-Backed Securities                           |
| MS MTG LN TR 2021-2            A-9    20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $2910000.00        | $1531353.94        | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2025-FL6       A      20420918 FLT | 2042-09-18      | 5.2164%  | 0.0000% | $10481000.00       | $10523551.83       | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2021-FL2              A      20380416 FLT | 2038-04-16      | 4.9940%  | 0.0000% | $24993000.00       | $2592974.44        | Asset-Backed Securities                           |
| POINT AU ROCHE PK CLO 2021-1R  A-R    20390120 FLT | 2039-01-20      | 4.8293%  | 0.0000% | $13450000.00       | $13486988.60       | Asset-Backed Securities                           |
| LCM LTD 2019-30R               A-R    20310421 FLT | 2031-04-21      | 5.0092%  | 0.0000% | $26700000.00       | $5857382.89        | Asset-Backed Securities                           |
| COLT MTG LN TRUST 2025-1       A-1B   20700127 FLT | 2070-01-27      | 5.6990%  | 0.0000% | $3640000.00        | $2851866.97        | Private Label Collateralized Mortgage Obligations |

### Security 644: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.650000%
- **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: ARP1GAN98, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1GAN98
- **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:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $156650000.00      | $155036191.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $4180300.00        | $3963583.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $150000000.00      | $150536250.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $47665700.00       | $48434760.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $150000000.00      | $152029227.20      | U.S. Treasuries (including strips) |

### Security 645: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.650000%
- **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: ARP1GANC1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GANC1
- **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:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  | 0.0000% | $945581.00         | $701525.08         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8271 | 2039-11-01      | 4.5000%  | 0.0000% | $2702456.00        | $2483717.23        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU9885 | 2052-01-01      | 2.5000%  | 0.0000% | $58000.00          | $33517.45          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4138 | 2052-03-01      | 2.5000%  | 0.0000% | $46054.00          | $28232.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK2837 | 2042-01-01      | 3.5000%  | 0.0000% | $125000.00         | $10208.93          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL511405 | 2029-10-01      | 7.0000%  | 0.0000% | $4999500.00        | $4976.70           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0393 | 2041-06-01      | 4.5000%  | 0.0000% | $27000.00          | $1425.64           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $170000.00         | $11793.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAO0435 | 2042-08-01      | 4.5000%  | 0.0000% | $87858.00          | $19319.67          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2562 | 2055-02-01      | 6.0000%  | 0.0000% | $2363468.00        | $2301196.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD5613 | 2040-03-01      | 6.5000%  | 0.0000% | $1365305.00        | $671808.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBP2499 | 2050-02-01      | 3.0000%  | 0.0000% | $100000.00         | $33942.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8546 | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $123649.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0887 | 2048-11-01      | 4.0000%  | 0.0000% | $1261397.00        | $721729.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5031 | 2055-11-01      | 6.0000%  | 0.0000% | $1538686.00        | $1572875.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6932 | 2040-12-01      | 4.5000%  | 0.0000% | $2095175.00        | $2053617.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7889 | 2055-09-01      | 5.5000%  | 0.0000% | $24613052.00       | $24283688.42       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ8430 | 2050-12-01      | 2.5000%  | 0.0000% | $7698531.00        | $4764134.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4963 | 2050-05-01      | 3.0000%  | 0.0000% | $830700.00         | $304739.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $25061242.00       | $21895537.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6035 | 2041-03-01      | 3.5000%  | 0.0000% | $10880662.00       | $10484352.02       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2211 | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $5940.10           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  | 0.0000% | $28463706.00       | $17448866.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL906302 | 2037-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $5772.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1814 | 2034-03-01      | 4.0000%  | 0.0000% | $2210000.00        | $194898.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL935272 | 2039-06-01      | 4.5000%  | 0.0000% | $2050000.00        | $72545.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995883 | 2039-06-01      | 6.0000%  | 0.0000% | $12675000.00       | $123158.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9133 | 2051-10-01      | 3.0000%  | 0.0000% | $225000.00         | $128686.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0270 | 2055-04-01      | 6.0000%  | 0.0000% | $37100000.00       | $27181621.18       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  | 0.0000% | $106000.00         | $53999.30          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0030 | 2051-04-01      | 2.5000%  | 0.0000% | $800000.00         | $535432.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8522 | 2054-05-01      | 5.0000%  | 0.0000% | $57266249.00       | $49875230.35       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $123000.00         | $79175.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4545 | 2052-02-01      | 2.5000%  | 0.0000% | $24234417.00       | $15958374.27       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $268177.00         | $150884.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5273 | 2054-02-01      | 6.5000%  | 0.0000% | $60000.00          | $26010.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $7000.00           | $3558.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  | 0.0000% | $625000.00         | $380765.53         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0517 | 2048-08-01      | 3.0000%  | 0.0000% | $4693667.00        | $2611913.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4313 | 2052-08-01      | 4.5000%  | 0.0000% | $63076512.00       | $47104141.00       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1774 | 2037-05-01      | 3.5000%  | 0.0000% | $500000.00         | $213487.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $22000.00          | $13002.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $3476000.00        | $2457881.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | 0.0000% | $74000.00          | $42744.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0541 | 2047-10-01      | 3.5000%  | 0.0000% | $500000.00         | $165659.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1077 | 2051-11-01      | 3.0000%  | 0.0000% | $95000.00          | $56201.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  | 0.0000% | $40489.00          | $3655.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0633 | 2052-02-01      | 3.0000%  | 0.0000% | $992000.00         | $638451.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ0257 | 2041-09-01      | 4.0000%  | 0.0000% | $112632.00         | $6583.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7889 | 2055-05-01      | 5.5000%  | 0.0000% | $1393800.00        | $1398471.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6978 | 2041-01-01      | 4.5000%  | 0.0000% | $9149563.00        | $9030169.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0575 | 2055-04-01      | 6.0000%  | 0.0000% | $7955604.00        | $7536244.44        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE5054 | 2055-09-01      | 7.5000%  | 0.0000% | $1002712.00        | $1066134.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5923 | 2035-12-01      | 5.0000%  | 0.0000% | $3134774.00        | $2898417.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5976 | 2041-02-01      | 4.0000%  | 0.0000% | $18210757.00       | $17572634.64       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA6046 | 2056-03-01      | 7.0000%  | 0.0000% | $1219917.00        | $1261716.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6001 | 2041-03-01      | 3.5000%  | 0.0000% | $1722119.00        | $1649290.48        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3776 | 2049-09-01      | 4.0000%  | 0.0000% | $272836.00         | $31356.05          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | 0.0000% | $8462931.00        | $4591734.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  | 0.0000% | $4380412.00        | $88930.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5687 | 2035-04-01      | 5.0000%  | 0.0000% | $258850.00         | $189778.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $2090000.00        | $360168.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $3000.00           | $1754.86           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $25345.00          | $10793.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  | 0.0000% | $40000.00          | $21891.52          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7646 | 2055-08-01      | 6.0000%  | 0.0000% | $250000.00         | $254620.02         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6950 | 2056-01-01      | 6.5000%  | 0.0000% | $2396790.00        | $1929438.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0100 | 2055-09-01      | 5.5000%  | 0.0000% | $1773425.00        | $1794889.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2738 | 2056-02-01      | 6.0000%  | 0.0000% | $8387341.00        | $8616727.25        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE0634 | 2040-05-01      | 6.5000%  | 0.0000% | $266548.00         | $226074.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1904 | 2055-10-01      | 6.0000%  | 0.0000% | $1383488.00        | $1431740.93        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE6921 | 2055-12-01      | 7.5000%  | 0.0000% | $800000.00         | $853527.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2769 | 2040-06-01      | 6.0000%  | 0.0000% | $1629177.00        | $1632567.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE1511 | 2040-07-01      | 5.5000%  | 0.0000% | $1161251.00        | $1121106.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0855 | 2047-12-01      | 3.5000%  | 0.0000% | $687000.00         | $144251.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5725 | 2050-06-01      | 4.5000%  | 0.0000% | $3320100.00        | $677505.70         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBV4705 | 2037-04-01      | 1.5000%  | 0.0000% | $130664.00         | $70797.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2047 | 2048-07-01      | 4.5000%  | 0.0000% | $270000.00         | $45939.38          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9876 | 2056-01-01      | 6.5000%  | 0.0000% | $1091655.00        | $1142871.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $403167.00         | $264754.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $327000.00         | $308701.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6515 | 2056-01-01      | 5.0000%  | 0.0000% | $2017739.00        | $2003963.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7800 | 2054-01-01      | 6.5000%  | 0.0000% | $98197313.00       | $71504662.40       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5739 | 2055-02-01      | 5.0000%  | 0.0000% | $3729092.00        | $3654315.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $20000.00          | $2246.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8162 | 2054-03-01      | 6.0000%  | 0.0000% | $320000.00         | $258757.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  | 0.0000% | $83748179.00       | $35486178.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3785 | 2052-06-01      | 4.0000%  | 0.0000% | $41100000.00       | $28966757.05       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS1850 | 2050-08-01      | 4.5000%  | 0.0000% | $560000.00         | $324225.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  | 0.0000% | $725000.00         | $127720.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4991 | 2052-03-01      | 3.0000%  | 0.0000% | $1006850.00        | $731664.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS2495 | 2029-09-01      | 6.0000%  | 0.0000% | $676838.00         | $27940.35          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8531 | 2054-05-01      | 5.5000%  | 0.0000% | $91932695.00       | $80716612.09       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3630 | 2052-05-01      | 4.0000%  | 0.0000% | $455000.00         | $332222.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3362 | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $63597.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | 0.0000% | $9811.00           | $7504.84           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0305 | 2042-01-01      | 1.5000%  | 0.0000% | $5645000.00        | $3418933.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $6000.00           | $895.89            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6400 | 2045-12-01      | 4.0000%  | 0.0000% | $100000.00         | $3567.32           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAT0238 | 2043-03-01      | 2.5000%  | 0.0000% | $1334106.00        | $209887.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP5889 | 2042-09-01      | 4.0000%  | 0.0000% | $123862.00         | $18463.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7309 | 2046-06-01      | 3.5000%  | 0.0000% | $12500000.00       | $3204196.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT7096 | 2043-05-01      | 3.5000%  | 0.0000% | $104126.00         | $13980.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1188 | 2026-09-01      | 4.0000%  | 0.0000% | $650000.00         | $600.05            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTBV5860 | 2045-06-01      | 6.5000%  | 0.0000% | $1049250.00        | $1063617.84        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9806 | 2055-08-01      | 7.0000%  | 0.0000% | $642350.00         | $684134.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7265 | 2056-02-01      | 5.0000%  | 0.0000% | $1247700.00        | $1238145.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6377 | 2055-12-01      | 5.5000%  | 0.0000% | $1800416.00        | $1827133.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6340 | 2055-11-01      | 6.0000%  | 0.0000% | $1582382.00        | $1627166.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8229 | 2055-08-01      | 5.0000%  | 0.0000% | $1804619.00        | $1736405.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $100000.00         | $22170.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6810 | 2055-09-01      | 6.0000%  | 0.0000% | $1060583.00        | $1097710.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7586 | 2056-01-01      | 5.0000%  | 0.0000% | $1213819.00        | $1200764.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7276 | 2055-09-01      | 6.0000%  | 0.0000% | $1441257.00        | $1323001.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG0302 | 2041-01-01      | 4.5000%  | 0.0000% | $1265375.00        | $1249366.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1104 | 2049-05-01      | 3.5000%  | 0.0000% | $160000.00         | $36452.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU7223 | 2053-02-01      | 6.0000%  | 0.0000% | $200000.00         | $157342.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9832 | 2056-01-01      | 5.0000%  | 0.0000% | $1519961.00        | $1512579.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7786 | 2054-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $12026258.85       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  | 0.0000% | $100000.00         | $73108.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5889 | 2045-11-01      | 4.5000%  | 0.0000% | $285250.00         | $272732.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA6044 | 2036-03-01      | 4.0000%  | 0.0000% | $34986478.00       | $34643552.19       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4535 | 2037-02-01      | 1.5000%  | 0.0000% | $1261703.00        | $736708.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5327 | 2054-04-01      | 5.0000%  | 0.0000% | $21000.00          | $17645.19          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4328 | 2036-05-01      | 1.5000%  | 0.0000% | $700000.00         | $350225.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5993 | 2036-01-01      | 5.5000%  | 0.0000% | $1172713.00        | $1173424.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA6019 | 2036-02-01      | 5.0000%  | 0.0000% | $1841605.00        | $1848510.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3982 | 2030-04-01      | 3.0000%  | 0.0000% | $739499.00         | $96722.08          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL968520 | 2038-01-01      | 6.0000%  | 0.0000% | $340000.00         | $947.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $1798550.00        | $141833.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $40000.00          | $29704.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $2638545.00        | $1092080.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFM8013 | 2031-04-01      | 5.5000%  | 0.0000% | $75444.00          | $1717.74           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0898 | 2052-02-01      | 3.0000%  | 0.0000% | $50000.00          | $31322.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  | 0.0000% | $9521420.00        | $5357697.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6017 | 2056-04-01      | 5.0000%  | 0.0000% | $3242757.00        | $3225300.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3648 | 2035-07-01      | 2.5000%  | 0.0000% | $300000.00         | $115864.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2003 | 2056-02-01      | 5.0000%  | 0.0000% | $61291252.00       | $60783501.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888544 | 2036-08-01      | 6.5000%  | 0.0000% | $9655424.00        | $143033.84         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0292 | 2056-01-01      | 6.5000%  | 0.0000% | $1004079.00        | $1061855.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8197 | 2051-08-01      | 2.0000%  | 0.0000% | $22000.00          | $14550.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1108 | 2051-09-01      | 2.5000%  | 0.0000% | $425000.00         | $250480.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8365 | 2051-07-01      | 2.5000%  | 0.0000% | $351000.00         | $185680.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  | 0.0000% | $38000000.00       | $32262179.93       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1865 | 2052-05-01      | 3.5000%  | 0.0000% | $1098000.00        | $754689.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $352202263.00      | $249999999.73      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2516 | 2046-01-01      | 3.0000%  | 0.0000% | $410000.00         | $50141.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $9929913.00        | $7108711.27        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  | 0.0000% | $775000.00         | $222981.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  | 0.0000% | $31642568.00       | $18186638.84       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $13824000.00       | $8374401.28        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $77845.00          | $43260.25          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4847 | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $193787.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $178630.00         | $27955.30          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4631 | 2042-06-01      | 2.5000%  | 0.0000% | $27419416.00       | $18065385.09       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3075 | 2027-07-01      | 3.5000%  | 0.0000% | $84133.00          | $1968.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA1908 | 2044-04-01      | 4.5000%  | 0.0000% | $10000.00          | $878.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4598 | 2053-05-01      | 6.0000%  | 0.0000% | $302000.00         | $193860.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $1000.00           | $706.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  | 0.0000% | $1400000.00        | $120667.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $1200000.00        | $25386.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0576 | 2055-06-01      | 6.0000%  | 0.0000% | $49334444.00       | $48284800.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $209000.00         | $153818.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8970 | 2051-02-01      | 3.0000%  | 0.0000% | $19000000.00       | $10194144.90       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $4849960.00        | $3388895.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0900 | 2043-07-01      | 3.5000%  | 0.0000% | $15829952.00       | $9206882.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKDF8160 | 2055-12-01      | 5.5000%  | 0.0000% | $3511687.00        | $3482608.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8162 | 2051-07-01      | 2.5000%  | 0.0000% | $284000.00         | $165727.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  | 0.0000% | $229000.00         | $87453.47          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $11000.00          | $4999.42           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $55000.00          | $37112.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6157 | 2056-04-01      | 4.5000%  | 0.0000% | $1766300.00        | $1707812.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773072 | 2034-04-01      | 5.5000%  | 0.0000% | $1015413.00        | $6269.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAZ6589 | 2030-11-01      | 3.0000%  | 0.0000% | $319953.00         | $42075.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $6569.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4784 | 2045-04-01      | 3.0000%  | 0.0000% | $1500000.00        | $341310.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  | 0.0000% | $886645.00         | $101764.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8496 | 2055-08-01      | 5.5000%  | 0.0000% | $2007317.00        | $1994610.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7680 | 2055-08-01      | 6.5000%  | 0.0000% | $2514017.00        | $468226.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9209 | 2046-08-01      | 3.5000%  | 0.0000% | $1137591.00        | $210787.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0406 | 2055-10-01      | 4.5000%  | 0.0000% | $4278678.00        | $4113208.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE2103 | 2046-12-01      | 3.5000%  | 0.0000% | $25000.00          | $8196.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $55766000.00       | $12812862.47       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8485 | 2052-04-01      | 3.5000%  | 0.0000% | $8461914.00        | $5047026.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6530 | 2055-12-01      | 5.5000%  | 0.0000% | $8579177.00        | $8639051.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7533 | 2040-09-01      | 5.0000%  | 0.0000% | $1565443.00        | $1540002.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8772 | 2055-09-01      | 6.0000%  | 0.0000% | $11647687.00       | $12001420.32       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8759 | 2055-09-01      | 5.0000%  | 0.0000% | $2629920.00        | $2583171.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2950 | 2052-03-01      | 3.0000%  | 0.0000% | $808277.00         | $544876.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6650 | 2056-04-01      | 5.5000%  | 0.0000% | $2280255.00        | $2337816.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2554 | 2056-02-01      | 5.5000%  | 0.0000% | $8789475.00        | $8930737.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV6017 | 2040-08-01      | 6.0000%  | 0.0000% | $2083511.00        | $1681539.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5270 | 2056-03-01      | 5.0000%  | 0.0000% | $4445550.00        | $4412446.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8483 | 2054-05-01      | 5.5000%  | 0.0000% | $16000.00          | $13212.33          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8343 | 2054-04-01      | 6.0000%  | 0.0000% | $63162356.00       | $50637248.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0260 | 2055-04-01      | 6.0000%  | 0.0000% | $327000.00         | $308460.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC0662 | 2055-07-01      | 4.5000%  | 0.0000% | $51506238.00       | $48625095.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8748 | 2045-11-01      | 5.0000%  | 0.0000% | $3103540.00        | $2368716.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3259 | 2056-02-01      | 6.5000%  | 0.0000% | $1208323.00        | $1270395.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $101371384.00      | $77046458.16       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  | 0.0000% | $6000.00           | $2197.00           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $117362.00         | $14892.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0480 | 2040-05-01      | 6.0000%  | 0.0000% | $1713938.00        | $1032806.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4047 | 2042-12-01      | 3.5000%  | 0.0000% | $300000.00         | $216493.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA6008 | 2046-03-01      | 5.0000%  | 0.0000% | $18050226.00       | $17941966.73       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA6032 | 2056-03-01      | 6.5000%  | 0.0000% | $43046571.00       | $44724296.77       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $68000.00          | $56490.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1586 | 2040-11-01      | 6.0000%  | 0.0000% | $3093075.00        | $2717506.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7598 | 2039-01-01      | 6.0000%  | 0.0000% | $304780.00         | $223186.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9013 | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1592.98           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL789940 | 2034-07-01      | 5.5000%  | 0.0000% | $1244275.00        | $6683.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0303 | 2043-08-01      | 3.0000%  | 0.0000% | $1016814.00        | $165827.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  | 0.0000% | $9000.00           | $786.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0716 | 2055-06-01      | 6.0000%  | 0.0000% | $1445665.00        | $1477085.56        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL682148 | 2030-10-01      | 7.5000%  | 0.0000% | $101250.00         | $2188.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC5694 | 2046-09-01      | 3.0000%  | 0.0000% | $44500.00          | $6170.71           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBV9027 | 2037-04-01      | 1.5000%  | 0.0000% | $1247215.00        | $802412.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  | 0.0000% | $38343763.00       | $26033353.28       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA2738 | 2033-11-01      | 3.5000%  | 0.0000% | $15000000.00       | $1703928.67        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1651 | 2033-05-01      | 3.5000%  | 0.0000% | $24116768.00       | $3946664.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2293468.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $25317.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5122 | 2050-02-01      | 3.0000%  | 0.0000% | $495000.00         | $163979.19         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  | 0.0000% | $25000.00          | $6424.09           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0364 | 2055-01-01      | 6.0000%  | 0.0000% | $326902.00         | $282786.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA6020 | 2036-02-01      | 5.5000%  | 0.0000% | $134010.00         | $136379.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $32000.00          | $24818.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8829 | 2054-07-01      | 5.0000%  | 0.0000% | $36939018.00       | $33161940.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4959 | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $11185.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4970 | 2052-10-01      | 5.5000%  | 0.0000% | $92000.00          | $71347.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $29000.00          | $26943.02          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $96735665.00       | $85453644.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT931851 | 2029-08-01      | 5.0000%  | 0.0000% | $246458.00         | $5011.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 NPAA7231 | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $51786.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889396 | 2037-02-01      | 6.0000%  | 0.0000% | $5335000.00        | $38136.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB0686 | 2036-01-01      | 4.0000%  | 0.0000% | $159825.00         | $15334.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  | 0.0000% | $4400000.00        | $32670.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB1803 | 2040-11-01      | 4.0000%  | 0.0000% | $510000.00         | $53535.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0457 | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $81591.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2937 | 2043-04-01      | 4.0000%  | 0.0000% | $2375848.00        | $1550138.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $3097100.00        | $2376440.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS0861 | 2036-04-01      | 2.5000%  | 0.0000% | $1025000.00        | $409891.27         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS6945 | 2042-04-01      | 2.5000%  | 0.0000% | $1873000.00        | $1374934.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ8634 | 2042-12-01      | 3.0000%  | 0.0000% | $143905.00         | $21664.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL255499 | 2034-11-01      | 6.0000%  | 0.0000% | $1349000.00        | $17776.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  | 0.0000% | $20902.00          | $747.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  | 0.0000% | $3452000.00        | $449292.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  | 0.0000% | $3200000.00        | $1148976.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4590 | 2055-11-01      | 6.0000%  | 0.0000% | $2186660.00        | $2272335.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2771 | 2040-06-01      | 6.0000%  | 0.0000% | $1568545.00        | $1289100.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  | 0.0000% | $99879.00          | $21617.71          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3477 | 2048-01-01      | 4.0000%  | 0.0000% | $10073819.00       | $2501257.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2649 | 2056-03-01      | 4.5000%  | 0.0000% | $2561490.00        | $2491989.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1424 | 2031-09-01      | 2.5000%  | 0.0000% | $1185000.00        | $126620.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL848646 | 2036-01-01      | 5.0000%  | 0.0000% | $194997.00         | $1239.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC1279 | 2039-08-01      | 6.0000%  | 0.0000% | $1271973.00        | $828737.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1573 | 2047-07-01      | 3.5000%  | 0.0000% | $32595000.00       | $7469613.96        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM3077 | 2047-11-01      | 3.0000%  | 0.0000% | $130000.00         | $32509.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL886967 | 2036-07-01      | 6.0000%  | 0.0000% | $328220.00         | $1931.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL896004 | 2036-07-01      | 6.0000%  | 0.0000% | $7096854.00        | $12108.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9323 | 2054-10-01      | 5.5000%  | 0.0000% | $580000.00         | $525668.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $6605724.00        | $699674.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9763 | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $2814192.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  | 0.0000% | $2971666.00        | $2236195.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4883 | 2050-03-01      | 2.5000%  | 0.0000% | $3800290.00        | $2143175.92        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $1331000.00        | $1034021.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0723 | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $306073.02         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3157 | 2056-03-01      | 5.0000%  | 0.0000% | $2249800.00        | $2230691.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3242 | 2056-03-01      | 5.0000%  | 0.0000% | $2804000.00        | $2768075.01        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $329953.76         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $564523.00         | $402055.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $21081310.48       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9044 | 2052-09-01      | 4.5000%  | 0.0000% | $2881496.00        | $2085358.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8472 | 2030-03-01      | 3.0000%  | 0.0000% | $1182726.00        | $587281.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  | 0.0000% | $1120000.00        | $883501.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3661 | 2039-05-01      | 4.0000%  | 0.0000% | $2612021.00        | $357722.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $770.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $350000.00         | $268261.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $36750.00          | $5627.43           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4716 | 2052-01-01      | 2.0000%  | 0.0000% | $5000.00           | $3179.77           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  | 0.0000% | $5320000.00        | $3554849.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4700 | 2050-03-01      | 5.0000%  | 0.0000% | $9186624.00        | $9119854.22        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3382 | 2051-08-01      | 2.0000%  | 0.0000% | $85000.00          | $54465.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1395 | 2052-04-01      | 4.0000%  | 0.0000% | $60000.00          | $42384.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $22482974.00       | $22264705.54       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0547 | 2052-02-01      | 2.5000%  | 0.0000% | $175000.00         | $111771.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0581 | 2052-02-01      | 2.5000%  | 0.0000% | $197297.00         | $130064.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1771 | 2050-09-01      | 5.0000%  | 0.0000% | $34225.00          | $20938.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4030 | 2048-06-01      | 3.5000%  | 0.0000% | $11519119.00       | $10579278.97       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3626 | 2052-03-01      | 3.0000%  | 0.0000% | $39646125.00       | $34400780.34       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $115185865.00      | $90583937.08       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  | 0.0000% | $513000.00         | $225523.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1354 | 2042-01-01      | 4.5000%  | 0.0000% | $32000.00          | $901.78            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8796 | 2047-02-01      | 3.0000%  | 0.0000% | $400000.00         | $61796.60          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3394 | 2041-01-01      | 4.0000%  | 0.0000% | $600000.00         | $27554.37          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI1886 | 2041-05-01      | 4.5000%  | 0.0000% | $222000.00         | $14352.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $614157.00         | $104525.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0673 | 2055-09-01      | 6.5000%  | 0.0000% | $15601107.00       | $14710512.90       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $16563996.34       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ0922 | 2047-10-01      | 3.0000%  | 0.0000% | $1521685.00        | $171431.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  | 0.0000% | $1241682.00        | $1177881.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7837 | 2040-08-01      | 6.0000%  | 0.0000% | $1267937.00        | $1275496.55        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3278 | 2038-03-01      | 2.0000%  | 0.0000% | $1044660.00        | $909319.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1646 | 2034-06-01      | 3.5000%  | 0.0000% | $12800000.00       | $1185976.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4755 | 2037-09-01      | 5.0000%  | 0.0000% | $2425000.00        | $1419618.71        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $137000.00         | $58278.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7365 | 2050-10-01      | 2.5000%  | 0.0000% | $707617.00         | $362355.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $86491010.00       | $66171228.34       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $141028.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3304 | 2048-03-01      | 3.0000%  | 0.0000% | $60000.00          | $9274.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8001 | 2054-02-01      | 6.0000%  | 0.0000% | $395000.00         | $317451.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1749 | 2055-05-01      | 5.5000%  | 0.0000% | $2000000.00        | $1915641.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL994168 | 2038-11-01      | 5.5000%  | 0.0000% | $158412.00         | $877.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1660 | 2047-08-01      | 4.0000%  | 0.0000% | $530000.00         | $81899.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6801 | 2055-06-01      | 6.0000%  | 0.0000% | $1091642.00        | $1130032.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6896 | 2040-11-01      | 5.0000%  | 0.0000% | $12872131.00       | $12616724.53       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7871 | 2040-09-01      | 5.0000%  | 0.0000% | $2254703.00        | $2222501.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7730 | 2055-06-01      | 6.5000%  | 0.0000% | $500690.00         | $527032.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8906 | 2055-10-01      | 5.5000%  | 0.0000% | $3450000.00        | $3101912.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $20430811.00       | $14528434.12       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $5683942.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4757 | 2037-09-01      | 5.0000%  | 0.0000% | $2281000.00        | $1100810.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $51800.00          | $34789.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1439 | 2049-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6223.56           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA6033 | 2056-03-01      | 7.0000%  | 0.0000% | $1568250.00        | $1659521.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL843432 | 2033-08-01      | 5.0000%  | 0.0000% | $125000.00         | $2421.17           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK3768 | 2042-03-01      | 4.0000%  | 0.0000% | $25125744.00       | $2011297.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121 | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15208294.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0746 | 2055-02-01      | 6.0000%  | 0.0000% | $1074726.00        | $1100877.84        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $1598048.00        | $1077925.68        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2759 | 2052-02-01      | 3.0000%  | 0.0000% | $1560000.00        | $972911.59         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0548 | 2054-07-01      | 7.0000%  | 0.0000% | $100000.00         | $55671.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7835 | 2040-08-01      | 6.0000%  | 0.0000% | $877716.00         | $885637.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4351 | 2048-08-01      | 4.5000%  | 0.0000% | $1631787.00        | $338497.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3280 | 2047-11-01      | 4.5000%  | 0.0000% | $3699000.00        | $499014.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $35000.00          | $2668.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $322380.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $41474588.00       | $11454130.32       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1476 | 2036-08-01      | 2.5000%  | 0.0000% | $26865.00          | $13732.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2339 | 2048-09-01      | 4.5000%  | 0.0000% | $123583786.00      | $24911867.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $87000.00          | $34382.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $116777000.00      | $25504292.48       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1669 | 2055-12-01      | 4.5000%  | 0.0000% | $27676673.00       | $26556182.45       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $2058543.00        | $1127025.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL971053 | 2039-02-01      | 4.5000%  | 0.0000% | $2187142.00        | $24422.83          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $86000.00          | $9637.36           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM4186 | 2029-09-01      | 6.0000%  | 0.0000% | $334220.00         | $15464.23          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7696 | 2050-11-01      | 1.5000%  | 0.0000% | $150000.00         | $77619.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $31950588.00       | $7155545.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1021 | 2048-01-01      | 4.5000%  | 0.0000% | $2363944.00        | $397676.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $774606.00         | $554011.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | 0.0000% | $17538400.00       | $13636641.60       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL929567 | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2070.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL932848 | 2040-12-01      | 4.0000%  | 0.0000% | $150000.00         | $6689.09           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  | 0.0000% | $1800000.00        | $1243022.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1174.86           | Agency Mortgage-Backed Securities |

### Security 646: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.650000%
- **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: ARP1GAPL9, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1GAPL9
- **C.18 - Value (incl. sponsor support):** $1540000000.00
- **C.18.a - Value (excl. sponsor support):** $1540000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF 658258 X     | 2037-01-15      | 6.0000%  | 0.0000% | $1266596.00        | $5091.63           | Agency Mortgage-Backed Securities         |
| GNPL PN DL7517       | 2060-12-15      | 4.7000%  | 0.0000% | $18000000.00       | $17622139.74       | Agency Mortgage-Backed Securities         |
| GNII SF DO6068 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1308446.00        | $1348986.07        | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $7310272.00        | $7500470.44        | Agency Mortgage-Backed Securities         |
| GNRA 2026-019 AB     | 2064-12-16      | 4.2500%  | 0.0000% | $63402480.00       | $60542371.67       | Agency Collateralized Mortgage Obligation |
| GNMI SP 783388 X     | 2041-08-15      | 4.7500%  | 0.0000% | $3052548.00        | $105407.74         | Agency Mortgage-Backed Securities         |
| GNII SF DK1424 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4443660.00        | $3745374.94        | Agency Mortgage-Backed Securities         |
| GNII SF DP3686 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1003702.00        | $1027295.40        | Agency Mortgage-Backed Securities         |
| GNII SF DP5159 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1994332.00        | $2033617.02        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2730       | 2057-06-15      | 2.6600%  | 0.0000% | $3460315.00        | $2920762.37        | Agency Mortgage-Backed Securities         |
| GNII SF DP0505 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1904112.00        | $2008902.53        | Agency Mortgage-Backed Securities         |
| GNII SF DI8975 C     | 2055-09-20      | 6.5000%  | 0.0000% | $761393.00         | $824149.17         | Agency Mortgage-Backed Securities         |
| GNMI SF 792364 X     | 2041-12-15      | 3.1000%  | 0.0000% | $469665.00         | $179470.10         | Agency Mortgage-Backed Securities         |
| GNII SF DJ1636 C     | 2055-04-20      | 6.5000%  | 0.0000% | $743077.00         | $511916.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2303 | 2033-05-01      | 3.5000%  | 0.0000% | $250000.00         | $20354.02          | Agency Mortgage-Backed Securities         |
| GNII SF DL3078 C     | 2055-08-20      | 6.5000%  | 0.0000% | $887358.00         | $934763.22         | Agency Mortgage-Backed Securities         |
| GNII SF DO3198 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1013346.00        | $1087889.42        | Agency Mortgage-Backed Securities         |
| GNII SF DL9851 C     | 2055-09-20      | 6.5000%  | 0.0000% | $718128.00         | $758915.16         | Agency Mortgage-Backed Securities         |
| GNII SF DP6730 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1635764.00        | $1734166.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $2649044.00        | $637657.43         | Agency Mortgage-Backed Securities         |
| GNRA 2024-167 CF     | 2054-05-20      | 4.8729%  | 0.0000% | $400000.00         | $256855.47         | Agency Collateralized Mortgage Obligation |
| GNII SF DP6738 C     | 2056-03-20      | 6.0000%  | 0.0000% | $2095892.00        | $2173565.76        | Agency Mortgage-Backed Securities         |
| GNII SF DP8748 C     | 2056-01-20      | 5.0000%  | 0.0000% | $8584240.00        | $8534397.48        | Agency Mortgage-Backed Securities         |
| GNII SF DG6750 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1481006.00        | $1223028.09        | Agency Mortgage-Backed Securities         |
| GNII SF DM8885 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1435322.00        | $1478485.48        | Agency Mortgage-Backed Securities         |
| GNII SF DP6753 C     | 2056-03-20      | 6.0000%  | 0.0000% | $6221184.00        | $6419683.32        | Agency Mortgage-Backed Securities         |
| GNII SF DP2087 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1647896.00        | $1640890.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $150000000.00      | $96071779.81       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  | 0.0000% | $670000.00         | $576867.79         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4975 | 2053-11-01      | 5.5000%  | 0.0000% | $109360768.00      | $110648855.54      | Agency Mortgage-Backed Securities         |
| GNII SF DO5301 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1587912.00        | $1656075.27        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFA1004 | 2037-03-01      | 3.0000%  | 0.0000% | $16847072.00       | $13171583.61       | Agency Mortgage-Backed Securities         |
| GNPL PN CI0868       | 2047-03-15      | 2.5000%  | 0.0000% | $3540132.00        | $2816000.05        | Agency Mortgage-Backed Securities         |
| GNRM 2022-039 AL     | 2055-07-16      | 1.7500%  | 0.0000% | $17108576.00       | $12730451.38       | Agency Collateralized Mortgage Obligation |
| GNII SF DO6698 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1136438.00        | $1192898.84        | Agency Mortgage-Backed Securities         |
| GNRA 2026-046 FA     | 2056-03-20      | 4.6142%  | 0.0000% | $82955264.00       | $82864087.62       | Agency Collateralized Mortgage Obligation |
| GNII SF DI3589 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2429956.00        | $2121504.86        | Agency Mortgage-Backed Securities         |
| GNRA 2026-026 DF     | 2056-02-20      | 4.4729%  | 0.0000% | $83333248.00       | $83024034.15       | Agency Collateralized Mortgage Obligation |
| GNII SP 788291 C     | 2055-11-20      | 5.0000%  | 0.0000% | $65154240.00       | $64584769.30       | Agency Mortgage-Backed Securities         |
| GNRM 2017-141 LT     | 2047-09-20      | 2.7500%  | 0.0000% | $46475000.00       | $9888915.97        | Agency Collateralized Mortgage Obligation |
| GNII SF DP7325 C     | 2056-03-20      | 5.0000%  | 0.0000% | $4711416.00        | $4737657.02        | Agency Mortgage-Backed Securities         |
| GNII SF DM9602 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1004392.00        | $1094210.50        | Agency Mortgage-Backed Securities         |
| GNII SF DM8039 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1290498.00        | $1341331.31        | Agency Mortgage-Backed Securities         |
| GNII SF BF7597 C     | 2048-07-20      | 4.0000%  | 0.0000% | $10675200.00       | $260629.50         | Agency Mortgage-Backed Securities         |
| GNII SF DQ6296 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1683818.00        | $1735494.82        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5890 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1064622.00        | $1158023.06        | Agency Mortgage-Backed Securities         |
| GNII SF DQ7900 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1288118.00        | $1359221.82        | Agency Mortgage-Backed Securities         |
| GNII SF MB0935 M     | 2056-01-20      | 4.5000%  | 0.0000% | $50000000.00       | $48263669.02       | Agency Mortgage-Backed Securities         |
| GNII SF BG3769 C     | 2048-07-20      | 5.0000%  | 0.0000% | $6735114.00        | $618795.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8636 | 2051-01-01      | 4.0000%  | 0.0000% | $17266.00          | $7310.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CICB4757 | 2037-09-01      | 5.0000%  | 0.0000% | $42000.00          | $20269.20          | Agency Mortgage-Backed Securities         |
| GNII SF DP7230 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3957380.00        | $4153916.06        | Agency Mortgage-Backed Securities         |
| GNII SF DI4805 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1453828.00        | $1524469.21        | Agency Mortgage-Backed Securities         |
| GNII ET DG8868 C     | 2064-04-20      | 2.5000%  | 0.0000% | $298729.00         | $240907.75         | Agency Mortgage-Backed Securities         |
| GNII SF DQ2411 C     | 2056-03-20      | 5.5000%  | 0.0000% | $5888608.00        | $6004603.76        | Agency Mortgage-Backed Securities         |
| GNRM 2026-026 DN     | 2054-03-20      | 4.5000%  | 0.0000% | $6556950.00        | $6215778.78        | Agency Collateralized Mortgage Obligation |
| GNII SP 782511 M     | 2038-12-20      | 6.0000%  | 0.0000% | $3215000.00        | $42994.87          | Agency Mortgage-Backed Securities         |
| GNMI SF 698236 X     | 2039-06-15      | 5.0000%  | 0.0000% | $4495896.00        | $78631.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8975 | 2056-03-01      | 5.5000%  | 0.0000% | $10800064.00       | $10881348.88       | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $100000000.00      | $74474478.42       | Agency Mortgage-Backed Securities         |
| GNII SF DL2775 C     | 2055-07-20      | 6.5000%  | 0.0000% | $12818576.00       | $11568198.25       | Agency Mortgage-Backed Securities         |
| GNII SF DP6752 C     | 2056-03-20      | 5.5000%  | 0.0000% | $13835472.00       | $14108007.73       | Agency Mortgage-Backed Securities         |
| GNII SF DP8842 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1404684.00        | $1467617.00        | Agency Mortgage-Backed Securities         |
| GNMI SF 711526 X     | 2040-08-15      | 4.0000%  | 0.0000% | $25000000.00       | $6819472.59        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4000 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1871792.00        | $1785335.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $126515328.00      | $79201756.98       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA3586 | 2029-02-01      | 4.0000%  | 0.0000% | $496321.00         | $28323.59          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA5064 | 2038-05-01      | 3.0000%  | 0.0000% | $1077068.00        | $872195.69         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6227 | 2053-12-01      | 6.0000%  | 0.0000% | $40000000.00       | $32468132.52       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0116 | 2034-11-01      | 2.5000%  | 0.0000% | $47000.00          | $10614.59          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7091 | 2052-03-01      | 2.5000%  | 0.0000% | $50000.00          | $33291.20          | Agency Mortgage-Backed Securities         |
| GNRA 2025-192 FN     | 2055-11-20      | 4.7229%  | 0.0000% | $2254112.00        | $2223257.61        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $1335430.00        | $757953.02         | Agency Mortgage-Backed Securities         |
| GNII SF DQ7460 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1281410.00        | $1353247.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0443 | 2030-05-01      | 5.0000%  | 0.0000% | $3800000.00        | $54635.18          | Agency Mortgage-Backed Securities         |
| GNII SF 003985 M     | 2037-05-20      | 5.5000%  | 0.0000% | $2000000.00        | $20546.07          | Agency Mortgage-Backed Securities         |
| GNII SF DO5739 C     | 2056-02-20      | 6.0000%  | 0.0000% | $2615956.00        | $2722335.77        | Agency Mortgage-Backed Securities         |
| GNII SF DI8773 C     | 2055-08-20      | 6.5000%  | 0.0000% | $756589.00         | $797217.44         | Agency Mortgage-Backed Securities         |
| GNII SF DI8054 C     | 2055-03-20      | 6.5000%  | 0.0000% | $920272.00         | $789000.74         | Agency Mortgage-Backed Securities         |
| GNII SF DM8430 C     | 2055-10-20      | 6.0000%  | 0.0000% | $3732184.00        | $3636024.48        | Agency Mortgage-Backed Securities         |
| GNII ET DC8569 C     | 2064-06-20      | 4.0000%  | 0.0000% | $496678.00         | $460375.27         | Agency Mortgage-Backed Securities         |
| GNII SF 004060 M     | 2037-12-20      | 6.0000%  | 0.0000% | $690965.00         | $6995.66           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3832 | 2030-09-01      | 2.5000%  | 0.0000% | $102294.00         | $9947.65           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7058 | 2054-01-01      | 2.5000%  | 0.0000% | $188000.00         | $137404.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8951 | 2056-03-01      | 5.5000%  | 0.0000% | $2377516.00        | $2426783.68        | Agency Mortgage-Backed Securities         |
| GNII SF DP7209 C     | 2056-02-20      | 5.5000%  | 0.0000% | $7070040.00        | $7322153.51        | Agency Mortgage-Backed Securities         |
| GNII SF DG1767 C     | 2055-03-20      | 6.5000%  | 0.0000% | $3036930.00        | $2783906.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3952 | 2055-08-01      | 6.0000%  | 0.0000% | $150088448.00      | $147483921.55      | Agency Mortgage-Backed Securities         |
| GNII SF DN6375 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1684060.00        | $1733276.84        | Agency Mortgage-Backed Securities         |
| GNII SF DP1468 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1465508.00        | $1491938.06        | Agency Mortgage-Backed Securities         |
| GNII SF DH7694 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1192354.00        | $1119907.12        | Agency Mortgage-Backed Securities         |
| GNII RG CF4599 C     | 2049-06-20      | 5.0000%  | 0.0000% | $2274276.00        | $647675.85         | Agency Mortgage-Backed Securities         |
| GNRA 2024-181 FB     | 2054-11-20      | 4.8729%  | 0.0000% | $5000000.00        | $2985655.10        | Agency Collateralized Mortgage Obligation |
| GNII SF AL6980 C     | 2045-03-20      | 4.0000%  | 0.0000% | $1853854.00        | $129015.85         | Agency Mortgage-Backed Securities         |
| GNII SF DP7234 C     | 2056-02-20      | 6.0000%  | 0.0000% | $4460912.00        | $4613608.53        | Agency Mortgage-Backed Securities         |
| GNII SF DP7524 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1989874.00        | $2099540.88        | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $110000000.00      | $86195722.09       | Agency Mortgage-Backed Securities         |
| GNII SF DL4591 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1412756.00        | $1484828.03        | Agency Mortgage-Backed Securities         |
| GNII ET DL8342 C     | 2065-07-20      | 4.5000%  | 0.0000% | $846138.00         | $811277.19         | Agency Mortgage-Backed Securities         |
| GNII JM MA3303 M     | 2045-12-20      | 4.0000%  | 0.0000% | $2400464.00        | $95591.71          | Agency Mortgage-Backed Securities         |
| GNRA 2024-064 YX     | 2054-04-20      | 4.7615%  | 0.0000% | $4065000.00        | $3182187.27        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CIBW0470 | 2037-05-01      | 2.0000%  | 0.0000% | $547414.00         | $347787.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0190 | 2051-04-01      | 3.0000%  | 0.0000% | $100000.00         | $52464.09          | Agency Mortgage-Backed Securities         |
| GNII SF DK1423 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3874976.00        | $3404038.86        | Agency Mortgage-Backed Securities         |
| GNII SF MB0996 M     | 2056-02-20      | 5.0000%  | 0.0000% | $154230000.00      | $153242413.95      | Agency Mortgage-Backed Securities         |
| GNII SF DO1082 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3048916.00        | $3147890.29        | Agency Mortgage-Backed Securities         |
| GNII SF DK7296 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1473742.00        | $1225001.66        | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FT     | 2055-05-20      | 5.0729%  | 0.0000% | $50000000.00       | $42649170.82       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 D      | 2051-01-20      | 4.0000%  | 0.0000% | $15134048.00       | $14005306.61       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ0314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $876585.00         | $917572.75         | Agency Mortgage-Backed Securities         |
| GNRA 2023-058 FA     | 2053-04-20      | 4.6129%  | 0.0000% | $100000000.00      | $50502124.59       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ2463 C     | 2056-03-20      | 5.5000%  | 0.0000% | $2626808.00        | $2678152.46        | Agency Mortgage-Backed Securities         |
| GNRM 2021-031 AC     | 2061-01-16      | 1.1000%  | 0.0000% | $3000000.00        | $1927976.84        | Agency Collateralized Mortgage Obligation |
| GNII SF AJ4687 C     | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6797.14           | Agency Mortgage-Backed Securities         |
| GNII SF DR0650 C     | 2056-03-20      | 5.0000%  | 0.0000% | $7997440.00        | $7978163.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $25000000.00       | $12105618.53       | Agency Mortgage-Backed Securities         |
| GNII SF DN7967 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1429034.00        | $1505373.88        | Agency Mortgage-Backed Securities         |
| GNII SF DI4530 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1262488.00        | $1326383.01        | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $80000000.00       | $50748973.25       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8359 | 2046-11-01      | 3.0000%  | 0.0000% | $155000000.00      | $25115932.78       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY0015 | 2045-01-01      | 4.0000%  | 0.0000% | $1975562.00        | $84305.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1686 | 2052-09-01      | 5.5000%  | 0.0000% | $385000.00         | $272527.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6778 | 2033-01-01      | 6.0000%  | 0.0000% | $6687640.00        | $14763.60          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1360 | 2047-01-01      | 3.0000%  | 0.0000% | $1306336.00        | $385553.59         | Agency Mortgage-Backed Securities         |

### Security 647: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCKE6, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1GCKE6
- **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:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP INC                  SR GLBL NT 32    | 2032-05-01      | 2.5610%  | 0.0000% | $11000.00          | $9928.61           | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $3000000.00        | $3516851.67        | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL NT 26    | 2026-06-15      | 3.2500%  | 0.0000% | $3132000.00        | $3154955.82        | Corporate Debt Securities |
| ABN AMRO BANK N.V.             FR 4.8%041826    | 2026-04-18      | 4.8000%  | 0.0000% | $6400000.00        | $6535765.33        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 52    | 2052-03-01      | 3.8750%  | 0.0000% | $2000000.00        | $1459938.33        | Corporate Debt Securities |
| UNION PAC CORP                 GLBL NT 2.891%36 | 2036-04-06      | 2.8910%  | 0.0000% | $95000.00          | $80746.53          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 5.05%071548   | 2048-07-15      | 5.0500%  | 0.0000% | $50000.00          | $43407.06          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.8%081547    | 2047-08-15      | 4.8000%  | 0.0000% | $50000.00          | $42404.67          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.433%012347  | 2047-01-23      | 5.4330%  | 0.0000% | $175000.00         | $166766.66         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41    | 2041-09-03      | 2.8500%  | 0.0000% | $32000.00          | $22433.81          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.5%44 | 2044-07-15      | 5.5000%  | 0.0000% | $43000.00          | $41772.40          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46    | 2046-08-21      | 4.8620%  | 0.0000% | $213000.00         | $186049.58         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 6%56     | 2056-04-30      | 6.0000%  | 0.0000% | $65000.00          | $63873.77          | Corporate Debt Securities |
| ABBVIE INC                     SR NT 4.7%45     | 2045-05-14      | 4.7000%  | 0.0000% | $5154000.00        | $4661772.96        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $1722000.00        | $1558781.38        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.4%060427    | 2027-06-04      | 5.4000%  | 0.0000% | $187000.00         | $192542.68         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060424-060427 | 2027-06-04      | 4.4114%  | 0.0000% | $164000.00         | $164721.52         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP GLBL -M NT  | 2500-12-31      | 5.6250%  | 0.0000% | $502000.00         | $490374.94         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 27 | 2027-06-09      | 4.4195%  | 0.0000% | $200000.00         | $200262.48         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 36    | 2036-03-27      | 5.3330%  | 0.0000% | $193000.00         | $192695.55         | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT4.6%32 | 2032-05-01      | 4.6000%  | 0.0000% | $9600000.00        | $9662848.00        | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 50    | 2050-02-01      | 3.7500%  | 0.0000% | $630000.00         | $448944.30         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.13%021431   | 2031-02-14      | 5.1300%  | 0.0000% | $24000.00          | $24536.58          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 4.439%011432  | 2032-01-14      | 4.4390%  | 0.0000% | $145000.00         | $143937.81         | Corporate Debt Securities |
| BANK AMERICA CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $185000.00         | $187121.74         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $203000.00         | $178256.60         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT5.2%55 | 2055-02-15      | 5.2000%  | 0.0000% | $35000.00          | $32661.11          | Corporate Debt Securities |
| MSCI INC                       SR GLBL NT 35    | 2035-09-01      | 5.2500%  | 0.0000% | $1288000.00        | $1260662.20        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26 | 2026-11-16      | 3.5000%  | 0.0000% | $5000.00           | $5038.57           | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 35    | 2035-09-15      | 4.6500%  | 0.0000% | $874000.00         | $849341.55         | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT 5%36  | 2036-03-15      | 5.0000%  | 0.0000% | $1308000.00        | $1265317.05        | Corporate Debt Securities |
| UBS GROUP AG                   FR 1.494%081027  | 2027-08-10      | 1.4940%  | 0.0000% | $5001000.00        | $4955373.38        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-01-23      | 4.8658%  | 0.0000% | $872000.00         | $884470.57         | Corporate Debt Securities |
| TRUIST BK                      SR -I FLT NT 29  | 2029-01-27      | 4.3257%  | 0.0000% | $824000.00         | $829534.45         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5%092044      | 2044-09-20      | 5.0000%  | 0.0000% | $8000.00           | $7404.54           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            GLBL -E STEP 55  | 2055-10-29      | 5.0000%  | 0.0000% | $50000.00          | $47873.67          | Corporate Debt Securities |
| TRUIST FINL CORP               PERP JR SB GLBL  | 2500-12-31      | 5.1250%  | 0.0000% | $30000.00          | $29973.01          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.597%012732  | 2032-01-27      | 4.5970%  | 0.0000% | $227000.00         | $225509.16         | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL NT 31    | 2031-05-23      | 5.1150%  | 0.0000% | $200000.00         | $205359.33         | Corporate Debt Securities |
| SCHWAB CHARLES CORP            ALT TIER I PERP  | 2079-12-31      | 5.0000%  | 0.0000% | $12000.00          | $11937.68          | Corporate Debt Securities |
| SOUTHERN COPPER CORP           SR GLBL NT 45    | 2045-04-23      | 5.8750%  | 0.0000% | $7000.00           | $7044.76           | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32    | 2032-01-14      | 4.5050%  | 0.0000% | $500000.00         | $496352.85         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.861%013128  | 2028-01-31      | 4.8610%  | 0.0000% | $13000.00          | $13197.88          | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      JR SB NT 7%65    | 2065-06-01      | 7.0000%  | 0.0000% | $70000.00          | $72380.93          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.156%011028  | 2028-01-10      | 5.1560%  | 0.0000% | $8000.00           | $8188.09           | Corporate Debt Securities |
| UNION PAC CORP                 GLBL 144A NT 60  | 2060-03-20      | 3.8390%  | 0.0000% | $34000.00          | $24069.38          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 1.125%080327  | 2027-08-03      | 1.1250%  | 0.0000% | $239000.00         | $229361.73         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.964%102336  | 2036-10-23      | 4.9640%  | 0.0000% | $1161000.00        | $1145148.22        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.153%080532  | 2032-08-05      | 5.1530%  | 0.0000% | $45000.00          | $45819.26          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 49    | 2049-05-01      | 4.3500%  | 0.0000% | $675000.00         | $540718.88         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $67000.00          | $67772.33          | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 30    | 2030-07-01      | 2.2500%  | 0.0000% | $4948000.00        | $4539963.18        | Corporate Debt Securities |
| RIO TINTO FIN USA LTD          SR NT 5.2%40     | 2040-11-02      | 5.2000%  | 0.0000% | $5000000.00        | $4941711.11        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.526%032428  | 2028-03-24      | 3.5260%  | 0.0000% | $1827000.00        | $1811352.86        | Corporate Debt Securities |
| WELLS FARGO & CO               VR 042224-042228 | 2028-04-22      | 4.7359%  | 0.0000% | $2000000.00        | $2025221.34        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.244%012431  | 2031-01-24      | 5.2440%  | 0.0000% | $15000.00          | $15404.55          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 3.2%031032    | 2032-03-10      | 3.2000%  | 0.0000% | $2000.00           | $1837.15           | Corporate Debt Securities |
| WESTLAKE CORPORATION           SR GLBL NT 35    | 2035-11-15      | 5.5500%  | 0.0000% | $480000.00         | $487470.80         | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $15000.00          | $15280.82          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.042%071930  | 2030-07-19      | 5.0420%  | 0.0000% | $456000.00         | $464889.26         | Corporate Debt Securities |
| 3M CO                          SR GLBL NT 49    | 2049-08-26      | 3.2500%  | 0.0000% | $168000.00         | $112348.27         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46 | 2046-04-20      | 5.2500%  | 0.0000% | $15000.00          | $15352.94          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 6.204%111028  | 2028-11-10      | 6.2040%  | 0.0000% | $506000.00         | $531653.69         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.65%020134   | 2034-02-01      | 5.6500%  | 0.0000% | $4000.00           | $4190.39           | Corporate Debt Securities |
| BANK AMERICA CORP              SR NT FIX/FLT 28 | 2028-07-21      | 3.5930%  | 0.0000% | $9000.00           | $8960.55           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $828000.00         | $672146.48         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-10-27      | 3.5200%  | 0.0000% | $13000.00          | $12986.32          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $105000.00         | $116081.23         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $125000.00         | $126728.40         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 29 | 2029-03-04      | 4.5199%  | 0.0000% | $54000.00          | $54143.51          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.511%012436  | 2036-01-24      | 5.5110%  | 0.0000% | $901000.00         | $924224.70         | Corporate Debt Securities |
| BAC CAP TR XIII                PERP JR SB       | 2500-12-31      | 4.3356%  | 0.0000% | $81000.00          | $60245.12          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 091521-091526 | 2026-09-15      | 4.2677%  | 0.0000% | $4001000.00        | $4012699.37        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 092225-092228 | 2028-09-22      | 4.3960%  | 0.0000% | $50000.00          | $50056.73          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.026%012230  | 2030-01-22      | 4.0260%  | 0.0000% | $30000.00          | $29868.49          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           SR NT 5.203%28   | 2028-02-01      | 5.2030%  | 0.0000% | $1303000.00        | $1332384.82        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 091124-090828 | 2028-09-08      | 4.6493%  | 0.0000% | $22000.00          | $22149.34          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.35%082537   | 2037-08-25      | 5.3500%  | 0.0000% | $9000.00           | $8923.05           | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.922%102431  | 2031-10-24      | 1.9220%  | 0.0000% | $455000.00         | $405742.64         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $17000.00          | $17560.52          | Corporate Debt Securities |
| BANK AMERICA CORP              VR 091523-091527 | 2027-09-15      | 4.9970%  | 0.0000% | $1000000.00        | $1005968.94        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55  | 2055-02-16      | 5.5500%  | 0.0000% | $7000.00           | $6730.90           | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 36    | 2036-04-15      | 5.0500%  | 0.0000% | $2970000.00        | $2920926.52        | Corporate Debt Securities |
| ECOLAB INC                     GLBL NT 2.125%32 | 2032-02-01      | 2.1250%  | 0.0000% | $864000.00         | $758636.64         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 55    | 2055-09-30      | 5.7500%  | 0.0000% | $1651000.00        | $1532557.26        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%31 | 2031-01-15      | 4.8000%  | 0.0000% | $548000.00         | $545519.39         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $542000.00         | $595399.65         | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 2.9%51   | 2051-07-15      | 2.9000%  | 0.0000% | $35000.00          | $20645.88          | Corporate Debt Securities |
| TYSON FOODS INC                SR GLBL NT5.1%48 | 2048-09-28      | 5.1000%  | 0.0000% | $5000.00           | $4476.07           | Corporate Debt Securities |
| TYSON FOODS INC                SR GLBL NT 47    | 2047-06-02      | 4.5500%  | 0.0000% | $33000.00          | $28109.74          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.375%072442  | 2042-07-24      | 6.3750%  | 0.0000% | $22967000.00       | $24781727.94       | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 36    | 2036-02-09      | 4.8750%  | 0.0000% | $10148000.00       | $10057699.71       | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 30    | 2030-09-11      | 4.8500%  | 0.0000% | $5596000.00        | $5557804.19        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 28  | 2028-09-25      | 5.7500%  | 0.0000% | $3000000.00        | $3060685.00        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR REGS NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $2510000.00        | $2637336.48        | Corporate Debt Securities |
| UBS GROUP AG                   GLBL 144A NT 33  | 2033-02-11      | 2.7460%  | 0.0000% | $10000000.00       | $8848738.89        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.456%060832  | 2032-06-08      | 4.4560%  | 0.0000% | $61000.00          | $60646.01          | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.65%53  | 2053-01-15      | 5.6500%  | 0.0000% | $83000.00          | $79125.38          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.23%011531   | 2031-01-15      | 5.2300%  | 0.0000% | $44000.00          | $45063.09          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $839000.00         | $879733.45         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.3%53 | 2053-05-15      | 5.3000%  | 0.0000% | $103000.00         | $96855.25          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55 | 2055-09-15      | 5.7000%  | 0.0000% | $369000.00         | $346942.41         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36 | 2036-01-15      | 5.2000%  | 0.0000% | $4767000.00        | $4825242.15        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $65000.00          | $57092.75          | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 6.4%061555    | 2055-06-15      | 6.4000%  | 0.0000% | $20000.00          | $19633.49          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $5000000.00        | $4956623.61        | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.5%091554    | 2054-09-15      | 5.5000%  | 0.0000% | $25000.00          | $21330.61          | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54 | 2054-12-15      | 6.0000%  | 0.0000% | $40000.00          | $38081.07          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 56    | 2056-08-15      | 6.0500%  | 0.0000% | $24000.00          | $23665.93          | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT 33    | 2033-03-20      | 4.3500%  | 0.0000% | $5074000.00        | $4970536.91        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 091024-091027 | 2027-09-10      | 4.5295%  | 0.0000% | $300000.00         | $301238.87         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 3.85%042828   | 2028-04-28      | 3.8500%  | 0.0000% | $103000.00         | $104128.11         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.478%040431  | 2031-04-04      | 4.4780%  | 0.0000% | $230000.00         | $232685.67         | Corporate Debt Securities |
| USB CAPITAL IX                 PERP JR SB GLBL  | 2079-12-31      | 4.9538%  | 0.0000% | $72000.00          | $57711.63          | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 30  | 2030-05-13      | 3.7500%  | 0.0000% | $813000.00         | $786183.19         | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     SR 15 FL REGS 28 | 2028-03-21      | 4.5959%  | 0.0000% | $200000.00         | $201020.72         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 49    | 2049-09-15      | 3.8750%  | 0.0000% | $200000.00         | $144242.44         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     4.812%39         | 2039-03-15      | 4.8120%  | 0.0000% | $70000.00          | $65034.81          | Corporate Debt Securities |
| VERISIGN INC                   SR GLBL NT2.7%31 | 2031-06-15      | 2.7000%  | 0.0000% | $3000000.00        | $2698800.00        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 36 | 2036-03-15      | 4.9500%  | 0.0000% | $5000000.00        | $4869037.50        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $2228000.00        | $2346782.11        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-02-24      | 4.7757%  | 0.0000% | $8000.00           | $8070.86           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $200000.00         | $181043.44         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5%022636      | 2036-02-26      | 5.0000%  | 0.0000% | $10000.00          | $9809.94           | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 6%55  | 2055-03-15      | 6.0000%  | 0.0000% | $250000.00         | $247134.17         | Corporate Debt Securities |
| WYNNTON FDG TR II              SR 144A NT 55    | 2055-08-15      | 5.9910%  | 0.0000% | $300000.00         | $297463.55         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $5009000.00        | $4891538.95        | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     VR 032726-032729 | 2029-03-27      | 4.5769%  | 0.0000% | $500000.00         | $500499.18         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.6%36 | 2036-01-15      | 5.6000%  | 0.0000% | $521000.00         | $526419.56         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.892%102236  | 2036-10-22      | 4.8920%  | 0.0000% | $913000.00         | $897512.17         | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 5.261%011237  | 2037-01-12      | 5.2610%  | 0.0000% | $4000000.00        | $3947459.89        | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -C 55 | 2055-05-15      | 6.6250%  | 0.0000% | $98000.00          | $100652.64         | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 3.25%011430   | 2030-01-14      | 3.2500%  | 0.0000% | $278000.00         | $262298.95         | Corporate Debt Securities |
| HALLIBURTON CO                 SR GLBL NT 5%45  | 2045-11-15      | 5.0000%  | 0.0000% | $30000.00          | $27030.27          | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 28    | 2028-08-11      | 5.2100%  | 0.0000% | $200000.00         | $203025.22         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR NT 5.25%33    | 2033-04-01      | 5.2500%  | 0.0000% | $2191000.00        | $2170550.67        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.512%072027  | 2027-07-20      | 1.5120%  | 0.0000% | $2108000.00        | $2094829.22        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47    | 2047-01-21      | 5.5410%  | 0.0000% | $191000.00         | $183318.78         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.4%062332    | 2032-06-23      | 5.4000%  | 0.0000% | $18525000.00       | $19085566.50       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 29 | 2029-01-21      | 4.3767%  | 0.0000% | $2000.00           | $2013.67           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-21      | 4.5160%  | 0.0000% | $612000.00         | $606866.00         | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT6.6%36 | 2036-04-01      | 6.6000%  | 0.0000% | $11000.00          | $11997.04          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.516%111955  | 2055-11-19      | 5.5160%  | 0.0000% | $427000.00         | $411557.69         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.238%010930  | 2030-01-09      | 4.2380%  | 0.0000% | $397000.00         | $395308.10         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 4.81%36    | 2036-10-22      | 4.8100%  | 0.0000% | $345000.00         | $340726.89         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-07-25      | 4.8510%  | 0.0000% | $185000.00         | $187477.80         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 27 | 2027-09-22      | 4.4109%  | 0.0000% | $1828000.00        | $1830958.45        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 4.45%041230   | 2030-04-12      | 4.4500%  | 0.0000% | $2930000.00        | $2923012.76        | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 54    | 2054-01-15      | 5.2500%  | 0.0000% | $9000.00           | $8327.19           | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 28    | 2028-03-02      | 3.9610%  | 0.0000% | $24000.00          | $23902.34          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 3.7%031351    | 2051-03-13      | 3.7000%  | 0.0000% | $25000.00          | $17819.25          | Corporate Debt Securities |
| LOEWS CORP                     SR GLBL NT 36    | 2036-04-01      | 4.9400%  | 0.0000% | $1285000.00        | $1258388.36        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 27    | 2027-08-07      | 5.9850%  | 0.0000% | $13881000.00       | $14070579.76       | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL NT 27    | 2027-09-11      | 6.0830%  | 0.0000% | $2683000.00        | $2707816.26        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 34    | 2034-02-21      | 5.1500%  | 0.0000% | $480000.00         | $480164.27         | Corporate Debt Securities |
| NRG ENERGY INC                 1LIEN GLBL 29    | 2029-06-15      | 4.4500%  | 0.0000% | $4990000.00        | $4976241.46        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.407%110129  | 2029-11-01      | 6.4070%  | 0.0000% | $30000.00          | $32068.07          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.593%050427  | 2027-05-04      | 1.5930%  | 0.0000% | $3805000.00        | $3819362.92        | Corporate Debt Securities |
| SPIRE INC                      JR SB GLBL -A 56 | 2056-06-01      | 6.2500%  | 0.0000% | $110000.00         | $111636.65         | Corporate Debt Securities |
| ORANGE S A                     SR GLBL 144A 36  | 2036-01-13      | 5.0000%  | 0.0000% | $297000.00         | $293725.08         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-07-21      | 5.3730%  | 0.0000% | $314000.00         | $317450.08         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL50 | 2050-05-01      | 5.8050%  | 0.0000% | $265000.00         | $261053.49         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $50000.00          | $49720.16          | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35    | 2035-04-15      | 5.9500%  | 0.0000% | $2750000.00        | $2841784.31        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 6.5593%  | 0.0000% | $32000.00          | $31850.30          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 37  | 2037-05-15      | 4.9260%  | 0.0000% | $258000.00         | $253843.45         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $3000.00           | $2025.81           | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $245000.00         | $185325.35         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 26    | 2026-11-04      | 1.6500%  | 0.0000% | $42000.00          | $41682.38          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 5.375%44   | 2044-01-31      | 5.3750%  | 0.0000% | $280000.00         | $261049.13         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT5.3%34 | 2034-01-19      | 5.3000%  | 0.0000% | $2461000.00        | $2468432.22        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 36    | 2036-10-24      | 4.8040%  | 0.0000% | $4212000.00        | $4145748.52        | Corporate Debt Securities |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -Q NT 36 | 2036-04-01      | 5.2000%  | 0.0000% | $1622000.00        | $1595638.90        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 27  | 2027-07-06      | 6.1870%  | 0.0000% | $1675000.00        | $1706051.48        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 27    | 2027-08-14      | 5.8870%  | 0.0000% | $555000.00         | $561896.32         | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     VR 092921-092926 | 2026-09-29      | 4.4066%  | 0.0000% | $280000.00         | $280474.60         | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 39    | 2039-01-25      | 5.4760%  | 0.0000% | $25000.00          | $24371.98          | Corporate Debt Securities |
| SOUTHERN COPPER CORP           SR NT 5.25%42    | 2042-11-08      | 5.2500%  | 0.0000% | $18000.00          | $16935.02          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     4.4%27           | 2027-07-13      | 4.4000%  | 0.0000% | $100000.00         | $100695.33         | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34    | 2034-04-03      | 5.4380%  | 0.0000% | $5359000.00        | $5524474.61        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.125%072726  | 2026-07-27      | 3.1250%  | 0.0000% | $1000000.00        | $1001865.56        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36    | 2036-04-24      | 5.6150%  | 0.0000% | $10972000.00       | $11474491.69       | Corporate Debt Securities |
| TRUIST BK                      SR FLT NT 28     | 2028-07-24      | 4.4358%  | 0.0000% | $575000.00         | $579977.85         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.35%090826   | 2026-09-08      | 4.3500%  | 0.0000% | $24000.00          | $24051.58          | Corporate Debt Securities |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 28    | 2028-08-14      | 6.9500%  | 0.0000% | $1284000.00        | $1325349.44        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 121724-121729 | 2029-12-17      | 4.6782%  | 0.0000% | $32000.00          | $32169.17          | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          SR GLBL NT 54    | 2054-09-15      | 5.3500%  | 0.0000% | $9000.00           | $8270.71           | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 36    | 2036-10-23      | 4.7840%  | 0.0000% | $5000.00           | $4941.23           | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55 | 2055-09-15      | 6.2000%  | 0.0000% | $42000.00          | $41667.17          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.211%120335  | 2035-12-03      | 5.2110%  | 0.0000% | $851000.00         | $858957.28         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.65%081548   | 2048-08-15      | 4.6500%  | 0.0000% | $50000.00          | $40737.08          | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB 6.4%66  | 2066-12-15      | 6.3156%  | 0.0000% | $35000.00          | $28819.75          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 2.35%010827   | 2027-01-08      | 2.3500%  | 0.0000% | $4730000.00        | $4682501.60        | Corporate Debt Securities |
| VERTIV HOLDINGS CO             SR NT 5.65%46    | 2046-03-15      | 5.6500%  | 0.0000% | $1454000.00        | $1388852.72        | Corporate Debt Securities |
| VAR ENERGI ASA                 SR GLBL 144A 35  | 2035-05-22      | 6.5000%  | 0.0000% | $2473000.00        | $2649477.40        | Corporate Debt Securities |
| SK HYNIX INC                   SR GLBL REGS 28  | 2028-01-17      | 6.3750%  | 0.0000% | $6000000.00        | $6275185.00        | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT2.8%41 | 2041-10-01      | 2.8000%  | 0.0000% | $2611000.00        | $1899580.83        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 55    | 2055-06-23      | 6.2500%  | 0.0000% | $2073000.00        | $2088825.05        | Corporate Debt Securities |
| BROOKFIELD FIN INC             LW TIER II GLBL  | 2055-01-15      | 6.3000%  | 0.0000% | $10000.00          | $9602.20           | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 54    | 2054-02-22      | 5.5500%  | 0.0000% | $25000.00          | $24112.06          | Corporate Debt Securities |
| CENOVUS ENERGY INC             SR NT 5.4%36     | 2036-03-20      | 5.4000%  | 0.0000% | $2198000.00        | $2182438.16        | Corporate Debt Securities |
| CANADIAN NATL RY CO            SR GLBL NT4.2%31 | 2031-03-12      | 4.2000%  | 0.0000% | $520000.00         | $513238.27         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 52    | 2052-03-17      | 4.9500%  | 0.0000% | $50000.00          | $41516.25          | Corporate Debt Securities |
| DNB BANK ASA                   FR 4.832%033032  | 2032-03-30      | 4.8320%  | 0.0000% | $3387000.00        | $3372503.64        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL BD5.6%42 | 2042-06-15      | 5.6000%  | 0.0000% | $991000.00         | $984745.69         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $40000.00          | $35805.33          | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT6.5%37 | 2037-02-15      | 6.5000%  | 0.0000% | $5000000.00        | $5350977.78        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $30000.00          | $25338.80          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36 | 2036-05-01      | 5.2000%  | 0.0000% | $4845000.00        | $4735223.07        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.7%56 | 2056-02-04      | 6.7000%  | 0.0000% | $235000.00         | $218909.16         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%40 | 2040-04-01      | 3.6000%  | 0.0000% | $65000.00          | $47794.50          | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $15000.00          | $14749.37          | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 45    | 2045-11-15      | 4.0500%  | 0.0000% | $7246000.00        | $5908533.32        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 46    | 2046-02-04      | 6.5500%  | 0.0000% | $469000.00         | $438412.21         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 39    | 2039-07-08      | 6.1250%  | 0.0000% | $100000.00         | $96137.15          | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 7.778%062054  | 2054-06-20      | 7.7780%  | 0.0000% | $3437000.00        | $3978504.89        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 43    | 2043-02-10      | 5.6250%  | 0.0000% | $95000.00          | $90277.43          | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 34    | 2034-01-26      | 4.8210%  | 0.0000% | $2000.00           | $1999.01           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 37    | 2037-01-15      | 5.0460%  | 0.0000% | $400000.00         | $395957.07         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27    | 2027-10-18      | 3.3520%  | 0.0000% | $275000.00         | $275252.21         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 4%50  | 2050-03-22      | 4.0000%  | 0.0000% | $145000.00         | $109654.80         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.1%060326    | 2026-06-03      | 4.1000%  | 0.0000% | $170000.00         | $172123.11         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.9%081547    | 2047-08-15      | 4.9000%  | 0.0000% | $12000.00          | $10340.53          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL FLT NT 26   | 2026-07-13      | 4.9708%  | 0.0000% | $2427000.00        | $2458136.70        | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 46    | 2046-02-12      | 5.5460%  | 0.0000% | $25000.00          | $24751.97          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 5%061548      | 2048-06-15      | 5.0000%  | 0.0000% | $15000.00          | $13256.58          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR NT 4.85%54    | 2054-08-15      | 4.8500%  | 0.0000% | $775000.00         | $639117.10         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50    | 2050-11-20      | 2.8750%  | 0.0000% | $2758000.00        | $1695016.62        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.4%022631    | 2031-02-26      | 4.4000%  | 0.0000% | $10000.00          | $9912.21           | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 30    | 2030-05-12      | 4.8750%  | 0.0000% | $4951000.00        | $5028250.04        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-10-21      | 4.3690%  | 0.0000% | $1666000.00        | $1660698.42        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 26   | 2026-12-15      | 4.1250%  | 0.0000% | $100000.00         | $101128.58         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-07-22      | 4.5959%  | 0.0000% | $50000.00          | $50533.81          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 45    | 2045-11-29      | 5.5340%  | 0.0000% | $462000.00         | $459423.94         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $3000.00           | $3111.36           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.783%121729  | 2029-12-17      | 4.7830%  | 0.0000% | $6763000.00        | $6916571.20        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.25%091828   | 2028-09-18      | 4.2500%  | 0.0000% | $304000.00         | $301691.04         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $1000.00           | $994.42            | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 26    | 2026-09-30      | 4.9500%  | 0.0000% | $36000.00          | $36145.80          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 071723-071726 | 2026-07-17      | 4.7471%  | 0.0000% | $4000000.00        | $4047001.13        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $50000.00          | $50383.28          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT51 | 2051-07-15      | 3.5000%  | 0.0000% | $51000.00          | $34009.80          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 28    | 2028-11-17      | 6.7500%  | 0.0000% | $3000000.00        | $3214755.00        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 36    | 2036-04-15      | 4.7500%  | 0.0000% | $2152000.00        | $2090634.52        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $3489000.00        | $2468923.20        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 35    | 2035-01-22      | 5.6760%  | 0.0000% | $949000.00         | $983969.70         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.192%041731  | 2031-04-17      | 5.1920%  | 0.0000% | $45000.00          | $46626.86          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.699%012231  | 2031-01-22      | 2.6990%  | 0.0000% | $194000.00         | $180624.30         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.25%111533   | 2033-11-15      | 5.2500%  | 0.0000% | $28000.00          | $27988.33          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 5.6829%  | 0.0000% | $12000.00          | $12206.61          | Corporate Debt Securities |
| RTX CORPORATION                SR NT 6.4%54     | 2054-03-15      | 6.4000%  | 0.0000% | $25000.00          | $26913.11          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 36    | 2036-03-15      | 5.1500%  | 0.0000% | $2403000.00        | $2386067.53        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.196%061727  | 2027-06-17      | 3.1960%  | 0.0000% | $3700000.00        | $3723320.69        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.108%060827  | 2027-06-08      | 4.1080%  | 0.0000% | $1481000.00        | $1495535.36        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.808%060330  | 2030-06-03      | 4.8080%  | 0.0000% | $185000.00         | $188960.77         | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT4.2%31 | 2031-03-01      | 4.2000%  | 0.0000% | $365000.00         | $361258.75         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8%032139      | 2039-03-21      | 11.1459% | 0.0000% | $5000.00           | $4184.70           | Corporate Debt Securities |
| US BANCORP                     ALT TIER I PERP  | 2079-12-31      | 5.3000%  | 0.0000% | $50000.00          | $50798.94          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-07-24      | 4.0320%  | 0.0000% | $4454000.00        | $3525225.20        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 2%091031      | 2031-09-10      | 2.0000%  | 0.0000% | $42000.00          | $36958.60          | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.4%36 | 2036-07-30      | 5.4000%  | 0.0000% | $258000.00         | $257218.26         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-02-24      | 4.8357%  | 0.0000% | $136000.00         | $137314.57         | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT6.5%53 | 2053-02-15      | 6.5000%  | 0.0000% | $106000.00         | $109009.93         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-02-04      | 1.9530%  | 0.0000% | $100000.00         | $88067.23          | Corporate Debt Securities |
| BANK AMERICA CORP              SR GLBL NT 28    | 2028-12-20      | 3.4190%  | 0.0000% | $2000.00           | $1981.08           | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $270000.00         | $273289.87         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5%012144      | 2044-01-21      | 5.0000%  | 0.0000% | $34000.00          | $31763.56          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.496%021331  | 2031-02-13      | 2.4960%  | 0.0000% | $69000.00          | $63914.56          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.311%042242  | 2042-04-22      | 3.3110%  | 0.0000% | $1350000.00        | $1039788.34        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 060424-060427 | 2027-06-04      | 4.4315%  | 0.0000% | $64000.00          | $64416.29          | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 27    | 2027-12-15      | 3.3370%  | 0.0000% | $2269000.00        | $2256987.03        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 5.37%060427   | 2027-06-04      | 5.3700%  | 0.0000% | $4195000.00        | $4317798.14        | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL NT 7.437%33 | 2033-11-02      | 7.4370%  | 0.0000% | $560000.00         | $640998.91         | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 35  | 2035-11-06      | 5.1270%  | 0.0000% | $4600000.00        | $4555335.92        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-06-03      | 2.5720%  | 0.0000% | $1000.00           | $922.80            | Corporate Debt Securities |
| CITIGROUP INC                  FR 5%093044      | 2044-09-30      | 5.0000%  | 0.0000% | $25000.00          | $22776.25          | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34   | 2034-03-15      | 5.9000%  | 0.0000% | $4665000.00        | $4903298.57        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-11-03      | 2.5200%  | 0.0000% | $95000.00          | $84505.35          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 33    | 2033-01-25      | 3.0570%  | 0.0000% | $81000.00          | $73423.62          | Corporate Debt Securities |
| VULCAN MATLS CO                SR GLBL NT5.7%54 | 2054-12-01      | 5.7000%  | 0.0000% | $200000.00         | $196982.00         | Corporate Debt Securities |
| BANK AMERICA CORP              VR 012425-012431 | 2031-01-24      | 4.6751%  | 0.0000% | $119000.00         | $119647.02         | Corporate Debt Securities |
| ANGLO AMERICAN PLC             SR 144A NT 5%33  | 2033-03-21      | 5.0000%  | 0.0000% | $3000000.00        | $2952020.00        | Corporate Debt Securities |
| BANK AMERICA CORP              VR 042221-072227 | 2027-07-22      | 4.6358%  | 0.0000% | $1000000.00        | $1009960.42        | Corporate Debt Securities |
| BPCE                           FR 6.027%052836  | 2036-05-28      | 6.0270%  | 0.0000% | $1140000.00        | $1184291.56        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.7%55   | 2055-02-15      | 5.7000%  | 0.0000% | $1000.00           | $948.48            | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 44    | 2044-01-15      | 4.2500%  | 0.0000% | $19000.00          | $14030.78          | Corporate Debt Securities |
| CENCORA INC                    SR GLBL NT 30    | 2030-11-15      | 4.2500%  | 0.0000% | $4997000.00        | $4923627.38        | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT5.9%55 | 2055-08-15      | 5.9000%  | 0.0000% | $335000.00         | $331441.93         | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 | 2046-02-01      | 4.9000%  | 0.0000% | $840000.00         | $760323.20         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090524-100526 | 2026-10-05      | 4.3983%  | 0.0000% | $1940000.00        | $1961471.54        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.2%26 | 2026-10-21      | 3.2000%  | 0.0000% | $6000.00           | $6048.61           | Corporate Debt Securities |
| CITIGROUP INC                  FR 3%123127      | 2027-12-31      | 3.0000%  | 0.0000% | $47000.00          | $45541.12          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-05-24      | 4.6580%  | 0.0000% | $9000.00           | $9159.14           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 29    | 2029-04-23      | 4.0750%  | 0.0000% | $501000.00         | $506167.68         | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL 144A NT 37  | 2037-01-15      | 5.1680%  | 0.0000% | $2256000.00        | $2211309.14        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT6.2%55 | 2055-09-15      | 6.2000%  | 0.0000% | $100000.00         | $98779.56          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT47 | 2047-06-15      | 5.5000%  | 0.0000% | $517000.00         | $479313.00         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.708%031232  | 2032-03-12      | 4.7080%  | 0.0000% | $3000000.00        | $2976402.00        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-11-15      | 3.9640%  | 0.0000% | $340000.00         | $267316.54         | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $2041000.00        | $2070587.70        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT5.2%45 | 2045-04-01      | 5.2000%  | 0.0000% | $50000.00          | $44456.50          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56   | 2056-03-01      | 5.8500%  | 0.0000% | $2405000.00        | $2357260.75        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.2%103144    | 2044-10-31      | 5.2000%  | 0.0000% | $50000.00          | $47569.33          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-10-22      | 4.5050%  | 0.0000% | $134000.00         | $136735.89         | Corporate Debt Securities |
| KEYCORP                        FR 5.305%012837  | 2037-01-28      | 5.3050%  | 0.0000% | $266000.00         | $261760.96         | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 36    | 2036-09-22      | 5.1360%  | 0.0000% | $1624000.00        | $1563398.82        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 49    | 2049-09-13      | 3.2500%  | 0.0000% | $31000.00          | $20699.47          | Corporate Debt Securities |
| EOG RES INC                    SR GLBL NT4.4%31 | 2031-01-15      | 4.4000%  | 0.0000% | $127000.00         | $126970.65         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $81000.00          | $81139.05          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $136000.00         | $137165.22         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $6140000.00        | $4720967.54        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 3.6%061526    | 2026-06-15      | 3.6000%  | 0.0000% | $34000.00          | $34329.46          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5%021336      | 2036-02-13      | 5.0000%  | 0.0000% | $175000.00         | $174684.42         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.625%090129  | 2029-09-01      | 2.6250%  | 0.0000% | $15000.00          | $14223.26          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 46    | 2046-07-08      | 5.7960%  | 0.0000% | $2025000.00        | $1983756.82        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.5%54 | 2054-05-15      | 5.5000%  | 0.0000% | $5000.00           | $4458.09           | Corporate Debt Securities |
| GE VERNOVA INC                 SR NT 5.5%56     | 2056-02-04      | 5.5000%  | 0.0000% | $6000.00           | $5797.37           | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 5.625%33   | 2033-09-07      | 5.6250%  | 0.0000% | $9620000.00        | $10035295.40       | Corporate Debt Securities |
| KEB HANA BANK                  FR 3.5%          | 2500-12-31      | 3.5000%  | 0.0000% | $300000.00         | $301851.00         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%56  | 2056-05-01      | 6.0000%  | 0.0000% | $2715000.00        | $2592752.60        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 28    | 2028-03-13      | 4.0410%  | 0.0000% | $3685000.00        | $3674315.34        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-04-26      | 4.3230%  | 0.0000% | $58000.00          | $59008.21          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            GLBL FLT NT 27   | 2027-04-22      | 4.5509%  | 0.0000% | $15000.00          | $15133.07          | Corporate Debt Securities |
| SUNTRUST PFD CAP I             PERP JR SB GLBL  | 2079-12-31      | 4.5806%  | 0.0000% | $117000.00         | $87599.75          | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.25%44  | 2044-02-05      | 5.2500%  | 0.0000% | $335000.00         | $309110.08         | Corporate Debt Securities |
| SNAM S.P.A.                    GLBL A 144A NT30 | 2030-05-28      | 5.0000%  | 0.0000% | $3850000.00        | $3939871.83        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30 | 2030-02-07      | 2.6000%  | 0.0000% | $10000.00          | $9309.00           | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54 | 2054-10-15      | 5.6000%  | 0.0000% | $2200000.00        | $2021276.89        | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL NT5.9%54 | 2054-04-30      | 5.9000%  | 0.0000% | $143000.00         | $142900.38         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 53    | 2053-02-06      | 5.5500%  | 0.0000% | $2539000.00        | $2036021.98        | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $5476000.00        | $5493730.07        | Corporate Debt Securities |
| CAIXABANK S A                  FR 6.84%091334   | 2034-09-13      | 6.8400%  | 0.0000% | $3150000.00        | $3431610.00        | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN FIX/FLOAT LKD26  | 2026-12-28      | 4.9624%  | 0.0000% | $50000.00          | $49942.68          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36   | 2036-01-30      | 6.1830%  | 0.0000% | $2892000.00        | $2952746.46        | Corporate Debt Securities |
| CHENIERE ENERGY INC            SR GLBL 144A 56  | 2056-07-30      | 6.0000%  | 0.0000% | $535000.00         | $531634.85         | Corporate Debt Securities |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2027 27 | 2027-11-29      | 6.5500%  | 0.0000% | $766000.00         | $806113.29         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 2.45%020232   | 2032-02-02      | 2.4500%  | 0.0000% | $31000.00          | $27463.68          | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $401000.00         | $364396.50         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.5%032539    | 2039-03-25      | 5.5000%  | 0.0000% | $25000.00          | $23952.67          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.687%042232  | 2032-04-22      | 2.6870%  | 0.0000% | $435000.00         | $398476.35         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL  | 2085-10-27      | 6.8750%  | 0.0000% | $15000.00          | $14904.03          | Corporate Debt Securities |
| BAC CAP TR XIV                 PERP JR SB -G NT | 2099-01-01      | 4.3356%  | 0.0000% | $83000.00          | $65678.48          | Corporate Debt Securities |
| BANCO SANTANDER SA             LW TIER II 30    | 2030-12-03      | 2.7490%  | 0.0000% | $400000.00         | $361576.24         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.299%072132  | 2032-07-21      | 2.2990%  | 0.0000% | $7000.00           | $6194.44           | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT 51    | 2051-12-01      | 3.6500%  | 0.0000% | $40000.00          | $27800.67          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55    | 2055-11-30      | 5.8750%  | 0.0000% | $5322000.00        | $5267213.71        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 45    | 2045-11-30      | 5.7500%  | 0.0000% | $195000.00         | $192867.62         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.15%012429   | 2029-01-24      | 4.1500%  | 0.0000% | $50000.00          | $50000.18          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT5.3%34 | 2034-02-15      | 5.3000%  | 0.0000% | $2515000.00        | $2517319.39        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 4.1%031531    | 2031-03-15      | 4.1000%  | 0.0000% | $358000.00         | $356972.94         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.892%091536  | 2036-09-15      | 4.8920%  | 0.0000% | $4000.00           | $3882.10           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 40    | 2040-04-15      | 4.3750%  | 0.0000% | $113000.00         | $100777.20         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 35    | 2035-06-15      | 5.9500%  | 0.0000% | $1075000.00        | $1123309.90        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 54    | 2054-01-15      | 5.7500%  | 0.0000% | $50000.00          | $48314.94          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $2627000.00        | $1720124.57        | Corporate Debt Securities |
| SWEDBANK AB                    FR 4.898%033031  | 2031-03-30      | 4.8980%  | 0.0000% | $4100000.00        | $4105576.00        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-11-15      | 5.8750%  | 0.0000% | $70000.00          | $69457.81          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 32    | 2032-04-29      | 4.5660%  | 0.0000% | $1935000.00        | $1907646.20        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 41   | 2041-02-02      | 5.3870%  | 0.0000% | $5875000.00        | $5696627.33        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $505000.00         | $444676.63         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8.5%021539    | 2039-02-15      | 10.7046% | 0.0000% | $10000.00          | $8587.80           | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $246000.00         | $162779.43         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 4%42  | 2042-06-20      | 4.0000%  | 0.0000% | $500000.00         | $409496.11         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $45000.00          | $43191.00          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $225000.00         | $217545.00         | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $10000.00          | $9864.07           | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.123%060628  | 2028-06-06      | 4.1230%  | 0.0000% | $126000.00         | $127072.35         | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT 52    | 2052-07-15      | 4.9500%  | 0.0000% | $9000.00           | $8121.78           | Corporate Debt Securities |
| NATL BANK OF CANADA            FR 4.95%020128   | 2028-02-01      | 4.9500%  | 0.0000% | $22566000.00       | $22836115.02       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-10-21      | 4.5867%  | 0.0000% | $14000.00          | $14153.52          | Corporate Debt Securities |
| RAYONIER L P                   GLBL NT 2.75%31  | 2031-05-17      | 2.7500%  | 0.0000% | $857000.00         | $778049.83         | Corporate Debt Securities |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36 | 2036-01-15      | 5.4500%  | 0.0000% | $6415000.00        | $6508309.74        | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30    | 2030-09-15      | 1.7500%  | 0.0000% | $10426000.00       | $9226152.75        | Corporate Debt Securities |
| WESTROCK CO                    SR GLBL DEB 47   | 2047-03-01      | 7.5500%  | 0.0000% | $10000.00          | $11024.02          | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL NT 36    | 2036-07-01      | 4.2500%  | 0.0000% | $129000.00         | $119454.65         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31    | 2031-09-12      | 4.5270%  | 0.0000% | $389000.00         | $384973.56         | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT3.5%53 | 2053-02-14      | 3.5000%  | 0.0000% | $40000.00          | $27867.58          | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR NT 5.25%38    | 2038-02-27      | 5.2500%  | 0.0000% | $3500000.00        | $3330209.17        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-06-01      | 2.1820%  | 0.0000% | $12000.00          | $11778.04          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 2.45%011232   | 2032-01-12      | 2.4500%  | 0.0000% | $260000.00         | $230470.86         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT4.7%46 | 2046-05-15      | 4.7000%  | 0.0000% | $135000.00         | $121581.75         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34 | 2034-04-14      | 6.2000%  | 0.0000% | $390000.00         | $406009.93         | Corporate Debt Securities |
| SOCIETE GENERALE               FR 5.439%100336  | 2036-10-03      | 5.4390%  | 0.0000% | $240000.00         | $240036.68         | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL REGS 30  | 2030-07-16      | 4.8760%  | 0.0000% | $5000000.00        | $5074191.67        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54 | 2054-04-15      | 5.7500%  | 0.0000% | $222000.00         | $211355.96         | Corporate Debt Securities |

### Security 648: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCP76, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GCP76
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 | 2045-08-15      | 2.8750%  | 0.0000% | $17236700.00       | $12833127.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips)        |
| GNRA 2025-131 AF       | 2055-08-20      | 4.9229%  | 0.0000% | $1000.00           | $958.78            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 4.5729%  | 0.0000% | $50000000.00       | $23518444.01       | Agency Collateralized Mortgage Obligation |
| GNII SF DO0915 C       | 2056-01-20      | 5.5000%  | 0.0000% | $433708.00         | $448607.61         | Agency Mortgage-Backed Securities         |
| GNPL PN DM8128         | 2061-03-15      | 5.7100%  | 0.0000% | $1000.00           | $1040.69           | Agency Mortgage-Backed Securities         |
| GNRA 2021-214 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $541535.00         | $339167.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $49998423.00       | $27651525.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 4.8729%  | 0.0000% | $50000000.00       | $13700341.79       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8428 M       | 2052-11-20      | 5.0000%  | 0.0000% | $7780402.00        | $5721525.29        | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $2414.00           | $2368.24           | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $7864048.00        | $5847623.77        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL2533   | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $909.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5366   | 2042-06-01      | 3.5000%  | 0.0000% | $7583018.00        | $1204994.66        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CZAB9638   | 2053-06-01      | 3.5000%  | 0.0000% | $1000.00           | $211.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0200   | 2029-10-01      | 4.5000%  | 0.0000% | $1000.00           | $11.23             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1697   | 2055-12-01      | 5.5000%  | 0.0000% | $103264.00         | $103415.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB8559   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $208.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA1960   | 2034-07-01      | 4.0000%  | 0.0000% | $1000.00           | $90.70             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6428   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $734.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1014   | 2055-09-01      | 5.5000%  | 0.0000% | $21210.00          | $20638.66          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $69497300.00       | $43451216.20       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS5443   | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $706.95            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $19300.00          | $19032.42          | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD2363   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $710.31            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $25000.00          | $21863.71          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3871   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $902.18            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH4465   | 2053-11-01      | 7.0000%  | 0.0000% | $1057960.00        | $813576.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-03-25      | 4.9619%  | 0.0000% | $1336.00           | $994.06            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $26297600.00       | $16429046.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 FH       | 2055-01-20      | 4.9729%  | 0.0000% | $26135429.00       | $17262341.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FN       | 2055-11-20      | 5.0729%  | 0.0000% | $149835998.00      | $130514645.37      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 4.7829%  | 0.0000% | $99908700.00       | $78000300.94       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $3700.00           | $3859.81           | U.S. Treasuries (including strips)        |
| GNRA 2025-169 FC       | 2055-10-20      | 4.6729%  | 0.0000% | $99997500.00       | $94990469.43       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $941.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1522   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $643.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3775   | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $108.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0213   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $952.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9436   | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $826.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700   | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4447.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7735   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $965.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0849   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $471.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2639   | 2052-01-01      | 2.5000%  | 0.0000% | $1147772.00        | $776627.03         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY6711   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $729.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6560   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $838.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0710   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $889.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIBW2682   | 2041-03-01      | 4.5000%  | 0.0000% | $1654165.00        | $1651468.71        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM1565   | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $264.35            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8767   | 2048-10-01      | 4.5000%  | 0.0000% | $3184.00           | $309.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2796   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $961.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2716   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $982.37            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ5943   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1945   | 2052-08-01      | 3.5000%  | 0.0000% | $665272.00         | $578010.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9292   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $595.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNFM7387   | 2028-06-01      | 3.5000%  | 0.0000% | $1005.00           | $85.36             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7075   | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $326.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX2186   | 2052-11-01      | 4.5000%  | 0.0000% | $6000.00           | $4997.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4889   | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $731.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4343   | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $211.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4468   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $259.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 KL793282   | 2034-05-01      | 5.5000%  | 0.0000% | $1000.00           | $118.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP6326   | 2042-09-01      | 3.5000%  | 0.0000% | $1002.00           | $121.71            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.95             | U.S. Treasuries (including strips)        |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $173646.00         | $135603.22         | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF       | 2054-09-20      | 4.8729%  | 0.0000% | $121282752.00      | $90690815.72       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0180 M       | 2040-02-20      | 5.5000%  | 0.0000% | $6000.00           | $4266.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5585   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $900.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $1023.00           | $665.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $105522.00         | $76071.39          | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422         | 2059-09-15      | 5.6900%  | 0.0000% | $5000.00           | $5179.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2247   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $763.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0307   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $942.33            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5892   | 2055-10-01      | 6.0000%  | 0.0000% | $6060.00           | $6311.97           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5017   | 2030-03-01      | 3.0000%  | 0.0000% | $384997.00         | $44387.84          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4950   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $255.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7425   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN1642   | 2048-11-01      | 4.5000%  | 0.0000% | $1024.00           | $240.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1892   | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $95.44             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461   | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $157.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4223   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6730   | 2050-08-01      | 3.0000%  | 0.0000% | $4551362.00        | $2323754.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5862   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.61            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA2203   | 2055-08-01      | 7.0000%  | 0.0000% | $6114.00           | $4927.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $150320.00         | $124965.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFS4542   | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $691.91            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY8878   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.74           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ4633   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $867.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5054   | 2052-12-01      | 5.5000%  | 0.0000% | $116598.00         | $87606.55          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5073   | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $912.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4101   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $405.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3314   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $51000.00          | $37840.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4371   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $743.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4374   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $724.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5134   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $715.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8462   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $660.30            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4419   | 2036-09-01      | 2.5000%  | 0.0000% | $6000.00           | $2919.30           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $400.00            | $393.77            | U.S. Treasuries (including strips)        |
| GNRA 2025-024 FD       | 2055-02-20      | 4.7429%  | 0.0000% | $4212500.00        | $3077853.58        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $1001.00           | $600.37            | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $24049641.00       | $15253412.33       | Agency Collateralized Mortgage Obligation |
| GNMI JP 783707 X       | 2028-01-15      | 2.5000%  | 0.0000% | $1849468.00        | $28186.82          | Agency Mortgage-Backed Securities         |
| GNRA 2021-175 BF       | 2051-10-20      | 3.5000%  | 0.0000% | $39053465.00       | $24767097.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 TF       | 2052-02-20      | 3.5000%  | 0.0000% | $49997568.00       | $21233828.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 FE       | 2055-04-20      | 4.7229%  | 0.0000% | $535778.00         | $455430.26         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFS4786   | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $741.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1514   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6204   | 2055-02-01      | 6.0000%  | 0.0000% | $372452.00         | $276947.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0717   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $934.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5429   | 2044-07-01      | 5.5000%  | 0.0000% | $6000.00           | $3569.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $764.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $722.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3743   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $843.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1079   | 2054-12-01      | 5.5000%  | 0.0000% | $28840459.00       | $26076369.43       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8391   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.19           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5646   | 2051-07-01      | 3.0000%  | 0.0000% | $1008.00           | $690.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8300   | 2052-12-01      | 5.5000%  | 0.0000% | $10478983.00       | $7841124.35        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6397   | 2051-11-01      | 2.5000%  | 0.0000% | $715848.00         | $426051.93         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2797   | 2050-06-01      | 3.0000%  | 0.0000% | $6000.00           | $2496.72           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1552   | 2051-11-01      | 2.5000%  | 0.0000% | $363568.00         | $232423.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0840   | 2052-03-01      | 3.0000%  | 0.0000% | $1449786.00        | $880015.89         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2232   | 2052-04-01      | 3.5000%  | 0.0000% | $2624.00           | $1632.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5955   | 2046-01-01      | 5.0000%  | 0.0000% | $641635.00         | $629150.22         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2933   | 2055-09-01      | 6.0000%  | 0.0000% | $953600.00         | $950618.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1175   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $782.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0179   | 2057-01-01      | 3.5000%  | 0.0000% | $1024.00           | $337.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 R3BF0748   | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $665.10            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.96             | U.S. Treasuries (including strips)        |
| GNRA 2024-171 FA       | 2054-10-20      | 4.8229%  | 0.0000% | $80956209.00       | $60462209.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8729%  | 0.0000% | $23718880.00       | $22218107.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE       | 2055-04-20      | 4.7229%  | 0.0000% | $9509575.00        | $6278316.88        | Agency Collateralized Mortgage Obligation |
| GNII SF DP7284 C       | 2056-02-20      | 6.5000%  | 0.0000% | $697700.00         | $736125.50         | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $2344272.00        | $1474096.43        | Agency Mortgage-Backed Securities         |
| GNII SP 785535 C       | 2051-06-20      | 3.0000%  | 0.0000% | $1000.00           | $549.56            | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 FW       | 2055-08-20      | 4.7729%  | 0.0000% | $100000000.00      | $97403052.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 4.8229%  | 0.0000% | $100000000.00      | $58974031.46       | Agency Collateralized Mortgage Obligation |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $12925737.00       | $1233069.28        | Agency Mortgage-Backed Securities         |
| GNII SF MB0399 M       | 2040-06-20      | 5.0000%  | 0.0000% | $6000.00           | $5221.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA7420 M       | 2051-06-20      | 3.5000%  | 0.0000% | $33129728.00       | $15622770.72       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4397   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $907.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0237   | 2055-04-01      | 6.5000%  | 0.0000% | $666840.00         | $462793.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6610   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $918.36            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL2893   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $914.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4668   | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.34           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ0378   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $959.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3255   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $920.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9660   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9665   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $866.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1716   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $818.59            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1014   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $605.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4035   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $746.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL959606   | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $22.10             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI9816   | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $657.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO5204   | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $995.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0832   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8863   | 2050-02-25      | 3.0000%  | 0.0000% | $1024.00           | $798.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8843   | 2054-07-01      | 5.5000%  | 0.0000% | $22085463.00       | $20369962.00       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7561   | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $767.79            | Agency Mortgage-Backed Securities         |
| GNII SF DO6775 C       | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3481   | 2055-02-15      | 5.5000%  | 0.0000% | $1000.00           | $923.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4421   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M       | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $85.29             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6342   | 2055-02-01      | 6.0000%  | 0.0000% | $1431860.00        | $405026.70         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8670   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $952.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5076   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $914.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2314   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $858.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1859   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $792.67            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8834   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0549   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108   | 2053-08-01      | 6.0000%  | 0.0000% | $7190090.00        | $4631240.09        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8027   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $731.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQMA0675   | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $64.04             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZLFP0039   | 2050-11-25      | 3.5000%  | 0.0000% | $1024.00           | $775.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3815   | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $719.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3332   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $722.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS3604   | 2043-08-01      | 5.5000%  | 0.0000% | $1000.00           | $592.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0390   | 2055-05-01      | 5.5000%  | 0.0000% | $889827.00         | $865614.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5590   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $615.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1395   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $991.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7010   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $852.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0879   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $628.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1280   | 2055-02-01      | 5.0000%  | 0.0000% | $6000.00           | $5663.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9242   | 2051-10-01      | 3.0000%  | 0.0000% | $2777151.00        | $1638286.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $261008.00         | $217776.39         | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $5000.00           | $4098.76           | Agency Mortgage-Backed Securities         |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7729%  | 0.0000% | $99748376.00       | $91909006.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 GF       | 2055-10-20      | 4.6729%  | 0.0000% | $46224329.00       | $44112181.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 4.8729%  | 0.0000% | $12875200.00       | $8299557.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FB       | 2055-11-20      | 5.0729%  | 0.0000% | $100000000.00      | $87561983.02       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $12971314.00       | $12940444.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1570   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $832.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4402   | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $904.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3181   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $861.27            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX6829   | 2055-02-01      | 6.5000%  | 0.0000% | $1008.00           | $526.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0962   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $977.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $475.06            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $273.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5834   | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $806.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9111   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1015   | 2055-09-01      | 5.5000%  | 0.0000% | $6064.00           | $5807.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFS9735   | 2044-04-01      | 6.0000%  | 0.0000% | $1000.00           | $757.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3029   | 2032-06-01      | 3.0000%  | 0.0000% | $249997.00         | $24417.24          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1260   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $954.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIDA8512   | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $412.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8242   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $833.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5270   | 2053-07-01      | 5.5000%  | 0.0000% | $1096000.00        | $870246.59         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $685.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $885.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7680   | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $454.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $872.90            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5798   | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $414.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM5575   | 2036-01-01      | 3.5000%  | 0.0000% | $1000.00           | $399.54            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $5319663.00        | $3697308.52        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $469.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9304   | 2054-10-01      | 5.0000%  | 0.0000% | $650000.00         | $581347.57         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $765.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6898   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $908.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAQ4086   | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $153.74            | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8729%  | 0.0000% | $1415500.00        | $878169.07         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 4.8229%  | 0.0000% | $61635600.00       | $44820279.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.1229%  | 0.0000% | $18069702.00       | $16051571.40       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQJ3013   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $942.52            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ3763   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $873.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1439   | 2054-08-01      | 5.5000%  | 0.0000% | $258643.00         | $254440.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1502   | 2048-11-01      | 3.5000%  | 0.0000% | $4449.00           | $1150.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1763   | 2048-03-01      | 3.5000%  | 0.0000% | $6175.00           | $960.70            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8721   | 2053-04-01      | 4.5000%  | 0.0000% | $396219.00         | $338050.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $12594614.00       | $841620.81         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8576   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $794.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4253   | 2053-11-01      | 6.5000%  | 0.0000% | $2612876.00        | $1872011.16        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9826   | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $401.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7077   | 2052-05-01      | 3.5000%  | 0.0000% | $1004.00           | $751.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $589.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8380   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2012.41           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5349   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $708.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9903   | 2056-01-01      | 5.0000%  | 0.0000% | $4009250.00        | $3964684.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2849   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.14            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0352   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $598.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4940   | 2053-03-01      | 5.0000%  | 0.0000% | $335000.00         | $254504.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9668   | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $958.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4632   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $510.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS7284   | 2053-12-01      | 4.5000%  | 0.0000% | $1008.00           | $800.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6366   | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $751.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4075   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $983.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1926   | 2054-09-01      | 6.5000%  | 0.0000% | $3904035.00        | $4002229.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6407   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5783   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $904.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6316   | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $993.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $6000.00           | $5497.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8331   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $834.96            | Agency Mortgage-Backed Securities         |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9729%  | 0.0000% | $11659000.00       | $10385159.77       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ4689   | 2055-08-01      | 5.0000%  | 0.0000% | $1313725.00        | $1234161.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3004   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $879.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA0839   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $959.75            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1397   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $734.51            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5144   | 2055-10-01      | 4.5000%  | 0.0000% | $1008.00           | $961.57            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0911   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $632.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3304   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $798.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4125   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $771.82            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8045   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $475.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1918   | 2051-10-01      | 3.0000%  | 0.0000% | $45937451.00       | $27024805.60       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9049   | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $641.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9045   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $812.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1827.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5295   | 2048-04-01      | 3.5000%  | 0.0000% | $1001.00           | $397.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0389   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $983.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1203   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.90           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX4190   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $734.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3572   | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $21.01             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2457   | 2054-09-01      | 6.0000%  | 0.0000% | $6048.00           | $4864.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0137   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3093   | 2054-12-01      | 6.0000%  | 0.0000% | $3879980.00        | $3224126.70        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1505   | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $888.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1259   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $942.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4675   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $799.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA2161   | 2029-12-01      | 3.5000%  | 0.0000% | $1000.00           | $70.85             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3057   | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $105.55            | Agency Mortgage-Backed Securities         |
| GNRA 2025-174 YF       | 2055-09-20      | 4.6729%  | 0.0000% | $85012094.00       | $82866934.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 FH       | 2055-09-20      | 4.7729%  | 0.0000% | $100000000.00      | $92450233.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 4.8029%  | 0.0000% | $31098856.00       | $26463210.50       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0688 M       | 2055-09-20      | 6.5000%  | 0.0000% | $638715.00         | $655333.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7142   | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $186.63            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI9213   | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $720.41            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $32482627.00       | $17461121.67       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ1814   | 2054-08-01      | 7.0000%  | 0.0000% | $589780.00         | $616783.75         | Agency Mortgage-Backed Securities         |

### Security 649: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GDLR4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GDLR4
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLAS6185 | 2045-11-01      | 3.5000%  | 0.0000% | $21500000.00       | $4175329.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9225 | 2042-06-01      | 3.5000%  | 0.0000% | $598979.00         | $49043.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL7521 | 2039-06-01      | 5.0000%  | 0.0000% | $2991268.00        | $318047.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL836635 | 2035-10-01      | 5.5000%  | 0.0000% | $525000.00         | $3307.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889656 | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $105754.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  | 0.0000% | $13000.00          | $10299.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $56953000.00       | $45826964.06       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $315000.00         | $1934.37           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5851 | 2055-10-01      | 4.5000%  | 0.0000% | $4162000.00        | $3946740.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $39000.00          | $32805.66          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5237 | 2038-12-01      | 6.5000%  | 0.0000% | $50000.00          | $20953.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  | 0.0000% | $1550000.00        | $1044667.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $513000.00         | $359378.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2694 | 2052-08-01      | 4.5000%  | 0.0000% | $232500.00         | $159567.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $334972.00         | $161243.20         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0222 | 2042-01-01      | 1.5000%  | 0.0000% | $3000000.00        | $1848804.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM5721 | 2040-12-01      | 3.0000%  | 0.0000% | $136000.00         | $68005.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1337 | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1267991.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $374179.00         | $255724.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8796 | 2051-09-01      | 3.0000%  | 0.0000% | $55832132.00       | $32171476.06       | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZLFP0112 | 2040-10-25      | 5.5000%  | 0.0000% | $15388227.00       | $11871072.36       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $76000.00          | $60051.99          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  | 0.0000% | $280488.00         | $237560.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9504 | 2054-10-01      | 5.5000%  | 0.0000% | $715000.00         | $647946.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0474 | 2040-05-01      | 5.5000%  | 0.0000% | $12989275.00       | $9945756.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4470.86           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8521 | 2036-09-01      | 2.0000%  | 0.0000% | $6000.00           | $3116.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8755 | 2054-06-01      | 6.0000%  | 0.0000% | $1399530.00        | $1159939.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1270 | 2052-03-01      | 3.5000%  | 0.0000% | $50000.00          | $32843.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5241 | 2050-12-01      | 3.0000%  | 0.0000% | $1184000.00        | $602845.50         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5300 | 2050-12-01      | 1.5000%  | 0.0000% | $250000.00         | $136473.31         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4263 | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $297376.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $8000.00           | $6027.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7198 | 2053-07-01      | 6.0000%  | 0.0000% | $593278.00         | $448871.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $10000.00          | $6243.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $23197.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $1223000.00        | $809974.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $2000.00           | $503.15            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS2037 | 2037-05-01      | 1.5000%  | 0.0000% | $3622326.00        | $2134374.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $155515.00         | $36157.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1201 | 2052-03-01      | 3.0000%  | 0.0000% | $4025568.00        | $3253682.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA6025 | 2041-02-01      | 6.5000%  | 0.0000% | $1880795.00        | $1958285.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5947 | 2056-01-01      | 6.5000%  | 0.0000% | $2818626.00        | $2851049.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA6006 | 2041-03-01      | 6.0000%  | 0.0000% | $911851.00         | $941006.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1084 | 2034-06-01      | 4.0000%  | 0.0000% | $69828277.00       | $6811346.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO8961 | 2050-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $449786.49         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7043 | 2055-08-01      | 7.0000%  | 0.0000% | $6404805.00        | $6037434.55        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $12239.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9479 | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $990894.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF2776 | 2041-03-01      | 4.0000%  | 0.0000% | $256716.00         | $251155.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6335 | 2055-11-01      | 5.5000%  | 0.0000% | $1557050.00        | $1566494.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF7547 | 2056-01-01      | 6.5000%  | 0.0000% | $1115482.00        | $1173405.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4984 | 2047-08-01      | 3.5000%  | 0.0000% | $220000.00         | $59025.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  | 0.0000% | $1146123.00        | $571387.48         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8293 | 2052-08-01      | 5.0000%  | 0.0000% | $12903338.00       | $10381762.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6894 | 2040-11-01      | 5.0000%  | 0.0000% | $1273000.00        | $1270472.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1818 | 2055-02-01      | 5.0000%  | 0.0000% | $2905881.00        | $2448063.46        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL708403 | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1581.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6030 | 2040-04-01      | 6.0000%  | 0.0000% | $1554057.00        | $1340735.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9424 | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $76148.09          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL628449 | 2032-03-01      | 8.0000%  | 0.0000% | $1423673.00        | $1333.39           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAH3659 | 2031-02-01      | 4.0000%  | 0.0000% | $2010000.00        | $60459.70          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1470 | 2037-04-01      | 7.0000%  | 0.0000% | $12569985.00       | $421692.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4891 | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $47188.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9554 | 2031-12-01      | 3.0000%  | 0.0000% | $9000.00           | $888.37            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP7724 | 2042-10-01      | 3.0000%  | 0.0000% | $700000.00         | $68621.54          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564478 | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $22404.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP6380 | 2042-09-01      | 3.5000%  | 0.0000% | $5963950.00        | $560430.05         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9801 | 2054-11-01      | 5.5000%  | 0.0000% | $875000.00         | $730019.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4345 | 2052-08-01      | 4.5000%  | 0.0000% | $563113.00         | $410324.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $4000.00           | $3160.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9464 | 2051-11-01      | 3.0000%  | 0.0000% | $300000.00         | $169782.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1606 | 2056-02-01      | 5.0000%  | 0.0000% | $1000912.00        | $987783.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $142939317.00      | $108593009.10      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $2788442.00        | $1361960.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $140000.00         | $74751.44          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3189 | 2056-03-01      | 5.0000%  | 0.0000% | $2031400.00        | $2015211.10        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3102 | 2049-09-01      | 4.0000%  | 0.0000% | $3281480.00        | $421808.96         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG1346 | 2056-03-01      | 6.5000%  | 0.0000% | $1155650.00        | $1212170.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5013 | 2038-05-01      | 4.5000%  | 0.0000% | $30000.00          | $18193.33          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6229 | 2056-04-01      | 4.5000%  | 0.0000% | $1673200.00        | $1617639.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG5143 | 2041-03-01      | 4.0000%  | 0.0000% | $1326343.00        | $1297734.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  | 0.0000% | $100000.00         | $74554.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  | 0.0000% | $35000.00          | $23919.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4546 | 2049-11-01      | 3.0000%  | 0.0000% | $80000.00          | $23125.39          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2549 | 2056-02-01      | 5.0000%  | 0.0000% | $2720874.00        | $2684975.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7350 | 2046-09-01      | 4.0000%  | 0.0000% | $235380.00         | $33182.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2419 | 2040-11-01      | 5.0000%  | 0.0000% | $1027170.00        | $1017789.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF7282 | 2041-03-01      | 4.0000%  | 0.0000% | $4482835.00        | $4385872.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC9556 | 2046-11-01      | 3.0000%  | 0.0000% | $183000.00         | $43120.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3277 | 2045-10-01      | 4.0000%  | 0.0000% | $538604.00         | $48058.02          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5939 | 2055-08-01      | 7.0000%  | 0.0000% | $4406425.00        | $4054093.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9813 | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $11029204.11       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  | 0.0000% | $4000.00           | $873.40            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  | 0.0000% | $170000.00         | $1357.84           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8110 | 2046-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $328123.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5869 | 2055-12-01      | 5.5000%  | 0.0000% | $1090890.00        | $1079344.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3693 | 2045-10-01      | 4.0000%  | 0.0000% | $1600000.00        | $164257.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6792 | 2050-05-01      | 3.0000%  | 0.0000% | $200000.00         | $81026.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $20000.00          | $3537.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY2726 | 2045-03-01      | 4.0000%  | 0.0000% | $560000.00         | $39275.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  | 0.0000% | $122747.00         | $20223.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7047 | 2045-08-01      | 4.0000%  | 0.0000% | $171568.00         | $8747.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL2877 | 2028-01-01      | 3.5000%  | 0.0000% | $1165000.00        | $21535.67          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ0253 | 2041-09-01      | 4.0000%  | 0.0000% | $30000.00          | $1677.55           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5958 | 2040-07-01      | 5.0000%  | 0.0000% | $6789572.00        | $6053010.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5569 | 2050-06-01      | 4.5000%  | 0.0000% | $3201293.00        | $370762.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8544 | 2052-05-01      | 3.5000%  | 0.0000% | $13050320.00       | $7597452.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  | 0.0000% | $70000.00          | $5344.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9500 | 2055-09-01      | 5.0000%  | 0.0000% | $3913109.00        | $3851476.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8292 | 2053-08-01      | 6.0000%  | 0.0000% | $19895470.00       | $16177168.87       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBT3908 | 2040-03-01      | 5.0000%  | 0.0000% | $1198138.00        | $922265.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4130 | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2205189.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5108 | 2054-11-01      | 6.0000%  | 0.0000% | $1230000.00        | $1208871.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9390 | 2055-09-01      | 6.5000%  | 0.0000% | $9151296.00        | $6656992.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7753 | 2049-09-01      | 3.0000%  | 0.0000% | $425000.00         | $166091.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2119 | 2046-03-01      | 4.0000%  | 0.0000% | $19255.00          | $12355.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2045 | 2043-12-01      | 4.5000%  | 0.0000% | $1301.00           | $765.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $1802950.00        | $200611.42         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3129 | 2049-02-01      | 4.0000%  | 0.0000% | $45178912.00       | $2755965.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $2978000.00        | $2242600.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $552000.00         | $155637.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8724 | 2055-12-01      | 5.5000%  | 0.0000% | $3852718.00        | $3506751.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6101 | 2051-02-01      | 2.5000%  | 0.0000% | $865000.00         | $446968.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  | 0.0000% | $69000.00          | $8668.69           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $1599190.00        | $907731.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB0960 | 2036-06-01      | 3.5000%  | 0.0000% | $2460325.00        | $1291721.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  | 0.0000% | $5655098.00        | $4630697.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9338 | 2054-10-01      | 6.0000%  | 0.0000% | $33531079.00       | $29529724.35       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6240 | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $72856.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  | 0.0000% | $76587.00          | $44152.09          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4194 | 2052-01-01      | 2.5000%  | 0.0000% | $50000.00          | $34426.45          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $332000.00         | $210518.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $3236000.00        | $2162525.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2696 | 2051-12-01      | 3.0000%  | 0.0000% | $5650000.00        | $3540473.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8242 | 2054-06-01      | 6.0000%  | 0.0000% | $5973777.00        | $4860960.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $25000.00          | $16293.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1559 | 2052-04-01      | 3.5000%  | 0.0000% | $130919925.00      | $84922848.68       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $325000.00         | $193904.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $9970230.00        | $1327415.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5536 | 2039-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7052.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5670 | 2042-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1599.00           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3499 | 2038-09-01      | 5.0000%  | 0.0000% | $103000.00         | $9869.94           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA2779 | 2026-10-01      | 2.0000%  | 0.0000% | $481135.00         | $4493.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS1947 | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $3900.74           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  | 0.0000% | $54000.00          | $50568.98          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4477 | 2031-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $738960.40         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  | 0.0000% | $1380726.00        | $1355841.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3738 | 2034-08-01      | 3.0000%  | 0.0000% | $340000.00         | $30532.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $87000.00          | $24604.24          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3441 | 2038-08-01      | 4.0000%  | 0.0000% | $529954.00         | $49925.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL987410 | 2038-10-01      | 6.0000%  | 0.0000% | $745435.00         | $3205.43           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3764 | 2034-09-01      | 2.5000%  | 0.0000% | $74334.00          | $8657.77           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5517 | 2056-03-01      | 6.0000%  | 0.0000% | $3762859.00        | $3869859.66        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $6392.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0253 | 2053-09-01      | 5.0000%  | 0.0000% | $3000000.00        | $2513390.74        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5226 | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $193237.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $320000.00         | $218850.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1838 | 2051-12-01      | 3.0000%  | 0.0000% | $2793000.00        | $1720498.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1238 | 2052-03-01      | 3.5000%  | 0.0000% | $962950.00         | $589319.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  | 0.0000% | $300000.00         | $185124.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7897 | 2050-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $455823.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $33856.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $355000.00         | $42188.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $843000.00         | $628543.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  | 0.0000% | $77500.00          | $55743.17          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $9508213.00        | $7250999.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $35000.00          | $26252.56          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $368000.00         | $240593.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  | 0.0000% | $8000.00           | $2653.93           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $313000.00         | $150426.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8530 | 2054-05-01      | 5.5000%  | 0.0000% | $38727730.00       | $32567956.36       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6830 | 2053-07-01      | 4.5000%  | 0.0000% | $9409739.00        | $8109550.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB5005 | 2037-10-01      | 5.0000%  | 0.0000% | $8000.00           | $4628.40           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6380 | 2046-09-01      | 4.0000%  | 0.0000% | $4312677.00        | $727992.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2951 | 2049-01-01      | 4.5000%  | 0.0000% | $24503894.00       | $4279449.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ1581 | 2048-01-01      | 4.0000%  | 0.0000% | $268246.00         | $97245.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW4986 | 2053-02-01      | 5.5000%  | 0.0000% | $13855694.00       | $9626677.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3498 | 2055-10-01      | 6.0000%  | 0.0000% | $1002573.00        | $1036368.41        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW8955 | 2029-07-01      | 3.5000%  | 0.0000% | $6851421.00        | $87482.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5973 | 2040-07-01      | 6.0000%  | 0.0000% | $1373227.00        | $1245189.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4855 | 2055-11-01      | 6.0000%  | 0.0000% | $1301558.00        | $1327107.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735484 | 2035-05-01      | 5.0000%  | 0.0000% | $700000.00         | $5793.67           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL7468 | 2045-02-01      | 5.0000%  | 0.0000% | $92000.00          | $12079.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190375 | 2036-11-01      | 5.5000%  | 0.0000% | $9955000.00        | $51881.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  | 0.0000% | $150000.00         | $37254.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ4814 | 2045-07-01      | 3.5000%  | 0.0000% | $1150000.00        | $226131.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2216 | 2052-07-01      | 4.0000%  | 0.0000% | $25000.00          | $17377.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1931 | 2052-02-01      | 2.5000%  | 0.0000% | $192000.00         | $114229.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1236 | 2051-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $624839.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT930498 | 2029-02-01      | 5.0000%  | 0.0000% | $2327690.00        | $12089.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5921 | 2045-12-01      | 5.5000%  | 0.0000% | $56400000.00       | $53022821.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0232 | 2029-11-01      | 4.5000%  | 0.0000% | $2250000.00        | $19287.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4518 | 2037-01-01      | 3.0000%  | 0.0000% | $991108.00         | $441924.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2673 | 2056-01-01      | 5.0000%  | 0.0000% | $1917237.00        | $1904550.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9677 | 2056-01-01      | 6.5000%  | 0.0000% | $2335956.00        | $2452760.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $6765476.00        | $5036367.29        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2025 | 2052-06-01      | 4.0000%  | 0.0000% | $1160000.00        | $848880.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3239 | 2050-08-01      | 3.5000%  | 0.0000% | $90000.00          | $59560.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD1655 | 2040-03-01      | 4.5000%  | 0.0000% | $22025.00          | $1233.56           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1815.33           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $3632000.00        | $593741.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  | 0.0000% | $25000.00          | $4275.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5119 | 2047-08-01      | 3.5000%  | 0.0000% | $34000.00          | $4543.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2075.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $7876840.00        | $2571300.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK2023 | 2048-04-01      | 5.0000%  | 0.0000% | $154953.00         | $12365.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK2229 | 2050-04-01      | 2.5000%  | 0.0000% | $290000.00         | $137226.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $23560.93          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBK8288 | 2035-11-01      | 1.5000%  | 0.0000% | $100000.00         | $45495.48          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5353 | 2050-03-01      | 3.5000%  | 0.0000% | $13244318.00       | $3059610.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0920 | 2048-07-01      | 4.0000%  | 0.0000% | $715977.00         | $57063.85          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3947 | 2055-10-01      | 7.0000%  | 0.0000% | $122218727.00      | $119035236.16      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2686 | 2052-01-01      | 3.5000%  | 0.0000% | $1726805.00        | $1090799.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3465 | 2050-08-01      | 3.5000%  | 0.0000% | $24792741.00       | $22587992.17       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2190 | 2052-06-01      | 4.0000%  | 0.0000% | $600000.00         | $416737.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $16000.00          | $11718.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1578 | 2055-04-01      | 5.5000%  | 0.0000% | $552962.00         | $456212.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $47000.00          | $31942.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5618 | 2056-04-01      | 6.0000%  | 0.0000% | $1910931.00        | $1980636.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL844712 | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $212082.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3437 | 2054-09-01      | 5.5000%  | 0.0000% | $9658000.00        | $8470633.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0245 | 2054-08-01      | 6.5000%  | 0.0000% | $1491451.00        | $977004.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL776708 | 2034-05-01      | 5.0000%  | 0.0000% | $310000.00         | $6564.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL783828 | 2034-07-01      | 6.5000%  | 0.0000% | $1122252.00        | $37333.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL704509 | 2033-05-01      | 6.0000%  | 0.0000% | $5949442.00        | $111649.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1320 | 2043-12-01      | 4.0000%  | 0.0000% | $480000.00         | $55163.65          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4176 | 2040-11-01      | 2.0000%  | 0.0000% | $60000.00          | $28921.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $5197000.00        | $3725382.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  | 0.0000% | $604402.00         | $374292.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $815000.00         | $677037.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5416 | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $67075958.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  | 0.0000% | $103641733.00      | $95750148.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $230000.00         | $3737.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2436 | 2055-07-01      | 5.5000%  | 0.0000% | $26535837.00       | $25277593.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQAD7988 | 2040-07-01      | 4.5000%  | 0.0000% | $3927863.00        | $40981.38          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0302 | 2055-04-01      | 7.0000%  | 0.0000% | $38226052.00       | $27806521.69       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $240600.00         | $170734.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5066 | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $20622331.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3992 | 2053-02-01      | 5.5000%  | 0.0000% | $140308589.00      | $97953788.66       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4639 | 2050-11-01      | 2.5000%  | 0.0000% | $515000.00         | $219760.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL914467 | 2037-04-01      | 5.0000%  | 0.0000% | $500000.00         | $2138.66           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7070 | 2051-04-01      | 3.0000%  | 0.0000% | $1553064.00        | $758294.43         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5805 | 2052-02-01      | 2.0000%  | 0.0000% | $281000.00         | $190465.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6690 | 2052-05-01      | 4.0000%  | 0.0000% | $900000.00         | $695173.92         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $2080000.00        | $1618670.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL896053 | 2036-07-01      | 6.0000%  | 0.0000% | $4287012.00        | $4411.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA2117 | 2040-03-01      | 5.0000%  | 0.0000% | $2361986.00        | $1959648.61        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7797 | 2054-01-01      | 6.5000%  | 0.0000% | $391957.00         | $284472.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1019 | 2055-03-01      | 5.5000%  | 0.0000% | $150000.00         | $141451.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3693 | 2049-07-01      | 4.0000%  | 0.0000% | $548857.00         | $52786.88          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4691 | 2052-09-01      | 5.5000%  | 0.0000% | $102817.00         | $73131.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2199 | 2048-08-01      | 4.5000%  | 0.0000% | $140000.00         | $24091.28          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $50809.76          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $517542.00         | $137813.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4657 | 2052-09-01      | 3.5000%  | 0.0000% | $13000.00          | $8657.32           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4158 | 2050-08-01      | 2.5000%  | 0.0000% | $1483000.00        | $677380.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  | 0.0000% | $4952548.00        | $1303188.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7313 | 2055-06-01      | 6.0000%  | 0.0000% | $2502322.00        | $1575830.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3174 | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3654525.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8196 | 2055-04-01      | 6.0000%  | 0.0000% | $1091262.00        | $974137.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3765 | 2048-04-01      | 4.0000%  | 0.0000% | $84144.00          | $16019.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0535 | 2051-05-01      | 3.0000%  | 0.0000% | $292060.00         | $192392.99         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1775 | 2047-07-01      | 4.5000%  | 0.0000% | $343000.00         | $63289.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0263 | 2058-05-01      | 3.5000%  | 0.0000% | $9862124.00        | $3795840.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $72000.00          | $6721.68           | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BM7880 | 2059-01-01      | 3.0000%  | 0.0000% | $2193560.00        | $1858689.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5201 | 2048-12-01      | 5.5000%  | 0.0000% | $1870000.00        | $288350.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $56991.00          | $18317.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4850 | 2033-11-01      | 3.5000%  | 0.0000% | $26000000.00       | $3687536.94        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4953 | 2030-05-01      | 3.0000%  | 0.0000% | $30000.00          | $2000.47           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH0984 | 2040-12-01      | 4.0000%  | 0.0000% | $4475000.00        | $198551.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8592 | 2043-06-01      | 3.5000%  | 0.0000% | $710644.00         | $141475.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ5772 | 2043-01-01      | 3.0000%  | 0.0000% | $55723.00          | $6861.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAL2527 | 2032-08-01      | 3.5000%  | 0.0000% | $1922756.00        | $119601.09         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5358 | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $6348.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CJAJ7718 | 2026-12-01      | 3.5000%  | 0.0000% | $3101279.00        | $15481.79          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $200000.00         | $127725.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $254155084.00      | $248256398.53      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL788646 | 2034-07-01      | 5.5000%  | 0.0000% | $999900.00         | $5764.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $1420000.00        | $186935.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6813 | 2055-09-01      | 6.0000%  | 0.0000% | $3251184.00        | $2961883.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3278 | 2047-12-01      | 5.0000%  | 0.0000% | $190000.00         | $36310.55          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK6133 | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $221039.08         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE9382 | 2040-09-01      | 6.5000%  | 0.0000% | $1010602.00        | $881137.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4627 | 2048-10-01      | 4.0000%  | 0.0000% | $349000.00         | $54125.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  | 0.0000% | $168000.00         | $32558.73          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0609 | 2040-07-01      | 5.5000%  | 0.0000% | $2127841.00        | $2029518.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO4386 | 2049-11-01      | 3.5000%  | 0.0000% | $1620000.00        | $409190.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  | 0.0000% | $322000.00         | $64002.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4974 | 2048-01-01      | 3.5000%  | 0.0000% | $1555647.00        | $364122.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0244 | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $11889260.09       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8673 | 2051-09-01      | 3.0000%  | 0.0000% | $1728724.00        | $1035100.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5199 | 2052-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $792222.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3287 | 2053-12-01      | 4.5000%  | 0.0000% | $214940000.00      | $202037734.12      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $5271144.00        | $784371.30         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  | 0.0000% | $6076000.00        | $4697130.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4112 | 2035-08-01      | 3.0000%  | 0.0000% | $100000.00         | $24971.49          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB7714 | 2038-12-01      | 6.5000%  | 0.0000% | $4084266.00        | $2330705.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4478 | 2048-09-01      | 4.0000%  | 0.0000% | $342000.00         | $85438.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3036 | 2046-04-01      | 3.5000%  | 0.0000% | $426000.00         | $83250.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1494 | 2032-01-01      | 3.5000%  | 0.0000% | $10000000.00       | $1183271.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1787 | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $355572.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4737 | 2040-07-01      | 5.5000%  | 0.0000% | $1309639.00        | $1233067.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | 0.0000% | $1634000.00        | $423378.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5292 | 2054-06-01      | 6.0000%  | 0.0000% | $26074370.00       | $19575040.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0668 | 2040-08-01      | 5.5000%  | 0.0000% | $1292271.00        | $1054130.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1400417.19        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0263 | 2036-04-01      | 2.0000%  | 0.0000% | $1684621.00        | $905494.67         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $121065.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $1218763.00        | $829860.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8636 | 2055-12-01      | 6.0000%  | 0.0000% | $16198715.00       | $16191912.27       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  | 0.0000% | $327594.00         | $5282.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | 0.0000% | $294000.00         | $200219.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0994 | 2048-01-01      | 3.5000%  | 0.0000% | $7242.00           | $1776.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3058 | 2049-02-01      | 4.5000%  | 0.0000% | $150161950.00      | $26192837.75       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1493 | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $364906.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA4770 | 2040-03-01      | 6.0000%  | 0.0000% | $55619313.00       | $56747175.27       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW9829 | 2037-09-01      | 2.5000%  | 0.0000% | $989259.00         | $305252.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3938 | 2033-04-01      | 3.5000%  | 0.0000% | $6547.00           | $1262.87           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4153 | 2033-06-01      | 3.0000%  | 0.0000% | $15012000.00       | $2494586.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  | 0.0000% | $105000.00         | $18100.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4622 | 2048-09-01      | 4.0000%  | 0.0000% | $461763.00         | $67629.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3065 | 2047-12-01      | 3.5000%  | 0.0000% | $345000.00         | $39669.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $26500.00          | $6481.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  | 0.0000% | $6000.00           | $503.32            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3208 | 2047-11-01      | 4.5000%  | 0.0000% | $1967808.00        | $245929.34         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNFA3510 | 2032-05-01      | 1.5000%  | 0.0000% | $16645000.00       | $14465865.52       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0384 | 2047-09-01      | 3.5000%  | 0.0000% | $500000.00         | $144921.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $145912419.00      | $109874906.27      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5443 | 2054-08-01      | 5.0000%  | 0.0000% | $841227.00         | $752338.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $20602817.00       | $12792684.90       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1667 | 2055-12-01      | 4.5000%  | 0.0000% | $8777152.00        | $8449437.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  | 0.0000% | $4206652.00        | $2626751.80        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2008 | 2051-01-01      | 3.0000%  | 0.0000% | $111726.00         | $75738.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2690 | 2040-08-01      | 5.5000%  | 0.0000% | $9811584.00        | $8792941.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3959 | 2055-04-01      | 6.5000%  | 0.0000% | $12401928.00       | $11957740.73       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3626 | 2052-03-01      | 3.0000%  | 0.0000% | $11858155.00       | $10289272.54       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  | 0.0000% | $1041983.00        | $48173.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1368 | 2046-11-01      | 3.0000%  | 0.0000% | $400000000.00      | $64926655.07       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1804 | 2052-05-01      | 4.0000%  | 0.0000% | $6000000.00        | $3942660.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2309 | 2049-03-01      | 3.5000%  | 0.0000% | $3613275.00        | $580989.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2345 | 2046-01-01      | 3.5000%  | 0.0000% | $4839000.00        | $2723050.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7510 | 2042-04-01      | 3.5000%  | 0.0000% | $1074439.00        | $95400.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY6101 | 2045-06-01      | 3.5000%  | 0.0000% | $1140000.00        | $222426.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB7443 | 2040-01-01      | 3.5000%  | 0.0000% | $2581683.00        | $2169429.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256713 | 2027-05-01      | 5.0000%  | 0.0000% | $2723000.00        | $4045.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2693 | 2042-08-01      | 4.0000%  | 0.0000% | $175000.00         | $12495.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5299 | 2050-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $1162789.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8902 | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $299521.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1331 | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $15857.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4212 | 2047-12-01      | 5.0000%  | 0.0000% | $780000.00         | $250778.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQMA0495 | 2040-07-01      | 4.5000%  | 0.0000% | $1595288.00        | $77967.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $36173947.00       | $26756173.24       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5981 | 2046-02-01      | 4.5000%  | 0.0000% | $4731004.00        | $4589476.75        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  | 0.0000% | $19729660.00       | $14604232.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5775 | 2035-07-01      | 5.0000%  | 0.0000% | $1070843.00        | $846902.16         | Agency Mortgage-Backed Securities |

### Security 650: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFWB2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFWB2
- **C.18 - Value (incl. sponsor support):** $7736000000.00
- **C.18.a - Value (excl. sponsor support):** $7736000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $68000000.00       | $64280795.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $235659300.00      | $238051748.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1027600000.00     | $1073905197.40     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $427543000.00      | $439322271.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $1736079900.00     | $1747382995.40     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $604156500.00      | $608713090.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $471000000.00      | $522762640.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $711926000.00      | $714946645.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $2486830000.00     | $2481354646.92     | U.S. Treasuries (including strips) |

### Security 651: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFWD8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFWD8
- **C.18 - Value (incl. sponsor support):** $6329000000.00
- **C.18.a - Value (excl. sponsor support):** $6329000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $1325000000.00     | $1379287661.50     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $845000000.00      | $851271488.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $1089300000.00     | $1080319941.52     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $645769300.00      | $659807149.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $311521000.00      | $295098425.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $24132246.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $179779000.00      | $172257776.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $289661000.00      | $315462507.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $675000000.00      | $663714985.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $981451000.00      | $1014227822.22     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFWT3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFWT3
- **C.18 - Value (incl. sponsor support):** $1483000000.00
- **C.18.a - Value (excl. sponsor support):** $1483000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-04-30      | 4.8750%  | 0.0000% | $6000000.00        | $6126905.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $22000000.00       | $22656690.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $2947800.00        | $3005126.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $18000000.00       | $17994948.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $200000000.00      | $197751924.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $24000000.00       | $23509608.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $21000000.00       | $21324685.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $25000000.00       | $25686481.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35495177.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $20000000.00       | $20067712.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $18215900.00       | $17988434.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $33000000.00       | $32645008.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $171881400.00      | $181555799.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 3.3750%  | 0.0000% | $208162000.00      | $206995891.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $3549900.00        | $3483884.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $21000000.00       | $20237995.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $100000000.00      | $99714933.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $20000000.00       | $19009404.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $8460000.00        | $8515031.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $300000000.00      | $300694434.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $15168400.00       | $14846662.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $3700000.00        | $3843350.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $28000000.00       | $28389713.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $200000000.00      | $201120200.00      | U.S. Treasuries (including strips) |

### Security 653: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFXL9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFXL9
- **C.18 - Value (incl. sponsor support):** $6055000000.00
- **C.18.a - Value (excl. sponsor support):** $6055000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 CLDD0756 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.29           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAX4277 | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $92.73             | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  | 0.0000% | $5000.00           | $5328.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 K0762521 | 2033-11-01      | 4.5000%  | 0.0000% | $1010.00           | $28.06             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9804 | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $460.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | 0.0000% | $4000.00           | $3331.33           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5375 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $884.54            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4780 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $983.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8597 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $4041.00           | $770.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAP5184 | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $126.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | 0.0000% | $5001.00           | $284.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $190.71            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6407 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.06            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  | 0.0000% | $4052.00           | $3989.05           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | 0.0000% | $7006.00           | $2026.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6195 | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $235.88            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9420 | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $932.21            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO1248 | 2038-03-01      | 4.0000%  | 0.0000% | $1031.00           | $823.11            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8004 | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $125.33            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  | 0.0000% | $1023.00           | $46.03             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $772.86            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $209.76            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7211 | 2052-04-01      | 4.0000%  | 0.0000% | $5000.00           | $3323.94           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7097 | 2054-06-01      | 5.5000%  | 0.0000% | $29329248.00       | $26559336.03       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $591.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT9577 | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $547.36            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2343 | 2036-11-01      | 2.0000%  | 0.0000% | $1760.00           | $936.26            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $718.19            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50952 G | 2047-09-01      | 4.0000%  | 0.0000% | $1001.00           | $419.04            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $762.89            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q33608 G | 2045-05-01      | 4.0000%  | 0.0000% | $1024.00           | $144.27            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | 0.0000% | $2002.00           | $745.66            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | 0.0000% | $9000.00           | $2503.14           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG7960 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $955.33            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0081 | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $993.29            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $1533.74           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $48000.00          | $41273.10          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | 0.0000% | $9000.00           | $1803.72           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $660.98            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $537.26            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $771.05            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63812 G | 2049-05-01      | 3.5000%  | 0.0000% | $1638.00           | $198.28            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  | 0.0000% | $1385454.00        | $1182480.30        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | 0.0000% | $7002.00           | $2263.62           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1756.69           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6310 | 2053-07-01      | 6.5000%  | 0.0000% | $1008.00           | $723.58            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  | 0.0000% | $3085.00           | $1729.41           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $283.19            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1498.29           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $120.52            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63742 G | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $54.45             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $30198910.00       | $15283967.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1025.82           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $208.61            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $928.13            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $2001.00           | $246.51            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | 0.0000% | $9000.00           | $3996.40           | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  | 0.0000% | $1154211.00        | $3766.98           | Agency Mortgage-Backed Securities |
| 07.000 FGPC G07335 G | 2039-03-01      | 7.0000%  | 0.0000% | $2051.00           | $76.32             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $4777.62           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $2978.07           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $280.39            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $3245.00           | $53.92             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1922 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $807.26            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8689 | 2033-03-01      | 2.5000%  | 0.0000% | $1960.00           | $252.06            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4743 | 2047-11-01      | 3.5000%  | 0.0000% | $1002.00           | $117.53            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1270 | 2046-06-01      | 3.0000%  | 0.0000% | $1001.00           | $125.57            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $416.50            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4687 | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $483.11            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $740.49            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7094 | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $753.10            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  | 0.0000% | $1231787.00        | $1064467.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $711.69            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $42.71             | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | 0.0000% | $25446.00          | $929.65            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1348 | 2048-11-01      | 4.0000%  | 0.0000% | $1013.00           | $276.86            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  | 0.0000% | $2000.00           | $573.26            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0230 | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $179.12            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5367 | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $296.73            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $268.72            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $297.14            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $18016.00          | $4660.11           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | 0.0000% | $7000.00           | $4756.97           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1006.00           | $748.39            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4922 | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $399.04            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $8106544.00        | $5974403.15        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $215.41            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $3004.00           | $565.41            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $733.37            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $4999.00           | $832.40            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $103.04            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $416.74            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63673 G | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $351.33            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $835.95            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $672.93            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ1383 | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $975.01            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3249.50           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  | 0.0000% | $1001.00           | $96.04             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $755.77            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1054.02           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $9187799.00        | $5152726.52        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q62009 G | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $455.99            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48678 G | 2047-06-01      | 4.0000%  | 0.0000% | $1001.00           | $305.03            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | 0.0000% | $2000.00           | $310.50            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | 0.0000% | $4001.00           | $2554.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1157300.00        | $1119859.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1495.35           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  | 0.0000% | $1002.00           | $316.98            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  | 0.0000% | $11001.00          | $4797.16           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | 0.0000% | $9000.00           | $1761.27           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  | 0.0000% | $197643.00         | $153262.48         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9435 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1628.18           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $707.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $139.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | 0.0000% | $6000.00           | $992.50            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $915.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CJAJ2310 | 2026-10-01      | 3.5000%  | 0.0000% | $25152879.00       | $71843.00          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1781 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $780.70            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | 0.0000% | $5001.00           | $2556.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | 0.0000% | $4184.00           | $239.04            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $968.18            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $7000.00           | $647.18            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9861 | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $751.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ5707 | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $174.66            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1935.64           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1727 | 2038-02-01      | 2.5000%  | 0.0000% | $3000.00           | $2675.67           | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $23101.00          | $412.58            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0541 | 2048-06-01      | 4.0000%  | 0.0000% | $9000.00           | $1647.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $11000.00          | $2546.29           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $3008.00           | $2920.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  | 0.0000% | $3064.00           | $282.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $831.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  | 0.0000% | $2042.00           | $1619.78           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  | 0.0000% | $5040.00           | $214.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $934.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $583.56            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555135 | 2032-12-01      | 6.5000%  | 0.0000% | $6462.00           | $6.87              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9197 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $816.05            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1160.74           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5049 | 2031-02-01      | 1.5000%  | 0.0000% | $475000.00         | $147579.09         | Agency Mortgage-Backed Securities |
| FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  | 0.0000% | $2001.00           | $100.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ0960 | 2042-12-01      | 3.5000%  | 0.0000% | $3003.00           | $148.69            | Agency Mortgage-Backed Securities |
| FNMS 02.875 CAAJ6327 | 2041-11-01      | 2.8750%  | 0.0000% | $1000.00           | $458.66            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $1079.00           | $901.00            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD5795 | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.19           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0039 | 2055-01-01      | 6.5000%  | 0.0000% | $2350944.00        | $1558291.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | 0.0000% | $10505.00          | $59.56             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1210 | 2054-11-01      | 5.5000%  | 0.0000% | $1001.00           | $997.02            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1.41              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $232.60            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8849 | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE0224 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $975.95            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $807.06            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9909 | 2054-01-01      | 6.5000%  | 0.0000% | $1001.00           | $800.98            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6868 | 2053-08-01      | 5.5000%  | 0.0000% | $393554.00         | $312760.52         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $350.46            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $67364255.00       | $38107938.73       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  | 0.0000% | $1045500.00        | $686083.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY3002 | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $921.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4051 | 2053-07-01      | 5.5000%  | 0.0000% | $2024.00           | $1780.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | 0.0000% | $1110.00           | $899.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4658 | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1377.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1731.58           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $932.84            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $1122230.00        | $863766.88         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | 0.0000% | $3032.00           | $2194.58           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $21111594.00       | $16316839.05       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  | 0.0000% | $4357200.00        | $1015643.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $3997.00           | $1627.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9039 | 2050-02-01      | 3.5000%  | 0.0000% | $15787911.00       | $2643232.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1446.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $382.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $529872.99         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $713.11            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $971.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4334 | 2049-02-01      | 4.5000%  | 0.0000% | $3002.00           | $187.19            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | 0.0000% | $218000.00         | $151567.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3439 | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $668.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  | 0.0000% | $2104692.00        | $757003.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2795 | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $358.81            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5319 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $295.42            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $361592832.00      | $116327043.65      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $873.16            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $5000.00           | $1133.72           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $32579844.00       | $26489174.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | 0.0000% | $3001.00           | $2154.84           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $2025.00           | $1329.79           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3625 | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1210.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $999.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $112383.00         | $89344.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1495.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2878.59           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU5749 | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $824.03            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $368.64            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $4079.00           | $2742.81           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU3953 | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $920.09            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT7046 | 2051-07-01      | 2.0000%  | 0.0000% | $17590200.00       | $9725837.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $2324.00           | $1806.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2479 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $201.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2708 | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $118.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | 0.0000% | $27297424.00       | $20665203.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $5030.00           | $3852.64           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $414.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8056 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $987.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2892.79           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5326 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9997 | 2052-06-01      | 4.0000%  | 0.0000% | $480000.00         | $339506.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5349 | 2055-12-01      | 5.5000%  | 0.0000% | $3000.00           | $3038.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $896.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1002.50           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3926 | 2055-02-01      | 7.0000%  | 0.0000% | $2003.00           | $2110.75           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5602 | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1866.31           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | 0.0000% | $3000.00           | $3179.47           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $504.00            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5048 | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1049.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6441 | 2055-12-01      | 6.0000%  | 0.0000% | $1004.00           | $1051.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3444 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5624 | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2202.67           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $10001.00          | $930.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4905 | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $184.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6337 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $263.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.93            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1003.00           | $1048.54           | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBM6499 | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $449.82            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9661 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $908.05            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $653.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | 0.0000% | $1502654.00        | $452754.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3816 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $985.25            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4657 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8509 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8841 | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1045.24           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $437.09            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9628 | 2055-01-01      | 6.0000%  | 0.0000% | $1663541.00        | $1525116.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $687.59            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7068 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $502.05            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  | 0.0000% | $2400000.00        | $72136.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU0100 | 2043-06-01      | 3.5000%  | 0.0000% | $2016.00           | $290.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4004 | 2053-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1556.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT1917 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $569.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $843.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  | 0.0000% | $1978680.00        | $1954363.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0258 | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $710.78            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAV1884 | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $206.19            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  | 0.0000% | $5040.00           | $3825.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $570.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $444963.00         | $152762.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1007.00           | $955.89            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $939.62            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $304.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1844.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8379 | 2054-08-01      | 6.0000%  | 0.0000% | $3016.00           | $2616.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1314.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $5000.00           | $3474.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6309 | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.41           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1104.38           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ1814 | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $1046.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $2120.00           | $1459.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $4176.00           | $3457.59           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | 0.0000% | $4111.00           | $2088.13           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | 0.0000% | $1077.00           | $719.82            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $5072.00           | $3800.84           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6320 | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1529.95           | Agency Mortgage-Backed Securities |
| 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  | 0.0000% | $8283.00           | $35.92             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $687.89            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $704.44            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $36726006.00       | $23295042.76       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB2616 | 2050-08-01      | 2.0000%  | 0.0000% | $5000.00           | $2330.05           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $1480.87           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17688 G | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $46.02             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $732.80            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $5003.00           | $3683.73           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $56735299.00       | $52765761.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $7001.00           | $3626.69           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $7621745.00        | $5997097.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY7466 | 2045-04-01      | 3.0000%  | 0.0000% | $1048.00           | $142.02            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8153 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $503.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAX1056 | 2034-10-01      | 3.5000%  | 0.0000% | $3000.00           | $663.20            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9585 | 2047-05-01      | 4.0000%  | 0.0000% | $4000.00           | $799.38            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $2000.00           | $146.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $817.84            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $2016.00           | $19.77             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0035 | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $193.84            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  | 0.0000% | $99043.00          | $781.73            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $504222.00         | $6339.32           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1576.51           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0984 | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $431.83            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0783 | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3040.37           | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $160955.00         | $815.81            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  | 0.0000% | $4517.00           | $176.60            | Agency Mortgage-Backed Securities |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $10113.00          | $26.97             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1823.46           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $755.89            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $600.81            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | 0.0000% | $2000.00           | $375.86            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $472.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9170 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $508.42            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4426 | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $709.07            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05827 G | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $182.12            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8486 | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $604.26            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $18011.00          | $6085.29           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $596.49            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4363 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $830.31            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $4854.04           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | 0.0000% | $9001.00           | $4256.26           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5511 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $837.81            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8280 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $557.07            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5273.09           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3937 | 2052-05-01      | 2.5000%  | 0.0000% | $5000.00           | $3434.89           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.32            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $123.82            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q19955 G | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $81.53             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6186 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $874.90            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81353 G | 2044-09-01      | 4.0000%  | 0.0000% | $2079.00           | $409.20            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | 0.0000% | $2003.00           | $231.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3482 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $689.03            | Agency Mortgage-Backed Securities |
| 03.500 FGPC U93186 G | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $336.01            | Agency Mortgage-Backed Securities |
| 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  | 0.0000% | $1005.00           | $180.17            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $331.88            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $712.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  | 0.0000% | $1063.00           | $31.62             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5749 | 2056-01-01      | 6.0000%  | 0.0000% | $1220.00           | $1248.05           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7372 | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $963.95            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0881 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.63           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  | 0.0000% | $10316589.00       | $10525372.48       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1219 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $867.49            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2628 | 2055-09-01      | 5.5000%  | 0.0000% | $1006.00           | $1015.62           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9245 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.38           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  | 0.0000% | $5040.00           | $4959.85           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3117 | 2055-09-01      | 6.0000%  | 0.0000% | $11052432.00       | $10588141.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $7242.00           | $6127.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $9091.00           | $6337.87           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $78683395.00       | $58291480.54       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  | 0.0000% | $35535717.00       | $24669220.28       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $9492472.00        | $7261287.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1280.00           | $822.34            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $1008.00           | $876.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $1043.00           | $706.78            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3021 | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1402.63           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA2897 | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $191.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5165 | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $551.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $764.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 GLCB5115 | 2052-11-01      | 6.0000%  | 0.0000% | $4001.00           | $3563.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4343 | 2052-08-01      | 4.5000%  | 0.0000% | $32800630.00       | $24162759.64       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4991 | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $495.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $2174.74           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3053 | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $279.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3601 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $700.12            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | 0.0000% | $5041.00           | $3882.51           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | 0.0000% | $7241.00           | $4402.68           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $569.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1051 | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $518.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $11000.00          | $2557.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1560 | 2048-04-01      | 4.5000%  | 0.0000% | $51000.00          | $7373.43           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1565.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $37352062.00       | $29046142.18       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | 0.0000% | $4336.00           | $3060.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0060 | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $102.10            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8473 | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $537.06            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2550.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3875 | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $703.52            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  | 0.0000% | $2017.00           | $278.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $149.31            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  | 0.0000% | $1147.00           | $698.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $1709652.00        | $875931.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $645.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  | 0.0000% | $20383376.00       | $18202103.60       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4263 | 2031-02-01      | 1.5000%  | 0.0000% | $1000.00           | $303.45            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | 0.0000% | $2022.00           | $1534.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $1036.00           | $912.42            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  | 0.0000% | $32352760.00       | $26308956.39       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8789 | 2054-04-01      | 5.5000%  | 0.0000% | $2001.00           | $1658.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  | 0.0000% | $1004.00           | $834.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8862 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $928.53            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $3105.00           | $2878.75           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4711 | 2055-06-01      | 5.0000%  | 0.0000% | $1064.00           | $1047.96           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA4782 | 2041-04-01      | 2.0000%  | 0.0000% | $17595840.00       | $16169374.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4287 | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.61           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM4032 | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $344.46            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $1015.00           | $597.81            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $12342127.00       | $9077906.53        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4331 | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $347.75            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9783 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $919.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $2852795.00        | $73525.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1440 | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $951.28            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  | 0.0000% | $2040.00           | $212.23            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8980 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $659.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  | 0.0000% | $2365820.00        | $2375777.09        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | 0.0000% | $172934.00         | $103465.52         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4111 | 2056-01-01      | 4.5000%  | 0.0000% | $13026128.00       | $12561543.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $55572883.00       | $50074150.08       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $233.45            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5867 | 2055-06-01      | 5.5000%  | 0.0000% | $2051.00           | $1937.96           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $24715651.00       | $142565.05         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | 0.0000% | $55968970.00       | $44192.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3508 | 2048-09-01      | 3.0000%  | 0.0000% | $994000.00         | $136206.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4381 | 2051-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1643.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3540 | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $72.22             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA6853 | 2039-05-01      | 4.5000%  | 0.0000% | $1008.00           | $75.02             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | 0.0000% | $23332270.00       | $258751.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $49930935.00       | $135643.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  | 0.0000% | $1000.00           | $219.97            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  | 0.0000% | $140955.00         | $30703.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $40831311.00       | $201982.87         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL995156 | 2035-03-01      | 7.5000%  | 0.0000% | $990370.00         | $26389.11          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $36744040.00       | $279170.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $201.44            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $100043.00         | $92386.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  | 0.0000% | $1987000.00        | $166703.69         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $3215.00           | $34.68             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $1049.00           | $29.43             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $2282.00           | $235.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  | 0.0000% | $1000.00           | $17.43             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $1093.00           | $3.27              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9659 | 2043-06-01      | 3.0000%  | 0.0000% | $210998.00         | $42059.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $998823.00         | $235802.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $20.22             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5434 | 2034-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2574.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $725556.00         | $166368.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $1195.00           | $5.20              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $4001.00           | $3597.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVMA2008 | 2029-07-01      | 3.5000%  | 0.0000% | $1000.00           | $45.83             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $6320.00           | $4540.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $8840.00           | $1410.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $264.38            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQA5097 | 2049-10-01      | 6.0000%  | 0.0000% | $1000.00           | $190.17            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8053 | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $784.97            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  | 0.0000% | $1178898.00        | $202251.29         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $6003.00           | $1492.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $4057.00           | $541.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $3000.00           | $734.49            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $15037.00          | $308.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | 0.0000% | $5000.00           | $461.59            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  | 0.0000% | $1270.00           | $319.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8782 | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $224.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW9486 | 2044-11-01      | 3.5000%  | 0.0000% | $2144.00           | $197.84            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  | 0.0000% | $1978.00           | $1041.88           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $473.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY3436 | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $169.87            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $500.29            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1745.44           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2041.19           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6187 | 2050-01-01      | 4.0000%  | 0.0000% | $8001.00           | $1095.66           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $168.26            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  | 0.0000% | $9000.00           | $5046.16           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | 0.0000% | $8000.00           | $3014.70           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | 0.0000% | $7000.00           | $1392.52           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9928 | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1838.48           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8190 | 2053-02-01      | 6.0000%  | 0.0000% | $5000.00           | $3285.02           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  | 0.0000% | $8000.00           | $3144.81           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $295.26            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $714.41            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | 0.0000% | $6003.00           | $1559.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $654.54            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | 0.0000% | $40818231.00       | $32597635.41       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  | 0.0000% | $2009.00           | $1674.18           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2993 | 2053-11-01      | 6.5000%  | 0.0000% | $2001.00           | $1728.31           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $160.82            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  | 0.0000% | $2040.00           | $12.43             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0611 | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1850.61           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1298 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2203.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | 0.0000% | $2043.00           | $495.20            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5981 | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $714.99            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $4.35              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2377 | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $966.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | 0.0000% | $4142.00           | $49.56             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | 0.0000% | $7167.00           | $331.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5738 | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $169.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0954 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $965.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9875 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.28            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR6280 | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $92.52             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2072.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | 0.0000% | $2176.00           | $384.03            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4982 | 2045-05-01      | 3.0000%  | 0.0000% | $1310.00           | $171.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $786.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8677 | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $202.65            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2988.50           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4853.81           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1189.02           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1780.17           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $1016.00           | $648.93            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $2001.00           | $329.74            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $68.36             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6979 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.65            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $284.53            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | 0.0000% | $8003.00           | $2489.14           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $753.48            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $7000.00           | $2853.42           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7103 | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1361.55           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  | 0.0000% | $1387661.00        | $972852.78         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58538 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $466.61            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  | 0.0000% | $399476.00         | $106399.93         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $2546.26           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $338.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7187 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $352.00            | Agency Mortgage-Backed Securities |
| FEPC 02.500 3XZN0230 | 2028-01-01      | 2.5000%  | 0.0000% | $1133887.00        | $33953.04          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $819.89            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $634.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $256.29            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3108 | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $673.04            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $223.04            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2419.59           | Agency Mortgage-Backed Securities |
| FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  | 0.0000% | $2576.00           | $56.02             | Agency Mortgage-Backed Securities |
| FEPC 02.000 3RZM9247 | 2031-08-01      | 2.0000%  | 0.0000% | $1619315.00        | $376522.51         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $11000.00          | $8307.90           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $129.68            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $262.12            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6072 | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $177.72            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $94.04             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $353.92            | Agency Mortgage-Backed Securities |
| 03.500 FGPC T69915 G | 2048-05-15      | 3.5000%  | 0.0000% | $17111460.00       | $13801291.66       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5232 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $224.35            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $316.02            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $68279109.00       | $56275463.61       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $232.15            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6577 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $839.82            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $889.09            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  | 0.0000% | $2001.00           | $753.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $762.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $1064730.00        | $797163.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  | 0.0000% | $2032.00           | $283.99            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBT0972 | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1326.79           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  | 0.0000% | $5070.00           | $3008.69           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $924.35            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  | 0.0000% | $3072.00           | $620.16            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2754.81           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF2915 | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.83           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9902 | 2055-11-01      | 5.5000%  | 0.0000% | $2879.00           | $2767.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.61           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $4096.00           | $1820.84           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $429.43            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3790 | 2055-11-01      | 6.0000%  | 0.0000% | $1017.00           | $1051.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9363 | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $886.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  | 0.0000% | $65000.00          | $20961.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  | 0.0000% | $2327.00           | $620.96            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX3002 | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $897.59            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  | 0.0000% | $1067520.00        | $798538.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $953.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $16102.00          | $1716.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $3000.00           | $1798.15           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP9142 | 2050-07-01      | 5.0000%  | 0.0000% | $1000.00           | $341.44            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $2010.00           | $1866.86           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9300 | 2052-09-01      | 5.0000%  | 0.0000% | $2553608.00        | $2318731.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4979 | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $115.82            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | 0.0000% | $8894.00           | $76.13             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9408 | 2055-09-01      | 6.5000%  | 0.0000% | $5000.00           | $4869.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2010 | 2043-04-01      | 3.0000%  | 0.0000% | $1040.00           | $220.42            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | 0.0000% | $4104.00           | $557.60            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB7484 | 2054-07-01      | 6.5000%  | 0.0000% | $2384.00           | $1611.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0446 | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $154.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $219.45            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5862 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $930.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $985.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8943 | 2047-03-01      | 3.0000%  | 0.0000% | $478018705.00      | $100049334.51      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5324 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.82           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6357 | 2054-07-01      | 7.0000%  | 0.0000% | $1002.00           | $782.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8802 | 2047-02-01      | 3.5000%  | 0.0000% | $1026.00           | $228.28            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2641.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6223 | 2045-11-01      | 4.0000%  | 0.0000% | $24239481.00       | $5346033.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $546.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2270.48           | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $30556105.00       | $11131248.51       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $8000.00           | $2847.44           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  | 0.0000% | $1024.00           | $652.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2618 | 2052-07-01      | 4.5000%  | 0.0000% | $5791669.00        | $3884613.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV5974 | 2045-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2831.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5361 | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $366.14            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU2465 | 2051-10-01      | 2.0000%  | 0.0000% | $41156160.00       | $24990049.15       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $713.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $664.03            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  | 0.0000% | $55393840.00       | $25476443.41       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $659.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2253.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8786 | 2052-09-01      | 4.5000%  | 0.0000% | $509312.00         | $381102.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | 0.0000% | $34344464.00       | $30756078.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $1076700.00        | $671580.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1802.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1600.62           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $661.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1022041.00        | $703146.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $1037650.00        | $731580.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9899 | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1753.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1003.98           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $28246113.00       | $10710798.93       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $3131.00           | $2347.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | 0.0000% | $2076.00           | $830.78            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $849.95            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8670 | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $912.47            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1822.45           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  | 0.0000% | $70096776.00       | $27382650.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0145 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $990.62            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBV5448 | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $741.92            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $1767.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2503.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $643.95            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $1050270.00        | $776950.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6108 | 2053-01-01      | 5.5000%  | 0.0000% | $182885.00         | $136472.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  | 0.0000% | $434526537.00      | $31252361.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1989.60           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $586.58            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | 0.0000% | $184143365.00      | $96055182.50       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $665.56            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1083.38           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $45679521.00       | $27615567.34       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2887 | 2052-09-01      | 4.0000%  | 0.0000% | $11262280.00       | $7959650.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $750.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $3070737.00        | $2587721.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $4072.00           | $1755.42           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  | 0.0000% | $28164521.00       | $18167333.11       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $888.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9971 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $944.35            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  | 0.0000% | $142000371.00      | $74126738.28       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  | 0.0000% | $1008.00           | $477.62            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5821 | 2048-05-01      | 3.5000%  | 0.0000% | $1007.00           | $413.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $35308572.00       | $28323449.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | 0.0000% | $1023.00           | $831.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1345.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $36246432.00       | $31603529.53       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $3012.00           | $1696.99           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8387 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $673.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $5209.00           | $5088.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  | 0.0000% | $5000.00           | $3451.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7438 | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $703.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $74084223.00       | $67196537.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9431 | 2054-11-01      | 5.5000%  | 0.0000% | $107934360.00      | $102591044.57      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7794 | 2054-01-01      | 6.0000%  | 0.0000% | $75000.00          | $45463.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6636 | 2052-09-01      | 4.0000%  | 0.0000% | $311423.00         | $226437.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $6131.00           | $4887.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  | 0.0000% | $254000.00         | $241437.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $703.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4299 | 2053-04-01      | 5.5000%  | 0.0000% | $14785.00          | $10475.77          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  | 0.0000% | $2039404.00        | $1861753.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2328.85           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6910 | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $502.21            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7114 | 2035-09-01      | 2.5000%  | 0.0000% | $1000.00           | $389.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $4056.00           | $3220.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | 0.0000% | $1123.00           | $859.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | 0.0000% | $46812198.00       | $40754277.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8267 | 2056-01-01      | 5.5000%  | 0.0000% | $1001.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $587.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8357 | 2056-01-01      | 4.5000%  | 0.0000% | $1001.00           | $966.44            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $800.82            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2146.57           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $363577.00         | $242747.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  | 0.0000% | $3200.00           | $2450.30           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | 0.0000% | $2089.00           | $1339.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $9020.00           | $6104.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4943 | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1508.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8689 | 2054-06-01      | 5.5000%  | 0.0000% | $1060.00           | $940.99            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $1001.00           | $598.70            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8131 | 2050-12-01      | 2.5000%  | 0.0000% | $335000.00         | $158477.76         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7927 | 2054-05-01      | 6.5000%  | 0.0000% | $1069.00           | $811.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $15458975.00       | $11429179.82       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $18438.00          | $4428.25           | Agency Mortgage-Backed Securities |
| FNMS 06.250 CA972795 | 2038-02-01      | 6.2500%  | 0.0000% | $1001.00           | $120.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3935 | 2040-02-01      | 3.5000%  | 0.0000% | $1000.00           | $170.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $536998.00         | $49039.50          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0777 | 2031-06-01      | 5.0000%  | 0.0000% | $957015.00         | $36213.39          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $78.86             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5947 | 2056-01-01      | 6.5000%  | 0.0000% | $12999000.00       | $13148529.69       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4636 | 2055-10-01      | 5.0000%  | 0.0000% | $3024.00           | $2952.78           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $812.56            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2085 | 2055-12-01      | 6.0000%  | 0.0000% | $10038395.00       | $10096268.62       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4902 | 2056-01-01      | 5.0000%  | 0.0000% | $11192208.00       | $11042157.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX7600 | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $964.88            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5565 | 2055-10-01      | 5.5000%  | 0.0000% | $289532.00         | $283359.18         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4202 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $979.57            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4306 | 2055-10-01      | 5.5000%  | 0.0000% | $223160.00         | $225088.88         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7856 | 2055-07-01      | 5.5000%  | 0.0000% | $1039.00           | $1006.07           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $812.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.82            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4504 | 2055-06-01      | 5.5000%  | 0.0000% | $4032.00           | $3573.00           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $988.57            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $860.38            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1118 | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $611.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7611 | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1730.17           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $70880.00          | $34619.97          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3014.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  | 0.0000% | $196563.00         | $171679.71         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9520 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $918.54            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $206000.00         | $147077.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | 0.0000% | $3056.00           | $2646.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9042 | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $458.73            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9224 | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $654.65            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4733 | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1341.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL974966 | 2038-04-01      | 5.5000%  | 0.0000% | $1000.00           | $13.93             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAB3898 | 2026-11-01      | 3.0000%  | 0.0000% | $1513.00           | $5.80              | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $43575433.00       | $196677.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  | 0.0000% | $3000.00           | $428.05            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1527.01           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  | 0.0000% | $432000.00         | $68173.87          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | 0.0000% | $6777.00           | $37.97             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1831 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $678.37            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2046 | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $957.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1255.70           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5661 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.86            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $596.13            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $56793858.00       | $99293.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1678 | 2052-04-01      | 4.0000%  | 0.0000% | $1002.00           | $692.72            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4655 | 2056-03-01      | 5.5000%  | 0.0000% | $20137127.00       | $20338968.13       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3615 | 2051-07-01      | 2.5000%  | 0.0000% | $1012.00           | $669.19            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | 0.0000% | $28179952.00       | $22135323.80       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $545.30            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $1002.00           | $658.06            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  | 0.0000% | $6257648.00        | $4697811.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $6504125.00        | $5360363.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9737 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $938.04            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | 0.0000% | $9556747.00        | $7827289.95        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $881.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $937.13            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4584 | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $538.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $181.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $469.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | 0.0000% | $6601307.00        | $5069697.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $1025.00           | $952.37            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $766.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | 0.0000% | $1072.00           | $887.55            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $2829811.00        | $1488565.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3829 | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $906.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $4002.00           | $2410.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $41717202.00       | $30866578.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $34717272.00       | $29162535.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3333.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $876.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | 0.0000% | $101681663.00      | $88358611.76       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8291 | 2052-07-01      | 5.0000%  | 0.0000% | $2087.00           | $1376.87           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6831 | 2056-01-01      | 6.0000%  | 0.0000% | $1002.00           | $1058.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | 0.0000% | $2395374.00        | $2177377.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $979300.00         | $736909.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $746.46            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  | 0.0000% | $4001.00           | $3706.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $684.07            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4846 | 2052-09-01      | 5.5000%  | 0.0000% | $2002.00           | $1692.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  | 0.0000% | $7482.00           | $6895.58           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1305.47           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $822.62            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7052 | 2053-09-01      | 6.0000%  | 0.0000% | $29806384.00       | $23334156.57       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1412.57           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $859.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $290.78            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTCA1914 | 2038-06-01      | 4.5000%  | 0.0000% | $1001.00           | $240.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $2001.00           | $1571.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0030 | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2661.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | 0.0000% | $26317369.00       | $23871750.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8810 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.78           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $97942964.00       | $76678381.62       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  | 0.0000% | $2110.00           | $744.76            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $848.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $66779865.00       | $48788300.73       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3857 | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $581.96            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  | 0.0000% | $4394.00           | $2615.51           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1069 | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $586.00            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $733.58            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2852 | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1871.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1490 | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $391.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5150 | 2053-06-01      | 5.0000%  | 0.0000% | $1086.00           | $823.89            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $846.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $4080.00           | $3362.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $5135.00           | $4276.05           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $2623860.00        | $2014937.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1396.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6583 | 2050-08-01      | 2.5000%  | 0.0000% | $2715.00           | $975.93            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1332 | 2051-08-01      | 2.5000%  | 0.0000% | $685000.00         | $417384.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  | 0.0000% | $58981.00          | $34801.28          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS3009 | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $649.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3511 | 2052-05-01      | 4.0000%  | 0.0000% | $1225.00           | $857.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7985 | 2054-02-01      | 5.5000%  | 0.0000% | $82288.00          | $69051.13          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8116 | 2054-03-01      | 4.5000%  | 0.0000% | $4000.00           | $3699.07           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9283 | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2107.48           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $608.87            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | 0.0000% | $11008.00          | $1670.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $633.94            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8946 | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $705.55            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7518 | 2053-11-01      | 6.5000%  | 0.0000% | $2034.00           | $1523.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $930.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $5065.00           | $4410.17           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1052 | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $130.66            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9823 | 2053-11-01      | 6.5000%  | 0.0000% | $9536.00           | $5165.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  | 0.0000% | $85287139.00       | $72890037.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $713.57            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1971 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $715.62            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD5353 | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1178.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | 0.0000% | $4001.00           | $309.28            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1156.14           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  | 0.0000% | $1009.00           | $141.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7380 | 2052-12-01      | 5.5000%  | 0.0000% | $1056.00           | $946.95            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | 0.0000% | $3072.00           | $1297.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW5299 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.09           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $2022.00           | $1014.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | 0.0000% | $296707.00         | $27867.05          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | 0.0000% | $5000.00           | $5077.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $139.87            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $8082040.00        | $6467684.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1678.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4349 | 2049-10-01      | 3.5000%  | 0.0000% | $70005000.00       | $24846452.33       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  | 0.0000% | $3111.00           | $720.06            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8335 | 2052-08-01      | 5.0000%  | 0.0000% | $4920128.00        | $3963379.43        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | 0.0000% | $1922747.00        | $886324.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $3205746.00        | $2974008.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1094.00           | $988.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW5298 | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $699.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $2091.00           | $1804.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $728.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $499.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8973 | 2054-08-01      | 5.0000%  | 0.0000% | $158000.00         | $141928.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $575.46            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1520.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $4499.00           | $3610.51           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2039.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | 0.0000% | $2249000.00        | $1770790.42        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1777 | 2051-11-01      | 2.0000%  | 0.0000% | $4024.00           | $2340.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7969 | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $882.38            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $13983552.00       | $11025114.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7623 | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $694288.91         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  | 0.0000% | $3072.00           | $1677.40           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2103 | 2051-07-01      | 2.5000%  | 0.0000% | $3072.00           | $1742.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7218 | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1671.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7051 | 2053-09-01      | 6.0000%  | 0.0000% | $2067.00           | $1614.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $902.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $8001.00           | $3781.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $433.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $3000.00           | $898.05            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6496 | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $487.65            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8097 | 2055-12-01      | 5.5000%  | 0.0000% | $2999.00           | $3030.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0883 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8521 | 2052-10-01      | 4.5000%  | 0.0000% | $4123.00           | $2558.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5727 | 2055-11-01      | 5.5000%  | 0.0000% | $2150.00           | $2156.07           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | 0.0000% | $4010.00           | $2275.59           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  | 0.0000% | $2032.00           | $1301.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $7000.00           | $2820.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $9000.00           | $3192.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5327 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1352.86           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8563 | 2055-09-01      | 6.5000%  | 0.0000% | $1856800.00        | $1930939.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1589.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7765 | 2056-01-01      | 5.0000%  | 0.0000% | $3029.00           | $2997.06           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1234.02           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9966 | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1828.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5423 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $579.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | 0.0000% | $9016.00           | $64.71             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ6286 | 2042-12-01      | 4.0000%  | 0.0000% | $1104.00           | $145.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | 0.0000% | $6144.00           | $58.94             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0472 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $983.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL685335 | 2033-03-01      | 6.0000%  | 0.0000% | $2093.00           | $33.11             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $965.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2366.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $821.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  | 0.0000% | $37407971.00       | $260501.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3967.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $630.52            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBP4253 | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $412.15            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5110 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $954.52            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | 0.0000% | $6145.00           | $11.58             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX0832 | 2044-09-01      | 3.5000%  | 0.0000% | $1024.00           | $124.34            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9440 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $948.59            | Agency Mortgage-Backed Securities |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $84905.00          | $2745.74           | Agency Mortgage-Backed Securities |
| 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $9183.00           | $12.38             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G06231 G | 2040-12-01      | 4.0000%  | 0.0000% | $11391.00          | $493.35            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | 0.0000% | $102742.00         | $1131.19           | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $26.42             | Agency Mortgage-Backed Securities |
| 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $59.64             | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $1008.00           | $42.21             | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16073 G | 2031-12-01      | 3.0000%  | 0.0000% | $8247.00           | $1039.47           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $28186.00          | $2029.64           | Agency Mortgage-Backed Securities |
| 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $4975.00           | $61.05             | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07346 G | 2043-04-01      | 3.5000%  | 0.0000% | $4692.00           | $781.89            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30545 G | 2029-10-01      | 5.0000%  | 0.0000% | $3035.00           | $11.58             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1407 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $965.86            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $782.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9800 | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $910.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $31723379.00       | $28735338.73       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7411 | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $771.35            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0216 | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $909.74            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRMA1629 | 2043-09-01      | 4.5000%  | 0.0000% | $459717.00         | $64707.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9304 | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1512.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $987.04            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $293.35            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | 0.0000% | $32853.00          | $24928.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  | 0.0000% | $1084736.00        | $43419.56          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888956 | 2036-03-01      | 6.0000%  | 0.0000% | $4408067.00        | $35974.08          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $103.44            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8303 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $861.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1692 | 2055-12-01      | 5.5000%  | 0.0000% | $144180.00         | $146292.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  | 0.0000% | $670804.00         | $571243.44         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $856.41            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5429 | 2044-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1189.88           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $1280.00           | $812.03            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | 0.0000% | $1035.00           | $905.18            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $1280.00           | $937.72            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1622 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.15            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3445 | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1933.36           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4934 | 2055-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1641.67           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3636 | 2055-01-01      | 6.5000%  | 0.0000% | $37263.00          | $25347.66          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $859.18            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7012 | 2055-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2123.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7852 | 2055-06-01      | 5.5000%  | 0.0000% | $77004.00          | $38326.99          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4342 | 2055-06-01      | 6.0000%  | 0.0000% | $1045.00           | $964.28            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3995 | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $930.04            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1791.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA3725 | 2049-07-01      | 3.5000%  | 0.0000% | $1287960.00        | $44994.98          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8842 | 2055-07-01      | 5.5000%  | 0.0000% | $1001.00           | $1011.39           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7575 | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.29           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7872 | 2056-03-01      | 5.0000%  | 0.0000% | $9910197.00        | $9801924.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3061 | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $803.49            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  | 0.0000% | $14339652.00       | $12574371.17       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0007 | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1588.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5911 | 2045-10-01      | 3.5000%  | 0.0000% | $2048.00           | $223.09            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | 0.0000% | $4000.00           | $777.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $800000.00         | $100940.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | 0.0000% | $2051.00           | $554.71            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  | 0.0000% | $259071675.00      | $23298635.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $2172.00           | $11.66             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $114.77            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $956.53            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $733.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ6610 | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $281.27            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $841.95            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG5664 | 2053-07-01      | 5.5000%  | 0.0000% | $1001.00           | $838.22            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  | 0.0000% | $8000.00           | $2811.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $1626.36           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1371.40           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $3900.00           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | 0.0000% | $3000.00           | $394.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | 0.0000% | $5001.00           | $1900.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  | 0.0000% | $1048.00           | $203.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5456 | 2045-07-01      | 3.5000%  | 0.0000% | $1152.00           | $183.24            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | 0.0000% | $5001.00           | $1114.85           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $10000.00          | $987.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $106.32            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $4426.00           | $1.72              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | 0.0000% | $5042.00           | $347.33            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | 0.0000% | $2000.00           | $126.72            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP878450 | 2036-08-01      | 6.0000%  | 0.0000% | $3056.00           | $11.94             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  | 0.0000% | $3003.00           | $301.55            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  | 0.0000% | $162155541.00      | $312445.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY1318 | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3321.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7038 | 2054-12-01      | 4.5000%  | 0.0000% | $1003.00           | $863.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1473 | 2053-09-01      | 6.5000%  | 0.0000% | $2031.00           | $1044.84           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $5000.00           | $2062.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | 0.0000% | $6000.00           | $941.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $17007.00          | $3136.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5091 | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $8008.00           | $1875.93           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF2495 | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2089.89           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $192.15            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBK5178 | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $702.17            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBK0935 | 2033-07-01      | 4.0000%  | 0.0000% | $2002.00           | $369.93            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $830.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $987.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL878096 | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $9.33              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8122 | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $847.60            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7199 | 2048-09-01      | 4.5000%  | 0.0000% | $1001.00           | $472.11            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $838.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2876 | 2055-03-01      | 5.0000%  | 0.0000% | $1005.00           | $972.65            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6138 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $747.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $735150.00         | $727408.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $1135.78           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM1448 | 2030-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $109883.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC6428 | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $800.83            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | 0.0000% | $18409920.00       | $129629.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $840.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $214.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  | 0.0000% | $16853344.00       | $223764.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $3008.00           | $331.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWAQ8454 | 2027-12-01      | 2.5000%  | 0.0000% | $1000.00           | $21.38             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL2834 | 2027-06-01      | 3.5000%  | 0.0000% | $2029.00           | $16.72             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7234 | 2046-05-01      | 3.0000%  | 0.0000% | $1008.00           | $122.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | 0.0000% | $5003.00           | $546.21            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $27014.00          | $5073.17           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9797 | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $824.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $828.42            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2863.21           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $6001.00           | $3853.35           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $3001.00           | $2063.54           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $133.42            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $833.26            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $79.65             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4957.95           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | 0.0000% | $4001.00           | $970.12            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | 0.0000% | $9000.00           | $1871.24           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8529 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $813.49            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2276 | 2036-10-01      | 2.0000%  | 0.0000% | $2278536.00        | $1223119.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $406.95            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G67722 G | 2049-03-01      | 5.0000%  | 0.0000% | $86916224.00       | $16205128.85       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $755.02            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81716 G | 2045-04-01      | 4.0000%  | 0.0000% | $1032.00           | $279.08            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $646.85            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $618.63            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  | 0.0000% | $6000.00           | $1731.21           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $2000.00           | $383.25            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G31029 G | 2036-11-01      | 4.0000%  | 0.0000% | $1000.00           | $182.04            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $8000.00           | $4543.68           | Agency Mortgage-Backed Securities |
| 03.500 FGPC U90768 G | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $50.80             | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $163.99            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | 0.0000% | $2000.00           | $501.81            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $769.83            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1335 | 2052-07-01      | 4.5000%  | 0.0000% | $883821.00         | $613132.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4089.71           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $569.91            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3326.01           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $280.91            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $190.85            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8645 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $674.66            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $4304.09           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | 0.0000% | $9000.00           | $2321.68           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $741.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $212.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $809.42            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1505.54           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | 0.0000% | $10000.00          | $1563.24           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $101.39            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1375.86           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $941.91            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | 0.0000% | $8003.00           | $1851.69           | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q15842 G | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $168.34            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | 0.0000% | $13632.00          | $3259.71           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | 0.0000% | $9000.00           | $2395.72           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7616 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $711.72            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $13648560.00       | $4607540.94        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24793 G | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3452.42           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $53.29             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | 0.0000% | $5001.00           | $4318.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $12497551.00       | $9841290.18        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $144.37            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $612.03            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $5000.00           | $3815.41           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2020.80           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4173 | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1426.28           | Agency Mortgage-Backed Securities |
| FEPC 03.500 3XZT1017 | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $210.92            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1009.82           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $168.41            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  | 0.0000% | $5441.00           | $51.84             | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $131.49            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $22000.00          | $13567.56          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $415.83            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  | 0.0000% | $2081.00           | $264.52            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $751.15            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  | 0.0000% | $1001.00           | $418.70            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1495.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $876.73            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  | 0.0000% | $402044.00         | $184222.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9659 | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $912.73            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $30081340.00       | $28199486.56       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | 0.0000% | $19338672.00       | $16464613.74       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6201 | 2053-05-01      | 6.0000%  | 0.0000% | $53299110.00       | $40081782.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $19997004.00       | $16514033.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $954.93            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7739 | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $502.95            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9867 | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $786.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  | 0.0000% | $1024.00           | $146.88            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $536.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6181 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $481.19            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4941 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $715.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6917 | 2053-08-01      | 5.5000%  | 0.0000% | $3031.00           | $2951.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8482 | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $747.63            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $2666.09           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  | 0.0000% | $2012.00           | $1203.88           | Agency Mortgage-Backed Securities |
| FNMS 04.500 RE916462 | 2037-05-01      | 4.5000%  | 0.0000% | $1000.00           | $57.60             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0428 | 2055-05-01      | 5.5000%  | 0.0000% | $19600451.00       | $17374964.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $926.94            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CI890778 | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $83.90             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3408 | 2052-04-01      | 2.5000%  | 0.0000% | $11634.00          | $7804.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $3099.00           | $2040.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6204 | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $799.18            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  | 0.0000% | $245605955.00      | $129195905.44      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0478 | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $474.38            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  | 0.0000% | $2189.00           | $1373.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $4999.00           | $4499.73           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $70628571.00       | $65755879.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $618.18            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1878 | 2056-01-01      | 6.0000%  | 0.0000% | $3067.00           | $3112.75           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9349 | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $943.05            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  | 0.0000% | $1095.00           | $759.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1644 | 2055-12-01      | 5.0000%  | 0.0000% | $62239425.00       | $61250387.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | 0.0000% | $3035.00           | $2463.70           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1004 | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1325.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6188 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $810.56            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5302 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $666.11            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $926.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $6569364.00        | $199195.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1403 | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $934.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1793.56           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $4000.00           | $2694.11           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $4060.00           | $2805.06           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $897.02            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $640.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $940.03            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9515 | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1285.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5972 | 2056-02-01      | 5.5000%  | 0.0000% | $13510960.00       | $13460006.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $37656.00          | $41.97             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4249 | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $657.01            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | 0.0000% | $8001.00           | $5292.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $796.04            | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $110000000.00      | $370535.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2710 | 2055-09-01      | 5.5000%  | 0.0000% | $3050.00           | $2972.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | 0.0000% | $3072.00           | $554.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3786 | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $919.18            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  | 0.0000% | $325367.00         | $213550.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | 0.0000% | $3003.00           | $1826.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2293.02           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $742.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1667.31           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICA8377 | 2035-12-01      | 1.5000%  | 0.0000% | $141170.00         | $66473.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $13099.00          | $8122.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2520 | 2055-08-01      | 5.5000%  | 0.0000% | $2025.00           | $1954.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY2930 | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1805.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5065 | 2053-01-01      | 5.5000%  | 0.0000% | $1001.00           | $778.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2461.49           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  | 0.0000% | $496902.00         | $239952.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $502.53            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $1667.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $533.18            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $215.95            | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIBM3158 | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $110.29            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $722.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1518.09           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $525.59            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0919 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $894.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5676 | 2052-08-01      | 5.0000%  | 0.0000% | $2021.00           | $1394.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $4001.00           | $1486.21           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $481.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1714.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $664.55            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9514 | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $611.69            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA0735 | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $228.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0427 | 2052-11-01      | 5.5000%  | 0.0000% | $1037.00           | $740.85            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $721.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2631.28           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  | 0.0000% | $1016436.00        | $819702.99         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $624.66            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  | 0.0000% | $2005.00           | $1899.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY6467 | 2053-08-01      | 5.0000%  | 0.0000% | $1005.00           | $830.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6140 | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1569.81           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $688666.00         | $395813.75         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3500 | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $1978.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFA4656 | 2037-05-01      | 3.5000%  | 0.0000% | $4000.00           | $3919.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2046.50           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $852.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $804.86            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1516 | 2046-08-01      | 4.0000%  | 0.0000% | $24440597.00       | $3467670.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5569 | 2055-12-01      | 5.0000%  | 0.0000% | $2017.00           | $1987.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $3.88              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | 0.0000% | $1828578.00        | $596100.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1066 | 2048-01-01      | 4.5000%  | 0.0000% | $1001.00           | $381.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0430 | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $925.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0413 | 2055-02-01      | 5.5000%  | 0.0000% | $11330.00          | $10635.15          | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | 0.0000% | $2000.00           | $385.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  | 0.0000% | $2046.00           | $550.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $344.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  | 0.0000% | $5000.00           | $1361.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ7216 | 2048-10-01      | 4.0000%  | 0.0000% | $3072.00           | $482.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  | 0.0000% | $3099.00           | $813.82            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $276.33            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $2001.00           | $1077.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  | 0.0000% | $4001.00           | $1379.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $183.06            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  | 0.0000% | $1669063.00        | $468075.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $2760.69           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3254 | 2048-02-01      | 4.0000%  | 0.0000% | $1009.00           | $282.58            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $3236.00           | $1066.96           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA3960 | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $314.12            | Agency Mortgage-Backed Securities |
| FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  | 0.0000% | $486324.00         | $115458.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $72981451.00       | $16981957.54       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK2214 | 2035-03-01      | 2.5000%  | 0.0000% | $669677.00         | $194433.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBJ2716 | 2033-04-01      | 4.0000%  | 0.0000% | $919000.00         | $114596.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  | 0.0000% | $1579916.00        | $503289.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1134 | 2046-02-01      | 4.5000%  | 0.0000% | $3000.00           | $487.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $3001.00           | $1033.83           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $491.45            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $485.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $2398000.00        | $755510.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3779 | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1714.57           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9051 | 2048-11-01      | 4.5000%  | 0.0000% | $11001.00          | $4108.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $28002.00          | $8526.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $31.98             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $223.51            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $791.03            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  | 0.0000% | $2016.00           | $734.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $17043.00          | $1487.79           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7111 | 2050-09-01      | 2.0000%  | 0.0000% | $235823333.00      | $120464173.62      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6129 | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $655.06            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  | 0.0000% | $477513.00         | $110867.02         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4106 | 2035-07-01      | 1.5000%  | 0.0000% | $1015464.00        | $375279.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $148997.00         | $127136.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $63553261.00       | $62276131.20       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | 0.0000% | $25732.00          | $25570.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1146 | 2042-07-01      | 4.0000%  | 0.0000% | $2071000.00        | $185317.84         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  | 0.0000% | $407000.00         | $188802.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $3640991.00        | $2806211.40        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX0557 | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $596.97            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1995 | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2522.40           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3640 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $915.86            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5125 | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.75           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0237 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $694.01            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2366 | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $975.58            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4099 | 2056-01-01      | 4.5000%  | 0.0000% | $12669587.00       | $12200449.24       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $918.27            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4909 | 2056-02-01      | 5.0000%  | 0.0000% | $13705904.00       | $13122608.82       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $1041.00           | $335.89            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8569 | 2056-01-01      | 5.0000%  | 0.0000% | $1014.00           | $998.90            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $113361208.00      | $84388545.53       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5837 | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $197.71            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | 0.0000% | $2591000.00        | $1119940.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  | 0.0000% | $1001.00           | $11.05             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $620.71            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2807 | 2052-09-01      | 5.0000%  | 0.0000% | $3210.00           | $2413.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL885315 | 2036-06-01      | 6.0000%  | 0.0000% | $8606762.00        | $112615.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  | 0.0000% | $2047.00           | $10.30             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $47226993.00       | $135579.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 K2963171 | 2038-05-01      | 4.5000%  | 0.0000% | $996000.00         | $27294.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  | 0.0000% | $1024.00           | $25.03             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  | 0.0000% | $1007.00           | $665.28            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL959606 | 2037-11-01      | 6.5000%  | 0.0000% | $1006.00           | $22.23             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1181 | 2052-04-01      | 3.5000%  | 0.0000% | $2940.00           | $1882.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | 0.0000% | $38829601.00       | $219933.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3040 | 2051-12-01      | 3.0000%  | 0.0000% | $453474.00         | $300570.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $2003.00           | $548.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1611 | 2043-09-01      | 4.0000%  | 0.0000% | $159000.00         | $21319.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  | 0.0000% | $1002.00           | $123.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4088 | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $226.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA6028 | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $966.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $11004.00          | $1021.34           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3953 | 2030-03-01      | 2.5000%  | 0.0000% | $189000.00         | $24336.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $119.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  | 0.0000% | $1041.00           | $940.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $39424365.00       | $379195.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $194.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CKMA0898 | 2041-10-01      | 4.5000%  | 0.0000% | $1088.00           | $57.84             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $6208.00           | $111.98            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5067 | 2056-01-01      | 5.5000%  | 0.0000% | $19849395.00       | $20111375.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | 0.0000% | $3291.00           | $14.66             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1428.47           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $50000000.00       | $467983.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0238 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $955.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  | 0.0000% | $2000.00           | $59.04             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $8767000.00        | $185469.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $102.64            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI3651 | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $760.13            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9995 | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $756.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7683 | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3623.52           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | 0.0000% | $9000.00           | $2471.50           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $1177.00           | $7.54              | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $2053.00           | $422.85            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62733 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $236.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $3000.00           | $448.14            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO7706 | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $156.63            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4559 | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $936.56            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8794 | 2053-04-01      | 5.5000%  | 0.0000% | $3001.00           | $2278.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745837 | 2033-04-01      | 6.0000%  | 0.0000% | $1027.00           | $17.84             | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $207.67            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3658 | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1693.41           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $5000.00           | $1718.82           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3987 | 2050-11-01      | 2.5000%  | 0.0000% | $5000.00           | $2186.86           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $237.82            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q15748 G | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $215.92            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20297 G | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $164.65            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4481.46           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7470 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $915.95            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $213.74            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $915.03            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8899 | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $603.94            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $840.85            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | 0.0000% | $2057.00           | $1583.68           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $109.70            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1735 | 2049-11-01      | 4.0000%  | 0.0000% | $657000.00         | $104803.37         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0864 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $573.68            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8182 | 2052-11-01      | 5.0000%  | 0.0000% | $1026.00           | $780.85            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $3009.00           | $1813.42           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $1194000.00        | $570105.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  | 0.0000% | $11707323.00       | $8169777.00        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | 0.0000% | $3001.00           | $563.42            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $2884.00           | $751.84            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $782.08            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $697.29            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3840 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $821.08            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $4845.26           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8138 | 2037-01-01      | 2.5000%  | 0.0000% | $99000.00          | $51828.95          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  | 0.0000% | $7000.00           | $2610.41           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | 0.0000% | $9000.00           | $660.52            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3328 | 2050-08-01      | 2.0000%  | 0.0000% | $5000.00           | $2316.42           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q02755 G | 2041-08-01      | 4.0000%  | 0.0000% | $1018.00           | $94.70             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4358 | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3427.44           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | 0.0000% | $8000.00           | $1932.96           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $536.19            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA5873 | 2049-12-01      | 4.5000%  | 0.0000% | $7000.00           | $641.65            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6298 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $754.49            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC3945 | 2051-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1230.78           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1175.59           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA9258 | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $230.14            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $771.13            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5544 | 2053-06-01      | 5.0000%  | 0.0000% | $5028312.00        | $4568437.30        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | 0.0000% | $9001.00           | $2469.57           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC9130 | 2051-10-01      | 1.5000%  | 0.0000% | $1000.00           | $614.83            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | 0.0000% | $9000.00           | $3478.82           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA2390 | 2050-05-01      | 2.0000%  | 0.0000% | $1000.00           | $483.86            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $13034.00          | $507.98            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $192.37            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $7000.00           | $5150.01           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $750.99            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $27000.00          | $19371.12          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  | 0.0000% | $5000.00           | $4588.31           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | 0.0000% | $1002.00           | $247.09            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $8000.00           | $4485.13           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $439.16            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4747 | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $124.19            | Agency Mortgage-Backed Securities |
| 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  | 0.0000% | $3000.00           | $25.69             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $428.58            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $8000.00           | $4937.81           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | 0.0000% | $6050.00           | $3516.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS5708 | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $79.78             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5819 | 2045-09-01      | 3.5000%  | 0.0000% | $238599168.00      | $25422180.83       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9831 | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $83.61             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $114.77            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5546 | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $743.83            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $904.40            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5893 | 2043-06-01      | 3.0000%  | 0.0000% | $196258816.00      | $32637489.43       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT5901 | 2043-06-01      | 3.5000%  | 0.0000% | $1074.00           | $192.01            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $905.52            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5323 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.63           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | 0.0000% | $6179.00           | $41.35             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5581 | 2055-12-01      | 5.5000%  | 0.0000% | $1003.00           | $1018.70           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT8420 | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $145.67            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1094 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7714 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  | 0.0000% | $1000.00           | $15.87             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  | 0.0000% | $3470956.00        | $37919.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6072 | 2056-01-01      | 5.0000%  | 0.0000% | $7597000.00        | $6438029.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1266.78           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $270.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT3988 | 2043-05-01      | 3.5000%  | 0.0000% | $2000.00           | $314.67            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $297.22            | Agency Mortgage-Backed Securities |
| FNMS 05.450 CA841758 | 2035-08-01      | 5.4500%  | 0.0000% | $1000.00           | $202.01            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6054 | 2055-08-01      | 6.5000%  | 0.0000% | $25786521.00       | $25422442.77       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1023.04           | Agency Mortgage-Backed Securities |
| FNMS 04.500 R3BF0369 | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $329.89            | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL735182 | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $7.81              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.88           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3467 | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $986.41            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $895.55            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $3688981.00        | $381767.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ2109 | 2045-10-01      | 4.0000%  | 0.0000% | $1024.00           | $233.78            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4397.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | 0.0000% | $7164.00           | $81.71             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW3638 | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $47.42             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2943 | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $178.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | 0.0000% | $1514584.00        | $524138.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3456 | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1608.61           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | 0.0000% | $6189.00           | $39.39             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $801.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0528 | 2047-10-01      | 3.5000%  | 0.0000% | $1040.00           | $269.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | 0.0000% | $6000.00           | $663.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH9224 | 2048-01-01      | 4.5000%  | 0.0000% | $1024.00           | $256.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2934 | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $253.87            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ9502 | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $370.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5291 | 2035-02-01      | 3.5000%  | 0.0000% | $2000.00           | $411.71            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5549 | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $564.04            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $549.60            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.42            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $7627.00           | $1855.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $3000.00           | $1014.80           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $210.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $278.86            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $144.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $10001.00          | $2128.86           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6469 | 2055-11-01      | 5.0000%  | 0.0000% | $7522476.00        | $7434297.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1812.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $817.71            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | 0.0000% | $1001.00           | $782.59            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $708.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5047 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | 0.0000% | $19000.00          | $4392.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7368 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.60            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  | 0.0000% | $2029.00           | $388.14            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $120.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1100.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5264 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $913.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1856 | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1012.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $96.04             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA1422 | 2033-03-01      | 2.5000%  | 0.0000% | $1000.00           | $191.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4136 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $754.41            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0094 | 2056-05-01      | 4.0000%  | 0.0000% | $1000.00           | $222.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $11000.00          | $3736.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | 0.0000% | $5086.00           | $4589.79           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $503.40            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $7000.00           | $1946.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $154.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $281.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $290.84            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  | 0.0000% | $5000.00           | $157.56            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3954 | 2054-10-01      | 6.5000%  | 0.0000% | $1002.00           | $806.41            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $11608.00          | $104.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $215.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $238129847.00      | $34929860.67       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA2948 | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1638.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $580.10            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $541.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  | 0.0000% | $5000.00           | $3463.58           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $840.61            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $522295.00         | $352686.27         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE8608 | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1035.89           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE4187 | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $210.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | 0.0000% | $4000.00           | $601.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $1232662.00        | $942382.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6117 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $542.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $2001.00           | $323.44            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1579.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $758.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $1141.06           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1454.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | 0.0000% | $3000.00           | $1325.13           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1159.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $934.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $904.73            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV9527 | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $816.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $816.59            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $560.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1470254.00        | $1046208.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $786866.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  | 0.0000% | $2049.00           | $1115.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $875.90            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5274 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $795.57            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $584.04            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | 0.0000% | $39026532.00       | $24863659.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7944 | 2052-08-01      | 5.0000%  | 0.0000% | $2016.00           | $1695.46           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2148 | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $1744.92           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $5004.00           | $2595.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0397 | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $514.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $733.31            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9775 | 2053-04-01      | 6.0000%  | 0.0000% | $90424.00          | $64189.34          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | 0.0000% | $198719000.00      | $98528291.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8574 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1886.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY2022 | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1494.51           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $707.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0552 | 2052-10-01      | 5.0000%  | 0.0000% | $1040.00           | $772.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1316.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  | 0.0000% | $1007.00           | $549.18            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6684 | 2052-04-01      | 4.5000%  | 0.0000% | $2068.00           | $1302.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $1160608.00        | $839182.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $862.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  | 0.0000% | $3075.00           | $1564.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $429.13            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $767.88            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $5001.00           | $3167.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2120.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7209 | 2050-10-01      | 2.5000%  | 0.0000% | $12799232.00       | $5313103.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1255.04           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $570.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $430.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8434 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $679.85            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  | 0.0000% | $1176749.00        | $646198.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7283 | 2050-10-01      | 2.0000%  | 0.0000% | $3089.00           | $1609.99           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $4104.00           | $3365.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $771.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2512.13           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $39415894.00       | $23312769.60       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $6000.00           | $4173.26           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB1841 | 2041-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1210.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $4272.00           | $3025.85           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1553.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $7000.00           | $4870.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9444 | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $418.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $11271.00          | $7455.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $695.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $7644.00           | $5865.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | 0.0000% | $4264.00           | $3587.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $949.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $927.53            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8588 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $944.78            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9107 | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $583.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  | 0.0000% | $1285304.00        | $899873.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6747 | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $731.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $732.53            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9911 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $478.34            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $611.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $462.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4801 | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $748.68            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1721.62           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | 0.0000% | $548157.00         | $407561.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7032 | 2050-09-01      | 2.5000%  | 0.0000% | $2079.00           | $997.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $22794762.00       | $16243998.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $661.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  | 0.0000% | $1100.00           | $806.39            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  | 0.0000% | $12705881.00       | $10111087.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  | 0.0000% | $4057.00           | $2454.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | 0.0000% | $1096.00           | $915.26            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $9108.00           | $6673.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $766.03            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  | 0.0000% | $154664952.00      | $84472291.03       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1391.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  | 0.0000% | $3096000.00        | $2635270.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $1034.00           | $953.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $10213.00          | $7664.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $4096.00           | $3342.94           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  | 0.0000% | $2001.00           | $2029.73           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0427 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.43           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1496 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $771.97            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX2625 | 2055-01-01      | 6.0000%  | 0.0000% | $14679264.00       | $9713870.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX4668 | 2055-02-01      | 5.0000%  | 0.0000% | $1028.00           | $975.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0933 | 2040-04-01      | 5.5000%  | 0.0000% | $1039.00           | $54.22             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $168.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $94023104.00       | $3671792.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $3098.00           | $2362.55           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $111384.00         | $43650.36          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX4666 | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $840.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $10841.00          | $8077.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC4807 | 2039-10-01      | 4.5000%  | 0.0000% | $1000.00           | $9.07              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $878.22            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $732.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $6000.00           | $748.29            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $3024.00           | $2675.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1002.00           | $163.80            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $1031.00           | $846.23            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | 0.0000% | $1040.00           | $216.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA4661 | 2042-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1340.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $14000.00          | $10661.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $992.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $1295000.00        | $238128.67         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6307 | 2055-12-01      | 5.0000%  | 0.0000% | $14928064.00       | $14746593.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  | 0.0000% | $1007.00           | $86.79             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $50142364.00       | $6089220.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $1008.00           | $185.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5698 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $884.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1501.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $3016.00           | $2322.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $201776.00         | $138487.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $752.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5968 | 2056-02-01      | 3.5000%  | 0.0000% | $1000.00           | $913.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | 0.0000% | $1011.00           | $960.93            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  | 0.0000% | $399703.00         | $47818.56          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $499000.00         | $68771.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1395 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $991.72            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1125 | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $79.71             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9569 | 2056-04-01      | 5.0000%  | 0.0000% | $13185104.00       | $13068661.96       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  | 0.0000% | $1088.00           | $641.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  | 0.0000% | $1280.00           | $1063.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG4446 | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.99           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9824 | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $975.52            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | 0.0000% | $9001.00           | $2098.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2611.84           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1244.98           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2754.90           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1131 | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $691.33            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58671 G | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $628.27            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $2000.00           | $688.12            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1514.84           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $10000.00          | $1439.73           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQC5033 | 2051-08-01      | 4.5000%  | 0.0000% | $1001.00           | $210.62            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  | 0.0000% | $7000.00           | $927.46            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8011 | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $113.67            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3300.57           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $791.21            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | 0.0000% | $9022.00           | $3865.64           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q37596 G | 2045-11-01      | 4.0000%  | 0.0000% | $26969.00          | $4296.29           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | 0.0000% | $10000.00          | $2187.91           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $306.32            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $359.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17730 G | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $180.72            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2768.46           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2259.52           | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $236.58            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  | 0.0000% | $8000.00           | $5166.39           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3154 | 2049-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1512.19           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB0542 | 2050-06-01      | 2.5000%  | 0.0000% | $1183080.00        | $554190.85         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  | 0.0000% | $8000.00           | $3699.69           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $509.85            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8122 | 2050-12-01      | 2.5000%  | 0.0000% | $4000.00           | $1820.27           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $79.74             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $5000.00           | $3652.42           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2747 | 2042-02-01      | 4.0000%  | 0.0000% | $1050.00           | $72.85             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $40062.00          | $314.23            | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $107.97            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $180.78            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $244.76            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $270.46            | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RZA3074 | 2030-02-01      | 2.5000%  | 0.0000% | $89012.00          | $3669.23           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $4000.00           | $313.07            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  | 0.0000% | $23806.00          | $564.54            | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  | 0.0000% | $1005.00           | $90.19             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $296.14            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5889 | 2048-11-01      | 4.0000%  | 0.0000% | $2045000.00        | $224025.93         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZM9219 | 2027-05-01      | 3.5000%  | 0.0000% | $1362036.00        | $40179.20          | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $79.94             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $243.64            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $165.78            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4541 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $314.24            | Agency Mortgage-Backed Securities |
| FEPC 03.000 3RZT2054 | 2032-11-01      | 3.0000%  | 0.0000% | $2000.00           | $82.85             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3205 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $134.83            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | 0.0000% | $1025.00           | $226.52            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $319.98            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3160 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $357.19            | Agency Mortgage-Backed Securities |
| FEPC 04.000 3UZT0882 | 2029-02-01      | 4.0000%  | 0.0000% | $2496995.00        | $38427.34          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $86.24             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4860 | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $97.71             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $176.55            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1464.62           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  | 0.0000% | $1002.00           | $94.43             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1314 | 2055-08-01      | 5.5000%  | 0.0000% | $2001.00           | $1959.12           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5429 | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $988.88            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $958.12            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS9562 | 2047-05-01      | 3.0000%  | 0.0000% | $2053.00           | $488.35            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8421 | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $273.16            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0769 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.31           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  | 0.0000% | $2000.00           | $2091.41           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | 0.0000% | $5040.00           | $15.82             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB1928 | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | 0.0000% | $6058.00           | $880.23            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5168 | 2053-10-01      | 6.5000%  | 0.0000% | $2001.00           | $1736.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL870158 | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $2.81              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1507.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1846 | 2054-05-01      | 5.5000%  | 0.0000% | $1046.00           | $718.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  | 0.0000% | $1120.00           | $198.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $5039.00           | $3423.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI2433 | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $81.66             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $94.16             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $216.03            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9268 | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $230.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | 0.0000% | $8001.00           | $316.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT6360 | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $257.27            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $216.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7478 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $940.55            | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLSI2119 | 2055-02-25      | 6.5000%  | 0.0000% | $5120.00           | $3778.65           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | 0.0000% | $8001.00           | $4495.23           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3608 | 2052-11-01      | 5.5000%  | 0.0000% | $1003.00           | $828.16            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7042 | 2053-02-01      | 5.0000%  | 0.0000% | $1008.00           | $827.06            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $809.94            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6598 | 2053-07-01      | 5.5000%  | 0.0000% | $5000.00           | $3178.57           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | 0.0000% | $2009.00           | $415.04            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7238 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $265.80            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | 0.0000% | $3000.00           | $377.80            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $416.35            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6602 | 2053-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4178.54           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA0278 | 2049-05-01      | 5.0000%  | 0.0000% | $7000.00           | $654.03            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  | 0.0000% | $1412.00           | $516.59            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  | 0.0000% | $7001.00           | $1959.01           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9901 | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2105.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $445.91            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  | 0.0000% | $8000.00           | $5048.85           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2368 | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $718.31            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB1355 | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $374.24            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $844.96            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA3556 | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $166.15            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB8182 | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $538.01            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | 0.0000% | $3005.00           | $1854.55           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $658.83            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2044.69           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7345 | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1357.66           | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $548.43            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9181 | 2054-06-01      | 6.5000%  | 0.0000% | $1001.00           | $859.66            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | 0.0000% | $7001.00           | $2026.38           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG9087 | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1511.48           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $723.51            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  | 0.0000% | $1364477.00        | $1362939.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3433.32           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7715 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $604.40            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $712.64            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1236 | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $364.36            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5395 | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $809.16            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH1618 | 2053-09-01      | 4.5000%  | 0.0000% | $4964.00           | $4261.98           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQA9457 | 2050-05-01      | 2.5000%  | 0.0000% | $1010.00           | $460.76            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ8919 | 2054-11-01      | 7.0000%  | 0.0000% | $1001.00           | $924.38            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  | 0.0000% | $1466101.00        | $1168460.22        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9240 | 2054-07-01      | 6.5000%  | 0.0000% | $1524476.00        | $1076418.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 ZK310191 | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $298.57            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $8000.00           | $3163.26           | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  | 0.0000% | $1024.00           | $4.97              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $131.92            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | 0.0000% | $2076.00           | $502.67            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $294.87            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $127.83            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $157.35            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $190.82            | Agency Mortgage-Backed Securities |
| 06.500 FGPC K39030 G | 2047-12-01      | 6.5000%  | 0.0000% | $1025.00           | $3.12              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  | 0.0000% | $356526.00         | $1087.35           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1331 | 2042-06-01      | 3.5000%  | 0.0000% | $848000.00         | $63629.86          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3UZN0013 | 2031-06-01      | 3.0000%  | 0.0000% | $2000.00           | $218.95            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5359 | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $309.55            | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  | 0.0000% | $3991.00           | $82.37             | Agency Mortgage-Backed Securities |
| 05.000 FGPC L00016 G | 2035-11-01      | 5.0000%  | 0.0000% | $29879.00          | $1016.29           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  | 0.0000% | $2000.00           | $397.62            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4707 | 2047-11-01      | 3.5000%  | 0.0000% | $5607.00           | $1199.97           | Agency Mortgage-Backed Securities |
| 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.23              | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  | 0.0000% | $2999.00           | $266.97            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6124 | 2036-10-01      | 6.5000%  | 0.0000% | $1009.00           | $29.62             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  | 0.0000% | $2000.00           | $582.16            | Agency Mortgage-Backed Securities |
| FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $5552.00           | $4.11              | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | 0.0000% | $4067.00           | $472.01            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $93.73             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3803.90           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3831.90           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | 0.0000% | $10001.00          | $2481.84           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62126 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $156.83            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q36591 G | 2045-10-01      | 4.0000%  | 0.0000% | $41000.00          | $4374.65           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | 0.0000% | $6000.00           | $802.94            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6729 | 2054-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4367.48           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | 0.0000% | $8889.00           | $3068.30           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  | 0.0000% | $8763679.00        | $5902610.50        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | 0.0000% | $11018.00          | $3466.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5880 | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $87744641.30       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  | 0.0000% | $8000.00           | $1293.49           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $8001.00           | $4994.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7483 | 2055-01-01      | 6.0000%  | 0.0000% | $50000000.00       | $44538714.71       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | 0.0000% | $8000.00           | $2186.74           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $54074783.00       | $34542286.38       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $229.51            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2161.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $2001.00           | $1833.29           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  | 0.0000% | $1006.00           | $274.54            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  | 0.0000% | $3000.00           | $1717.94           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $546.01            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  | 0.0000% | $3000.00           | $557.93            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | 0.0000% | $10001.00          | $3086.74           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | 0.0000% | $2000.00           | $529.72            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4941.11           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0510 | 2054-12-01      | 5.0000%  | 0.0000% | $227000.00         | $204325.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  | 0.0000% | $2000.00           | $198.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | 0.0000% | $1058.00           | $26.91             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2865 | 2055-07-01      | 6.5000%  | 0.0000% | $12526511.00       | $12286033.11       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA4122 | 2053-12-01      | 2.0000%  | 0.0000% | $1038.00           | $823.54            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2770 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $931.13            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6599 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $788.93            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4126 | 2051-09-01      | 3.0000%  | 0.0000% | $1024.00           | $897.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2489 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $731.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3107 | 2053-12-01      | 5.5000%  | 0.0000% | $100489014.00      | $96756922.28       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9792 | 2055-03-01      | 6.5000%  | 0.0000% | $2010.00           | $1003.79           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | 0.0000% | $3078552.00        | $1878322.45        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $637.23            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $624.16            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3963.88           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1780.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1676 | 2055-12-01      | 5.0000%  | 0.0000% | $1041.00           | $1023.07           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1835 | 2056-01-01      | 5.0000%  | 0.0000% | $1308.00           | $1297.00           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9885 | 2053-08-01      | 5.5000%  | 0.0000% | $1001.00           | $950.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3621 | 2039-03-01      | 3.5000%  | 0.0000% | $417993.00         | $38614.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $91.71             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1348.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1883 | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0374 | 2055-05-01      | 6.0000%  | 0.0000% | $16653376.00       | $15305816.04       | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $55532540.00       | $131278.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $1024.00           | $15.60             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1030.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $76000000.00       | $60543801.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1155 | 2055-10-01      | 5.0000%  | 0.0000% | $1040.00           | $1028.99           | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | 0.0000% | $64105677.00       | $203407.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9423 | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $776.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0684 | 2055-07-01      | 5.0000%  | 0.0000% | $1009.00           | $977.45            | Agency Mortgage-Backed Securities |
| FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  | 0.0000% | $339803.00         | $9466.41           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5209 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $867.50            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2861 | 2055-10-01      | 6.0000%  | 0.0000% | $17350900.00       | $17241076.59       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2623 | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1933.85           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9109 | 2056-03-01      | 5.0000%  | 0.0000% | $17281152.00       | $17113640.04       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2925 | 2055-09-01      | 5.0000%  | 0.0000% | $1008.00           | $970.81            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2922 | 2050-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.82           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $7584121.00        | $6945321.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $1016.00           | $630.58            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7641 | 2056-03-01      | 5.0000%  | 0.0000% | $10541339.00       | $10414006.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $940000.00         | $741573.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $855.63            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5669 | 2055-06-01      | 5.0000%  | 0.0000% | $1011.00           | $987.86            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3462 | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $987.09            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1625.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $22964736.00       | $13742029.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1818.33           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $965.57            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $497.97            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1075 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $940.37            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3932.08           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5420 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $855.33            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1578.23           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5525 | 2034-10-01      | 4.0000%  | 0.0000% | $1000.00           | $794.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $105.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX5100 | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $528.86            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $2008.00           | $1419.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3134 | 2052-03-01      | 4.0000%  | 0.0000% | $1000.00           | $539.62            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $278.21            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $672.95            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $602.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $704.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4088 | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1380.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $4352.00           | $1126.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1964.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  | 0.0000% | $1035.00           | $970.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1473.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1556.00           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6760 | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3176.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $490.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $1823.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  | 0.0000% | $1008.00           | $741.29            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1428.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3282 | 2052-04-01      | 3.5000%  | 0.0000% | $417001.00         | $266549.14         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  | 0.0000% | $3534719.00        | $1526611.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $225.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $464.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $568.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTCA2082 | 2038-07-01      | 4.5000%  | 0.0000% | $1008.00           | $314.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3352 | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1342.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1504.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1182.06           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9444 | 2053-03-01      | 6.0000%  | 0.0000% | $7000.00           | $3395.14           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  | 0.0000% | $2024.00           | $517.11            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4495 | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $481.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $36000.00          | $25954.01          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9857 | 2053-10-01      | 6.5000%  | 0.0000% | $2001.00           | $2058.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $591.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $1083224.00        | $837715.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $856.09            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  | 0.0000% | $8160.00           | $760.51            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $560.19            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $4000.00           | $1972.07           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | 0.0000% | $447890.00         | $373808.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  | 0.0000% | $1015.00           | $748.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5282 | 2052-12-01      | 5.0000%  | 0.0000% | $2008.00           | $1677.34           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1487.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $92.76             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $5002.00           | $3763.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $853.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $2039.00           | $609.57            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3584 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $704.85            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $676.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0467 | 2047-10-01      | 3.5000%  | 0.0000% | $1040.00           | $154.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $744.96            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB2562 | 2042-01-01      | 2.0000%  | 0.0000% | $5022.00           | $3156.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1565.83           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7244 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $776.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1518.08           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2288.25           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1432.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7028 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $560.31            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $860.12            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2859 | 2052-02-01      | 2.5000%  | 0.0000% | $2826040.00        | $1797502.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1525.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1286.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9859 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3867 | 2052-06-01      | 4.5000%  | 0.0000% | $4024.00           | $2404.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $4604656.00        | $1230288.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  | 0.0000% | $3004.00           | $167.60            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5429 | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2003.72           | Agency Mortgage-Backed Securities |
| FNMS 04.000 GL932168 | 2039-09-01      | 4.0000%  | 0.0000% | $1010.00           | $56.57             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1247 | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA2083 | 2034-09-01      | 4.5000%  | 0.0000% | $1153028.00        | $52898.57          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $53603161.00       | $325608.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  | 0.0000% | $916647.00         | $667497.81         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  | 0.0000% | $1024.00           | $653.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4445 | 2042-02-01      | 4.0000%  | 0.0000% | $1024.00           | $111.80            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9662 | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $187.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $821.26            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $647.97            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  | 0.0000% | $16463880.00       | $12425457.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $1035061.00        | $797295.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5796 | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $769.18            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  | 0.0000% | $7048.00           | $3762.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | 0.0000% | $2024.00           | $1637.28           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $811.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2311.28           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1026 | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $986.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB6366 | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $556.57            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888009 | 2034-12-01      | 6.5000%  | 0.0000% | $5897912.00        | $74759.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA1372 | 2043-02-01      | 3.5000%  | 0.0000% | $2010.00           | $280.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $603.04            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4053 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $800.37            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4032 | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1506.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0864 | 2047-12-01      | 4.0000%  | 0.0000% | $2024.00           | $539.74            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $837.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1014.00           | $788.65            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $95623363.00       | $75425372.11       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $13950.00          | $1259.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $1008.00           | $756.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  | 0.0000% | $3028.00           | $1847.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $3245994.00        | $2536274.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1400.42           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $20768277.00       | $99637.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA9466 | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $688.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  | 0.0000% | $3072.00           | $2451.58           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $757.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1518.18           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $781.97            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL906131 | 2037-01-01      | 6.0000%  | 0.0000% | $2008.00           | $12.57             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $781.67            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAQ9465 | 2033-01-01      | 3.0000%  | 0.0000% | $1000.00           | $96.01             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  | 0.0000% | $20593040.00       | $3935744.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8755 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $789.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  | 0.0000% | $1000.00           | $55.18             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $895.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4800 | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $225.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $982.17            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6033 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $813.15            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  | 0.0000% | $1046.00           | $158.77            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK8121 | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $588.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5551 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $907.58            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | 0.0000% | $3007.00           | $434.20            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | 0.0000% | $7147.00           | $44.97             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6657 | 2054-07-01      | 6.5000%  | 0.0000% | $2064.00           | $1200.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2013.40           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB9817 | 2054-09-01      | 7.0000%  | 0.0000% | $1001.00           | $727.18            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVBM6823 | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $352.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $6145.00           | $6.85              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  | 0.0000% | $3024.00           | $2860.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $471.22            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0379 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $985.12            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $467.95            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6391 | 2054-07-01      | 7.0000%  | 0.0000% | $1055.00           | $883.14            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | 0.0000% | $5138.00           | $83.83             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $911.72            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $796.86            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $4000.00           | $1681.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $956.64            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $755.65            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7489 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $828.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0098 | 2054-03-01      | 5.5000%  | 0.0000% | $4343720.00        | $4159522.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $400.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE1019 | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $923.15            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  | 0.0000% | $2000.00           | $205.41            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2193 | 2055-07-01      | 6.5000%  | 0.0000% | $4111.00           | $3740.18           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $769.35            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | 0.0000% | $6512.00           | $4563.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $4000.00           | $521.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $7209.00           | $1060.49           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3588.61           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1394 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $696.33            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $982.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0752 | 2054-03-01      | 5.5000%  | 0.0000% | $1317604.00        | $481179.97         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1076.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $782.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | 0.0000% | $3003.00           | $775.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0527 | 2055-02-01      | 5.5000%  | 0.0000% | $2001.00           | $1986.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $940.93            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $908.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $209.15            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  | 0.0000% | $4000.00           | $1896.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH7398 | 2047-08-01      | 3.5000%  | 0.0000% | $9368.00           | $1301.17           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $515.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  | 0.0000% | $4001.00           | $678.70            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $983.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBK7642 | 2033-09-01      | 4.0000%  | 0.0000% | $2001.00           | $455.10            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  | 0.0000% | $2400.00           | $1185.72           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0101 | 2041-04-01      | 2.5000%  | 0.0000% | $99000.00          | $54818.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1542.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $789.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $3402.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1252.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $270.92            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1795.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $428.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $463.29            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $953.06            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $7654.00           | $3756.18           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1131 | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $576.75            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWBM6522 | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $187.75            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1198.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | 0.0000% | $3024.00           | $527.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8586 | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $493.24            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBM3795 | 2031-01-01      | 2.0000%  | 0.0000% | $6025.00           | $644.06            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $55566321.00       | $29336080.41       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1544.58           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $2161.00           | $1049.58           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1603.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | 0.0000% | $3072.00           | $995.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | 0.0000% | $618221.00         | $405322.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | 0.0000% | $3294.00           | $2284.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  | 0.0000% | $1175510.00        | $1114498.76        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $97086890.00       | $49144148.53       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  | 0.0000% | $1008.00           | $581.53            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $1999.00           | $1024.48           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2100.92           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $331304432.00      | $156020153.14      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $1030.00           | $187.65            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $2844.00           | $1379.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | 0.0000% | $1999.00           | $596.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $684.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $8032.00           | $5353.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7465 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $755.18            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | 0.0000% | $507150.00         | $285987.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7863 | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $827.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1827 | 2055-05-01      | 5.0000%  | 0.0000% | $1017.00           | $973.07            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $1000.00           | $512.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $825.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $834.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1242 | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $202.62            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $56686640.00       | $47849837.10       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $3138.00           | $2446.13           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1016.62           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $568.31            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1153.51           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $283994.00         | $37880.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | 0.0000% | $2048.00           | $1142.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $49133000.00       | $38438905.70       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4151 | 2040-10-01      | 1.5000%  | 0.0000% | $10363799.00       | $5153712.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $3068388.00        | $2491093.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3929 | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $117.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | 0.0000% | $227006.00         | $38589.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3053.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $31038704.00       | $25324560.84       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $882.76            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $1008.00           | $508.45            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  | 0.0000% | $5027.00           | $4642.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1021.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $735.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $1136.00           | $677.59            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $6818417.00        | $4202540.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $867.90            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6976 | 2050-09-01      | 2.0000%  | 0.0000% | $1029.00           | $494.10            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6617 | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1708.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $6240.00           | $3338.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $7178.00           | $5623.79           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $675.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $1024.00           | $848.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $699731.00         | $154770.25         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  | 0.0000% | $1040.00           | $536.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $73894580.00       | $58031011.08       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | 0.0000% | $4096.00           | $2728.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5706 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $881.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1325.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  | 0.0000% | $14299042.00       | $10092543.88       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  | 0.0000% | $3191.00           | $2556.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | 0.0000% | $2079.00           | $1819.06           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $5166.00           | $4074.20           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2139 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $590.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $900.60            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $2040.00           | $376.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA7390 | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $506.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  | 0.0000% | $2048.00           | $463.49            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $50642888.00       | $23454130.92       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2758 | 2052-02-01      | 3.0000%  | 0.0000% | $242000.00         | $154134.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $11141.00          | $7638.69           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $487.08            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $7001.00           | $5574.44           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0812 | 2047-12-01      | 3.5000%  | 0.0000% | $1280.00           | $185.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $871.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  | 0.0000% | $1999.00           | $359.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA8627 | 2051-01-01      | 3.5000%  | 0.0000% | $6010.00           | $2306.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5138 | 2052-11-01      | 5.5000%  | 0.0000% | $2171.00           | $1631.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2757 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $638.49            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7015 | 2050-09-01      | 2.0000%  | 0.0000% | $197680640.00      | $102934374.11      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $4080.00           | $3098.59           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7122 | 2050-09-01      | 2.5000%  | 0.0000% | $2682.00           | $1128.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $17642543.00       | $10387442.14       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $641.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5260 | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1540.37           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $846.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA9100 | 2035-12-01      | 3.0000%  | 0.0000% | $217924.00         | $38609.39          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  | 0.0000% | $29256.00          | $17979.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $27786068.00       | $21242066.23       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $469.55            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $122920666.00      | $91507511.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $969.11            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  | 0.0000% | $250092099.00      | $126151697.00      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | 0.0000% | $3160.00           | $1234.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $781.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $56647090.00       | $42098901.64       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $764.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | 0.0000% | $36589651.00       | $25139123.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $745.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $8002.00           | $1459.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  | 0.0000% | $5004.00           | $1915.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5762 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $733.37            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY4909 | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $907.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $680.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $406.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $9001.00           | $3276.98           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1705.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $5010.00           | $483.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $17001.00          | $8214.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $163.16            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6960 | 2053-07-01      | 6.5000%  | 0.0000% | $1240599.00        | $877065.00         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP6118 | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $213.21            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6471 | 2053-07-01      | 6.5000%  | 0.0000% | $1001.00           | $555.71            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3065 | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $229.51            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1483.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1471.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $5186.00           | $4190.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $20941102.00       | $15369411.71       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1815.04           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $814.79            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $3090.21           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $320.87            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1600.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $8000.00           | $2602.89           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $4001.00           | $767.86            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $11010.00          | $1750.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $3754.26           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $438709.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $860.77            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4948 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $734.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  | 0.0000% | $2729060.00        | $531106.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $350.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $21487.00          | $5054.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $892.17            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $509.56            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | 0.0000% | $6100296.00        | $270177.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $763.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $3998.00           | $929.51            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4263 | 2037-07-01      | 4.5000%  | 0.0000% | $1000.00           | $570.54            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1618.98           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9007 | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $538.98            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2758 | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2300.75           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $1506.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $335.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | 0.0000% | $2000.00           | $345.49            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $423.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4800 | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $746.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1789460.00        | $799056.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1549.61           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD1115 | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $634.46            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $522.11            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2293 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $997.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | 0.0000% | $182623.00         | $46443.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3804 | 2045-02-01      | 3.5000%  | 0.0000% | $120353.00         | $28516.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4618 | 2048-02-01      | 4.0000%  | 0.0000% | $26614221.00       | $4478818.75        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD1914 | 2055-01-01      | 7.0000%  | 0.0000% | $1002.00           | $813.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3603 | 2055-11-01      | 5.5000%  | 0.0000% | $3038.00           | $3067.69           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK9507 | 2048-10-01      | 4.0000%  | 0.0000% | $1056.00           | $194.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6587 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  | 0.0000% | $1783174.00        | $636593.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $1527112.00        | $653823.03         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $711.66            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNBQ2292 | 2030-08-01      | 2.0000%  | 0.0000% | $1015.00           | $222.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  | 0.0000% | $1271.00           | $195.46            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ0619 | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $498.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $1002.00           | $329.95            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | 0.0000% | $1021.00           | $194.92            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4253.43           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $389.64            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  | 0.0000% | $206911170.00      | $120568097.34      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0825 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $955.96            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK3751 | 2033-05-01      | 3.0000%  | 0.0000% | $2109.00           | $310.75            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1082 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $736.94            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7745 | 2051-03-01      | 2.0000%  | 0.0000% | $3565.00           | $1943.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4629 | 2055-03-01      | 5.5000%  | 0.0000% | $2988.00           | $2992.86           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6191 | 2053-05-01      | 6.0000%  | 0.0000% | $1006.00           | $761.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1678.70           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1580.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $721.01            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $306.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $224.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $2023464.00        | $638476.92         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $950.12            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | 0.0000% | $2220.00           | $481.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | 0.0000% | $1028.00           | $654.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $6000.00           | $4111.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $11001.00          | $7537.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  | 0.0000% | $26079904.00       | $17799708.21       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2185.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $639.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4468 | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $983.01            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $920.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5385 | 2049-12-01      | 3.5000%  | 0.0000% | $3022.00           | $896.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $582647568.00      | $76702676.35       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $965.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0899 | 2053-09-01      | 6.0000%  | 0.0000% | $1005.00           | $834.49            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT0360 | 2043-05-01      | 3.5000%  | 0.0000% | $1025.00           | $112.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT3310 | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $141.82            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  | 0.0000% | $560000.00         | $211117.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $252.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $6.18              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3132 | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $746.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2772 | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $159.66            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $790.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  | 0.0000% | $4022.00           | $41.50             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | 0.0000% | $6155.00           | $593.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  | 0.0000% | $1055.00           | $92.54             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB0948 | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1800.35           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR2410 | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $169.42            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4665 | 2055-03-01      | 6.5000%  | 0.0000% | $4000.00           | $1456.28           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | 0.0000% | $3000.00           | $1073.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3783 | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $829.81            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $3065.00           | $7.21              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | 0.0000% | $2804.00           | $576.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  | 0.0000% | $1025.00           | $11.11             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $44748922.00       | $520968.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2343.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | 0.0000% | $3202.00           | $4.35              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX0105 | 2029-09-01      | 3.5000%  | 0.0000% | $1000.00           | $23.12             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $227.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $225.87            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1074.37           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC9184 | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $262.66            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $220.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $988.51            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4458 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $878.11            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $507.02            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $2001.00           | $857.70            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  | 0.0000% | $39099145.00       | $30915900.63       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $1000.00           | $73.99             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  | 0.0000% | $3024.00           | $536.82            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1148008.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $247.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $38.00             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1961 | 2054-09-01      | 6.0000%  | 0.0000% | $1006.00           | $1014.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  | 0.0000% | $1023.00           | $70.93             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | 0.0000% | $2049.00           | $599.04            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $899.73            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  | 0.0000% | $1008.00           | $700.87            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF9002 | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $904.93            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2360 | 2053-05-01      | 6.0000%  | 0.0000% | $2016.00           | $1091.07           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8924 | 2053-03-01      | 5.5000%  | 0.0000% | $5000.00           | $4216.91           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5190 | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $597.50            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $784.41            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $3000.00           | $1632.32           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8716 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $879.88            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1524.95           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $8000.00           | $4860.20           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $838.37            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $366000.00         | $241411.41         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3726 | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2891.13           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $2096.00           | $1273.36           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $645.70            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $794.50            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $676.82            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1148.89           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL628485 | 2032-03-01      | 6.5000%  | 0.0000% | $1012.00           | $4.30              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI3800 | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $941.01            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  | 0.0000% | $23728074.00       | $13363682.64       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4256.41           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $3760.32           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0566 | 2054-08-01      | 6.0000%  | 0.0000% | $1006.00           | $832.49            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3000 | 2047-04-01      | 4.0000%  | 0.0000% | $9392.00           | $1979.33           | Agency Mortgage-Backed Securities |
| FEPC 04.500 3PZA3152 | 2043-11-01      | 4.5000%  | 0.0000% | $3568029.00        | $83651.58          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $175.08            | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT2391 | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $694.84            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $1014.00           | $74.16             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $160.28            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $162.96            | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  | 0.0000% | $17572.00          | $61.29             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA1139 | 2049-07-01      | 5.0000%  | 0.0000% | $5000.00           | $906.36            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $1024.00           | $752.37            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  | 0.0000% | $2000.00           | $697.01            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | 0.0000% | $9002.00           | $2203.95           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | 0.0000% | $9001.00           | $1732.27           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  | 0.0000% | $1010.00           | $177.04            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1225 | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1857.53           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $843.40            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1845.24           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $116.21            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | 0.0000% | $8000.00           | $901.17            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  | 0.0000% | $3008.00           | $777.29            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $778.60            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $158.23            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $6000.00           | $1695.61           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $11000.00          | $7027.57           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6377 | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $583.22            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $2937.00           | $2244.38           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4327 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $569.10            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $577.28            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $42259886.00       | $37375931.49       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $1123106.00        | $887458.64         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  | 0.0000% | $7000.00           | $2698.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2186.33           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $2033.00           | $1458.05           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $725826.00         | $558244.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1109.00           | $938.73            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | 0.0000% | $2130.00           | $1741.71           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE3568 | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1886.65           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $23014514.00       | $17347512.03       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $829.08            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7416 | 2054-06-01      | 5.0000%  | 0.0000% | $4847.00           | $4204.50           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $108753292.00      | $56778283.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1981 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $520.68            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  | 0.0000% | $2614156.00        | $1927444.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $857.43            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8143 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1234.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  | 0.0000% | $127000.00         | $113004.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4276 | 2056-01-01      | 5.5000%  | 0.0000% | $19678260.00       | $19847312.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $8212.00           | $5934.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $137701.00         | $111465.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $43308747.00       | $36197344.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $1060.00           | $764.16            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $653.95            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $1027.00           | $530.28            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2505 | 2055-09-01      | 5.5000%  | 0.0000% | $6707480.00        | $6618530.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ6427 | 2055-11-01      | 5.0000%  | 0.0000% | $3048.00           | $2899.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4632 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $926.79            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $3081.00           | $2294.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0459 | 2055-12-01      | 5.5000%  | 0.0000% | $6863868.00        | $6957694.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0050 | 2056-04-01      | 5.0000%  | 0.0000% | $10064596.00       | $10024042.39       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  | 0.0000% | $1000.00           | $124.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  | 0.0000% | $1001.00           | $841.39            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $114.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW0206 | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $162.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $184.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | 0.0000% | $2002.00           | $107.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4344 | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $99.64             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | 0.0000% | $10000.00          | $1137.76           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | 0.0000% | $1129294.00        | $199349.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $1002.00           | $22.67             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  | 0.0000% | $1024.00           | $198.96            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $140.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6597 | 2046-02-01      | 4.0000%  | 0.0000% | $1003.00           | $67.11             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1799.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9756 | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2051.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $118.80            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRBM7715 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  | 0.0000% | $1000.00           | $271.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $105.82            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7425 | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $1044.78           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2425 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $897.01            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5780 | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.08           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $494.03            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $1120.00           | $262.51            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $606.57            | Agency Mortgage-Backed Securities |
| FNMS 05.000 R3BF0007 | 2040-07-01      | 5.0000%  | 0.0000% | $455000.00         | $55975.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  | 0.0000% | $1049.00           | $235.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  | 0.0000% | $1307136.00        | $659498.74         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC4022 | 2054-10-01      | 7.5000%  | 0.0000% | $2000.00           | $1322.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $11002.00          | $2813.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $2001.00           | $423.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2618 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2013.31           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2431 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $817.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1000.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $2004.00           | $354.61            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6683 | 2049-06-01      | 3.5000%  | 0.0000% | $399000.00         | $46903.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $299.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | 0.0000% | $1020276.00        | $254346.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $930.78            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | 0.0000% | $1888883.00        | $67304.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU0955 | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $177.14            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2629 | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $179.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  | 0.0000% | $1002.00           | $1010.63           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $104.82            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $134.86            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | 0.0000% | $7271.00           | $37.37             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC9721 | 2055-01-01      | 6.5000%  | 0.0000% | $1016.00           | $744.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  | 0.0000% | $1002.00           | $887.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $242.10            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $6006.00           | $914.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2156 | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $154.74            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL545993 | 2032-11-01      | 6.0000%  | 0.0000% | $1161.00           | $2.29              | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | 0.0000% | $28320440.00       | $254590.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | 0.0000% | $7001.00           | $1469.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAL2527 | 2032-08-01      | 3.5000%  | 0.0000% | $1002.00           | $62.33             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4727 | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $153.47            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $841.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL812248 | 2035-03-01      | 6.0000%  | 0.0000% | $2000.00           | $62.29             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $177.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $96.29             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $351.69            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $629.36            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $813.15            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6680 | 2052-02-01      | 3.0000%  | 0.0000% | $25000.00          | $16100.84          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | 0.0000% | $8000.00           | $4979.74           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $5002.00           | $3108.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  | 0.0000% | $8001.00           | $4621.33           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $688.02            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $737.32            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $6001.00           | $4476.83           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $9000.00           | $4750.25           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $834.71            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  | 0.0000% | $8000.00           | $2481.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3151 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $759.39            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $656.35            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $1121170.00        | $886927.22         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1739.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | 0.0000% | $9000.00           | $8503.74           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6141 | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $898.72            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1149.57           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $954.15            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  | 0.0000% | $1646250.00        | $1277010.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $4244.66           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3493.30           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $693.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  | 0.0000% | $1007.00           | $10.61             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3922 | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $680.54            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB4914 | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $909.81            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $136.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7908 | 2045-12-01      | 3.5000%  | 0.0000% | $4095.00           | $676.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4129 | 2033-04-01      | 3.5000%  | 0.0000% | $2000.00           | $249.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $2180.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4736 | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $278.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7974 | 2053-03-01      | 5.5000%  | 0.0000% | $2004.00           | $1629.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4091.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $4001.00           | $1609.18           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $907.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBM7284 | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $652.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2197.45           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3918 | 2052-06-01      | 4.5000%  | 0.0000% | $33187649.00       | $23500853.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2915.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $749.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | 0.0000% | $1030.00           | $175.41            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $3016.00           | $1940.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | 0.0000% | $1008.00           | $16.79             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $906.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $301.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $309.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $784.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1553.16           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2231.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5331 | 2049-03-01      | 4.0000%  | 0.0000% | $39000000.00       | $7642957.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $647.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $753.95            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $1325214.00        | $844839.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $156.88            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6114 | 2053-01-01      | 6.0000%  | 0.0000% | $1088.00           | $538.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1884.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $87.41             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | 0.0000% | $2016.00           | $304.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5114 | 2053-02-01      | 5.0000%  | 0.0000% | $1005.00           | $784.96            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $648.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $121.26            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1373 | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $850.62            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $17323744.00       | $12219408.41       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4200 | 2053-01-01      | 5.0000%  | 0.0000% | $1023.00           | $673.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1186.88           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $617.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1443.32           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  | 0.0000% | $3030.00           | $749.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1087 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $746.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2720.79           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  | 0.0000% | $1806965.00        | $125188.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $665.69            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $2000.00           | $441.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2060 | 2053-05-01      | 5.5000%  | 0.0000% | $3010.00           | $2072.82           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $8999.00           | $469.73            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD3349 | 2040-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1178.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $227.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $465.84            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $1002493.00        | $156990.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $999960.00         | $390202.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $7454.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $535.98            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  | 0.0000% | $2048.00           | $552.87            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $388.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2732 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $807.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5429 | 2049-01-01      | 4.5000%  | 0.0000% | $7168.00           | $1331.28           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | 0.0000% | $3072.00           | $873.71            | Agency Mortgage-Backed Securities |
| FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $708.49            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $400.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $430.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3845 | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $642.81            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4659 | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $234.01            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $210.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  | 0.0000% | $3000.00           | $550.31            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4839 | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $391.87            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1085724.00        | $769289.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $7246.00           | $2328.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2495.61           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1765.77           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $47220047.00       | $13434283.19       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  | 0.0000% | $1034.00           | $308.78            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $297.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $2004.00           | $250.33            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | 0.0000% | $1001.00           | $151.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | 0.0000% | $1393234.00        | $529307.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4801 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.08           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5332 | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $444.28            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $1005.00           | $859.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $182.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $807.70            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7201 | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1313.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8515 | 2055-09-01      | 6.5000%  | 0.0000% | $6000.00           | $6291.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0009 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $925.34            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $391.70            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH5370 | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $197.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK2018 | 2048-04-01      | 4.5000%  | 0.0000% | $2016.00           | $357.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  | 0.0000% | $2306340.00        | $2214156.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $244.99            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6361 | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $630.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0155 | 2046-10-01      | 4.0000%  | 0.0000% | $1024.00           | $247.59            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $3096.00           | $2130.95           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1967.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $112.06            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  | 0.0000% | $5447.00           | $2550.57           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1781.04           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY2251 | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $715.07            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0262 | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $486.84            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | 0.0000% | $579101486.00      | $307737853.69      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $136339030.00      | $74698426.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  | 0.0000% | $1035710.00        | $781580.49         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1001.78           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2543.99           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $516.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1512.66           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $18001.00          | $14454.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3479 | 2049-05-01      | 3.5000%  | 0.0000% | $3600.00           | $388.69            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1114700.00        | $978802.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0317 | 2047-09-01      | 3.5000%  | 0.0000% | $2559.00           | $360.37            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4956 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $710.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7626 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1968.94           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $2001.00           | $463.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3807 | 2052-06-01      | 3.5000%  | 0.0000% | $1008.00           | $796.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0117 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $728.77            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  | 0.0000% | $2025.00           | $796.19            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0494 | 2051-05-01      | 2.0000%  | 0.0000% | $245000.00         | $140947.97         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $110.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4861 | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $555.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8304 | 2053-07-01      | 5.5000%  | 0.0000% | $1011.00           | $934.86            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $393169.00         | $143038.94         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA5939 | 2035-06-01      | 2.0000%  | 0.0000% | $1000.00           | $367.21            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $683.73            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $96496236.00       | $74736171.53       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $3008.00           | $2151.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6728 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $844.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1491.79           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $2116.00           | $12.87             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $6991.00           | $4397.26           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $2686888.00        | $1895999.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAB8857 | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $113.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0456 | 2053-09-01      | 6.0000%  | 0.0000% | $1002.00           | $752.59            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $1040.00           | $506.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $3112.00           | $2311.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $1006.00           | $202.49            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | 0.0000% | $45368868.00       | $1161387.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1520.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP949368 | 2037-09-01      | 6.5000%  | 0.0000% | $1005.00           | $5.46              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $6220449.00        | $4718266.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2869 | 2055-08-01      | 6.5000%  | 0.0000% | $12562557.00       | $12255233.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $3264.00           | $2655.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $859.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7044 | 2053-09-01      | 5.0000%  | 0.0000% | $185000.00         | $151318.88         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $709.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0644 | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $920.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $487185.00         | $370607.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $149765777.00      | $112548724.20      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3674 | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $679.39            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY0098 | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  | 0.0000% | $1023.00           | $923.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $2078.00           | $1815.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CKMA3763 | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $96.15             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA0736 | 2041-04-01      | 5.0000%  | 0.0000% | $632341.00         | $34715.94          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | 0.0000% | $24628984.00       | $18826153.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $718.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | 0.0000% | $90040974.00       | $71641601.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $984.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $31596992.00       | $24127881.71       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2999 | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $968.53            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $624.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $3259.00           | $2574.88           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7930 | 2054-01-01      | 6.5000%  | 0.0000% | $1029.00           | $483.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $3072.00           | $2203.61           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2899 | 2027-02-01      | 2.5000%  | 0.0000% | $1000.00           | $16.42             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $11698064.00       | $9444518.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $361.54            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $669084.00         | $62086.11          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $79090596.00       | $187635.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $325.97            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4842 | 2053-06-01      | 5.5000%  | 0.0000% | $1497000.00        | $1163387.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4339 | 2055-05-01      | 5.0000%  | 0.0000% | $3048.00           | $2908.19           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $11243.00          | $10410.83          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $792.11            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0961 | 2055-04-01      | 5.5000%  | 0.0000% | $29519.00          | $27542.35          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $790.13            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0111 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $687.41            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4666 | 2053-10-01      | 4.5000%  | 0.0000% | $16022822.00       | $15478161.33       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3925 | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.70           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $724.17            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3551 | 2055-05-01      | 5.5000%  | 0.0000% | $1011.00           | $1014.57           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7839 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $779.90            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0312 | 2055-08-01      | 5.5000%  | 0.0000% | $2400.00           | $2411.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5144 | 2056-04-01      | 5.5000%  | 0.0000% | $11443328.00       | $11549869.19       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1975.41           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4677 | 2055-06-01      | 6.5000%  | 0.0000% | $1002.00           | $876.28            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | 0.0000% | $6699120.00        | $4287738.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7757 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $987.63            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0510 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $987.85            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5839 | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $223.46            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFM1736 | 2039-10-01      | 6.5000%  | 0.0000% | $2000.00           | $633.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | 0.0000% | $1050000.00        | $769996.82         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  | 0.0000% | $1094.00           | $996.95            | Agency Mortgage-Backed Securities |
| FNMS 04.500 GL931290 | 2039-06-01      | 4.5000%  | 0.0000% | $3474052.00        | $122391.99         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  | 0.0000% | $34201893.00       | $252433.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $406000.00         | $46985.51          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $167.97            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $829.08            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $9856891.00        | $3828.38           | Agency Mortgage-Backed Securities |
| FNMS 05.700 CA905475 | 2036-11-01      | 5.7000%  | 0.0000% | $1433256.00        | $32410.88          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4123 | 2035-09-01      | 2.0000%  | 0.0000% | $104890.00         | $34896.77          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $4181768.00        | $49627.13          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $118.06            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  | 0.0000% | $14684939.00       | $341454.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $2024.00           | $30.83             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $33661754.00       | $255874.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | 0.0000% | $17425399.00       | $95495.80          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $27155.00          | $6.94              | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | 0.0000% | $1023.00           | $1.72              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $21540.00          | $293.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE7720 | 2040-11-01      | 4.0000%  | 0.0000% | $2048.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3424 | 2055-01-01      | 6.0000%  | 0.0000% | $1011.00           | $888.47            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8008 | 2055-03-01      | 7.0000%  | 0.0000% | $2001.00           | $1114.82           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  | 0.0000% | $18344618.00       | $17173016.53       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0495 | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1583.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | 0.0000% | $57360507.00       | $395485.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $45326784.00       | $43587773.07       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4516 | 2055-06-01      | 6.0000%  | 0.0000% | $2008.00           | $1750.39           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2367 | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $884.53            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0008 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4189 | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1967.90           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0227 | 2055-04-01      | 6.0000%  | 0.0000% | $31863.00          | $32334.97          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0046 | 2056-04-01      | 5.0000%  | 0.0000% | $9844985.00        | $9800472.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ7152 | 2055-10-01      | 6.5000%  | 0.0000% | $4000.00           | $4172.44           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  | 0.0000% | $1016.00           | $985.72            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2427 | 2055-05-01      | 6.0000%  | 0.0000% | $1025.00           | $904.86            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0421 | 2055-03-01      | 4.5000%  | 0.0000% | $27343.00          | $26140.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $2071.00           | $99.24             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $3267.00           | $26.07             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL928913 | 2037-11-01      | 6.0000%  | 0.0000% | $655979.00         | $37999.05          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $77389.00          | $162.13            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $28252634.00       | $571685.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  | 0.0000% | $2000.00           | $145.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  | 0.0000% | $2245.00           | $16.67             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $6200.00           | $600.09            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $117322272.00      | $140566.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $1500000.00        | $238360.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $101.11            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $1522.00           | $52.79             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2652 | 2031-05-01      | 3.5000%  | 0.0000% | $516999.00         | $53565.50          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $179257082.00      | $247640.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA6031 | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1013.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6496 | 2042-10-01      | 3.0000%  | 0.0000% | $817000.00         | $145722.92         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $164531.00         | $132389.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJMA0964 | 2027-01-01      | 3.0000%  | 0.0000% | $5063.00           | $14.75             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $112.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $1005.00           | $11.29             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  | 0.0000% | $1000.00           | $11.90             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB8579 | 2043-02-01      | 3.5000%  | 0.0000% | $1532938.00        | $255344.55         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | 0.0000% | $21970100.00       | $87909.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1475 | 2040-09-01      | 4.5000%  | 0.0000% | $6000.00           | $193.30            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  | 0.0000% | $1000.00           | $3.78              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9349 | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $263.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0847 | 2055-08-01      | 5.5000%  | 0.0000% | $4035.00           | $3975.82           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM1353 | 2039-08-01      | 4.5000%  | 0.0000% | $658448.00         | $142800.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2271.59           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6187 | 2055-06-01      | 5.5000%  | 0.0000% | $2030.00           | $2033.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  | 0.0000% | $16672544.00       | $12519512.87       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0658 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $877.99            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1478 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $970.44            | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFXR6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFXR6
- **C.18 - Value (incl. sponsor support):** $4700000000.00
- **C.18.a - Value (excl. sponsor support):** $4700000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-05-15      | 4.5000%  | 0.0000% | $150000000.00      | $153595211.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $400000000.00      | $414342430.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $250000000.00      | $253078936.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $250000000.00      | $250846401.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $600000000.00      | $566568062.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1718232800.00     | $1853959948.22     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1149743700.00     | $1159255764.66     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $139839200.00      | $142353251.42      | U.S. Treasuries (including strips) |

### Security 655: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFXS4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFXS4
- **C.18 - Value (incl. sponsor support):** $2562000000.00
- **C.18.a - Value (excl. sponsor support):** $2562000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1921033100.00     | $1948077717.19     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $643739500.00      | $665162372.41      | U.S. Treasuries (including strips) |

### Security 656: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFY12, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFY12
- **C.18 - Value (incl. sponsor support):** $8430000000.00
- **C.18.a - Value (excl. sponsor support):** $8430000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $1409000000.00     | $1844626903.62     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $156000000.00      | $133717284.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $2246750000.00     | $1876856189.62     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1731604000.00     | $1744262025.24     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $157636900.00      | $166509543.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $1833731200.00     | $1832782097.20     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $95000000.00       | $80999097.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $656988400.00      | $688840775.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $265000000.00      | $230006132.15      | U.S. Treasuries (including strips) |

### Security 657: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYD6, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1GFYD6
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $7098.00           | $75167.82          | Equities   |
| STATE STR CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $3972.00           | $490224.24         | Equities   |
| LIFE TIME GROUP HOLDINGS INC   COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $59984.00          | Equities   |
| STONEBRIDGE ACQUISITION II COR CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $24581.00          | $246301.62         | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $1986.00           | $21726.84          | Equities   |
| WILLIAMS COS INC               COM          | 2500-12-31      | N/A      | 0.0000% | $23428.00          | $1697827.16        | Equities   |
| MICRON TECHNOLOGY INC          COM          | 2500-12-31      | N/A      | 0.0000% | $30453.00          | $9799775.40        | Equities   |
| INSULET CORP                   COM          | 2500-12-31      | N/A      | 0.0000% | $3922.00           | $815815.22         | Equities   |
| HERTZ GLOBAL HLDGS INC         COM NEW      | 2500-12-31      | N/A      | 0.0000% | $67000.00          | $300160.00         | Equities   |
| KIMBERLY-CLARK CORP            COM          | 2500-12-31      | N/A      | 0.0000% | $66.00             | $6359.10           | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW      | 2500-12-31      | N/A      | 0.0000% | $20931.00          | $85607.79          | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $133586.00         | $1350554.46        | Equities   |
| DMC GLOBAL INC                 COM          | 2500-12-31      | N/A      | 0.0000% | $102000.00         | $518160.00         | Equities   |
| EXPAND ENERGY CORPORATION      COM          | 2500-12-31      | N/A      | 0.0000% | $98.00             | $10922.10          | Equities   |
| ASANA INC                      CL A         | 2500-12-31      | N/A      | 0.0000% | $18600.00          | $115506.00         | Equities   |
| BANK AMERICA CORP              COM          | 2500-12-31      | N/A      | 0.0000% | $207495.00         | $9799988.85        | Equities   |
| GENERAL MTRS CO                COM          | 2500-12-31      | N/A      | 0.0000% | $35199.00          | $2561079.24        | Equities   |
| MISTER CAR WASH INC            COM          | 2500-12-31      | N/A      | 0.0000% | $76460.00          | $532926.20         | Equities   |
| EQUITY RESIDENTIAL             SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $15684.00          | $918768.72         | Equities   |
| HUNTINGTON INGALLS INDS INC    COM          | 2500-12-31      | N/A      | 0.0000% | $2372.00           | $875457.76         | Equities   |
| ROLLINS INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $10768.00          | $571134.72         | Equities   |
| GLACIER BANCORP INC NEW        COM          | 2500-12-31      | N/A      | 0.0000% | $600.00            | $26250.00          | Equities   |
| HARTFORD INSURANCE GROUP INC   COM          | 2500-12-31      | N/A      | 0.0000% | $10767.00          | $1447515.48        | Equities   |
| CO2 ENERGY TRANSITION CORP     COM          | 2500-12-31      | N/A      | 0.0000% | $7779.00           | $80668.23          | Equities   |
| EXPEDITORS INTL WASH INC       COM          | 2500-12-31      | N/A      | 0.0000% | $5481.00           | $775451.88         | Equities   |
| EXTRA SPACE STORAGE INC        COM          | 2500-12-31      | N/A      | 0.0000% | $2131.00           | $273364.68         | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM          | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $7772.00           | Equities   |
| BWX TECHNOLOGIES INC           COM          | 2500-12-31      | N/A      | 0.0000% | $27816.00          | $5329267.44        | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $38580.00          | $395445.00         | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $19848.00          | $206419.20         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS          | 2500-12-31      | N/A      | 0.0000% | $2011.00           | $20632.86          | Equities   |
| VISHAY INTERTECHNOLOGY INC     COM          | 2500-12-31      | N/A      | 0.0000% | $591787.00         | $9799992.72        | Equities   |
| TEXAS PACIFIC LAND CORPORATION COM          | 2500-12-31      | N/A      | 0.0000% | $53.00             | $24770.61          | Equities   |
| WALMART INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $79352.00          | $9799972.00        | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $13551.00          | $138084.69         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $7762.00           | $81578.62          | Equities   |
| BLOCK INC                      CL A         | 2500-12-31      | N/A      | 0.0000% | $21818.00          | $1244280.54        | Equities   |
| NEOGEN CORP                    COM          | 2500-12-31      | N/A      | 0.0000% | $1099887.00        | $9799993.17        | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $27583.00          | $9799688.24        | Equities   |
| ROCKET COS INC                 COM CL A     | 2500-12-31      | N/A      | 0.0000% | $400.00            | $5396.00           | Equities   |
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $62492.00          | $9799995.44        | Equities   |
| HALLIBURTON CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $35519.00          | $1394475.94        | Equities   |
| PROTARA THERAPEUTICS INC       COM STK      | 2500-12-31      | N/A      | 0.0000% | $614000.00         | $2977900.00        | Equities   |
| INTERNATIONAL FLAVORS&FRAGRANC COM          | 2500-12-31      | N/A      | 0.0000% | $1482.00           | $105162.72         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $64458.00          | $677453.58         | Equities   |
| ZIMMER BIOMET HOLDINGS INC     COM          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $106344.00         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $12796.00          | $134358.00         | Equities   |
| GP-ACT III ACQUISITION CORP    CL A         | 2500-12-31      | N/A      | 0.0000% | $31312.00          | $338795.84         | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $5769.00           | $65189.70          | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $33400.00          | $9799894.00        | Equities   |
| AARDVARK THERAPEUTICS INC      COM          | 2500-12-31      | N/A      | 0.0000% | $269865.00         | $982308.60         | Equities   |
| CONAGRA BRANDS INC             COM          | 2500-12-31      | N/A      | 0.0000% | $28920.00          | $454911.60         | Equities   |
| EXELON CORP                    COM          | 2500-12-31      | N/A      | 0.0000% | $48114.00          | $2362878.54        | Equities   |
| CALISA ACQUISITION CORP        ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $32392.00          | $323596.08         | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $11053.00          | $9799921.39        | Equities   |
| MALIBU BOATS INC               COM CL A     | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $46800.00          | Equities   |
| HUMANA INC                     COM          | 2500-12-31      | N/A      | 0.0000% | $4290.00           | $712140.00         | Equities   |
| FEDEX CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $9346.00           | $3194088.96        | Equities   |
| DOLLAR GEN CORP                COM          | 2500-12-31      | N/A      | 0.0000% | $8207.00           | $967112.88         | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW      | 2500-12-31      | N/A      | 0.0000% | $445174.00         | $516401.84         | Equities   |
| TAKE-TWO INTERACTIVE SOFTWARE  COM          | 2500-12-31      | N/A      | 0.0000% | $3844.00           | $742199.52         | Equities   |
| SONO GROUP N V                 SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $3480.00           | $21262.80          | Equities   |
| SELLAS LIFE SCIENCES GROUP INC COM NEW      | 2500-12-31      | N/A      | 0.0000% | $60200.00          | $241101.00         | Equities   |
| SEMTECH CORP                   COM          | 2500-12-31      | N/A      | 0.0000% | $70400.00          | $4970944.00        | Equities   |
| SCHEIN HENRY INC               COM          | 2500-12-31      | N/A      | 0.0000% | $12049.00          | $875962.30         | Equities   |
| MCKINLEY ACQUISITION CORP      SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $35864.00          | $359357.28         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $69146.00          | $708055.04         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4960.00           | $50790.40          | Equities   |
| HIGHVIEW MERGER CORP           ORD SH CL A  | 2500-12-31      | N/A      | 0.0000% | $32750.00          | $329137.50         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A         | 2500-12-31      | N/A      | 0.0000% | $13237.00          | $135149.77         | Equities   |
| NORWEGIAN CRUISE LINE HLDGS LT SHS          | 2500-12-31      | N/A      | 0.0000% | $555240.00         | $9799986.00        | Equities   |
| VERASTEM INC                   COM NEW      | 2500-12-31      | N/A      | 0.0000% | $371500.00         | $1801775.00        | Equities   |
| UBER TECHNOLOGIES INC          COM          | 2500-12-31      | N/A      | 0.0000% | $84295.00          | $5893063.45        | Equities   |
| ALBEMARLE CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $24.00             | $4253.28           | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW     | 2500-12-31      | N/A      | 0.0000% | $20646.00          | $9799830.36        | Equities   |
| BOOT BARN HLDGS INC            COM          | 2500-12-31      | N/A      | 0.0000% | $500.00            | $69970.00          | Equities   |
| SMUCKER J M CO                 COM NEW      | 2500-12-31      | N/A      | 0.0000% | $39254.00          | $3735803.18        | Equities   |
| STUBHUB HLDGS INC              CL A         | 2500-12-31      | N/A      | 0.0000% | $150000.00         | $913500.00         | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43716.00          | $455520.72         | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $9873.00           | $101889.36         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $3246.00           | $33758.40          | Equities   |
| STARRY SEA ACQUISITION CORP    SHS          | 2500-12-31      | N/A      | 0.0000% | $13662.00          | $138259.44         | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $32456.00          | $328779.28         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A     | 2500-12-31      | N/A      | 0.0000% | $65800.00          | $249382.00         | Equities   |
| NORTHERN TR CORP               COM          | 2500-12-31      | N/A      | 0.0000% | $1565.00           | $213199.95         | Equities   |
| PHUNWARE INC                   COM NEW      | 2500-12-31      | N/A      | 0.0000% | $41600.00          | $70304.00          | Equities   |
| DEXCOM INC                     COM          | 2500-12-31      | N/A      | 0.0000% | $61968.00          | $3835819.20        | Equities   |
| CHARTER COMMUNICATIONS INC     CL A         | 2500-12-31      | N/A      | 0.0000% | $99.00             | $21873.06          | Equities   |
| ARCUS BIOSCIENCES INC          COM          | 2500-12-31      | N/A      | 0.0000% | $45000.00          | $929250.00         | Equities   |
| DT CLOUD STAR ACQUISITION CORP SHS          | 2500-12-31      | N/A      | 0.0000% | $3767.00           | $42115.06          | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A         | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $12838.00          | Equities   |
| AMERIPRISE FINL INC            COM          | 2500-12-31      | N/A      | 0.0000% | $5118.00           | $2243884.74        | Equities   |
| KKR & CO INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $20397.00          | $1843072.92        | Equities   |
| CONOCOPHILLIPS                 COM          | 2500-12-31      | N/A      | 0.0000% | $20843.00          | $2769826.27        | Equities   |
| METLIFE INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $125477.00         | $8566314.79        | Equities   |
| MICROSOFT CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $27301.00          | $9799966.96        | Equities   |
| MARKEL GROUP INC               COM          | 2500-12-31      | N/A      | 0.0000% | $300.00            | $565944.00         | Equities   |
| SPS COMM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $36100.00          | $1988388.00        | Equities   |
| JPMORGAN CHASE & CO            COM          | 2500-12-31      | N/A      | 0.0000% | $34535.00          | $9799996.95        | Equities   |
| CABALETTA BIO INC              COM          | 2500-12-31      | N/A      | 0.0000% | $462000.00         | $1141140.00        | Equities   |
| AERSALE CORPORATION            COM          | 2500-12-31      | N/A      | 0.0000% | $199800.00         | $1206792.00        | Equities   |

### Security 658: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYF1, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1GFYF1
- **C.18 - Value (incl. sponsor support):** $404000000.00
- **C.18.a - Value (excl. sponsor support):** $404000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $5983600.00        | $6065938.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $50363100.00       | $44948661.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $15008600.00       | $15301444.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $86485300.00       | $87600428.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $6000000.00        | $5956108.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $105.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $42966900.00       | $43614569.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $87688000.00       | $88805876.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1873900.00        | $2125934.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $1353800.00        | $1354710.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $20345100.00       | $20519798.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $23999800.00       | $24267226.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $13000000.00       | $13122050.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $45430800.00       | $45940140.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $12269500.00       | $12463955.26       | U.S. Treasuries (including strips) |

### Security 659: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYG9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1GFYG9
- **C.18 - Value (incl. sponsor support):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $1140.00           | $127.83            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $3293.00           | $1874.29           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTQK1406   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $663.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7046   | 2056-01-01      | 5.5000%  | 0.0000% | $2910494.00        | $2954661.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0426   | 2055-05-01      | 5.0000%  | 0.0000% | $11500.00          | $10914.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8689   | 2051-09-01      | 2.5000%  | 0.0000% | $646731.00         | $382392.28         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY3101   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $920.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2328   | 2055-06-01      | 6.0000%  | 0.0000% | $1765728.00        | $1631112.15        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBX3788   | 2053-01-01      | 7.0000%  | 0.0000% | $1002.00           | $880.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4722   | 2053-11-01      | 6.5000%  | 0.0000% | $6233195.00        | $4453819.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4404   | 2052-12-01      | 6.0000%  | 0.0000% | $1131063.00        | $636378.67         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $1935.00           | $1365.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7117   | 2054-10-01      | 6.5000%  | 0.0000% | $1119078.00        | $1042296.07        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4391   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $831.07            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4424   | 2029-10-01      | 2.1400%  | 0.0000% | $1002.00           | $915.67            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670   | 2054-06-01      | 7.0000%  | 0.0000% | $3038427.00        | $1715760.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $12687.00          | $1914.08           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD6440   | 2055-03-01      | 7.0000%  | 0.0000% | $2413826.00        | $1716628.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2193   | 2056-02-01      | 5.5000%  | 0.0000% | $1010.00           | $1025.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3354   | 2055-10-01      | 5.5000%  | 0.0000% | $6912.00           | $6830.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8991   | 2055-07-01      | 6.5000%  | 0.0000% | $1521922.00        | $1423932.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2279   | 2055-07-01      | 6.0000%  | 0.0000% | $163800.00         | $157216.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3881   | 2055-10-01      | 6.0000%  | 0.0000% | $152906.00         | $149959.34         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $500.00            | $464.00            | U.S. Treasuries (including strips) |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $925539.00         | $735077.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5355   | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $821.76            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ0301   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1658   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.83            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| FMAR 841660 G          | 2050-05-01      | 3.1960%  | 0.0000% | $1000.00           | $803.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6868   | 2055-03-01      | 6.5000%  | 0.0000% | $1267630.00        | $1316427.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3273   | 2052-04-01      | 4.0000%  | 0.0000% | $35132091.00       | $23284982.73       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538   | 2031-10-01      | 1.7900%  | 0.0000% | $199780.00         | $174737.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $499950.00         | $440924.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9737   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $874.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $118688.00         | $86457.78          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $708.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326   | 2054-04-01      | 5.5000%  | 0.0000% | $3047106.00        | $2652238.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5293   | 2048-01-01      | 3.5000%  | 0.0000% | $1830488.00        | $647257.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3907   | 2056-01-01      | 6.0000%  | 0.0000% | $1956270.00        | $1999622.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4156   | 2055-10-01      | 5.5000%  | 0.0000% | $36116814.00       | $36406442.58       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6314   | 2050-07-01      | 3.0000%  | 0.0000% | $1002.00           | $396.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0847   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $558.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2288   | 2054-09-01      | 5.0000%  | 0.0000% | $510460.00         | $464135.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $23008500.00       | $14336642.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $14003.00          | $1758.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3650   | 2055-12-01      | 6.0000%  | 0.0000% | $34498.00          | $34827.36          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $479.85            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH8523   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $564.56            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $769.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6605   | 2053-09-01      | 5.5000%  | 0.0000% | $5852.00           | $5027.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5434   | 2053-06-01      | 5.0000%  | 0.0000% | $6379871.00        | $4645039.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI3923   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1785237.00        | $1590033.31        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5425   | 2030-11-01      | 3.9800%  | 0.0000% | $478638.00         | $474364.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4083   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $900.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2061   | 2052-06-01      | 4.0000%  | 0.0000% | $1010.00           | $713.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4663   | 2052-09-01      | 4.0000%  | 0.0000% | $1145151.00        | $797842.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8594   | 2056-01-01      | 5.5000%  | 0.0000% | $2392400.00        | $2424855.09        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4369   | 2049-04-01      | 4.5000%  | 0.0000% | $3430.00           | $515.58            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $1001.00           | $714.79            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1220   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1042.07           | Agency Mortgage-Backed Securities  |
| 03.100 FRAR WA3201 G   | 2030-09-01      | 3.1000%  | 0.0000% | $25000.00          | $20540.15          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50235 G   | 2047-08-01      | 4.0000%  | 0.0000% | $3000000.00        | $560392.66         | Agency Mortgage-Backed Securities  |
| FKAR 04.380 WNWN2598   | 2029-06-01      | 4.3800%  | 0.0000% | $1000.00           | $997.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0051   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $816.16            | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $14579200.00       | $8923339.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $15454067.00       | $12191844.80       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA4421   | 2056-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1000.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $4339572.00        | $3939358.71        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $400.00            | $403.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $45609700.00       | $45675195.53       | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL3593   | 2055-04-01      | 5.5000%  | 0.0000% | $1004.00           | $983.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3611   | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $992.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0050   | 2055-09-01      | 6.0000%  | 0.0000% | $3688610.00        | $3206673.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3337   | 2055-12-01      | 6.0000%  | 0.0000% | $3448.00           | $3506.18           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2361   | 2030-01-01      | 4.4700%  | 0.0000% | $13072000.00       | $13207661.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1814   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $530.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2483   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6081   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4666   | 2055-10-01      | 6.0000%  | 0.0000% | $2826877.00        | $2932934.96        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6607   | 2033-03-01      | 4.1400%  | 0.0000% | $347246.00         | $341313.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4805   | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1055.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $136981.00         | $130275.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3048   | 2052-10-01      | 5.0000%  | 0.0000% | $173394.00         | $134046.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $1126900.00        | $747371.92         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4801   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $850.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1842   | 2055-07-01      | 6.0000%  | 0.0000% | $4871998.00        | $4705470.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4178   | 2055-05-01      | 6.5000%  | 0.0000% | $1124153.00        | $1028229.69        | Agency Mortgage-Backed Securities  |

### Security 660: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYH7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1GFYH7
- **C.18 - Value (incl. sponsor support):** $2455000000.00
- **C.18.a - Value (excl. sponsor support):** $2455000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $139582000.00      | $132002734.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $111566000.00      | $110031967.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $10591100.00       | $9288744.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $143679000.00      | $144946169.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $26748300.00       | $25504747.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $114279800.00      | $114354094.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $132817100.00      | $132956864.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $64431700.00       | $55913915.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $74564000.00       | $70870861.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $188991000.00      | $191183875.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $144768600.00      | $147371272.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $184051100.00      | $187433369.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $134253100.00      | $135005051.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $42841300.00       | $42412203.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $24144600.00       | $25194414.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $64000.00          | $63322.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $67183100.00       | $68123612.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $528900.00         | $523210.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $273500.00         | $273622.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $58613700.00       | $58311309.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $128100.00         | $202215.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $8781600.00        | $8913852.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $177890600.00      | $180278737.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $120506800.00      | $123030480.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $85832300.00       | $88394355.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $4223600.00        | $4137299.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $71387400.00       | $72989370.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $144600700.00      | $139884640.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $232480900.00      | $234758975.20      | U.S. Treasuries (including strips) |

### Security 661: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYM6, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1GFYM6
- **C.18 - Value (incl. sponsor support):** $351000000.00
- **C.18.a - Value (excl. sponsor support):** $351000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $115475800.00      | $114885648.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $7565700.00        | $7571291.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $1400.00           | $1244.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $14441200.00       | $14286833.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $31894900.00       | $32375673.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $615182.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $13750200.00       | $14003508.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1740000.00        | $1769123.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $19511600.00       | $19551021.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $11829000.00       | $11760975.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $34250000.00       | $34017395.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $2242500.00        | $2293627.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $899000.00         | $907288.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $23309600.00       | $23624936.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $1303500.00        | $1328933.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $49700.00          | $60162.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $2755000.00        | $2769238.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $43000.00          | $42678.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $27136300.00       | $27189766.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $19850000.00       | $17343592.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8354%  | 0.0000% | $195000.00         | $196310.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $31202400.00       | $30817705.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $213500.00         | $215481.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $469200.00         | $392429.47         | U.S. Treasuries (including strips) |

### Security 662: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYN4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GFYN4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CIMA5975   | 2041-02-01      | 3.5000%  | 0.0000% | $1263749.00        | $1206598.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5971   | 2056-02-01      | 5.0000%  | 0.0000% | $13463751.00       | $13193191.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0028   | 2039-10-01      | 6.0000%  | 0.0000% | $6015000.00        | $84309.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5911   | 2055-12-01      | 6.0000%  | 0.0000% | $23177835.00       | $22352996.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1206   | 2052-04-01      | 3.5000%  | 0.0000% | $544932.00         | $374485.04         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5763   | 2055-07-01      | 7.0000%  | 0.0000% | $490950.00         | $373336.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIDG5145   | 2041-03-01      | 4.0000%  | 0.0000% | $1394583.00        | $1364325.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5590   | 2056-04-01      | 5.0000%  | 0.0000% | $44033651.00       | $43498363.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIDG5462   | 2041-03-01      | 4.0000%  | 0.0000% | $188179.00         | $184102.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106   | 2053-08-01      | 5.0000%  | 0.0000% | $137943089.00      | $110532364.22      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9444   | 2056-01-01      | 5.5000%  | 0.0000% | $2156590.00        | $2186354.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197   | 2050-03-01      | 3.5000%  | 0.0000% | $11000.00          | $3019.63           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CTMA5077   | 2043-04-01      | 7.0000%  | 0.0000% | $1295273.00        | $617636.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9143   | 2052-01-01      | 2.5000%  | 0.0000% | $58000.00          | $42183.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8716   | 2050-08-01      | 3.5000%  | 0.0000% | $17658000.00       | $14284198.98       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5861   | 2040-10-01      | 5.5000%  | 0.0000% | $10540678.00       | $9574076.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237   | 2051-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1592.37           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4685   | 2037-06-01      | 1.5000%  | 0.0000% | $32965527.00       | $19769213.07       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $30300995.00       | $22059701.09       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5948   | 2041-01-01      | 3.5000%  | 0.0000% | $2178467.00        | $2026284.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980   | 2053-04-01      | 6.0000%  | 0.0000% | $12000.00          | $7455.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5912   | 2055-12-01      | 6.5000%  | 0.0000% | $43591131.00       | $42433011.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332   | 2048-04-01      | 3.5000%  | 0.0000% | $17451338.00       | $2151768.49        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4717   | 2037-07-01      | 1.5000%  | 0.0000% | $1495809.00        | $897489.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4667   | 2037-07-01      | 3.5000%  | 0.0000% | $2118652.00        | $1183533.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7497   | 2043-01-01      | 3.0000%  | 0.0000% | $40392.00          | $7221.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $2966183.00        | $1862312.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635   | 2052-11-01      | 4.0000%  | 0.0000% | $18000.00          | $14381.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2418   | 2052-07-01      | 3.5000%  | 0.0000% | $217000.00         | $153723.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5714   | 2040-04-01      | 6.5000%  | 0.0000% | $3714551.00        | $2467453.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5857   | 2040-10-01      | 3.5000%  | 0.0000% | $6910484.00        | $6215394.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0287   | 2054-12-01      | 6.0000%  | 0.0000% | $841028.00         | $596215.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792   | 2055-08-01      | 5.5000%  | 0.0000% | $31875000.00       | $28852430.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5854   | 2055-12-01      | 5.5000%  | 0.0000% | $2036292.00        | $2064766.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8111   | 2055-08-01      | 6.0000%  | 0.0000% | $19603889.00       | $18757245.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0247   | 2046-02-01      | 4.0000%  | 0.0000% | $704000.00         | $73474.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAS8270   | 2046-11-01      | 2.5000%  | 0.0000% | $331538.00         | $85384.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0202   | 2051-01-01      | 4.5000%  | 0.0000% | $1415000.00        | $326889.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0157   | 2046-08-01      | 4.0000%  | 0.0000% | $195000.00         | $35107.82          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7089   | 2051-12-01      | 2.0000%  | 0.0000% | $100000.00         | $61387.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0624   | 2047-10-01      | 3.5000%  | 0.0000% | $2565000.00        | $322378.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV5800   | 2052-03-01      | 2.5000%  | 0.0000% | $368893.00         | $215821.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAJ2889   | 2026-09-01      | 4.0000%  | 0.0000% | $4505472.00        | $29883.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF9343   | 2056-01-01      | 4.5000%  | 0.0000% | $1258968.00        | $1214636.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9765   | 2053-06-01      | 5.5000%  | 0.0000% | $26849818.00       | $19855344.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5890   | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1429.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8981   | 2055-12-01      | 5.5000%  | 0.0000% | $1066025.00        | $1077460.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9372   | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $355853.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5044   | 2053-06-01      | 4.5000%  | 0.0000% | $140000.00         | $104713.00         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4503   | 2031-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $414321.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $24664397.00       | $18087811.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4528   | 2051-12-01      | 4.0000%  | 0.0000% | $48000.00          | $20225.91          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5247   | 2054-01-01      | 6.0000%  | 0.0000% | $50005000.00       | $30744952.19       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4354   | 2051-06-01      | 1.5000%  | 0.0000% | $93243.00          | $54712.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA4899   | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $30099.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4803   | 2052-11-01      | 3.5000%  | 0.0000% | $1091000.00        | $839775.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAB2795   | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $68736.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4786   | 2052-10-01      | 5.5000%  | 0.0000% | $14000.00          | $9210.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $25515888.00       | $20129700.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4958   | 2053-03-01      | 4.5000%  | 0.0000% | $3675047.00        | $2900260.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0307   | 2055-03-01      | 5.5000%  | 0.0000% | $46501000.00       | $39283635.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4570   | 2045-03-01      | 3.5000%  | 0.0000% | $24000.00          | $4279.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL828130   | 2035-07-01      | 5.0000%  | 0.0000% | $149504.00         | $785.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4797   | 2045-04-01      | 3.5000%  | 0.0000% | $4000000.00        | $504016.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL4324   | 2040-05-01      | 6.5000%  | 0.0000% | $400000.00         | $24364.28          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL4298   | 2032-04-01      | 4.0000%  | 0.0000% | $20000000.00       | $1108240.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6039   | 2055-08-01      | 6.0000%  | 0.0000% | $104822187.00      | $97058771.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE9419   | 2040-09-01      | 5.5000%  | 0.0000% | $1868423.00        | $1833204.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX2484   | 2044-10-01      | 3.5000%  | 0.0000% | $139000.00         | $20636.73          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV0662   | 2043-12-01      | 4.0000%  | 0.0000% | $35000.00          | $2791.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF0984   | 2040-10-01      | 6.0000%  | 0.0000% | $1304334.00        | $1280064.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC1338   | 2040-10-01      | 6.0000%  | 0.0000% | $5572077.00        | $4128925.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9151   | 2054-09-01      | 6.0000%  | 0.0000% | $6018787.00        | $5338431.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2494   | 2052-06-01      | 3.0000%  | 0.0000% | $24673491.00       | $20807614.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $214702.00         | $192409.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6194   | 2056-04-01      | 5.0000%  | 0.0000% | $8703334.00        | $8644688.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5785   | 2040-07-01      | 3.5000%  | 0.0000% | $3378647.00        | $3060452.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG5879   | 2056-03-01      | 4.5000%  | 0.0000% | $2833577.00        | $2742284.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG6846   | 2056-04-01      | 6.5000%  | 0.0000% | $1294706.00        | $1352253.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5691   | 2040-04-01      | 6.5000%  | 0.0000% | $6627636.00        | $4289104.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5635   | 2055-02-01      | 3.5000%  | 0.0000% | $45000.00          | $39038.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA2740   | 2035-10-01      | 2.5000%  | 0.0000% | $9584569.00        | $8424357.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2482   | 2048-10-01      | 4.5000%  | 0.0000% | $110000.00         | $18716.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM8410   | 2041-08-01      | 2.0000%  | 0.0000% | $3699856.00        | $2135103.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1441   | 2056-02-01      | 4.5000%  | 0.0000% | $17645856.00       | $17012423.10       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7808   | 2050-11-01      | 4.0000%  | 0.0000% | $160000.00         | $66535.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0128   | 2055-12-01      | 5.0000%  | 0.0000% | $1394597.00        | $1384707.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6708   | 2051-01-01      | 2.5000%  | 0.0000% | $400000.00         | $163840.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6937   | 2050-09-01      | 3.0000%  | 0.0000% | $22062607.00       | $10870471.79       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3133   | 2052-10-01      | 4.0000%  | 0.0000% | $11087000.00       | $7791192.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFS3777   | 2038-01-01      | 5.0000%  | 0.0000% | $1612796.00        | $905835.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5484   | 2053-01-01      | 6.0000%  | 0.0000% | $160000.00         | $119731.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9404   | 2054-11-01      | 5.5000%  | 0.0000% | $67889037.00       | $62388569.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1485   | 2052-06-01      | 5.0000%  | 0.0000% | $24505631.00       | $18280025.84       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBE4032   | 2046-12-01      | 3.5000%  | 0.0000% | $925000.00         | $176067.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL735415   | 2032-12-01      | 6.5000%  | 0.0000% | $2123264.00        | $16093.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE1513   | 2040-06-01      | 5.5000%  | 0.0000% | $1172517.00        | $1133436.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1405   | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $14340430.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDE5980   | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1036581.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8700   | 2055-09-01      | 6.0000%  | 0.0000% | $61398423.00       | $52924914.01       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1326   | 2055-10-01      | 6.0000%  | 0.0000% | $1703275.00        | $1753457.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3130   | 2056-01-01      | 6.0000%  | 0.0000% | $4501625.00        | $4618256.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5696   | 2045-08-01      | 3.5000%  | 0.0000% | $19000.00          | $1623.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6727   | 2042-03-01      | 3.5000%  | 0.0000% | $121643734.00      | $16544767.61       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL190404   | 2040-05-01      | 4.5000%  | 0.0000% | $29000.00          | $748.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CNMA5897   | 2035-09-01      | 6.5000%  | 0.0000% | $805000.00         | $648922.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5978   | 2041-02-01      | 5.0000%  | 0.0000% | $409473.00         | $404062.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE2873   | 2040-08-01      | 4.5000%  | 0.0000% | $27766.00          | $965.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5551   | 2054-12-01      | 4.5000%  | 0.0000% | $9906373.00        | $8934183.28        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4491   | 2051-12-01      | 1.5000%  | 0.0000% | $40000.00          | $24691.64          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4473   | 2041-11-01      | 1.5000%  | 0.0000% | $1492000.00        | $890961.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5246   | 2054-01-01      | 5.5000%  | 0.0000% | $6958000.00        | $5492405.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3685   | 2049-06-01      | 3.0000%  | 0.0000% | $8000.00           | $755.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443   | 2048-08-01      | 4.0000%  | 0.0000% | $891275.00         | $63508.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA2801   | 2026-11-01      | 2.5000%  | 0.0000% | $234967165.00      | $2459477.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625   | 2052-06-01      | 3.5000%  | 0.0000% | $1872330.00        | $1333840.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9218   | 2051-10-01      | 2.0000%  | 0.0000% | $2660000.00        | $1491773.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8794   | 2051-09-01      | 2.5000%  | 0.0000% | $20000000.00       | $11566952.94       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP5904   | 2050-06-01      | 3.5000%  | 0.0000% | $1110989.00        | $459081.78         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE7142   | 2055-09-01      | 7.0000%  | 0.0000% | $543185.00         | $578310.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT5096   | 2051-06-01      | 3.0000%  | 0.0000% | $162215.00         | $94492.55          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1743   | 2055-06-01      | 6.0000%  | 0.0000% | $175000.00         | $167117.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBV1677   | 2045-04-01      | 6.0000%  | 0.0000% | $1074867.00        | $1079869.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU0051   | 2051-09-01      | 2.5000%  | 0.0000% | $900000.00         | $574632.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $59000.00          | $14269.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9247   | 2052-06-01      | 4.0000%  | 0.0000% | $1281902.00        | $883285.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5220   | 2050-02-01      | 3.0000%  | 0.0000% | $383587.00         | $179930.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3927   | 2055-11-01      | 6.5000%  | 0.0000% | $34962212.00       | $35705969.54       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4500   | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $216080.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB9095   | 2039-08-01      | 3.5000%  | 0.0000% | $2493858.00        | $2015553.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4639   | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $136540.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870   | 2050-03-01      | 3.0000%  | 0.0000% | $30151000.00       | $10758329.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3532   | 2055-08-01      | 6.0000%  | 0.0000% | $4875332.00        | $3782630.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7571   | 2045-01-01      | 3.5000%  | 0.0000% | $7000.00           | $626.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872884   | 2036-06-01      | 6.0000%  | 0.0000% | $2200000.00        | $12482.79          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6007   | 2055-08-01      | 5.5000%  | 0.0000% | $9784320.00        | $9699916.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5819   | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $923.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7025   | 2050-09-01      | 2.5000%  | 0.0000% | $2310000.00        | $1097592.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0388   | 2051-05-01      | 2.5000%  | 0.0000% | $120000.00         | $65884.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8311   | 2054-04-01      | 4.5000%  | 0.0000% | $772866.00         | $705823.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9154   | 2054-09-01      | 6.0000%  | 0.0000% | $100816108.00      | $86910271.88       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA5157   | 2052-03-01      | 2.0000%  | 0.0000% | $26670819.00       | $21618210.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5374   | 2047-11-01      | 4.0000%  | 0.0000% | $19971078.00       | $5747377.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9810   | 2055-01-01      | 6.0000%  | 0.0000% | $12288774.00       | $10931045.87       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8532   | 2054-05-01      | 5.5000%  | 0.0000% | $101805482.00      | $85538045.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8635   | 2056-01-01      | 5.5000%  | 0.0000% | $1485178.00        | $1508399.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4703   | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $100349.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5266   | 2039-02-01      | 5.0000%  | 0.0000% | $5000.00           | $2899.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558   | 2039-12-01      | 5.0000%  | 0.0000% | $4944052.00        | $3628033.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5591   | 2040-01-01      | 5.5000%  | 0.0000% | $11000.00          | $6997.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5671   | 2055-04-01      | 4.5000%  | 0.0000% | $20049393.00       | $18410781.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2671   | 2046-07-01      | 3.5000%  | 0.0000% | $3741664.00        | $440970.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM7482   | 2048-04-01      | 4.5000%  | 0.0000% | $2000.00           | $865.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1394   | 2055-11-01      | 6.0000%  | 0.0000% | $448751.00         | $452417.72         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9387   | 2051-11-01      | 2.0000%  | 0.0000% | $40000.00          | $23038.40          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8786   | 2054-07-01      | 6.5000%  | 0.0000% | $1690635.00        | $1107275.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2921   | 2042-08-01      | 3.5000%  | 0.0000% | $35000.00          | $5083.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ4994   | 2041-11-01      | 4.5000%  | 0.0000% | $11000.00          | $784.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CJAL5711   | 2029-09-01      | 3.0000%  | 0.0000% | $4400000.00        | $106426.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9773   | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $406105.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3460   | 2048-11-01      | 3.5000%  | 0.0000% | $17221064.00       | $15579786.24       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFA3733   | 2037-08-01      | 1.5000%  | 0.0000% | $21166985.00       | $18255331.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5137   | 2044-06-01      | 4.5000%  | 0.0000% | $5713851.00        | $1372363.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP0061   | 2050-01-01      | 3.5000%  | 0.0000% | $675000.00         | $360777.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE5256   | 2040-07-01      | 5.0000%  | 0.0000% | $493330.00         | $483358.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDC9066   | 2040-05-01      | 6.5000%  | 0.0000% | $2009555.00        | $1639994.59        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE6088   | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1008719.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK0720   | 2049-12-01      | 2.5000%  | 0.0000% | $1248808.00        | $374790.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600   | 2042-08-01      | 4.5000%  | 0.0000% | $4000.00           | $952.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1951   | 2055-07-01      | 5.0000%  | 0.0000% | $1071269.00        | $1051015.29        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV4648   | 2037-03-01      | 1.5000%  | 0.0000% | $7522895.00        | $4487448.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAS9775   | 2037-06-01      | 3.5000%  | 0.0000% | $3239437.00        | $867923.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0184   | 2054-07-01      | 6.5000%  | 0.0000% | $432095.00         | $301106.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH4786   | 2041-02-01      | 4.0000%  | 0.0000% | $1000099.00        | $60887.32          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0312   | 2055-05-01      | 5.5000%  | 0.0000% | $7000.00           | $6002.73           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $13500.00          | $13455.77          | U.S. Treasuries (including strips) |
| FNMS 02.500 CLFA3960   | 2047-02-01      | 2.5000%  | 0.0000% | $4813334.00        | $4166006.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1532   | 2052-04-01      | 2.0000%  | 0.0000% | $38024000.00       | $29268406.42       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3623   | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1579.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0349   | 2040-04-01      | 6.0000%  | 0.0000% | $285000.00         | $4031.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1662   | 2055-12-01      | 4.5000%  | 0.0000% | $28576567.00       | $27224628.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8455   | 2053-08-01      | 5.5000%  | 0.0000% | $6106822.00        | $5215465.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3621   | 2039-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1570.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5008   | 2053-05-01      | 4.5000%  | 0.0000% | $19510856.00       | $15499650.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215   | 2053-12-01      | 5.5000%  | 0.0000% | $917500.00         | $709230.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5000   | 2053-04-01      | 3.5000%  | 0.0000% | $1063458.00        | $868324.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4917   | 2053-02-01      | 4.5000%  | 0.0000% | $8472000.00        | $6623147.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5014   | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $25868.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5148   | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $15925.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664   | 2052-01-01      | 3.0000%  | 0.0000% | $2035000.00        | $1258000.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4556   | 2052-09-01      | 4.5000%  | 0.0000% | $17500000.00       | $13631950.75       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5882   | 2056-03-01      | 5.0000%  | 0.0000% | $2909678.00        | $2904762.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8849   | 2056-01-01      | 6.0000%  | 0.0000% | $10084331.00       | $10429942.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5750   | 2050-08-01      | 4.0000%  | 0.0000% | $124000.00         | $28751.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2372   | 2048-11-01      | 4.5000%  | 0.0000% | $16673597.00       | $15531976.49       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3070   | 2048-06-01      | 4.0000%  | 0.0000% | $610000.00         | $183742.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4324   | 2052-08-01      | 3.5000%  | 0.0000% | $55000.00          | $38421.77          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4480   | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $97771.55          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7034   | 2053-05-01      | 5.5000%  | 0.0000% | $102466.00         | $94583.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9215   | 2048-01-01      | 3.5000%  | 0.0000% | $238000.00         | $35084.24          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4131   | 2054-08-01      | 5.5000%  | 0.0000% | $3252000.00        | $2512129.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3024   | 2047-11-01      | 4.0000%  | 0.0000% | $5090811.00        | $846411.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 BL747076   | 2028-05-01      | 5.5000%  | 0.0000% | $1566220.00        | $6983.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ2166   | 2041-10-01      | 4.0000%  | 0.0000% | $765000.00         | $15988.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7726   | 2046-08-01      | 3.0000%  | 0.0000% | $5500000.00        | $1433554.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS7640   | 2031-07-01      | 3.0000%  | 0.0000% | $960000.00         | $73500.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7023   | 2054-12-01      | 6.0000%  | 0.0000% | $245291.00         | $216936.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW2058   | 2044-04-01      | 4.0000%  | 0.0000% | $200000.00         | $16852.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7931   | 2044-08-01      | 4.0000%  | 0.0000% | $1207867.00        | $154974.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI4815   | 2041-06-01      | 4.5000%  | 0.0000% | $352000.00         | $7761.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6382   | 2055-08-01      | 6.0000%  | 0.0000% | $10537950.00       | $10132772.53       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9813   | 2049-04-01      | 4.5000%  | 0.0000% | $1119711.00        | $635692.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4217   | 2052-07-01      | 5.0000%  | 0.0000% | $116877253.00      | $83111897.55       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0835   | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $63893.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0745   | 2036-06-01      | 2.5000%  | 0.0000% | $1828000.00        | $899672.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9292   | 2051-11-01      | 3.0000%  | 0.0000% | $41164759.00       | $24512349.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0896   | 2051-12-01      | 3.0000%  | 0.0000% | $8254841.00        | $4765933.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9286   | 2051-10-01      | 2.5000%  | 0.0000% | $145000.00         | $86343.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8944   | 2054-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $925704.27         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4493   | 2051-12-01      | 2.5000%  | 0.0000% | $154000.00         | $95248.38          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP3322   | 2042-09-01      | 4.0000%  | 0.0000% | $131411.00         | $8207.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8157   | 2046-10-01      | 4.5000%  | 0.0000% | $32000.00          | $4261.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWAL4919   | 2029-03-01      | 3.5000%  | 0.0000% | $5350000.00        | $212417.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL9246   | 2044-08-01      | 4.5000%  | 0.0000% | $2043000.00        | $280115.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257238   | 2028-06-01      | 5.0000%  | 0.0000% | $844568.00         | $1575.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9886   | 2052-10-01      | 4.5000%  | 0.0000% | $1802229.00        | $1353804.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5573   | 2049-03-01      | 4.0000%  | 0.0000% | $1800000.00        | $252296.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4714   | 2053-06-01      | 5.0000%  | 0.0000% | $5500000.00        | $5023955.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKBM7898   | 2037-05-01      | 6.0000%  | 0.0000% | $1078075.00        | $1054446.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3319   | 2052-04-01      | 4.0000%  | 0.0000% | $150000.00         | $98743.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6393   | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $12243649.15       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE6889   | 2040-11-01      | 5.0000%  | 0.0000% | $1987101.00        | $1973691.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3149   | 2047-10-01      | 4.0000%  | 0.0000% | $113014975.00      | $12938183.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2364   | 2053-07-01      | 5.5000%  | 0.0000% | $146070651.00      | $138005874.96      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0515   | 2054-10-01      | 4.5000%  | 0.0000% | $2301534.00        | $2069892.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA1689   | 2033-12-01      | 4.0000%  | 0.0000% | $767000.00         | $70485.50          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8320   | 2051-08-01      | 2.5000%  | 0.0000% | $613182.00         | $365485.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8672   | 2046-11-01      | 4.0000%  | 0.0000% | $201000.00         | $94069.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0011   | 2054-12-01      | 6.0000%  | 0.0000% | $47905000.00       | $34181721.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0679   | 2055-02-01      | 5.0000%  | 0.0000% | $405000.00         | $367864.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4760   | 2053-07-01      | 5.5000%  | 0.0000% | $275531.00         | $236350.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7075   | 2049-07-01      | 4.0000%  | 0.0000% | $147000.00         | $47944.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3339   | 2052-06-01      | 3.5000%  | 0.0000% | $967000.00         | $674606.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5294   | 2045-02-01      | 3.5000%  | 0.0000% | $162625.00         | $60255.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4816   | 2053-05-01      | 4.0000%  | 0.0000% | $875000.00         | $640356.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284   | 2050-09-01      | 3.5000%  | 0.0000% | $900000.00         | $629870.24         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4178   | 2035-11-01      | 1.5000%  | 0.0000% | $225000.00         | $95263.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL901426   | 2036-10-01      | 6.0000%  | 0.0000% | $50000.00          | $540.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498   | 2054-10-01      | 6.0000%  | 0.0000% | $1160000.00        | $818089.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5618   | 2040-02-01      | 5.5000%  | 0.0000% | $92404.00          | $61601.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $10000.00          | $6834.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5697   | 2055-05-01      | 4.0000%  | 0.0000% | $4000.00           | $3610.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4894   | 2053-01-01      | 6.0000%  | 0.0000% | $1677000.00        | $957577.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497   | 2054-10-01      | 5.5000%  | 0.0000% | $3000000.00        | $2408490.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5217   | 2053-12-01      | 6.5000%  | 0.0000% | $7670000.00        | $3360609.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5037   | 2053-06-01      | 4.5000%  | 0.0000% | $76242343.00       | $61151141.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $9577512.00        | $6229610.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943   | 2056-01-01      | 4.5000%  | 0.0000% | $74164515.00       | $71062856.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5683   | 2040-04-01      | 5.0000%  | 0.0000% | $4192070.00        | $2480402.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5878   | 2055-11-01      | 5.0000%  | 0.0000% | $1154582.00        | $1119793.64        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM8393   | 2041-08-01      | 2.0000%  | 0.0000% | $13084875.00       | $8261002.75        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CTFM7232   | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $84557.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM8321   | 2049-10-01      | 5.0000%  | 0.0000% | $27646.00          | $8792.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9068   | 2051-10-01      | 2.5000%  | 0.0000% | $2961000.00        | $1829281.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010   | 2053-05-01      | 5.5000%  | 0.0000% | $155000.00         | $111353.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB4119   | 2041-12-01      | 4.0000%  | 0.0000% | $19000.00          | $586.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $16000.00          | $12789.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA4650   | 2032-05-01      | 3.0000%  | 0.0000% | $1462454.00        | $603334.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4861   | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1223.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5390   | 2054-06-01      | 6.5000%  | 0.0000% | $6000000.00        | $3181986.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4833   | 2037-12-01      | 4.0000%  | 0.0000% | $225157.00         | $120816.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5915   | 2040-12-01      | 4.5000%  | 0.0000% | $2154371.00        | $2038302.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5425   | 2039-07-01      | 5.5000%  | 0.0000% | $81985743.00       | $42358156.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5807   | 2045-08-01      | 6.0000%  | 0.0000% | $10241148.00       | $9149849.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5909   | 2055-12-01      | 5.0000%  | 0.0000% | $4830781.00        | $4692397.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5734   | 2055-06-01      | 5.0000%  | 0.0000% | $2307690.00        | $2137071.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CNMA5715   | 2035-05-01      | 4.5000%  | 0.0000% | $5078890.00        | $3911254.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5859   | 2040-10-01      | 4.5000%  | 0.0000% | $818233.00         | $751010.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD7139   | 2040-07-01      | 5.5000%  | 0.0000% | $25000.00          | $1806.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5746   | 2040-06-01      | 5.5000%  | 0.0000% | $105779548.00      | $85702147.05       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5803   | 2040-08-01      | 6.5000%  | 0.0000% | $4601200.00        | $3539425.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5645   | 2055-03-01      | 5.0000%  | 0.0000% | $19488307.00       | $17855290.38       | Agency Mortgage-Backed Securities  |

### Security 663: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFYU8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GFYU8
- **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:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GLS AUTO RECV ISSUER TR 2025-2 E      20320615 7.7 | 2032-06-15      | 7.7300%  | 0.0000% | $1590000.00        | $1645398.07        | Asset-Backed Securities   |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $18563931.00       | $20431153.06       | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2005-NC2 M7     20350525 FLT | 2035-05-25      | 4.8430%  | 0.0000% | $2986431.00        | $2466380.34        | Asset-Backed Securities   |
| GALLATIN CLO VIII LTD 2017-1R  D-2-R  20310715 6.0 | 2031-07-15      | 6.0000%  | 0.0000% | $2925204.00        | $2516873.80        | Asset-Backed Securities   |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $36333000.00       | $38387122.49       | Asset-Backed Securities   |
| MADISON PARK FUNDING 2024-67   E      20370427 FLT | 2037-04-27      | 10.4680% | 0.0000% | $707602.00         | $716429.20         | Asset-Backed Securities   |
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $1412000.00        | $1415723.76        | Asset-Backed Securities   |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $24891000.00       | $26104436.25       | Corporate Debt Securities |
| ATLAS SR LN FD LTD 2022-1      E      20300715 FLT | 2030-07-15      | 12.1822% | 0.0000% | $3171245.00        | $3226074.44        | Asset-Backed Securities   |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $23991726.00       | $27330574.54       | Corporate Debt Securities |
| ALLY BK AUTO CR LKD NT 2025-B  E      20330915 6.1 | 2033-09-15      | 6.1640%  | 0.0000% | $2073721.00        | $1730477.13        | Asset-Backed Securities   |
| BATT CLO VIII 2020-8R2 LTD     D-1-R2 20300718 FLT | 2030-07-18      | 10.6792% | 0.0000% | $2231397.00        | $2198673.98        | Asset-Backed Securities   |
| RAMP SERIES TRUST 2006-RS4     M-1    20360725 FLT | 2036-07-25      | 4.3180%  | 0.0000% | $181058.00         | $123508.63         | Asset-Backed Securities   |
| LABRADOR AVIA FIN LTD 2016-1   A-1    20420115 FLT | 2042-01-15      | 4.3000%  | 0.0000% | $16756000.00       | $4012923.74        | Asset-Backed Securities   |
| RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 31      | 2031-01-15      | 10.0000% | 0.0000% | $23319000.00       | $22909077.89       | Corporate Debt Securities |
| UTD AUTO CR SEC TR 2023-1      E      20290910 10. | 2029-09-10      | 10.9800% | 0.0000% | $6119000.00        | $6418947.26        | Asset-Backed Securities   |
| VISTRA CORP                    PERP JR SB GLBL     | 2500-12-31      | 8.8750%  | 0.0000% | $23036000.00       | $25142782.98       | Corporate Debt Securities |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $29481000.00       | $16693616.25       | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II GLBL     | 2084-01-15      | 8.5000%  | 0.0000% | $1296000.00        | $1474607.52        | Corporate Debt Securities |
| EXETER AUTO RECV TR 2023-2     E      20301115 9.7 | 2030-11-15      | 9.7500%  | 0.0000% | $3658000.00        | $3941316.98        | Asset-Backed Securities   |
| NMEF FUNDING LLC 2025-B        E      20330118 7.6 | 2033-01-18      | 7.6600%  | 0.0000% | $2271000.00        | $2308826.79        | Asset-Backed Securities   |
| REPUBLIC FINANCE ISS TR 2025-A E      20341120 7.7 | 2034-11-20      | 7.7000%  | 0.0000% | $2803000.00        | $2804975.49        | Asset-Backed Securities   |
| HINNT LLC 2024-A               D      20430316 7.0 | 2043-03-16      | 7.0000%  | 0.0000% | $4532000.00        | $1908563.29        | Asset-Backed Securities   |
| APIDOS CLO 2018-30R            D-R    20311020 FLT | 2031-10-20      | 9.4176%  | 0.0000% | $3368190.00        | $3431855.73        | Asset-Backed Securities   |
| CFG INVESTMENTS LTD 2025-1     B      20360325 9.1 | 2036-03-25      | 9.1600%  | 0.0000% | $3017000.00        | $3069392.22        | Asset-Backed Securities   |
| LIVEPERSON INC                 2LIEN GLBL PIK29    | 2029-12-15      | 10.0000% | 0.0000% | $9383089.00        | $7760466.21        | Corporate Debt Securities |

### Security 664: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZ52, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GFZ52
- **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:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY   | 2027-01-15      | 2.3750%  | 0.0000% | $16441600.00       | $27117029.03       | U.S. Treasuries (including strips)  |
| 4.625 FHLB 29 5N         | 2029-06-08      | 4.6250%  | 0.0000% | $15000.00          | $15570.08          | Agency Debentures and Agency Strips |
| FKAR 04.200 WAWA3903     | 2030-09-01      | 4.3500%  | 0.0000% | $2411560.00        | $2352451.64        | Agency Mortgage-Backed Securities   |
| FKAR 04.100 WAWA4493     | 2032-08-01      | 4.1000%  | 0.0000% | $2254565.00        | $2208440.85        | Agency Mortgage-Backed Securities   |
| FHDN 05/06/26            | 2026-05-06      | 0.0000%  | 0.0000% | $50000000.00       | $49822000.00       | Agency Debentures and Agency Strips |
| FKAR 04.930 WNWN1524     | 2030-01-01      | 4.9300%  | 0.0000% | $11600000.00       | $11682804.66       | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2026-06-15      | 0.0000%  | 0.0000% | $3000.00           | $2977.51           | Agency Debentures and Agency Strips |
| FHDN 09/04/26            | 2026-09-04      | 0.0000%  | 0.0000% | $300000.00         | $295289.70         | Agency Debentures and Agency Strips |
| FKAR 04.100 WAWA2531     | 2052-05-01      | 4.1000%  | 0.0000% | $2329579.00        | $1971013.59        | Agency Mortgage-Backed Securities   |
| 3.25 FHLB 28 G4973       | 2028-11-16      | 3.2500%  | 0.0000% | $470000.00         | $469027.80         | Agency Debentures and Agency Strips |
| 4.50 FHLB 28 3Y          | 2028-03-10      | 4.5000%  | 0.0000% | $40000.00          | $40551.76          | Agency Debentures and Agency Strips |
| 4.125 FHLB 27 G6795      | 2027-01-15      | 4.1250%  | 0.0000% | $15000.00          | $15168.96          | Agency Debentures and Agency Strips |
| 3.50 FHLB 28 QL          | 2028-12-08      | 3.5000%  | 0.0000% | $20000.00          | $20026.28          | Agency Debentures and Agency Strips |
| MNAR XX.XXX HXBZ6516     | 2033-03-01      | 4.7800%  | 0.0000% | $1000.00           | $1009.58           | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2029-03-23      | 4.2500%  | 0.0000% | $49085000.00       | $48985133.84       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-04-24      | 2.1250%  | 0.0000% | $9000.00           | $9073.81           | Agency Debentures and Agency Strips |
| 5.75 FHLB 26 S           | 2026-06-12      | 5.7500%  | 0.0000% | $45000.00          | $45955.88          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-04-21      | 3.7400%  | 0.0000% | $39000.00          | $39283.10          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-02-23      | 3.7150%  | 0.0000% | $1000.00           | $1003.83           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-07-15      | 3.7500%  | 0.0000% | $35000.00          | $35281.97          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2028-02-25      | 3.7150%  | 0.0000% | $6000.00           | $6021.18           | Agency Debentures and Agency Strips |
| FKAR 03.900 WAWA4841     | 2039-01-01      | 3.9000%  | 0.0000% | $3478.00           | $3150.85           | Agency Mortgage-Backed Securities   |
| FKAR 04.650 WSWS3001     | 2038-01-01      | 4.6500%  | 0.0000% | $7545070.00        | $7357214.34        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY   | 2027-01-15      | 0.3750%  | 0.0000% | $28126300.00       | $37975234.96       | U.S. Treasuries (including strips)  |
| Farm Federal Credit Bank | 2029-02-05      | 3.8050%  | 0.0000% | $1000.00           | $1005.72           | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000.00          | $9270.52           | Agency Debentures and Agency Strips |
| 4.625 FHLB 26 G6658      | 2026-11-17      | 4.6250%  | 0.0000% | $20000.00          | $20446.25          | Agency Debentures and Agency Strips |
| 2.75 FHLB 27 ZV          | 2027-12-10      | 2.7500%  | 0.0000% | $50000.00          | $49507.51          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-10-25      | 4.0500%  | 0.0000% | $8000.00           | $8092.50           | Agency Debentures and Agency Strips |
| FKAR 02.400 WNWN0087     | 2037-11-01      | 2.4000%  | 0.0000% | $7239078.00        | $5745149.47        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY   | 2026-12-31      | 1.7500%  | 0.0000% | $752300.00         | $744369.12         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY   | 2026-12-31      | 4.2500%  | 0.0000% | $14400.00          | $14603.63          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY   | 2027-01-31      | 4.1250%  | 0.0000% | $150678700.00      | $152153703.78      | U.S. Treasuries (including strips)  |
| Fannie Mae               | 2026-09-24      | 1.8750%  | 0.0000% | $5000.00           | $4956.49           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-04-21      | 3.7350%  | 0.0000% | $10000.00          | $10071.09          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-09-07      | 3.8000%  | 0.0000% | $14000.00          | $14073.80          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-11-03      | 3.7550%  | 0.0000% | $9000.00           | $9060.15           | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-07      | 3.8500%  | 0.0000% | $121000.00         | $122212.86         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $2000.00           | $1915.23           | Agency Debentures and Agency Strips |
| FKAR 04.190 WNWN2416     | 2030-05-01      | 4.1900%  | 0.0000% | $2500000.00        | $2490926.67        | Agency Mortgage-Backed Securities   |
| FKAR 04.450 WNWN4142     | 2035-02-01      | 4.4500%  | 0.0000% | $14295000.00       | $14104237.99       | Agency Mortgage-Backed Securities   |
| 4.50 FHLB 30 ME          | 2030-09-13      | 4.5000%  | 0.0000% | $15000.00          | $15378.09          | Agency Debentures and Agency Strips |
| MNAR XX.XXX H2BS7576     | 2027-12-01      | 4.8600%  | 0.0000% | $1000.00           | $981.39            | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY   | 2027-01-31      | 3.7514%  | 0.0000% | $86738900.00       | $87286309.13       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY   | 2026-12-31      | 1.2500%  | 0.0000% | $300.00            | $295.41            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY   | 2027-01-31      | 1.5000%  | 0.0000% | $63851000.00       | $62830517.44       | U.S. Treasuries (including strips)  |
| Fannie Mae               | 2028-07-15      | 0.0000%  | 0.0000% | $13000.00          | $11868.30          | Agency Debentures and Agency Strips |
| FKAR 04.150 WAWA4496     | 2032-10-01      | 4.1500%  | 0.0000% | $23992466.00       | $23667881.63       | Agency Mortgage-Backed Securities   |
| FKAR 04.400 WNWN1790     | 2035-11-01      | 4.4000%  | 0.0000% | $36080000.00       | $35361490.87       | Agency Mortgage-Backed Securities   |
| FKAR 04.600 WNWN3243     | 2038-01-01      | 4.6000%  | 0.0000% | $8276070.00        | $8120482.64        | Agency Mortgage-Backed Securities   |
| FKAR 04.750 WNWN1731     | 2040-11-01      | 4.7500%  | 0.0000% | $31466000.00       | $30805224.48       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2026-05-28      | 3.7100%  | 0.0000% | $6000.00           | $6018.87           | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-11-05      | 3.8900%  | 0.0000% | $5413000.00        | $5460165.27        | Agency Debentures and Agency Strips |

### Security 665: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZ60, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1GFZ60
- **C.18 - Value (incl. sponsor support):** $2708000000.00
- **C.18.a - Value (excl. sponsor support):** $2708000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae               | 2054-08-25      | 4.9119%  | 0.0000% | $13198996.00       | $5726461.56        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2054-02-25      | 4.5619%  | 0.0000% | $1464680.00        | $1091397.41        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-10-25      | 4.9619%  | 0.0000% | $50000000.00       | $28276238.35       | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 GL252790     | 2029-08-01      | 7.5000%  | 0.0000% | $22448.00          | $18.23             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319     | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $355.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ6268     | 2054-09-01      | 6.5000%  | 0.0000% | $5553964.00        | $5838405.99        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $747.96            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8591     | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $84.17             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8334     | 2039-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2725.05           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177     | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1851.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357     | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $74545.72          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997     | 2053-10-01      | 5.0000%  | 0.0000% | $1839.00           | $1564.33           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $638.71            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157     | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $500.02            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8058     | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $329.57            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151     | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1121.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725690     | 2034-08-01      | 6.0000%  | 0.0000% | $150000.00         | $994.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228     | 2034-03-01      | 6.0000%  | 0.0000% | $2203.00           | $11.12             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133     | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $637.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0288     | 2052-03-01      | 4.0000%  | 0.0000% | $32250000.00       | $9893398.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8544     | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $831.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9715     | 2054-11-01      | 5.5000%  | 0.0000% | $1100000.00        | $1027142.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1876     | 2051-10-01      | 3.0000%  | 0.0000% | $442799.00         | $306824.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8645     | 2051-01-01      | 4.0000%  | 0.0000% | $8000.00           | $2664.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5532     | 2056-03-01      | 6.5000%  | 0.0000% | $4174541.00        | $4359467.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5767     | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026     | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $5972.74           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1368     | 2055-07-01      | 6.0000%  | 0.0000% | $2245312.00        | $2274005.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324     | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $36963.32          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4785     | 2052-10-01      | 5.0000%  | 0.0000% | $2033.00           | $1437.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389     | 2054-06-01      | 6.0000%  | 0.0000% | $1030.00           | $667.86            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4326     | 2051-05-01      | 2.5000%  | 0.0000% | $5050.00           | $2714.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079     | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $821.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9826     | 2056-04-01      | 5.5000%  | 0.0000% | $4633030.00        | $4708786.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7892     | 2056-03-01      | 5.5000%  | 0.0000% | $340975.00         | $346588.93         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $37959493.87       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7411     | 2051-05-01      | 2.0000%  | 0.0000% | $6000.00           | $3697.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $43269.55          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $96321.30          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3249     | 2056-03-01      | 5.5000%  | 0.0000% | $4970326.00        | $5056886.88        | Agency Mortgage-Backed Securities         |
| GNII SF MB0488 M         | 2055-07-20      | 7.0000%  | 0.0000% | $40175.00          | $34277.49          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159     | 2054-12-01      | 6.0000%  | 0.0000% | $13114666.00       | $11442021.76       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3508     | 2055-02-01      | 6.0000%  | 0.0000% | $4237810.00        | $3395514.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4355     | 2055-06-01      | 5.0000%  | 0.0000% | $5909168.00        | $5612152.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4379     | 2055-06-01      | 6.0000%  | 0.0000% | $216746.00         | $215494.65         | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M         | 2054-12-20      | 5.0000%  | 0.0000% | $10461007.00       | $9523595.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M         | 2052-08-20      | 4.0000%  | 0.0000% | $40648000.00       | $28916122.08       | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 MF         | 2054-02-20      | 4.6729%  | 0.0000% | $5479056.00        | $3811222.48        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-210 M          | 2054-10-20      | 4.5000%  | 0.0000% | $5016295.00        | $4931290.15        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ2412     | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $6775398.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $11435745.00       | $4968253.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294     | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4235.29           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3667     | 2056-01-01      | 5.0000%  | 0.0000% | $83879.00          | $82666.39          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA8064     | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $997.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029     | 2056-03-01      | 5.0000%  | 0.0000% | $2586005.00        | $2554568.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029     | 2056-03-01      | 5.0000%  | 0.0000% | $7429779.00        | $7339460.13        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6028     | 2056-03-01      | 4.5000%  | 0.0000% | $5371771.00        | $5189399.37        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877     | 2055-11-01      | 4.5000%  | 0.0000% | $34649898.00       | $32884236.08       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0003     | 2040-06-01      | 5.5000%  | 0.0000% | $1109887.00        | $859025.89         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4928     | 2050-06-01      | 3.5000%  | 0.0000% | $141004.00         | $103630.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7776     | 2056-03-01      | 5.0000%  | 0.0000% | $500258.00         | $493940.23         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0101     | 2056-03-01      | 4.5000%  | 0.0000% | $92908639.00       | $89536286.64       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5307     | 2055-11-01      | 4.5000%  | 0.0000% | $24444049.00       | $23181084.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5105     | 2055-10-01      | 6.5000%  | 0.0000% | $34636856.00       | $34047587.53       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRQ0067     | 2055-11-01      | 7.0000%  | 0.0000% | $193281.00         | $184496.52         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0102     | 2056-03-01      | 5.0000%  | 0.0000% | $72748892.00       | $71647492.89       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093     | 2056-02-01      | 4.5000%  | 0.0000% | $63048495.00       | $60596033.92       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4300     | 2055-06-01      | 5.5000%  | 0.0000% | $8173.00           | $7887.85           | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F          | 2065-06-20      | 4.5729%  | 0.0000% | $134396612.00      | $108297534.71      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 FA         | 2053-12-20      | 4.7729%  | 0.0000% | $123448217.00      | $36160700.13       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8324     | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1465.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8384     | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1192.01           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779     | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3443.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0693     | 2052-09-01      | 5.5000%  | 0.0000% | $1072775.00        | $481391.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-05-25      | 4.9619%  | 0.0000% | $25000000.00       | $14626396.00       | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $483.02            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE7645     | 2055-09-01      | 6.0000%  | 0.0000% | $2733144.00        | $2772387.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4146     | 2054-09-01      | 6.5000%  | 0.0000% | $5185118.00        | $5072472.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2545     | 2055-08-01      | 6.0000%  | 0.0000% | $7828482.00        | $7481000.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $19624761.42       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1374     | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2718.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3264     | 2056-03-01      | 5.5000%  | 0.0000% | $1893760.00        | $1925358.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9957     | 2055-02-01      | 5.0000%  | 0.0000% | $24859647.00       | $23223135.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2118     | 2056-02-01      | 5.0000%  | 0.0000% | $300346.00         | $296353.05         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX3447     | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $805.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY6383     | 2053-07-01      | 6.5000%  | 0.0000% | $784018.00         | $706776.22         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8193     | 2054-03-01      | 7.0000%  | 0.0000% | $13311000.00       | $10867987.29       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDG4926     | 2041-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $978370.33         | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 FA         | 2054-02-20      | 4.7229%  | 0.0000% | $50861500.00       | $32897888.89       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRQ0083     | 2056-01-01      | 4.5000%  | 0.0000% | $19011340.00       | $18221859.56       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033     | 2040-10-01      | 5.5000%  | 0.0000% | $1143005.00        | $1002295.53        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232     | 2054-08-01      | 7.0000%  | 0.0000% | $12325000.00       | $9040880.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328     | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $907.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0007     | 2040-07-01      | 4.0000%  | 0.0000% | $266264.00         | $241536.46         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028     | 2055-07-01      | 6.0000%  | 0.0000% | $27014301.00       | $22306310.07       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8233     | 2054-05-01      | 7.0000%  | 0.0000% | $13822000.00       | $9934941.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6385     | 2053-09-01      | 6.5000%  | 0.0000% | $19202000.00       | $12049039.79       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842     | 2052-12-01      | 5.5000%  | 0.0000% | $2513914.00        | $1825189.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $20645010.94       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA9502     | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $871.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1465     | 2055-11-01      | 6.5000%  | 0.0000% | $32743579.00       | $33717600.28       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7751     | 2053-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2491.49           | Agency Mortgage-Backed Securities         |
| GNRM 2026-035 HP         | 2054-10-20      | 4.5000%  | 0.0000% | $15117000.00       | $14876791.60       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2026-07-07      | 0.0000%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips)        |
| GNRA 2024-080 FA         | 2054-05-20      | 4.7729%  | 0.0000% | $3242989.00        | $2674348.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 MF         | 2065-03-20      | 4.4729%  | 0.0000% | $115120475.00      | $49816855.81       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD7589     | 2055-04-01      | 6.5000%  | 0.0000% | $1030709.00        | $825282.07         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313     | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $490629.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6901     | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $642.85            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB4207     | 2054-06-01      | 7.0000%  | 0.0000% | $1081224.00        | $1005804.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9653     | 2047-07-01      | 4.0000%  | 0.0000% | $510000.00         | $65386.96          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5840     | 2056-04-01      | 5.0000%  | 0.0000% | $1002.00           | $993.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1797     | 2056-02-01      | 5.0000%  | 0.0000% | $1000896.00        | $987873.16         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0392     | 2052-01-01      | 2.5000%  | 0.0000% | $5004.00           | $3376.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7031     | 2051-01-01      | 4.0000%  | 0.0000% | $4001.00           | $1139.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3982     | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $2482.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1817     | 2056-02-01      | 5.0000%  | 0.0000% | $1001925.00        | $987771.17         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5659     | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $137.42            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4808     | 2054-01-01      | 7.0000%  | 0.0000% | $14285000.00       | $10134789.19       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8382     | 2053-08-01      | 5.5000%  | 0.0000% | $25503287.00       | $20886133.95       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9894     | 2053-04-01      | 5.5000%  | 0.0000% | $1180975.00        | $497637.37         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393     | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1714.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363     | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $1989.14           | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 4.8119%  | 0.0000% | $33900000.00       | $14664834.86       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2029-03-09      | 4.0000%  | 0.0000% | $12793000.00       | $12780033.58       | Agency Debentures and Agency Strips       |
| FNRM CL070GH R25F070     | 2055-07-25      | 8.0000%  | 0.0000% | $2630365.00        | $2735947.24        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-05-25      | 4.6619%  | 0.0000% | $61352647.00       | $47736265.12       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQJ4431     | 2054-09-01      | 6.5000%  | 0.0000% | $12504000.00       | $10821881.95       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748     | 2054-11-01      | 5.0000%  | 0.0000% | $1815000.00        | $1758397.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343     | 2046-06-01      | 3.0000%  | 0.0000% | $1002.00           | $138.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6900     | 2054-10-01      | 5.0000%  | 0.0000% | $13153979.00       | $11731364.13       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2029-06-30      | 4.2500%  | 0.0000% | $1200.00           | $1227.36           | U.S. Treasuries (including strips)        |
| GNRA 2024-004 BF         | 2054-01-20      | 4.7229%  | 0.0000% | $69040000.00       | $44342035.50       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL4009     | 2055-08-01      | 6.0000%  | 0.0000% | $242385.00         | $229729.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061     | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $3829.84           | Agency Mortgage-Backed Securities         |
| GNRM 2026-032 M          | 2056-01-20      | 4.5000%  | 0.0000% | $50000000.00       | $49003979.17       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0205 M         | 2055-02-20      | 5.5000%  | 0.0000% | $1088736.00        | $853130.78         | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M         | 2055-07-20      | 6.5000%  | 0.0000% | $4952450.00        | $4409346.42        | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M         | 2055-08-20      | 5.0000%  | 0.0000% | $5750959.00        | $5621838.74        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4393     | 2051-03-01      | 2.0000%  | 0.0000% | $5000.00           | $2760.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9012     | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $839.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2122     | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1314.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5350     | 2052-10-01      | 4.0000%  | 0.0000% | $3614029.00        | $2574547.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8828     | 2054-07-01      | 5.0000%  | 0.0000% | $173912.00         | $158277.37         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4565     | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $611.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32113607.30       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4625     | 2052-06-01      | 3.5000%  | 0.0000% | $4924.00           | $3507.84           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2476     | 2054-09-01      | 7.0000%  | 0.0000% | $12923000.00       | $8342839.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0040     | 2055-08-01      | 5.5000%  | 0.0000% | $120608.00         | $109044.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1065     | 2055-09-01      | 6.5000%  | 0.0000% | $44360684.00       | $40418819.07       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5437     | 2055-08-01      | 6.0000%  | 0.0000% | $5912239.00        | $5459799.35        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437     | 2051-10-01      | 2.0000%  | 0.0000% | $58106.00          | $35489.57          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438     | 2051-10-01      | 2.5000%  | 0.0000% | $63962.00          | $38086.44          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0062     | 2055-11-01      | 4.5000%  | 0.0000% | $36032565.00       | $34360338.32       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1744     | 2055-12-01      | 5.0000%  | 0.0000% | $1002857.00        | $987858.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0055     | 2041-01-01      | 5.5000%  | 0.0000% | $2441332.00        | $2388191.45        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2225     | 2055-08-01      | 6.0000%  | 0.0000% | $4168538.00        | $3664696.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014     | 2055-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $1984942.74        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504     | 2055-08-01      | 7.0000%  | 0.0000% | $607848.00         | $637989.08         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5854     | 2055-09-01      | 6.0000%  | 0.0000% | $4667689.00        | $4373415.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5823     | 2056-02-01      | 5.0000%  | 0.0000% | $18238518.00       | $17781199.83       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110     | 2056-03-01      | 5.0000%  | 0.0000% | $2103.00           | $2077.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110     | 2056-03-01      | 5.0000%  | 0.0000% | $47161715.00       | $46588401.49       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5696     | 2045-03-01      | 7.0000%  | 0.0000% | $481775.00         | $289369.14         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793     | 2055-08-01      | 6.0000%  | 0.0000% | $28710362.00       | $24221486.34       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI7269     | 2054-06-01      | 6.0000%  | 0.0000% | $3573369.00        | $2362417.25        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5057     | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $340.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8216     | 2054-06-01      | 5.5000%  | 0.0000% | $184000.00         | $138744.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7180     | 2055-07-01      | 6.0000%  | 0.0000% | $3055096.00        | $2272056.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6589     | 2055-06-01      | 6.5000%  | 0.0000% | $2997203.00        | $2528976.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-11-04      | 3.6500%  | 0.0000% | $1000000.00        | $1002749.50        | Agency Debentures and Agency Strips       |
| FEPC 03.000 CLSD3575     | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $714.18            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5707     | 2054-06-01      | 7.0000%  | 0.0000% | $13692000.00       | $8516293.89        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-04-08      | 3.7300%  | 0.0000% | $4000000.00        | $4033692.22        | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLSD4977     | 2053-11-01      | 5.0000%  | 0.0000% | $1008.00           | $846.15            | Agency Mortgage-Backed Securities         |
| GNRM 2014-76 BP          | 2040-01-20      | 2.2500%  | 0.0000% | $18172528.00       | $881350.24         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIRC2053     | 2036-05-01      | 2.5000%  | 0.0000% | $1050.00           | $547.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.08            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC4150     | 2054-09-01      | 7.0000%  | 0.0000% | $3578798.00        | $3443549.15        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC4148     | 2054-09-01      | 7.0000%  | 0.0000% | $1318496.00        | $1409364.60        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAH0621     | 2041-01-01      | 3.5000%  | 0.0000% | $1028.00           | $56.18             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9484     | 2041-09-01      | 4.5000%  | 0.0000% | $2888.00           | $44.85             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915     | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $21799564.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8509     | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2756.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $33787234.79       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2859     | 2036-09-01      | 2.0600%  | 0.0000% | $2600000.00        | $2066055.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7805     | 2055-08-01      | 6.5000%  | 0.0000% | $4235712.00        | $4373936.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503     | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1212502.85        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA4972     | 2056-03-01      | 4.5000%  | 0.0000% | $69368338.00       | $67013491.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1457     | 2040-03-01      | 5.5000%  | 0.0000% | $403956.00         | $288334.72         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $708.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9878     | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $742.12            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04153 G     | 2038-03-01      | 5.5000%  | 0.0000% | $8370.00           | $44.71             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1175410.89        | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA         | 2055-11-20      | 4.5729%  | 0.0000% | $13456905.00       | $13277175.56       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0874 M         | 2056-01-20      | 6.5000%  | 0.0000% | $9652206.00        | $10063369.31       | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M         | 2055-09-20      | 6.5000%  | 0.0000% | $4096.00           | $4202.57           | Agency Mortgage-Backed Securities         |
| GNII SF MB0996 M         | 2056-02-20      | 5.0000%  | 0.0000% | $274072.00         | $272317.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041     | 2055-08-01      | 6.0000%  | 0.0000% | $2289858.00        | $1924831.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4240     | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $946.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084     | 2056-01-01      | 5.0000%  | 0.0000% | $172110.00         | $167566.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6168     | 2055-12-01      | 5.0000%  | 0.0000% | $16672180.00       | $16350171.76       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1893     | 2055-08-01      | 6.5000%  | 0.0000% | $3152955.00        | $3301300.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4200     | 2055-06-01      | 5.5000%  | 0.0000% | $40188.00          | $40542.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943     | 2056-01-01      | 4.5000%  | 0.0000% | $3366490.00        | $3225698.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7556     | 2051-05-01      | 3.5000%  | 0.0000% | $6001.00           | $2152.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378     | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5595483.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2588     | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $770.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699     | 2055-05-01      | 5.0000%  | 0.0000% | $30086.00          | $27859.80          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4475     | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $572.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6051     | 2053-04-01      | 4.5000%  | 0.0000% | $29951.00          | $23929.60          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $163462.87         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9182     | 2054-09-01      | 7.0000%  | 0.0000% | $12519000.00       | $8656598.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0480     | 2056-01-01      | 5.0000%  | 0.0000% | $1005955.00        | $988052.96         | Agency Mortgage-Backed Securities         |
| GNRM 2024-043 JA         | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $3426952.09        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CIMA5830     | 2040-09-01      | 5.5000%  | 0.0000% | $23218.00          | $19903.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0094     | 2056-02-01      | 5.0000%  | 0.0000% | $157541.00         | $154189.93         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823     | 2055-09-01      | 6.0000%  | 0.0000% | $33665914.00       | $29340619.54       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761     | 2055-07-01      | 6.0000%  | 0.0000% | $3444864.00        | $2877965.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996     | 2056-03-01      | 4.5000%  | 0.0000% | $26383019.00       | $25440287.84       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY0917     | 2055-04-01      | 7.0000%  | 0.0000% | $3619750.00        | $2929622.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA6031     | 2056-03-01      | 6.0000%  | 0.0000% | $9813968.00        | $10044085.92       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5970     | 2056-02-01      | 4.5000%  | 0.0000% | $1250431.00        | $1201969.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5618     | 2040-02-01      | 5.5000%  | 0.0000% | $810809.00         | $540525.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4180     | 2055-09-01      | 6.0000%  | 0.0000% | $52888633.00       | $53341323.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2316     | 2055-09-01      | 5.5000%  | 0.0000% | $44216127.00       | $43036905.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3973     | 2055-04-01      | 6.5000%  | 0.0000% | $12464000.00       | $12306507.70       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1860     | 2054-06-01      | 6.5000%  | 0.0000% | $32509370.00       | $22968838.70       | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRJ3133     | 2054-10-01      | 7.5000%  | 0.0000% | $12022000.00       | $9398271.15        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2231     | 2054-08-01      | 7.0000%  | 0.0000% | $12760000.00       | $9753554.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1525     | 2054-05-01      | 6.0000%  | 0.0000% | $10401580.00       | $7377124.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540     | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $12750639.10       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879     | 2052-07-01      | 2.5000%  | 0.0000% | $41749.00          | $31264.43          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4099     | 2035-08-01      | 2.5000%  | 0.0000% | $4992.00           | $1528.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1289991.92        | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M         | 2055-08-20      | 6.5000%  | 0.0000% | $34320825.00       | $34739637.85       | Agency Mortgage-Backed Securities         |
| GNII SF MB0997 M         | 2056-02-20      | 5.5000%  | 0.0000% | $757578.00         | $766364.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6595     | 2054-10-01      | 5.0000%  | 0.0000% | $15355218.00       | $13218572.36       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4579     | 2041-11-01      | 4.0000%  | 0.0000% | $1001.00           | $46.49             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5599     | 2054-10-01      | 5.5000%  | 0.0000% | $6624280.00        | $6019808.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349     | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $552180.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-06-25      | 4.6619%  | 0.0000% | $64294511.00       | $58448067.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-09-25      | 4.9619%  | 0.0000% | $2655.00           | $1781.37           | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 4.5619%  | 0.0000% | $6071563.00        | $3088196.76        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8082429.63        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-06-25      | 5.5919%  | 0.0000% | $14883484.00       | $12015251.02       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC4374     | 2054-10-01      | 5.5000%  | 0.0000% | $1360876.00        | $1377736.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4864     | 2054-10-01      | 6.5000%  | 0.0000% | $1026345.00        | $920002.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483     | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $188.52            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837923     | 2035-08-01      | 6.4270%  | 0.0000% | $7039.00           | $45.40             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $37513.44          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784     | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $199.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474     | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $881.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $288778.00         | $231406.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391     | 2055-01-01      | 6.0000%  | 0.0000% | $1907.00           | $1581.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1754     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $687.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5696     | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1638.41           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ7056     | 2052-01-01      | 2.0000%  | 0.0000% | $4005.00           | $2525.14           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865     | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $12088419.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9701     | 2055-09-01      | 6.0000%  | 0.0000% | $1919606.00        | $1872529.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9369     | 2055-09-01      | 6.0000%  | 0.0000% | $4685827.00        | $3950251.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558     | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2807079.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713     | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $300785.83         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111     | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $527.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8417     | 2055-08-01      | 5.5000%  | 0.0000% | $51765997.00       | $44388446.72       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-03-09      | 3.6300%  | 0.0000% | $31169000.00       | $31059202.00       | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2055-04-25      | 4.5619%  | 0.0000% | $8300000.00        | $5934615.78        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-04-25      | 4.7119%  | 0.0000% | $24197433.00       | $16131753.93       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA6433     | 2051-12-01      | 2.5000%  | 0.0000% | $801116.00         | $545601.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-12-25      | 4.6119%  | 0.0000% | $84449170.00       | $77377004.07       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMB0306     | 2055-03-01      | 5.0000%  | 0.0000% | $18358367.00       | $16852720.58       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $2633.00           | $176.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155     | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $134.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4371     | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $753.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796     | 2048-09-01      | 4.5000%  | 0.0000% | $26708738.00       | $8218163.00        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3846     | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $291.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3753     | 2052-06-01      | 4.0000%  | 0.0000% | $2200000.00        | $1485031.19        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5750     | 2050-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1159.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE3610     | 2055-07-01      | 5.0000%  | 0.0000% | $23100457.00       | $22344683.77       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8666     | 2055-09-01      | 6.0000%  | 0.0000% | $4690170.00        | $4784827.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0362     | 2054-08-01      | 5.5000%  | 0.0000% | $1242959.00        | $910981.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0396     | 2054-09-01      | 5.5000%  | 0.0000% | $1300000.00        | $991673.16         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC4149     | 2054-09-01      | 7.0000%  | 0.0000% | $1516712.00        | $1619523.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2378     | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $3470693.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4048     | 2050-06-01      | 3.0000%  | 0.0000% | $5000.00           | $1281.74           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4470     | 2036-11-01      | 2.0000%  | 0.0000% | $1001.00           | $539.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4364     | 2052-08-01      | 3.5000%  | 0.0000% | $3299419.00        | $2266064.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2709     | 2053-05-01      | 5.5000%  | 0.0000% | $1701575.00        | $853030.62         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3507     | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597     | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $47046343.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686     | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3655.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483     | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $695942.70         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1386     | 2055-04-01      | 5.5000%  | 0.0000% | $11086326.00       | $9450562.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4951     | 2055-12-01      | 5.5000%  | 0.0000% | $16127337.00       | $16246249.23       | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 GF         | 2065-10-20      | 4.6729%  | 0.0000% | $70414292.00       | $46124640.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FP         | 2055-01-20      | 4.5729%  | 0.0000% | $8642982.00        | $4309513.87        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CIRR0037     | 2040-11-01      | 4.5000%  | 0.0000% | $1050383.00        | $994809.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5608     | 2055-10-01      | 6.0000%  | 0.0000% | $4047757.00        | $4161652.55        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5612     | 2055-02-01      | 4.5000%  | 0.0000% | $151000.00         | $137897.34         | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M         | 2053-07-20      | 5.5000%  | 0.0000% | $11494135.00       | $8192141.05        | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 GF         | 2065-08-20      | 4.7229%  | 0.0000% | $31470821.00       | $25705438.46       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631345.00       | $4916137.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $9647808.00        | $6511247.56        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7136     | 2050-01-01      | 3.5000%  | 0.0000% | $10000.00          | $3929.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4613     | 2052-09-01      | 4.5000%  | 0.0000% | $71000.00          | $54144.27          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6903     | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $875.98            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6289     | 2035-05-01      | 2.0400%  | 0.0000% | $5000000.00        | $4092310.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC2972     | 2054-10-01      | 5.5000%  | 0.0000% | $1041202.00        | $1038159.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2046-01-25      | 4.5000%  | 0.0000% | $13000000.00       | $12605037.87       | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLDC4147     | 2054-09-01      | 7.0000%  | 0.0000% | $1886142.00        | $2015201.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0679     | 2062-09-01      | 4.5000%  | 0.0000% | $1017.00           | $713.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632     | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700     | 2052-08-01      | 4.0000%  | 0.0000% | $4002.00           | $2966.67           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4562     | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $643.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6795     | 2055-11-01      | 6.0000%  | 0.0000% | $4408418.00        | $4525955.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9664     | 2055-12-01      | 5.5000%  | 0.0000% | $5085767.00        | $5026818.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445     | 2054-08-01      | 6.0000%  | 0.0000% | $257271.00         | $167937.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $260.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9961     | 2055-12-01      | 5.5000%  | 0.0000% | $4322650.00        | $4376339.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9829     | 2055-08-01      | 6.0000%  | 0.0000% | $25518186.00       | $22579487.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3353     | 2052-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $3771677.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3185     | 2055-10-01      | 5.5000%  | 0.0000% | $50000000.00       | $49514591.66       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879     | 2050-07-01      | 2.5000%  | 0.0000% | $26347156.00       | $11422365.02       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000010.00        | $417772.40         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576     | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $916.19            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183     | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $572.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $10240871.00       | $7869185.75        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1035     | 2052-05-01      | 4.0000%  | 0.0000% | $735085.00         | $537400.13         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177     | 2037-09-01      | 3.5000%  | 0.0000% | $6000.00           | $3407.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362     | 2053-09-01      | 5.5000%  | 0.0000% | $69739.00          | $53595.70          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489     | 2054-12-01      | 4.5000%  | 0.0000% | $66000.00          | $59561.73          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062     | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $719.65            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030     | 2049-12-01      | 3.0000%  | 0.0000% | $3951.00           | $663.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO1427     | 2038-06-01      | 5.5000%  | 0.0000% | $484391.00         | $173319.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ8023     | 2054-11-01      | 5.5000%  | 0.0000% | $72066.00          | $66081.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-03-25      | 4.7619%  | 0.0000% | $43135112.00       | $28466013.42       | Agency Collateralized Mortgage Obligation |
| FNRM RC059L R25F059      | 2055-08-25      | 5.0000%  | 0.0000% | $19108156.00       | $17871480.16       | Agency Collateralized Mortgage Obligation |
| FNRM CL004HP R25F004     | 2051-02-25      | 5.5000%  | 0.0000% | $12747000.00       | $9076019.60        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 4.5619%  | 0.0000% | $38931766.00       | $24796852.65       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2042-01-25      | 3.0000%  | 0.0000% | $19384594.00       | $11166352.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-11-25      | 5.2119%  | 0.0000% | $41072683.00       | $18009851.76       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 4.5619%  | 0.0000% | $76803345.00       | $53975502.10       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6619%  | 0.0000% | $19075500.00       | $15505036.43       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-03-25      | 4.8619%  | 0.0000% | $1597859.00        | $1159625.53        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8276     | 2052-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3079.09           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4921     | 2054-01-01      | 7.0000%  | 0.0000% | $13767000.00       | $11279705.26       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3597     | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $592.14            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089     | 2050-07-01      | 2.5000%  | 0.0000% | $10000.00          | $3440.58           | Agency Mortgage-Backed Securities         |
| FKAR 01.250 WNWN2053     | 2027-04-01      | 1.2500%  | 0.0000% | $30000.00          | $27099.29          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8074     | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $525.59            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8194     | 2052-02-01      | 2.5000%  | 0.0000% | $192000.00         | $122473.68         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $731.21            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZJ9406     | 2032-01-01      | 3.5000%  | 0.0000% | $1366.00           | $75.95             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3504     | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $121.57            | Agency Mortgage-Backed Securities         |
| GNII SF MB0684 M         | 2055-10-20      | 4.5000%  | 0.0000% | $380602.00         | $364029.34         | Agency Mortgage-Backed Securities         |
| GNRM 2025-194 MP         | 2055-11-20      | 4.5000%  | 0.0000% | $11496000.00       | $11224321.75       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLTA7145     | 2056-03-01      | 5.5000%  | 0.0000% | $1019.00           | $1025.65           | Agency Mortgage-Backed Securities         |

### Security 666: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZO1, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1GFZO1
- **C.18 - Value (incl. sponsor support):** $3328000000.00
- **C.18.a - Value (excl. sponsor support):** $3328000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-10-15      | 3.8750%  | 0.0000% | $35000000.00       | $35644775.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50560566.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $251156700.00      | $249998533.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $20000000.00       | $19355372.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $41600000.00       | $42428141.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $32586000.00       | $32279625.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $30861500.00       | $30694979.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $223400200.00      | $226257060.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $50000000.00       | $50951900.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $534600.00         | $527077.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $50000000.00       | $49998720.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $247994000.00      | $249986913.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $40000000.00       | $39504939.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $24370000.00       | $26684528.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $25000000.00       | $25257874.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $99971900.00       | $100031003.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $68000.00          | $69212.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $24272200.00       | $25372936.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $305000.00         | $311444.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $703900.00         | $454274.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $96600000.00       | $97299790.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $155.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $11800.00          | $8793.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $3507000.00        | $3481771.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $304300.00         | $234371.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $687000.00         | $615307.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $24000.00          | $23753.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $24859000.00       | $25391193.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $96186500.00       | $96871113.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $304900.00         | $303363.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $7475900.00        | $11038993.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $16400000.00       | $16145207.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $19000000.00       | $19537415.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $679100.00         | $508025.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $196900.00         | $148362.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $16394800.00       | $18187717.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $300.00            | $241.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $4800000.00        | $4831814.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $62925000.00       | $63164561.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $14025600.00       | $13613592.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $122800000.00      | $124461260.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $40000000.00       | $40601834.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $143000.00         | $144223.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-24      | 0.0000%  | 0.0000% | $596200.00         | $585769.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $24000.00          | $25929.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | 0.0000% | $200000.00         | $186936.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1500.00           | $1099.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $180000.00         | $117658.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $485000.00         | $307436.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $13520000.00       | $13633464.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $19034000.00       | $19005163.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $74400.00          | $73713.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $508500.00         | $509931.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $5455300.00        | $5418250.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $15399800.00       | $15380017.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $22032000.00       | $21870830.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $1488000.00        | $1547404.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $10000000.00       | $10755055.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $26900.00          | $26546.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $30000000.00       | $29367703.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $205900.00         | $203858.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $211678200.00      | $215221206.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $244957100.00      | $245751985.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $5979600.00        | $5985948.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $50975589.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $60545100.00       | $61137780.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $19362100.00       | $19719993.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $1000.00           | $1020.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $350000.00         | $257775.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $23894800.00       | $24091441.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $5000000.00        | $5067685.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $829000.00         | $831847.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $550000.00         | $480552.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $10608300.00       | $10891907.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $99746000.00       | $100102591.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $31605000.00       | $31674210.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $86263200.00       | $86964259.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $141000.00         | $142940.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $5574500.00        | $5664574.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-19      | 0.0000%  | 0.0000% | $45254800.00       | $45035721.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $251000.00         | $539282.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $3200000.00        | $3161155.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $366000.00         | $346132.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $557900.00         | $544877.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $3371000.00        | $3366635.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $335000.00         | $323462.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $46900.00          | $45506.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $24970800.00       | $25099856.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $70000.00          | $62845.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $27300000.00       | $27618418.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $4647000.00        | $4625672.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $52350100.00       | $51549849.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $4993000.00        | $4996357.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $899200.00         | $1020139.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $510000.00         | $505231.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $51245700.00       | $50211586.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $1700.00           | $1699.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $30000000.00       | $29595230.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $750000.00         | $720873.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $640000.00         | $644231.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $3338500.00        | $3345603.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $125010000.00      | $123803836.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $5540600.00        | $5511415.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $975000.00         | $941754.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $94600.00          | $76277.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $1000200.00        | $1055160.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $8027000.00        | $7986094.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $149983000.00      | $151238161.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $335900.00         | $187100.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $187900.00         | $165387.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $53601200.00       | $52940350.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $19759600.00       | $19567477.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $799000.00         | $763689.14         | U.S. Treasuries (including strips) |

### Security 667: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZQ6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GFZQ6
- **C.18 - Value (incl. sponsor support):** $2422000000.00
- **C.18.a - Value (excl. sponsor support):** $2422000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 CX3261 C       | 2053-12-20      | 7.0000%  | 0.0000% | $3167342.00        | $1901939.07        | Agency Mortgage-Backed Securities  |
| GNII SF DC9017 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1113735.00        | $840871.75         | Agency Mortgage-Backed Securities  |
| GNII SF CY2859 C       | 2053-10-20      | 7.0000%  | 0.0000% | $12473509.00       | $8672157.09        | Agency Mortgage-Backed Securities  |
| GNII SF CU7777 C       | 2053-10-20      | 7.0000%  | 0.0000% | $40600240.00       | $29406233.94       | Agency Mortgage-Backed Securities  |
| GNII SF DA7203 C       | 2054-05-20      | 7.0000%  | 0.0000% | $3357192.00        | $1959122.56        | Agency Mortgage-Backed Securities  |
| GNII SF DA8687 C       | 2054-04-20      | 6.0000%  | 0.0000% | $1920570.00        | $880909.44         | Agency Mortgage-Backed Securities  |
| GNII SF CV8160 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1880672.00        | $656152.75         | Agency Mortgage-Backed Securities  |
| GNII SF CX3285 C       | 2053-11-20      | 7.0000%  | 0.0000% | $3048673.00        | $713110.27         | Agency Mortgage-Backed Securities  |
| GNII SF MB0748 M       | 2054-05-20      | 6.5000%  | 0.0000% | $85000000.00       | $87759432.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $27899591.00       | $15175182.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $7616879.00        | $3671138.18        | Agency Mortgage-Backed Securities  |
| GNII SF BL6438 C       | 2049-04-20      | 4.5000%  | 0.0000% | $1000000.00        | $17575.47          | Agency Mortgage-Backed Securities  |
| GNII SF MA3078 M       | 2030-09-20      | 3.0000%  | 0.0000% | $160000.00         | $7739.66           | Agency Mortgage-Backed Securities  |
| GNII SF MA7470 M       | 2051-07-20      | 1.5000%  | 0.0000% | $1667945.00        | $970934.00         | Agency Mortgage-Backed Securities  |
| GNII SF 004085 M       | 2038-02-20      | 6.0000%  | 0.0000% | $140000.00         | $1535.62           | Agency Mortgage-Backed Securities  |
| GNII SF MA8943 M       | 2053-05-20      | 3.0000%  | 0.0000% | $8431965.00        | $5453284.23        | Agency Mortgage-Backed Securities  |
| GNII SF DN9418 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1203148.00        | $1277525.93        | Agency Mortgage-Backed Securities  |
| GNII SF AB7995 C       | 2042-12-20      | 3.0000%  | 0.0000% | $400000.00         | $32085.60          | Agency Mortgage-Backed Securities  |
| GNII SF MA6256 M       | 2034-12-20      | 3.5000%  | 0.0000% | $155000.00         | $25663.19          | Agency Mortgage-Backed Securities  |
| GNII SF MA7107 M       | 2036-01-20      | 2.5000%  | 0.0000% | $1571249.00        | $543160.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA7136 M       | 2051-01-20      | 2.5000%  | 0.0000% | $49218220.00       | $20959081.88       | Agency Mortgage-Backed Securities  |
| GNII SF MA4384 M       | 2047-04-20      | 4.5000%  | 0.0000% | $2357188.00        | $175131.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA3105 M       | 2045-09-20      | 3.5000%  | 0.0000% | $3375000.00        | $300643.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA3244 M       | 2045-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $95305.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA4381 M       | 2047-04-20      | 3.0000%  | 0.0000% | $20999676.00       | $3044530.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA6718 M       | 2038-10-20      | 7.0000%  | 0.0000% | $79451.00          | $21165.98          | Agency Mortgage-Backed Securities  |
| GNII SF DP4750 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1155421.00        | $1189461.24        | Agency Mortgage-Backed Securities  |
| GNII SF 004636 M       | 2040-02-20      | 4.5000%  | 0.0000% | $285000.00         | $10255.22          | Agency Mortgage-Backed Securities  |
| GNII SF MA5961 M       | 2034-06-20      | 4.0000%  | 0.0000% | $355435.00         | $38529.02          | Agency Mortgage-Backed Securities  |
| GNII SF DP3569 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1103804.00        | $1131857.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA5792 M       | 2034-03-20      | 4.0000%  | 0.0000% | $616019.00         | $58705.99          | Agency Mortgage-Backed Securities  |
| GNII SF DP3065 C       | 2056-01-20      | 6.0000%  | 0.0000% | $5037797.00        | $5171451.73        | Agency Mortgage-Backed Securities  |
| GNII SF DM4588 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1285653.00        | $942461.55         | Agency Mortgage-Backed Securities  |
| GNII SF DD8236 C       | 2054-09-20      | 5.5000%  | 0.0000% | $1049364.00        | $1059447.87        | Agency Mortgage-Backed Securities  |
| GNII SF DA7167 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1801374.00        | $1770765.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M       | 2052-03-20      | 2.5000%  | 0.0000% | $71413378.00       | $43649285.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA7541 M       | 2038-10-20      | 6.0000%  | 0.0000% | $130000.00         | $37958.05          | Agency Mortgage-Backed Securities  |
| GNII SF MA6996 M       | 2050-11-20      | 3.0000%  | 0.0000% | $1922407.00        | $610573.61         | Agency Mortgage-Backed Securities  |
| GNII SF DN6478 C       | 2056-02-20      | 5.0000%  | 0.0000% | $18154269.00       | $18102236.52       | Agency Mortgage-Backed Securities  |
| GNII SF MA5136 M       | 2048-04-20      | 3.5000%  | 0.0000% | $4605809.00        | $534451.07         | Agency Mortgage-Backed Securities  |
| GNII SF DP3561 C       | 2056-01-20      | 5.0000%  | 0.0000% | $2646851.00        | $2638023.78        | Agency Mortgage-Backed Securities  |
| GNII SF DN5969 C       | 2055-10-20      | 6.0000%  | 0.0000% | $4205608.00        | $4319856.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $13769891.00       | $5951247.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA8949 M       | 2053-06-20      | 6.0000%  | 0.0000% | $1572239.00        | $845331.28         | Agency Mortgage-Backed Securities  |
| GNII SF CL3166 C       | 2042-01-20      | 5.0000%  | 0.0000% | $1044633.00        | $557997.20         | Agency Mortgage-Backed Securities  |
| GNII SF AN9718 C       | 2045-07-20      | 3.5000%  | 0.0000% | $1211627.00        | $271966.94         | Agency Mortgage-Backed Securities  |
| GNII SF CU6444 C       | 2053-05-20      | 6.5000%  | 0.0000% | $9078974.00        | $2755583.65        | Agency Mortgage-Backed Securities  |
| GNII SF BC4815 C       | 2047-08-20      | 3.5000%  | 0.0000% | $2667646.00        | $496485.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA9267 M       | 2038-11-20      | 3.5000%  | 0.0000% | $165445.00         | $139970.62         | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $82170319.00       | $74551994.35       | Agency Mortgage-Backed Securities  |
| GNII SF DQ0755 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1654570.00        | $1701573.60        | Agency Mortgage-Backed Securities  |
| GNII SF MB0123 M       | 2040-01-20      | 6.0000%  | 0.0000% | $971266.00         | $665567.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA6446 M       | 2035-02-20      | 3.0000%  | 0.0000% | $2788176.00        | $370066.85         | Agency Mortgage-Backed Securities  |
| GNII SF DD9128 C       | 2054-08-20      | 6.5000%  | 0.0000% | $3013738.00        | $2778324.48        | Agency Mortgage-Backed Securities  |
| GNII SF 003121 M       | 2031-08-20      | 7.0000%  | 0.0000% | $692384.00         | $1183.06           | Agency Mortgage-Backed Securities  |
| GNII SF DC6798 C       | 2054-08-20      | 6.5000%  | 0.0000% | $5036414.00        | $4718418.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA9301 M       | 2053-11-20      | 3.5000%  | 0.0000% | $17763209.00       | $12832825.51       | Agency Mortgage-Backed Securities  |
| GNII SF DP8061 C       | 2056-03-20      | 5.5000%  | 0.0000% | $3997386.00        | $4146234.00        | Agency Mortgage-Backed Securities  |
| GNII SF DK5857 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3820539.00        | $3898585.12        | Agency Mortgage-Backed Securities  |
| GNII SF DK7147 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1580378.00        | $1176363.77        | Agency Mortgage-Backed Securities  |
| GNII SF DK4075 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1443785.00        | $1351379.93        | Agency Mortgage-Backed Securities  |
| GNII SF DL4093 C       | 2055-08-20      | 6.0000%  | 0.0000% | $18403011.00       | $17915058.30       | Agency Mortgage-Backed Securities  |
| GNII SF DF5258 C       | 2054-11-20      | 6.0000%  | 0.0000% | $3488522.00        | $3080583.44        | Agency Mortgage-Backed Securities  |
| GNII SF 004422 M       | 2039-04-20      | 4.0000%  | 0.0000% | $169000.00         | $5035.33           | Agency Mortgage-Backed Securities  |
| GNII SF MA0515 M       | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $29699.96          | Agency Mortgage-Backed Securities  |
| GNII SF DC3046 C       | 2054-06-20      | 7.0000%  | 0.0000% | $1283861.00        | $536738.69         | Agency Mortgage-Backed Securities  |
| GNII SF DG4827 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1741465.00        | $1142478.33        | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $8663000.00        | $6138284.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $10900000.00       | $7300086.02        | Agency Mortgage-Backed Securities  |
| GNII SF CV8118 C       | 2053-10-20      | 7.0000%  | 0.0000% | $5050001.00        | $951576.26         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1883 C       | 2054-01-20      | 7.0000%  | 0.0000% | $2172268.00        | $509665.17         | Agency Mortgage-Backed Securities  |
| GNII SF DA1949 C       | 2054-02-20      | 6.5000%  | 0.0000% | $3396571.00        | $2474218.14        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1884 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2369511.00        | $474257.33         | Agency Mortgage-Backed Securities  |
| GNII SF DL5430 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2960787.00        | $2952404.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA3874 M       | 2046-08-20      | 3.5000%  | 0.0000% | $60000000.00       | $6747078.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA5711 M       | 2049-01-20      | 4.5000%  | 0.0000% | $19383070.00       | $1209882.14        | Agency Mortgage-Backed Securities  |
| GNII SF 002810 M       | 2029-09-20      | 7.5000%  | 0.0000% | $700000.00         | $586.18            | Agency Mortgage-Backed Securities  |
| GNII SF CT7445 C       | 2053-04-20      | 6.0000%  | 0.0000% | $699792.00         | $507323.01         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1894 C       | 2054-01-20      | 6.5000%  | 0.0000% | $1533380.00        | $791712.69         | Agency Mortgage-Backed Securities  |
| GNII SF DC2169 C       | 2054-08-20      | 6.5000%  | 0.0000% | $1051833.00        | $1092282.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA6544 M       | 2049-07-20      | 4.5000%  | 0.0000% | $1500000.00        | $195345.11         | Agency Mortgage-Backed Securities  |
| GNII SF CZ5226 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1297365.00        | $140881.85         | Agency Mortgage-Backed Securities  |
| GNII SF CV8253 C       | 2053-11-20      | 7.0000%  | 0.0000% | $5050448.00        | $2209630.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA9543 M       | 2054-03-20      | 6.5000%  | 0.0000% | $140311.00         | $59379.92          | Agency Mortgage-Backed Securities  |
| GNII SF DJ2988 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1416651.00        | $1501730.51        | Agency Mortgage-Backed Securities  |
| GNII SF DE4877 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1160926.00        | $1219305.87        | Agency Mortgage-Backed Securities  |
| GNII SF CV3416 C       | 2053-05-20      | 6.0000%  | 0.0000% | $3115417.00        | $2653234.11        | Agency Mortgage-Backed Securities  |
| GNII SF DC1960 C       | 2054-07-20      | 6.5000%  | 0.0000% | $1509444.00        | $1246406.38        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1867 C       | 2054-01-20      | 7.0000%  | 0.0000% | $2182093.00        | $639262.74         | Agency Mortgage-Backed Securities  |
| GNII SF DA2059 C       | 2054-04-20      | 6.0000%  | 0.0000% | $1893078.00        | $1774691.82        | Agency Mortgage-Backed Securities  |
| GNII SF 738741 C       | 2041-09-20      | 4.5000%  | 0.0000% | $3804878.00        | $151439.59         | Agency Mortgage-Backed Securities  |
| GNII SF DL5479 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1041612.00        | $1059675.26        | Agency Mortgage-Backed Securities  |
| GNII SF DM5759 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1269223.00        | $1301111.82        | Agency Mortgage-Backed Securities  |
| GNII SF 002897 M       | 2030-03-20      | 8.0000%  | 0.0000% | $38564406.00       | $18735.61          | Agency Mortgage-Backed Securities  |
| GNII SF MA4382 M       | 2047-04-20      | 3.5000%  | 0.0000% | $18950969.00       | $2127690.62        | Agency Mortgage-Backed Securities  |
| GNII SF DR0959 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1279471.00        | $1310920.82        | Agency Mortgage-Backed Securities  |
| GNII SF DO4937 C       | 2056-01-20      | 6.0000%  | 0.0000% | $8197338.00        | $8522156.49        | Agency Mortgage-Backed Securities  |
| GNII SF AR7730 C       | 2046-01-20      | 3.5000%  | 0.0000% | $1164859.00        | $430101.81         | Agency Mortgage-Backed Securities  |
| GNII SF 002658 M       | 2028-10-20      | 6.5000%  | 0.0000% | $1084461.00        | $669.38            | Agency Mortgage-Backed Securities  |
| GNII SF DJ0734 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1855801.00        | $1640392.09        | Agency Mortgage-Backed Securities  |
| GNII SF MB0741 M       | 2055-10-20      | 3.0000%  | 0.0000% | $10018812.00       | $8861813.10        | Agency Mortgage-Backed Securities  |
| GNII SF CQ5117 C       | 2053-01-20      | 5.0000%  | 0.0000% | $300000.00         | $134588.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA2000 M       | 2044-05-20      | 6.0000%  | 0.0000% | $6501689.00        | $443802.05         | Agency Mortgage-Backed Securities  |
| GNII SF 734480 C       | 2041-07-20      | 4.5000%  | 0.0000% | $1451435.00        | $149335.50         | Agency Mortgage-Backed Securities  |
| GNII SF 005331 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1307000.00        | $85663.76          | Agency Mortgage-Backed Securities  |
| GNII SF DP6174 C       | 2056-03-20      | 5.5000%  | 0.0000% | $7528397.00        | $7743764.36        | Agency Mortgage-Backed Securities  |
| GNII SF 004961 M       | 2036-10-20      | 6.0000%  | 0.0000% | $437880.00         | $13401.60          | Agency Mortgage-Backed Securities  |
| GNII SF 005082 M       | 2041-06-20      | 4.5000%  | 0.0000% | $685724.00         | $26324.87          | Agency Mortgage-Backed Securities  |
| GNII SF DN8785 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1644583.00        | $1633985.70        | Agency Mortgage-Backed Securities  |
| GNII SF DN9907 C       | 2050-11-20      | 6.5000%  | 0.0000% | $1339591.00        | $1425399.57        | Agency Mortgage-Backed Securities  |
| GNII SF 003624 M       | 2034-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1270.92           | Agency Mortgage-Backed Securities  |
| GNII SF DR0998 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1977661.00        | $2088526.04        | Agency Mortgage-Backed Securities  |
| GNII SF DI9591 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1784267.00        | $1683756.83        | Agency Mortgage-Backed Securities  |
| GNII SF DL4097 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2714907.00        | $2640629.08        | Agency Mortgage-Backed Securities  |
| GNII SF DO6270 C       | 2055-11-20      | 7.0000%  | 0.0000% | $1223183.00        | $1276336.15        | Agency Mortgage-Backed Securities  |
| GNII SF DL4134 C       | 2055-08-20      | 6.0000%  | 0.0000% | $4018656.00        | $3947106.16        | Agency Mortgage-Backed Securities  |
| GNII SF DO8320 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1614338.00        | $1704843.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA5399 M       | 2048-08-20      | 4.5000%  | 0.0000% | $375133858.00      | $28656468.28       | Agency Mortgage-Backed Securities  |
| GNII SF BI3300 C       | 2048-09-20      | 4.5000%  | 0.0000% | $9304057.00        | $1373497.80        | Agency Mortgage-Backed Securities  |
| GNII SF CI1518 C       | 2052-04-20      | 2.5000%  | 0.0000% | $3560944.00        | $2668330.12        | Agency Mortgage-Backed Securities  |
| GNII SF BW2756 C       | 2050-06-20      | 3.0000%  | 0.0000% | $4330609.00        | $2048552.71        | Agency Mortgage-Backed Securities  |
| GNII SF CI3873 C       | 2051-11-20      | 2.5000%  | 0.0000% | $4350208.00        | $3202326.29        | Agency Mortgage-Backed Securities  |
| GNII SF DL0845 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1046030.00        | $1061258.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA6312 M       | 2034-12-20      | 4.0000%  | 0.0000% | $44770.00          | $6376.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA1158 M       | 2043-07-20      | 4.0000%  | 0.0000% | $4825120.00        | $401928.65         | Agency Mortgage-Backed Securities  |
| GNII SF MA0853 M       | 2043-03-20      | 4.0000%  | 0.0000% | $2903489.00        | $222769.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA0138 M       | 2027-06-20      | 2.5000%  | 0.0000% | $4000000.00        | $44283.75          | Agency Mortgage-Backed Securities  |
| GNII SF MA6089 M       | 2049-07-20      | 3.0000%  | 0.0000% | $16131438.00       | $2095027.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $90000.00          | $70300.78          | Agency Mortgage-Backed Securities  |
| GNII SF DO0904 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1821356.00        | $1809653.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA8727 M       | 2053-03-20      | 6.0000%  | 0.0000% | $30000000.00       | $14242515.55       | Agency Mortgage-Backed Securities  |
| GNII SF DR3741 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1631809.00        | $1629378.69        | Agency Mortgage-Backed Securities  |
| GNII SF BC0462 C       | 2047-11-20      | 3.5000%  | 0.0000% | $2497684.00        | $889963.45         | Agency Mortgage-Backed Securities  |
| GNII SF CT6549 C       | 2054-01-20      | 7.5000%  | 0.0000% | $23096824.00       | $19053602.47       | Agency Mortgage-Backed Securities  |
| GNII SF MA9967 M       | 2054-10-20      | 6.5000%  | 0.0000% | $813561.00         | $385955.29         | Agency Mortgage-Backed Securities  |
| GNII SF DP4261 C       | 2056-01-20      | 6.0000%  | 0.0000% | $9700150.00        | $10054485.20       | Agency Mortgage-Backed Securities  |
| GNII SF DQ1129 C       | 2056-01-20      | 6.0000%  | 0.0000% | $6573713.00        | $6779118.54        | Agency Mortgage-Backed Securities  |
| GNII SF MB0401 M       | 2040-06-20      | 6.0000%  | 0.0000% | $8350413.00        | $6475763.29        | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M       | 2056-01-20      | 6.5000%  | 0.0000% | $12970414.00       | $13522925.86       | Agency Mortgage-Backed Securities  |
| GNII SF MB0483 M       | 2055-07-20      | 4.5000%  | 0.0000% | $15000000.00       | $14252607.51       | Agency Mortgage-Backed Securities  |
| GNII SF DJ0818 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1361523.00        | $896223.28         | Agency Mortgage-Backed Securities  |
| GNII SF DN7027 C       | 2055-11-20      | 4.5000%  | 0.0000% | $2105437.00        | $2026539.06        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0745 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1977302.00        | $1729837.11        | Agency Mortgage-Backed Securities  |
| GNII SF BD0491 C       | 2048-01-20      | 4.5000%  | 0.0000% | $4458501.00        | $644446.50         | Agency Mortgage-Backed Securities  |
| GNII SF MB0337 M       | 2040-05-20      | 3.5000%  | 0.0000% | $633330.00         | $562824.81         | Agency Mortgage-Backed Securities  |
| GNII SF DO0897 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1012597.00        | $1008491.63        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-31      | 3.7524%  | 0.0000% | $143989800.00      | $144846631.21      | U.S. Treasuries (including strips) |
| GNII SF DA8531 C       | 2054-03-20      | 7.0000%  | 0.0000% | $1460329.00        | $1283375.50        | Agency Mortgage-Backed Securities  |
| GNII SF MB0683 M       | 2055-10-20      | 4.0000%  | 0.0000% | $804588.00         | $746083.70         | Agency Mortgage-Backed Securities  |
| GNII SF DI5117 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1398932.00        | $1468273.92        | Agency Mortgage-Backed Securities  |
| GNII SF CW6992 C       | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $80523.06          | Agency Mortgage-Backed Securities  |
| GNII SF CS7538 C       | 2053-03-20      | 7.0000%  | 0.0000% | $2567316.00        | $1083730.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA7590 M       | 2051-09-20      | 3.0000%  | 0.0000% | $4676278.00        | $2541026.99        | Agency Mortgage-Backed Securities  |
| GNII SF DO5738 C       | 2056-02-20      | 5.5000%  | 0.0000% | $7231443.00        | $7435407.11        | Agency Mortgage-Backed Securities  |
| GNII SF DO9818 C       | 2055-12-20      | 5.5000%  | 0.0000% | $4843992.00        | $4916870.75        | Agency Mortgage-Backed Securities  |
| GNII SF BO1539 C       | 2049-07-20      | 3.5000%  | 0.0000% | $7158320.00        | $2177076.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA7311 M       | 2051-04-20      | 2.0000%  | 0.0000% | $51277642.00       | $25909056.92       | Agency Mortgage-Backed Securities  |
| GNII SF BL1076 C       | 2049-01-20      | 4.5000%  | 0.0000% | $55832630.00       | $8973746.61        | Agency Mortgage-Backed Securities  |
| GNII SF BG3815 C       | 2048-06-20      | 4.5000%  | 0.0000% | $3095039.00        | $376187.07         | Agency Mortgage-Backed Securities  |
| GNII SF DL1986 C       | 2054-05-20      | 7.0000%  | 0.0000% | $2142134.00        | $2235362.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA0089 M       | 2042-05-20      | 4.0000%  | 0.0000% | $10292138.00       | $539203.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA0023 M       | 2042-04-20      | 4.0000%  | 0.0000% | $7196835.00        | $364198.10         | Agency Mortgage-Backed Securities  |
| GNII SF 794944 C       | 2035-10-20      | 5.5000%  | 0.0000% | $1124000.00        | $90527.11          | Agency Mortgage-Backed Securities  |
| GNII SF MA6599 M       | 2050-04-20      | 3.0000%  | 0.0000% | $71348260.00       | $14621202.36       | Agency Mortgage-Backed Securities  |
| GNII SF BB4172 C       | 2048-02-20      | 4.0000%  | 0.0000% | $155000.00         | $40840.92          | Agency Mortgage-Backed Securities  |
| GNII SF BE1441 C       | 2047-11-20      | 3.5000%  | 0.0000% | $3210255.00        | $695554.83         | Agency Mortgage-Backed Securities  |
| GNII SF DP6098 C       | 2056-03-20      | 5.0000%  | 0.0000% | $5230780.00        | $5227807.18        | Agency Mortgage-Backed Securities  |
| GNII SF BK5894 C       | 2048-11-20      | 5.0000%  | 0.0000% | $1100000.00        | $2163.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA6772 M       | 2050-07-20      | 6.0000%  | 0.0000% | $100000.00         | $15644.82          | Agency Mortgage-Backed Securities  |
| GNII SF AO7624 C       | 2045-09-20      | 3.5000%  | 0.0000% | $1546872.00        | $98572.69          | Agency Mortgage-Backed Securities  |
| GNII SF MB0811 M       | 2055-12-20      | 4.0000%  | 0.0000% | $87279388.00       | $81344027.63       | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M       | 2052-03-20      | 2.5000%  | 0.0000% | $405280389.00      | $249999999.64      | Agency Mortgage-Backed Securities  |
| GNII SF CY2872 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1664448.00        | $1358796.92        | Agency Mortgage-Backed Securities  |
| GNII SF DL3781 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1842204.00        | $1905999.49        | Agency Mortgage-Backed Securities  |
| GNII SF 626972 C       | 2045-08-20      | 3.5000%  | 0.0000% | $953799.00         | $408671.08         | Agency Mortgage-Backed Securities  |
| GNII SF DB0492 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1017907.00        | $816273.69         | Agency Mortgage-Backed Securities  |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $371632934.00      | $249999999.73      | Agency Mortgage-Backed Securities  |
| GNII SF DP5955 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1245563.00        | $1313171.84        | Agency Mortgage-Backed Securities  |
| GNII SF 737978 C       | 2036-07-20      | 6.5000%  | 0.0000% | $50000.00          | $1066.98           | Agency Mortgage-Backed Securities  |
| GNII SF DH8874 C       | 2055-01-20      | 5.5000%  | 0.0000% | $2001260.00        | $2011976.06        | Agency Mortgage-Backed Securities  |
| GNII SF DP8002 C       | 2056-02-20      | 5.5000%  | 0.0000% | $14739652.00       | $15242520.88       | Agency Mortgage-Backed Securities  |
| GNII SF MA3520 M       | 2046-03-20      | 3.0000%  | 0.0000% | $44013891.00       | $4432455.90        | Agency Mortgage-Backed Securities  |
| GNII SF DG4171 C       | 2055-01-20      | 6.5000%  | 0.0000% | $3395697.00        | $3192495.86        | Agency Mortgage-Backed Securities  |
| GNII SF DN7143 C       | 2055-10-20      | 5.0000%  | 0.0000% | $1667145.00        | $1622133.40        | Agency Mortgage-Backed Securities  |
| GNII SF 004268 M       | 2038-10-20      | 6.0000%  | 0.0000% | $408816.00         | $3749.21           | Agency Mortgage-Backed Securities  |
| GNII SF BI3255 C       | 2048-08-20      | 4.5000%  | 0.0000% | $6592884.00        | $1094303.29        | Agency Mortgage-Backed Securities  |
| GNII SF DL9711 C       | 2055-08-20      | 7.0000%  | 0.0000% | $2027820.00        | $1732454.70        | Agency Mortgage-Backed Securities  |
| GNII SF CX6886 C       | 2053-12-20      | 7.0000%  | 0.0000% | $1865382.00        | $757441.80         | Agency Mortgage-Backed Securities  |
| GNII SF DL0482 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2776367.00        | $2785489.45        | Agency Mortgage-Backed Securities  |
| GNII SF BS1742 C       | 2050-02-20      | 4.0000%  | 0.0000% | $400000.00         | $98834.67          | Agency Mortgage-Backed Securities  |
| GNII SF BT8093 C       | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $115246.73         | Agency Mortgage-Backed Securities  |
| GNII SF DP4257 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1096917.00        | $1139784.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA2527 M       | 2038-12-20      | 6.5000%  | 0.0000% | $73381.00          | $4970.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA3527 M       | 2038-12-20      | 6.5000%  | 0.0000% | $100000.00         | $11053.09          | Agency Mortgage-Backed Securities  |
| GNII SF 738756 C       | 2041-09-20      | 4.5000%  | 0.0000% | $6789597.00        | $308649.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA1810 M       | 2029-04-20      | 3.0000%  | 0.0000% | $2973556.00        | $80247.58          | Agency Mortgage-Backed Securities  |
| GNII SF MA7656 M       | 2038-07-20      | 6.0000%  | 0.0000% | $45000.00          | $12338.08          | Agency Mortgage-Backed Securities  |
| GNII SF MB0995 M       | 2056-02-20      | 4.5000%  | 0.0000% | $174055861.00      | $168338125.97      | Agency Mortgage-Backed Securities  |
| GNII SF MA1091 M       | 2043-06-20      | 4.0000%  | 0.0000% | $1503076.00        | $145463.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA0781 M       | 2043-02-20      | 2.5000%  | 0.0000% | $61000.00          | $7845.79           | Agency Mortgage-Backed Securities  |
| GNII SF MA2833 M       | 2045-05-20      | 7.0000%  | 0.0000% | $30000.00          | $2190.41           | Agency Mortgage-Backed Securities  |
| GNII SF MA4325 M       | 2034-06-20      | 5.5000%  | 0.0000% | $82009.00          | $8329.29           | Agency Mortgage-Backed Securities  |
| GNII SF DJ0816 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1865415.00        | $920159.67         | Agency Mortgage-Backed Securities  |
| GNII SF DF5617 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1673022.00        | $1599245.17        | Agency Mortgage-Backed Securities  |
| GNII SF DG1141 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1096822.00        | $1137370.01        | Agency Mortgage-Backed Securities  |
| GNII SF DF4212 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1675077.00        | $1253687.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA7373 M       | 2048-12-20      | 5.5000%  | 0.0000% | $800000.00         | $261648.37         | Agency Mortgage-Backed Securities  |
| GNII SF MB0938 M       | 2056-01-20      | 6.0000%  | 0.0000% | $204514205.00      | $209404272.72      | Agency Mortgage-Backed Securities  |
| GNII SF MB0623 M       | 2055-04-20      | 5.5000%  | 0.0000% | $40989860.00       | $40631195.41       | Agency Mortgage-Backed Securities  |
| GNII SF DA7326 C       | 2054-06-20      | 7.0000%  | 0.0000% | $11626522.00       | $7645870.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA2070 M       | 2044-02-20      | 2.0000%  | 0.0000% | $490928.00         | $73152.60          | Agency Mortgage-Backed Securities  |
| GNII SF MA2827 M       | 2045-05-20      | 4.0000%  | 0.0000% | $55151.00          | $4574.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $33051077.00       | $20594192.65       | Agency Mortgage-Backed Securities  |
| GNII SF DE5041 C       | 2054-08-20      | 6.5000%  | 0.0000% | $4500000.00        | $248486.65         | Agency Mortgage-Backed Securities  |
| GNII SF BF2644 C       | 2048-05-20      | 5.0000%  | 0.0000% | $53675.00          | $4332.37           | Agency Mortgage-Backed Securities  |
| GNII SF DE7488 C       | 2054-09-20      | 4.0000%  | 0.0000% | $1185950.00        | $1090740.59        | Agency Mortgage-Backed Securities  |
| GNII SF DD8614 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1140316.00        | $1029693.91        | Agency Mortgage-Backed Securities  |
| GNII SF AB9822 C       | 2043-03-20      | 3.5000%  | 0.0000% | $1500000.00        | $220867.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA1997 M       | 2044-06-20      | 4.5000%  | 0.0000% | $369000.00         | $23498.82          | Agency Mortgage-Backed Securities  |
| GNII SF 003259 M       | 2032-07-20      | 5.5000%  | 0.0000% | $123000.00         | $859.44            | Agency Mortgage-Backed Securities  |
| GNII SF 003162 M       | 2031-11-20      | 7.0000%  | 0.0000% | $2012718.00        | $3852.27           | Agency Mortgage-Backed Securities  |
| GNII SF DN2323 C       | 2055-11-20      | 6.5000%  | 0.0000% | $34234308.00       | $36338449.83       | Agency Mortgage-Backed Securities  |
| GNII SF DN5920 C       | 2055-12-20      | 6.5000%  | 0.0000% | $3400000.00        | $3580492.04        | Agency Mortgage-Backed Securities  |
| GNII SF AI7105 C       | 2044-06-20      | 4.0000%  | 0.0000% | $2629006.00        | $504689.43         | Agency Mortgage-Backed Securities  |
| GNII SF 706201 C       | 2039-04-20      | 5.5000%  | 0.0000% | $50000.00          | $4654.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $1280000.00        | $588983.80         | Agency Mortgage-Backed Securities  |
| GNII SF 003171 M       | 2031-12-20      | 5.5000%  | 0.0000% | $248000.00         | $1022.73           | Agency Mortgage-Backed Securities  |
| GNII SF 004396 M       | 2039-03-20      | 4.0000%  | 0.0000% | $64333.00          | $2513.59           | Agency Mortgage-Backed Securities  |
| GNII SF BE2222 C       | 2048-01-20      | 3.5000%  | 0.0000% | $800000.00         | $201989.05         | Agency Mortgage-Backed Securities  |
| GNII SF MA4690 M       | 2032-09-20      | 3.0000%  | 0.0000% | $400000.00         | $36658.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA4073 M       | 2046-11-20      | 5.5000%  | 0.0000% | $123542.00         | $16300.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA4751 M       | 2032-09-20      | 4.0000%  | 0.0000% | $111603.00         | $2778.89           | Agency Mortgage-Backed Securities  |
| GNII SF MA0535 M       | 2042-11-20      | 4.0000%  | 0.0000% | $6411436.00        | $492011.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA2520 M       | 2045-01-20      | 3.0000%  | 0.0000% | $5052095.00        | $428352.33         | Agency Mortgage-Backed Securities  |
| GNII SF DK3253 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1360829.00        | $1120822.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA3742 M       | 2039-09-20      | 6.5000%  | 0.0000% | $70000.00          | $3653.42           | Agency Mortgage-Backed Securities  |
| GNII SF MA8644 M       | 2052-11-20      | 3.5000%  | 0.0000% | $11227596.00       | $7908858.09        | Agency Mortgage-Backed Securities  |
| GNII SF MB0689 M       | 2054-05-20      | 7.0000%  | 0.0000% | $144746529.00      | $148027825.62      | Agency Mortgage-Backed Securities  |
| GNII SF MA5198 M       | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $18877.12          | Agency Mortgage-Backed Securities  |
| GNII SF DP2239 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1177562.00        | $1243576.91        | Agency Mortgage-Backed Securities  |
| GNII SF DP4741 C       | 2056-03-20      | 5.0000%  | 0.0000% | $3049821.00        | $3036855.20        | Agency Mortgage-Backed Securities  |
| GNII SF DP3067 C       | 2056-01-20      | 6.0000%  | 0.0000% | $3926071.00        | $4055341.45        | Agency Mortgage-Backed Securities  |
| GNII SF DN6065 C       | 2055-11-20      | 7.5000%  | 0.0000% | $1811292.00        | $1949009.41        | Agency Mortgage-Backed Securities  |
| GNII SF AE7828 C       | 2043-08-20      | 3.0000%  | 0.0000% | $1264505.00        | $72890.57          | Agency Mortgage-Backed Securities  |
| GNII SF MB0846 M       | 2041-01-20      | 5.0000%  | 0.0000% | $282475.00         | $281057.62         | Agency Mortgage-Backed Securities  |
| GNII SF MB0559 M       | 2055-07-20      | 7.0000%  | 0.0000% | $58017429.00       | $56042333.15       | Agency Mortgage-Backed Securities  |
| GNII SF MB0997 M       | 2056-02-20      | 5.5000%  | 0.0000% | $55949527.00       | $56598448.25       | Agency Mortgage-Backed Securities  |
| GNII SF DQ7838 C       | 2056-03-20      | 7.0000%  | 0.0000% | $2335395.00        | $2492892.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $507513928.00      | $249999999.61      | Agency Mortgage-Backed Securities  |

### Security 668: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZT0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFZT0
- **C.18 - Value (incl. sponsor support):** $4277000000.00
- **C.18.a - Value (excl. sponsor support):** $4277000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLTA4582 | 2056-01-01      | 6.0000%  | 0.0000% | $2009258.00        | $2093950.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5520 | 2056-01-01      | 5.5000%  | 0.0000% | $2655608.00        | $2718036.49        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | 0.0000% | $3000000.00        | $1336165.98        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8985 | 2055-10-01      | 6.0000%  | 0.0000% | $2566511.00        | $2661832.76        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8972 | 2049-06-01      | 4.0000%  | 0.0000% | $8070000.00        | $3489242.08        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5218 | 2050-12-01      | 2.0000%  | 0.0000% | $4011072.00        | $2401891.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0981 | 2052-03-01      | 3.0000%  | 0.0000% | $15739000.00       | $10425882.62       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7786 | 2055-10-01      | 5.5000%  | 0.0000% | $2507066.00        | $2539517.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $8009055.00        | $6962629.70        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ5267 | 2055-10-01      | 7.0000%  | 0.0000% | $9159690.00        | $9590684.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4676 | 2055-08-01      | 5.0000%  | 0.0000% | $3277688.00        | $3132291.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  | 0.0000% | $248320616.00      | $249196422.56      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4540 | 2044-07-01      | 5.0000%  | 0.0000% | $10569478.00       | $10694437.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $7915000.00        | $7252832.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1865 | 2055-06-01      | 6.0000%  | 0.0000% | $22774800.00       | $21068255.91       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $7000000.00        | $1041633.30        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA4425 | 2055-08-01      | 7.0000%  | 0.0000% | $8446736.00        | $7154500.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3725 | 2054-07-01      | 5.0000%  | 0.0000% | $9869370.00        | $9244223.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0979 | 2052-06-01      | 3.5000%  | 0.0000% | $6169680.00        | $5018224.82        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $9000000.00        | $4477393.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT7205 | 2051-08-01      | 3.0000%  | 0.0000% | $15000000.00       | $7439844.58        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4000 | 2055-08-01      | 7.0000%  | 0.0000% | $1181348.00        | $1168713.25        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZT2351 | 2048-06-01      | 3.5000%  | 0.0000% | $5000000.00        | $3573609.15        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  | 0.0000% | $4805168.00        | $3352170.78        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52271 G | 2047-11-01      | 4.0000%  | 0.0000% | $13038000.00       | $2404592.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $94709219.00       | $69021714.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $61784571.00       | $43255676.84       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5166 | 2053-05-01      | 5.5000%  | 0.0000% | $18791210.00       | $14574385.01       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0490 | 2040-05-01      | 6.5000%  | 0.0000% | $1613401.00        | $1483212.25        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  | 0.0000% | $12131000.00       | $4940110.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5004 | 2052-07-01      | 3.5000%  | 0.0000% | $31086290.00       | $28527722.55       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3932 | 2056-03-01      | 6.5000%  | 0.0000% | $1446776.00        | $1524471.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4083 | 2053-06-01      | 5.5000%  | 0.0000% | $8220470.00        | $5792406.41        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDG6866 | 2056-04-01      | 7.0000%  | 0.0000% | $1012853.00        | $1074089.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4899 | 2052-09-01      | 3.5000%  | 0.0000% | $134853632.00      | $124114922.67      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  | 0.0000% | $17768100.00       | $13517539.60       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6381 | 2052-07-01      | 4.0000%  | 0.0000% | $16500000.00       | $11096755.01       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3606 | 2055-09-01      | 7.0000%  | 0.0000% | $1126394.00        | $1219282.43        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3399 | 2052-08-01      | 3.5000%  | 0.0000% | $11364317.00       | $10200305.69       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3856 | 2052-02-01      | 2.5000%  | 0.0000% | $19478000.00       | $16589824.03       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3670 | 2055-08-01      | 6.0000%  | 0.0000% | $5944990.00        | $5375284.25        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5933 | 2055-11-01      | 7.5000%  | 0.0000% | $1217005.00        | $1298042.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $595368533.00      | $518877390.65      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL4069 | 2055-06-01      | 7.0000%  | 0.0000% | $4199608.00        | $4063840.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0112 | 2056-03-01      | 6.0000%  | 0.0000% | $361370.00         | $370823.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  | 0.0000% | $12947440.00       | $3369182.67        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZA5878 | 2033-12-01      | 4.5000%  | 0.0000% | $1510389.00        | $241149.15         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $6089000.00        | $3527040.21        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD7549 | 2052-01-01      | 2.0000%  | 0.0000% | $1500000.00        | $898286.02         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4209 | 2046-09-01      | 3.5000%  | 0.0000% | $20000000.00       | $14686319.80       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD1457 | 2051-11-01      | 2.0000%  | 0.0000% | $1720673.00        | $1074209.61        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $1676860.00        | $1067623.60        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3396 | 2048-05-01      | 3.5000%  | 0.0000% | $9866835.00        | $8865435.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1629 | 2055-05-01      | 6.0000%  | 0.0000% | $14172991.00       | $13670727.27       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  | 0.0000% | $12047885.00       | $5454953.41        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4487 | 2052-07-01      | 3.5000%  | 0.0000% | $9443570.00        | $8705995.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $10282000.00       | $10191792.59       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $43084000.00       | $27753713.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $329999999.00      | $24006135.66       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1947 | 2056-02-01      | 5.0000%  | 0.0000% | $20634591.00       | $20606305.58       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0707 | 2055-07-01      | 5.5000%  | 0.0000% | $27951805.00       | $27167633.94       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4915 | 2053-02-01      | 3.5000%  | 0.0000% | $54187017.00       | $50257139.73       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  | 0.0000% | $8091080.00        | $5415591.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA6037 | 2041-04-01      | 4.5000%  | 0.0000% | $5012357.00        | $4986337.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0491 | 2052-01-01      | 3.5000%  | 0.0000% | $8000000.00        | $5587667.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4889 | 2051-12-01      | 3.0000%  | 0.0000% | $16409974.00       | $14595736.50       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $10342288.00       | $3130829.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3865 | 2045-12-01      | 4.0000%  | 0.0000% | $4610000.00        | $1200534.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY1181 | 2053-04-01      | 6.5000%  | 0.0000% | $39443.00          | $33262.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6715 | 2056-04-01      | 5.0000%  | 0.0000% | $2224750.00        | $2197705.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG2851 | 2056-03-01      | 6.5000%  | 0.0000% | $2948259.00        | $3139016.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $18243437.00       | $15600011.48       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $82253.00          | $62765.81          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8023 | 2049-11-01      | 2.5000%  | 0.0000% | $5090000.00        | $1051076.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4495 | 2053-12-01      | 6.0000%  | 0.0000% | $5750000.00        | $4539233.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1084 | 2051-05-01      | 3.5000%  | 0.0000% | $9575000.00        | $6122187.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7860 | 2054-06-01      | 6.0000%  | 0.0000% | $1161815.00        | $1172925.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8670 | 2054-06-01      | 6.0000%  | 0.0000% | $1168616.00        | $850816.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  | 0.0000% | $1693930.00        | $1559586.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $67016946.00       | $47183901.68       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6582 | 2050-09-01      | 3.0000%  | 0.0000% | $3000000.00        | $2278755.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8036 | 2053-02-01      | 5.5000%  | 0.0000% | $6864272.00        | $4172180.35        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  | 0.0000% | $80015976.00       | $58046364.00       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $307393534.00      | $258391874.33      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6218 | 2056-03-01      | 5.0000%  | 0.0000% | $6496768.00        | $6380521.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $4058000.00        | $3819780.81        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7295 | 2055-07-01      | 7.0000%  | 0.0000% | $3496160.00        | $3084698.78        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $1959105.00        | $1214414.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4721 | 2055-11-01      | 5.0000%  | 0.0000% | $16762077.00       | $16596552.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9154 | 2054-09-01      | 6.0000%  | 0.0000% | $2440000.00        | $2103444.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA4887 | 2052-01-01      | 2.5000%  | 0.0000% | $28674625.00       | $24371032.13       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA4427 | 2055-10-01      | 7.0000%  | 0.0000% | $4118000.00        | $4005453.80        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFS2528 | 2051-01-01      | 1.5000%  | 0.0000% | $26753000.00       | $17414171.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4925 | 2052-10-01      | 6.0000%  | 0.0000% | $33167000.00       | $16859549.03       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1054 | 2048-01-01      | 3.5000%  | 0.0000% | $75000000.00       | $10766266.91       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6244 | 2055-09-01      | 4.5000%  | 0.0000% | $2687063.00        | $2354814.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 ZLSI2129 | 2055-09-25      | 6.0000%  | 0.0000% | $78022576.00       | $73039212.74       | Agency Mortgage-Backed Securities |
| FEPC 02.000 ZLSI2059 | 2050-09-01      | 2.0000%  | 0.0000% | $75875000.00       | $49581995.75       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0704 | 2044-12-01      | 5.5000%  | 0.0000% | $7952368.00        | $6304988.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2193 | 2055-11-01      | 5.0000%  | 0.0000% | $7520390.00        | $6779475.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5862 | 2049-02-01      | 4.5000%  | 0.0000% | $14859440.00       | $3424316.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5552 | 2055-11-01      | 6.5000%  | 0.0000% | $17189992.00       | $16914869.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9023 | 2055-06-01      | 6.5000%  | 0.0000% | $4412420.00        | $4629255.10        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT9029 | 2051-08-01      | 2.0000%  | 0.0000% | $26052000.00       | $15715972.47       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8028 | 2051-12-01      | 3.5000%  | 0.0000% | $1675345.00        | $1178654.61        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2555 | 2052-11-01      | 4.0000%  | 0.0000% | $4863980.00        | $3473257.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9580 | 2052-09-01      | 5.0000%  | 0.0000% | $1756933.00        | $1599738.55        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05698 G | 2042-01-01      | 4.0000%  | 0.0000% | $48301640.00       | $4578627.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8409 | 2054-03-01      | 6.0000%  | 0.0000% | $1631965.00        | $1012808.51        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $31463460.00       | $22298633.91       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $77748876.00       | $56259069.04       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8904 | 2055-08-01      | 6.5000%  | 0.0000% | $1000000.00        | $1039887.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $1504990.00        | $1133937.71        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9446 | 2045-08-01      | 3.5000%  | 0.0000% | $8265000.00        | $1614336.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG4973 | 2053-06-01      | 6.5000%  | 0.0000% | $2531703.00        | $2272464.88        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3334 | 2047-05-01      | 4.5000%  | 0.0000% | $24568000.00       | $2642173.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4129 | 2056-01-01      | 6.0000%  | 0.0000% | $12691917.00       | $12163214.45       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $15318947.00       | $12996042.86       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1677 | 2055-12-01      | 5.0000%  | 0.0000% | $824758.00         | $811701.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2537 | 2054-05-01      | 5.0000%  | 0.0000% | $53089388.00       | $49617146.60       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0741 | 2055-11-01      | 4.5000%  | 0.0000% | $453789.00         | $436940.49         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $58749947.00       | $49564371.17       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0110 | 2056-03-01      | 5.0000%  | 0.0000% | $8145790.00        | $8046767.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3093 | 2049-09-01      | 4.5000%  | 0.0000% | $5245272.00        | $4989780.26        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4548 | 2052-06-01      | 3.5000%  | 0.0000% | $50295380.00       | $46150470.69       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4382 | 2036-07-01      | 1.5000%  | 0.0000% | $2000000.00        | $1041022.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  | 0.0000% | $1796000.00        | $1649215.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA2805 | 2046-11-01      | 2.5000%  | 0.0000% | $10500000.00       | $2394067.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $68278399.00       | $67244681.98       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4044 | 2055-04-01      | 6.5000%  | 0.0000% | $10346848.00       | $9288023.75        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL4476 | 2051-07-01      | 2.5000%  | 0.0000% | $6910640.00        | $5877791.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2192 | 2056-03-01      | 5.0000%  | 0.0000% | $27048077.00       | $26941841.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2249 | 2056-03-01      | 5.5000%  | 0.0000% | $15719942.00       | $16057321.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $17986820.00       | $12687525.40       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1434 | 2051-07-01      | 3.5000%  | 0.0000% | $5000000.00        | $3451205.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7335 | 2045-11-01      | 4.0000%  | 0.0000% | $38762211.00       | $4004006.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6480 | 2055-11-01      | 6.0000%  | 0.0000% | $21296000.00       | $20693620.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1888 | 2055-10-01      | 6.0000%  | 0.0000% | $6001472.00        | $6137761.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6422 | 2055-11-01      | 6.0000%  | 0.0000% | $2550802.00        | $2645721.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9439 | 2055-09-01      | 6.0000%  | 0.0000% | $14368156.00       | $12926748.46       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9841 | 2056-04-01      | 4.5000%  | 0.0000% | $23472.00          | $22715.80          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4266 | 2055-12-01      | 6.0000%  | 0.0000% | $2827232.00        | $2965000.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4325 | 2055-12-01      | 5.5000%  | 0.0000% | $21030962.00       | $21504695.84       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4485 | 2049-09-01      | 3.5000%  | 0.0000% | $8801140.00        | $8153038.72        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6314 | 2051-11-01      | 2.0000%  | 0.0000% | $2007392.00        | $1254754.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5974 | 2040-07-01      | 6.0000%  | 0.0000% | $1030785.00        | $1038795.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6790 | 2055-09-01      | 6.0000%  | 0.0000% | $1757411.00        | $1471215.49        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $70628484.00       | $49249385.68       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3196 | 2053-06-01      | 5.0000%  | 0.0000% | $17424400.00       | $13094267.57       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB2615 | 2050-08-01      | 2.0000%  | 0.0000% | $11935344.00       | $5661186.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $4649020.00        | $3347799.77        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G67719 G | 2049-01-01      | 4.5000%  | 0.0000% | $74994302.00       | $14743757.13       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  | 0.0000% | $2093.00           | $448.60            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZA3681 | 2028-12-01      | 3.5000%  | 0.0000% | $30016854.00       | $1040080.03        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZN4476 | 2048-12-01      | 3.5000%  | 0.0000% | $39145931.00       | $4869238.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2908 | 2053-04-01      | 6.5000%  | 0.0000% | $22253999.00       | $15096691.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5901 | 2055-12-01      | 5.5000%  | 0.0000% | $1406790.00        | $1429806.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF4682 | 2055-11-01      | 6.5000%  | 0.0000% | $1953579.00        | $2042108.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3384 | 2055-10-01      | 5.0000%  | 0.0000% | $6262328.00        | $6188628.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5057 | 2055-09-01      | 6.0000%  | 0.0000% | $16327354.00       | $11818953.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5856 | 2055-12-01      | 5.5000%  | 0.0000% | $2860820.00        | $2654524.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8341 | 2054-04-01      | 6.0000%  | 0.0000% | $1500000.00        | $1352969.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG3085 | 2055-12-01      | 6.0000%  | 0.0000% | $1186261.00        | $1235176.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8764 | 2055-07-01      | 6.0000%  | 0.0000% | $5953030.00        | $5567229.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4085 | 2055-12-01      | 6.0000%  | 0.0000% | $28290206.00       | $27899473.11       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ7773 | 2055-10-01      | 6.5000%  | 0.0000% | $2558112.00        | $2532873.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKMA5002 | 2053-04-01      | 6.0000%  | 0.0000% | $8843749.00        | $6015278.08        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL2297 | 2055-05-01      | 7.0000%  | 0.0000% | $22411000.00       | $21275294.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0971 | 2055-06-01      | 5.5000%  | 0.0000% | $4505328.00        | $3954790.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $477364472.00      | $365395741.32      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | 0.0000% | $48399204.00       | $34326705.44       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4687 | 2055-07-01      | 5.0000%  | 0.0000% | $3348005.00        | $3274874.88        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3145 | 2055-12-01      | 6.5000%  | 0.0000% | $1406505.00        | $1466072.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4726 | 2056-01-01      | 5.5000%  | 0.0000% | $21964691.00       | $22148724.01       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0922 | 2052-03-01      | 3.0000%  | 0.0000% | $2916413.00        | $2307210.15        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2755 | 2052-02-01      | 3.0000%  | 0.0000% | $5063000.00        | $3266114.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  | 0.0000% | $8980646.00        | $7434819.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2216 | 2056-03-01      | 5.0000%  | 0.0000% | $68009600.00       | $67233833.33       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9500 | 2056-01-01      | 4.5000%  | 0.0000% | $4650911.00        | $4481664.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2188 | 2056-03-01      | 5.0000%  | 0.0000% | $43629381.00       | $43600215.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0390 | 2056-02-01      | 5.0000%  | 0.0000% | $2400507.00        | $2390281.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $1543867.00        | $1288922.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5972 | 2056-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14943430.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8106 | 2055-12-01      | 5.0000%  | 0.0000% | $1058755.00        | $1052354.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8785 | 2054-07-01      | 6.5000%  | 0.0000% | $28840000.00       | $19398462.91       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3494 | 2052-05-01      | 3.0000%  | 0.0000% | $4705019.00        | $3199830.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1871 | 2056-01-01      | 6.0000%  | 0.0000% | $7687560.00        | $8003296.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1956 | 2054-09-01      | 6.0000%  | 0.0000% | $1325000.00        | $1063935.17        | Agency Mortgage-Backed Securities |
| FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $43942000.00       | $28395757.31       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $6499984.00        | $5067219.12        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $1700000.00        | $1286917.86        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  | 0.0000% | $7480785.00        | $3796638.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $1088203.00        | $1066256.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ6301 | 2056-01-01      | 6.0000%  | 0.0000% | $7095692.00        | $7260993.24        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  | 0.0000% | $1081899.00        | $1053943.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5811 | 2056-01-01      | 6.5000%  | 0.0000% | $13728711.00       | $13975798.05       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ6302 | 2055-12-01      | 6.0000%  | 0.0000% | $17906.00          | $18324.46          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4329 | 2053-09-01      | 6.0000%  | 0.0000% | $11664294.00       | $11845206.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4166 | 2055-05-01      | 6.0000%  | 0.0000% | $4796772.00        | $4154138.84        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4542 | 2049-03-01      | 4.5000%  | 0.0000% | $77471385.00       | $76135468.44       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $3004824.00        | $2937160.38        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $2472650.00        | $1467865.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3930 | 2055-01-01      | 5.0000%  | 0.0000% | $1535246.00        | $1201171.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1558 | 2054-12-01      | 6.0000%  | 0.0000% | $25492956.00       | $19000506.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $5110032.00        | $4641443.83        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $16865300.00       | $10803940.44       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5763 | 2055-07-01      | 7.0000%  | 0.0000% | $20739264.00       | $15770892.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9876 | 2056-04-01      | 5.0000%  | 0.0000% | $37445649.00       | $36991308.47       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5998 | 2056-02-01      | 4.5000%  | 0.0000% | $3667460.00        | $3553871.95        | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0145 | 2055-02-25      | 6.5000%  | 0.0000% | $102109645.00      | $96237680.50       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA8610 | 2056-03-01      | 6.0000%  | 0.0000% | $1941307.00        | $2032191.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $38832584.00       | $32064929.59       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5966 | 2055-09-01      | 6.0000%  | 0.0000% | $73962371.00       | $68697456.71       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0067 | 2041-03-01      | 5.0000%  | 0.0000% | $3890700.00        | $3885062.68        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL1387 | 2055-01-01      | 3.5000%  | 0.0000% | $7609960.00        | $6517607.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4371 | 2055-06-01      | 5.5000%  | 0.0000% | $44522342.00       | $40365872.62       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1793 | 2054-06-01      | 6.5000%  | 0.0000% | $29401255.00       | $17128109.38       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7752 | 2050-11-01      | 3.0000%  | 0.0000% | $22000000.00       | $11111227.34       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0296 | 2055-04-01      | 7.0000%  | 0.0000% | $20636000.00       | $17766462.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  | 0.0000% | $4160000.00        | $3784791.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9884 | 2052-06-01      | 3.5000%  | 0.0000% | $60413350.00       | $45475039.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0423 | 2052-11-01      | 5.5000%  | 0.0000% | $2400000.00        | $1438493.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2430 | 2056-01-01      | 5.0000%  | 0.0000% | $2794330.00        | $2757631.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6364 | 2055-12-01      | 6.5000%  | 0.0000% | $1330090.00        | $1385941.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU1203 | 2052-03-01      | 3.5000%  | 0.0000% | $48113929.00       | $27752020.62       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0981 | 2052-04-01      | 2.5000%  | 0.0000% | $14276060.00       | $8948845.21        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5382 | 2048-05-01      | 4.0000%  | 0.0000% | $30816684.00       | $2520881.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8307 | 2053-03-01      | 5.0000%  | 0.0000% | $1422000.00        | $1122437.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0834 | 2044-12-01      | 5.5000%  | 0.0000% | $35272241.00       | $34297770.20       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5347 | 2045-05-01      | 4.0000%  | 0.0000% | $1561672.00        | $1243400.66        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD3162 | 2051-12-01      | 2.0000%  | 0.0000% | $2350000.00        | $1477361.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC9473 | 2051-10-01      | 3.5000%  | 0.0000% | $2241424.00        | $1054222.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $30211250.00       | $24906229.50       | Agency Mortgage-Backed Securities |
| 04.500 FGPC U95006 G | 2042-06-01      | 4.5000%  | 0.0000% | $35401215.00       | $3642548.73        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD4803 | 2052-01-01      | 2.5000%  | 0.0000% | $127179.00         | $96029.38          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0065 | 2055-12-01      | 6.5000%  | 0.0000% | $2520070.00        | $2649284.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  | 0.0000% | $19913000.00       | $19428747.70       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0034 | 2054-06-01      | 6.5000%  | 0.0000% | $4342943.00        | $3888234.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5540 | 2056-01-01      | 5.5000%  | 0.0000% | $5409832.00        | $5500033.80        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  | 0.0000% | $3249776.00        | $2649574.99        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $38130000.00       | $20239038.49       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA6028 | 2056-03-01      | 4.5000%  | 0.0000% | $24907193.00       | $24061593.80       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8000 | 2056-03-01      | 4.5000%  | 0.0000% | $1076801.00        | $1046898.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5007 | 2052-09-01      | 3.5000%  | 0.0000% | $3250000.00        | $2344748.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0104 | 2055-10-01      | 6.5000%  | 0.0000% | $3145716.00        | $3047024.05        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  | 0.0000% | $1005928.00        | $1035850.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  | 0.0000% | $68264115.00       | $68538530.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5827 | 2056-04-01      | 5.0000%  | 0.0000% | $4981000.00        | $4920563.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG2833 | 2056-03-01      | 6.5000%  | 0.0000% | $3717104.00        | $3958506.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3326 | 2056-03-01      | 4.5000%  | 0.0000% | $5287832.00        | $5108320.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5515 | 2056-01-01      | 6.5000%  | 0.0000% | $2508351.00        | $2501173.86        | Agency Mortgage-Backed Securities |

### Security 669: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZU7, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1GFZU7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2024-083 AY | 2054-05-20      | 5.7500%  | 0.0000% | $39823094.00       | $40471878.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-003 DY | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50348816.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $49158633.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 BP | 2052-12-20      | 5.0000%  | 0.0000% | $26770000.00       | $25323993.63       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 BL | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23815341.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $50764366.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23796316.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 DL | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $24629325.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 DE | 2051-10-20      | 5.0000%  | 0.0000% | $51891305.00       | $38566567.77       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM | 2054-04-20      | 5.5000%  | 0.0000% | $7155968.00        | $7252160.90        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 GL | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23875741.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23980416.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 DP | 2054-10-20      | 5.0000%  | 0.0000% | $27721000.00       | $25231438.67       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $48934783.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-087 BA | 2051-03-20      | 5.0000%  | 0.0000% | $32484210.00       | $27753720.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50220566.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MB | 2051-04-20      | 5.0000%  | 0.0000% | $35100000.00       | $23490029.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-053 GA | 2055-01-16      | 3.0000%  | 0.0000% | $46393000.00       | $43033497.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $50782116.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $50775866.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD | 2054-04-20      | 5.7500%  | 0.0000% | $45000000.00       | $45678405.02       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 CA | 2051-12-20      | 5.0000%  | 0.0000% | $47361000.00       | $39616017.39       | Agency Collateralized Mortgage Obligation |

### Security 670: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZV5, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1GFZV5
- **C.18 - Value (incl. sponsor support):** $1414000000.00
- **C.18.a - Value (excl. sponsor support):** $1414000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $13556923.00       | $6678103.91        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9087   | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $47378.41          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $2914.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $16048675.00       | $11330054.29       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $48613529.00       | $29070350.99       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1751.00           | $252.10            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $692.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $6581852.00        | $5065339.73        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1587.40           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2747   | 2042-02-01      | 4.0000%  | 0.0000% | $67722073.00       | $4698339.83        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $161000.00         | $119414.67         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1516.83           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8767   | 2048-10-01      | 4.5000%  | 0.0000% | $9355.00           | $910.53            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0547   | 2042-12-01      | 4.0000%  | 0.0000% | $1704.00           | $216.88            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $1820500.00        | $1361891.31        | U.S. Treasuries (including strips) |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $764.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2533.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8451   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $826.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $855.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8887   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $637.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922   | 2047-03-01      | 3.5000%  | 0.0000% | $1208000.00        | $239531.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7072   | 2045-05-01      | 4.5000%  | 0.0000% | $245925.00         | $40366.21          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041   | 2033-08-01      | 4.0000%  | 0.0000% | $1002.00           | $81.58             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126473.00         | $25311.07          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1295   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $629.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4323   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $717.37            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1254   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $638.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5599   | 2054-05-01      | 5.5000%  | 0.0000% | $1020160.00        | $909380.24         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352   | 2052-07-01      | 3.5000%  | 0.0000% | $1020.00           | $687.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $2065.00           | $1586.99           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416   | 2043-01-01      | 3.5000%  | 0.0000% | $1030.00           | $380.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $346.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1650.29           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD4392   | 2053-10-01      | 4.0000%  | 0.0000% | $14452452.00       | $11235777.39       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1818   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $732.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $731.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1138312.00        | $998051.88         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074   | 2050-07-01      | 3.0000%  | 0.0000% | $24000.00          | $6307.06           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC6073   | 2051-08-01      | 2.0000%  | 0.0000% | $150000.00         | $90441.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $783.96            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $49179.00          | $22962.98          | Agency Mortgage-Backed Securities  |
| 05.000 FRPC G80393 G   | 2036-08-20      | 5.0000%  | 0.0000% | $107379.00         | $15282.74          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $13580230.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $957.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $791.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $441963.00         | $281541.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $154000.00         | $110675.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2474672.00        | $2110927.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4299   | 2052-08-01      | 4.5000%  | 0.0000% | $7051928.00        | $5202367.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $792.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2598   | 2053-08-01      | 6.0000%  | 0.0000% | $290832.00         | $289325.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $23672.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7555.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0191   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $819.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $21663793.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0903   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $60535.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4030   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $105.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7034   | 2055-04-01      | 5.5000%  | 0.0000% | $1481852.00        | $1497316.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9899   | 2054-08-01      | 6.0000%  | 0.0000% | $118631.00         | $104876.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $14041120.00       | $11907045.52       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1878   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $573.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3114   | 2047-03-01      | 3.0000%  | 0.0000% | $285133.00         | $78404.35          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $439612.00         | $274444.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $60727188.00       | $30739329.96       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $563.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $1943765.00        | $544178.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $48079.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3000   | 2051-12-01      | 2.0000%  | 0.0000% | $70000.00          | $45420.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1705093.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $1353.00           | $121.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $8667396.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $40765.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9133   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $937.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4599   | 2053-11-01      | 6.5000%  | 0.0000% | $73877.00          | $36014.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $790.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $7549567.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $2668156.87        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA2667   | 2055-08-01      | 7.0000%  | 0.0000% | $9584000.00        | $10031392.80       | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CLAD0273   | 2032-10-01      | 8.5000%  | 0.0000% | $2020936.00        | $69640.82          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7858   | 2055-07-01      | 6.0000%  | 0.0000% | $1040.00           | $882.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1171   | 2055-05-01      | 5.0000%  | 0.0000% | $11996000.00       | $11510258.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $17126000.00       | $9328117.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0267   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $45909000.00       | $8875385.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $9018200.00        | $6169304.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13189916.00       | $29379.47          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $917.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4454   | 2051-02-01      | 2.0000%  | 0.0000% | $2334688.00        | $1197755.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $882.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ5275   | 2054-10-01      | 5.0000%  | 0.0000% | $3403000.00        | $3143079.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955   | 2052-09-01      | 5.0000%  | 0.0000% | $3041940.00        | $1957471.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167621224.00      | $12179447.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2926.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $500000.00         | $71316.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0292   | 2054-12-01      | 5.5000%  | 0.0000% | $60309.00          | $50245.32          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9344   | 2054-09-01      | 7.0000%  | 0.0000% | $1742626.00        | $1827407.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185725.00         | $35012.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $292.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3026.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6707   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $963.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1399.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2571.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $777.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $29550.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $857420.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1356706.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627519.00        | $2047732.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $22573829.00       | $18362211.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7984   | 2050-12-01      | 2.0000%  | 0.0000% | $63057416.00       | $33796120.99       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $3965255.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2429   | 2048-10-01      | 4.0000%  | 0.0000% | $1035.00           | $222.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3285   | 2034-03-01      | 4.0000%  | 0.0000% | $2996.00           | $535.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4310649.00        | $3082721.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134   | 2049-12-01      | 3.5000%  | 0.0000% | $7179847.00        | $5139049.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0510   | 2055-08-01      | 5.5000%  | 0.0000% | $7213661.00        | $7126044.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438   | 2033-08-01      | 3.5000%  | 0.0000% | $2529000.00        | $169037.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3774   | 2049-09-01      | 3.0000%  | 0.0000% | $1024.00           | $127.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4690   | 2051-08-01      | 2.5000%  | 0.0000% | $1600000.00        | $980442.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1965.00           | $1629.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1763.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619   | 2053-09-01      | 5.5000%  | 0.0000% | $20000.00          | $14879.40          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8534   | 2055-05-01      | 6.0000%  | 0.0000% | $1042.00           | $801.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1028.00           | $536.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $704.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5696   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1638.41           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $1005.00           | $634.81            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1469.47           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD6679   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $640.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544   | 2051-07-01      | 3.0000%  | 0.0000% | $1008.00           | $562.64            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107   | 2043-03-01      | 3.5000%  | 0.0000% | $299687.00         | $41742.48          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8166   | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $537.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $816.87            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL545189   | 2031-08-01      | 7.5000%  | 0.0000% | $1517102.00        | $797.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7543   | 2052-06-01      | 4.0000%  | 0.0000% | $321984.00         | $237777.24         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $835.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $907.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $421019.00         | $184348.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $25250.53          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1549697.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $130000.00         | $25977.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNAS8537   | 2026-12-01      | 2.0000%  | 0.0000% | $1001.00           | $13.41             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL4926   | 2044-02-01      | 4.0000%  | 0.0000% | $16291217.00       | $2018026.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $598.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1293995.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU4479   | 2043-07-01      | 3.5000%  | 0.0000% | $2014570.00        | $241621.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $617.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1055.00           | $676.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1130.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $4914622.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3799   | 2047-08-01      | 3.0000%  | 0.0000% | $193997.00         | $53199.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67003.00          | $39233.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6345   | 2050-06-01      | 3.0000%  | 0.0000% | $1591000.00        | $701279.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1166294.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5984   | 2049-05-01      | 5.0000%  | 0.0000% | $1181999.00        | $158773.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800   | 2050-05-01      | 2.5000%  | 0.0000% | $49644608.00       | $18722149.05       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $471.95            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBY9934   | 2053-12-01      | 8.0000%  | 0.0000% | $166972.00         | $152200.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1598000.00        | $982086.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $26252.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $14968469.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $32536342.00       | $28427473.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1526.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $102034.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6740   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $317.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $52289.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $210361.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5169.42           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $66034.00          | $33867.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075   | 2053-04-01      | 5.5000%  | 0.0000% | $14166792.00       | $10750227.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $705.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822   | 2055-09-01      | 5.5000%  | 0.0000% | $7280446.00        | $6711261.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879   | 2055-11-01      | 5.5000%  | 0.0000% | $4720448.00        | $4539342.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4100   | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0550   | 2055-03-01      | 6.5000%  | 0.0000% | $1021.00           | $1072.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1059   | 2054-12-01      | 6.0000%  | 0.0000% | $3539065.00        | $3068427.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5854   | 2055-10-01      | 6.0000%  | 0.0000% | $1022.00           | $936.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5127   | 2055-10-01      | 6.0000%  | 0.0000% | $54531450.00       | $52814712.21       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2226   | 2055-08-01      | 6.0000%  | 0.0000% | $22561.00          | $22959.70          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7686   | 2055-11-01      | 5.5000%  | 0.0000% | $1308464.00        | $1312287.94        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $420000.00         | $439046.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $800.00            | $799.50            | U.S. Treasuries (including strips) |
| FEPC 04.000 CLQY4595   | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $913.92            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1304   | 2055-04-01      | 7.0000%  | 0.0000% | $1555.00           | $1204.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1755   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $887.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $14312640.00       | $9856338.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440   | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $456.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $102000.00         | $71770.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113   | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $613.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153717.00         | $68376.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1560   | 2048-04-01      | 4.5000%  | 0.0000% | $166194.00         | $24027.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $151876.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $97000.00          | $61506.90          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7971   | 2055-06-01      | 6.0000%  | 0.0000% | $408918.00         | $421782.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4193   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $916.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9364   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $960.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1054   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $876.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $48000.00          | $40487.60          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $797.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $2312.00           | $1672.96           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476   | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $715.02            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7570   | 2054-05-01      | 6.0000%  | 0.0000% | $1025.00           | $842.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $786.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $61769073.00       | $52206932.76       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $2827.00           | $1341.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $2447193.00        | $1961012.34        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1254.89           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1056.40           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $19888.78          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $536.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $59058.00          | $36802.39          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0503   | 2055-06-01      | 6.5000%  | 0.0000% | $1028690.00        | $1081131.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1686   | 2055-05-01      | 5.0000%  | 0.0000% | $2461325.00        | $2388764.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $480402.00         | $30338.32          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448   | 2035-12-01      | 6.0000%  | 0.0000% | $1000.00           | $15.93             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9175   | 2053-09-01      | 5.5000%  | 0.0000% | $8478688.00        | $7318309.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395   | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $49656.82          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6524   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $499.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1014   | 2051-05-01      | 2.0000%  | 0.0000% | $1008.00           | $569.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT2176   | 2052-02-01      | 2.5000%  | 0.0000% | $264628.00         | $173354.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6071   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $745.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7119   | 2053-09-01      | 6.0000%  | 0.0000% | $48240000.00       | $32449411.11       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6508   | 2053-06-01      | 4.5000%  | 0.0000% | $1999000.00        | $1597409.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2996.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601   | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1460.31           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7724   | 2055-04-01      | 7.0000%  | 0.0000% | $346335.00         | $359735.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $913.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1703   | 2055-05-01      | 6.0000%  | 0.0000% | $199289.00         | $206300.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $289.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342642.00       | $7996112.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542   | 2048-07-01      | 4.0000%  | 0.0000% | $2005.00           | $410.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1468.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $1006.00           | $592.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360   | 2053-05-01      | 6.0000%  | 0.0000% | $1013.00           | $548.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ3096   | 2041-12-01      | 3.5000%  | 0.0000% | $71099099.00       | $3333420.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $553.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8486   | 2053-01-01      | 6.0000%  | 0.0000% | $1187958.00        | $771186.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $789.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0136   | 2053-08-01      | 6.0000%  | 0.0000% | $50000.00          | $29218.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR4238   | 2043-02-01      | 3.0000%  | 0.0000% | $4016064.00        | $1008317.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769   | 2053-03-01      | 5.0000%  | 0.0000% | $9178899.00        | $7004654.84        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $50.41             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8200225.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 K0724886   | 2033-06-01      | 5.0000%  | 0.0000% | $3995.00           | $54.87             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8591   | 2032-01-01      | 2.0000%  | 0.0000% | $500000.00         | $83870.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8350   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $976.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $819.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6177   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $625.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2016.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU3968   | 2043-07-01      | 3.0250%  | 0.0000% | $211850.00         | $131005.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1997.00           | $264.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1415   | 2054-08-01      | 6.5000%  | 0.0000% | $1127225.00        | $831736.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL725162   | 2034-02-01      | 6.0000%  | 0.0000% | $1924.00           | $9.59              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1859253.85        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $4090100.00        | $4098363.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $3353800.00        | $3415584.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $1205000.00        | $1167510.70        | U.S. Treasuries (including strips) |
| GNII SF MA7769 M       | 2051-12-20      | 3.5000%  | 0.0000% | $15255000.00       | $9538769.85        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $200.00            | $195.84            | U.S. Treasuries (including strips) |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $95334.43          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1042.00           | $767.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $3168382.00        | $2420004.97        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945246.00         | $219605.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1719.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7625   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $886.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $88185.20          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $26020.00          | $20661.75          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $527.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8579   | 2055-10-01      | 5.5000%  | 0.0000% | $1137900.00        | $1145437.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8823   | 2055-09-01      | 6.5000%  | 0.0000% | $2657872.00        | $835152.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $34841.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7146   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $994.77            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $324.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $252450.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAI1892   | 2041-05-01      | 5.0000%  | 0.0000% | $1435.00           | $82.29             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9738   | 2047-06-01      | 3.0000%  | 0.0000% | $2843880.00        | $802050.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $870.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0107   | 2053-08-01      | 5.0000%  | 0.0000% | $4473458.00        | $2643996.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992961.00        | $6554220.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $153.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2526   | 2055-09-01      | 6.0000%  | 0.0000% | $1133.00           | $1101.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $226.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $443.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $646.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $2166142.00        | $1707861.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $447389.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2044   | 2048-07-01      | 4.5000%  | 0.0000% | $334998.00         | $70102.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2929   | 2045-12-01      | 3.5000%  | 0.0000% | $2036169.00        | $282233.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1735   | 2055-06-01      | 5.0000%  | 0.0000% | $2848128.00        | $2808916.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165911.00        | $716157.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297   | 2051-02-01      | 3.0000%  | 0.0000% | $1008.00           | $539.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310   | 2048-09-01      | 4.5000%  | 0.0000% | $88180540.00       | $25244930.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $94579.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3158391.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991   | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $495.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1739.49           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $2093.00           | $1023.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9338   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $880.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $71300.00          | $51619.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $52019.00          | $39173.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $120.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6721   | 2053-07-01      | 4.5000%  | 0.0000% | $77000.00          | $61867.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9482   | 2051-11-01      | 3.0000%  | 0.0000% | $5144824.00        | $3250681.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3991   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9489   | 2051-11-01      | 2.0000%  | 0.0000% | $200000.00         | $119769.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1232   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2632   | 2055-09-01      | 5.5000%  | 0.0000% | $9512720.00        | $9361442.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ6121   | 2056-02-01      | 6.5000%  | 0.0000% | $9808000.00        | $9186063.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1777   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M       | 2054-10-20      | 6.0000%  | 0.0000% | $41016083.00       | $24701743.09       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0690   | 2054-08-01      | 6.5000%  | 0.0000% | $9447000.00        | $8649598.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA9901 M       | 2046-09-20      | 3.0000%  | 0.0000% | $12597000.00       | $9494341.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ7654   | 2055-11-01      | 6.0000%  | 0.0000% | $4070161.00        | $4045146.25        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $2700.00           | $2768.73           | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $236112.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $46681.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6841   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $865.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5300   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1527.71           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6074   | 2050-06-01      | 2.5000%  | 0.0000% | $490000.00         | $161320.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $587.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1433896.00        | $1113108.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24209320.00       | $21108283.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15560786.00       | $11311355.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8171   | 2054-03-01      | 6.5000%  | 0.0000% | $4975647.00        | $3853981.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4968   | 2054-08-01      | 6.0000%  | 0.0000% | $4888000.00        | $2756448.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $208932.00         | $147710.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $34181.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $200000.00         | $63185.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9336   | 2032-01-01      | 3.0000%  | 0.0000% | $312688.00         | $25813.01          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4387   | 2055-10-01      | 6.5000%  | 0.0000% | $1011598.00        | $1063994.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1301120.00        | $655762.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92120575.00       | $10775981.44       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $540000.00         | $147782.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $38467.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $889.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $813.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5691   | 2054-06-01      | 6.0000%  | 0.0000% | $100000.00         | $84964.95          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2640468.89        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $2871.00           | $580.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $676.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1289.00           | $971.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $713.63            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8108   | 2050-11-01      | 3.0000%  | 0.0000% | $14998.00          | $5178.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $3495.00           | $2652.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7493   | 2042-09-01      | 3.5000%  | 0.0000% | $34530437.00       | $4108705.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0953   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $999.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $49.25             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $579.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3001.00           | $3109.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328986.00         | $21984.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT0966   | 2043-04-01      | 3.0000%  | 0.0000% | $879120.00         | $156810.39         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $1072.00           | $702.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1024.00           | $995.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $11999.00          | $7820.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $13756657.18       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $15855850.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL5883   | 2030-08-01      | 4.0000%  | 0.0000% | $1000.00           | $41.11             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $4001300.00        | $4065953.91        | U.S. Treasuries (including strips) |
| GNII SF MB0208 M       | 2055-02-20      | 7.0000%  | 0.0000% | $20738000.00       | $9450081.91        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $11196300.00       | $11775682.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $1716800.00        | $1720452.80        | U.S. Treasuries (including strips) |
| GNII SF MA9608 M       | 2054-04-20      | 7.0000%  | 0.0000% | $25691000.00       | $8885960.08        | Agency Mortgage-Backed Securities  |
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $5339160.00        | $2561985.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0634   | 2055-04-01      | 6.5000%  | 0.0000% | $78512.00          | $81998.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $78353324.00       | $47956904.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1676   | 2055-12-01      | 5.0000%  | 0.0000% | $16005300.00       | $15729571.20       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6883   | 2053-05-01      | 4.0000%  | 0.0000% | $314635.00         | $236480.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3970   | 2055-12-01      | 5.5000%  | 0.0000% | $1026.00           | $1023.04           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $638.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $5105745.00        | $3320648.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708   | 2053-12-01      | 5.5000%  | 0.0000% | $16000.00          | $12398.15          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1027.00           | $840.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1413.00           | $242.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151   | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1983.59           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $3467473.00        | $145620.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1591163.00        | $1214188.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8298   | 2053-02-01      | 4.5000%  | 0.0000% | $13541772.00       | $10797876.03       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $769.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1272   | 2052-07-01      | 4.5000%  | 0.0000% | $1235000.00        | $811949.75         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8764   | 2053-03-01      | 5.0000%  | 0.0000% | $2310779.00        | $1837755.13        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790   | 2049-08-01      | 3.0000%  | 0.0000% | $3000.00           | $481.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $696.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4789   | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $258.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $5043.00           | $41.40             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $89.21             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8841   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $58.38             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $126.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA824391   | 2035-07-01      | 4.4900%  | 0.0000% | $341000.00         | $30441.26          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3111.54           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $50554.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5132   | 2053-12-01      | 6.5000%  | 0.0000% | $1186434.00        | $983541.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0440   | 2044-08-01      | 3.5000%  | 0.0000% | $2264312.00        | $710141.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2613   | 2052-01-01      | 2.0000%  | 0.0000% | $168508.00         | $106351.47         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1066   | 2051-07-01      | 2.5000%  | 0.0000% | $775000.00         | $477306.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553   | 2052-10-01      | 5.5000%  | 0.0000% | $101000.00         | $67290.59          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $15667200.00       | $7873214.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $121000.00         | $81496.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6186   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $802.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $222000.00         | $157109.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $649.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5098498.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $289925.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1897   | 2055-06-01      | 6.0000%  | 0.0000% | $20870683.00       | $18847236.69       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1153   | 2046-07-01      | 3.0000%  | 0.0000% | $7039504.00        | $5785580.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2375   | 2055-07-01      | 6.0000%  | 0.0000% | $41456454.00       | $36166991.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4942   | 2054-08-01      | 5.5000%  | 0.0000% | $17853683.00       | $15695352.49       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104   | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $285.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $526.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA3519   | 2053-10-01      | 5.5000%  | 0.0000% | $1897248.00        | $1005592.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4076   | 2054-05-01      | 5.5000%  | 0.0000% | $7282752.00        | $6135903.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $2814.00           | $17.29             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683   | 2055-12-01      | 6.5000%  | 0.0000% | $1011.00           | $1047.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $995.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151   | 2053-12-01      | 6.0000%  | 0.0000% | $120760.00         | $89897.10          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0295   | 2048-08-01      | 4.0000%  | 0.0000% | $1216000.00        | $210122.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0174   | 2057-02-01      | 3.0000%  | 0.0000% | $18000.00          | $5666.21           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $1637500.00        | $1662686.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $5567900.00        | $5499253.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $5000000.00        | $3350775.36        | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB9928   | 2055-02-01      | 6.0000%  | 0.0000% | $1120.00           | $1025.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1254   | 2052-04-01      | 4.0000%  | 0.0000% | $12962925.00       | $8545322.14        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ2230   | 2054-08-01      | 7.0000%  | 0.0000% | $11833000.00       | $9894676.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $31119000.00       | $19315811.47       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635   | 2028-09-01      | 3.0000%  | 0.0000% | $2401876.00        | $111542.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA6036   | 2041-03-01      | 4.0000%  | 0.0000% | $1000.00           | $978.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2526   | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $732.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $10000.00          | $6537.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4668   | 2056-04-01      | 5.0000%  | 0.0000% | $8512448.00        | $8448806.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8627   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $792.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0632   | 2055-02-01      | 5.0000%  | 0.0000% | $1053.00           | $964.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0830   | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $911.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1231   | 2055-05-01      | 5.0000%  | 0.0000% | $44852999.00       | $41603861.63       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1863   | 2055-04-01      | 6.5000%  | 0.0000% | $11111000.00       | $8572483.59        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6507   | 2051-12-01      | 2.0000%  | 0.0000% | $5760870.00        | $3593746.18        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $683.18            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7554   | 2052-06-01      | 4.0000%  | 0.0000% | $175000.00         | $114942.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $816.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1234.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $82.18             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8797   | 2053-04-01      | 5.5000%  | 0.0000% | $23743025.00       | $20882602.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $58805362.00       | $36826447.35       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $24000.00          | $19661.04          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $18486938.70       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3575   | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $714.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8701   | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $81.94             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480041.00         | $197747.95         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G   | 2047-10-01      | 3.5000%  | 0.0000% | $998761.00         | $65122.36          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8020   | 2034-12-01      | 2.5000%  | 0.0000% | $171900.00         | $28096.29          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $263000.00         | $110164.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997981.00       | $3399589.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0838   | 2064-09-01      | 2.5000%  | 0.0000% | $14518623.00       | $11218995.60       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1026.00           | $261.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6793   | 2056-01-01      | 5.5000%  | 0.0000% | $25023786.00       | $24422194.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $100359.91         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $147091.00         | $82827.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8482   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $563.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $986.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5904   | 2043-06-01      | 3.5000%  | 0.0000% | $60131328.00       | $8748721.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2408.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2748.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $2755.00           | $24.83             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $1045225.00        | $1111850.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2653.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7192   | 2055-08-01      | 6.0000%  | 0.0000% | $8001.00           | $8248.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0462   | 2055-10-01      | 6.0000%  | 0.0000% | $1696993.00        | $1701723.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $741.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790   | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1437.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2123099.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108   | 2053-01-01      | 5.5000%  | 0.0000% | $3369390.00        | $2514298.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA6097   | 2050-06-01      | 3.5000%  | 0.0000% | $213000.00         | $58664.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131   | 2053-05-01      | 5.5000%  | 0.0000% | $510614.00         | $336358.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8545   | 2052-09-01      | 3.5000%  | 0.0000% | $55000.00          | $45279.37          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4798   | 2052-10-01      | 5.0000%  | 0.0000% | $255000.00         | $195869.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $712.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000022.00       | $18528130.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $533.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7282   | 2050-10-01      | 2.0000%  | 0.0000% | $4756688.00        | $2502156.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0328   | 2055-02-01      | 6.0000%  | 0.0000% | $4540000.00        | $4118536.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7062   | 2055-11-01      | 5.5000%  | 0.0000% | $15842016.00       | $15889275.23       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ2238   | 2054-08-01      | 7.5000%  | 0.0000% | $17432000.00       | $8978779.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $1064.00           | $912.92            | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $64888936.00       | $57605003.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3307   | 2055-01-01      | 6.5000%  | 0.0000% | $10353000.00       | $9309859.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1269   | 2055-10-01      | 6.5000%  | 0.0000% | $9747000.00        | $9747759.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $1008.00           | $566.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4920   | 2053-02-01      | 6.0000%  | 0.0000% | $3033000.00        | $1743223.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REAE7768   | 2040-11-01      | 3.5000%  | 0.0000% | $1373.00           | $71.01             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1530   | 2054-12-01      | 6.0000%  | 0.0000% | $1189160.00        | $955028.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0954   | 2054-02-01      | 6.5000%  | 0.0000% | $100000.00         | $62148.95          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX6487   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9707   | 2055-03-01      | 6.5000%  | 0.0000% | $4342880.00        | $4108842.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0879   | 2052-06-01      | 3.0000%  | 0.0000% | $11128000.00       | $9020295.13        | Agency Mortgage-Backed Securities  |

### Security 671: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZW3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1GFZW3
- **C.18 - Value (incl. sponsor support):** $2422000000.00
- **C.18.a - Value (excl. sponsor support):** $2422000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX H2AN3800 | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2460922.51        | Agency Mortgage-Backed Securities         |
| FKAR 04.750 WNWN0179 | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9484483.33        | Agency Mortgage-Backed Securities         |
| GNRA 2025-045 FH     | 2055-03-20      | 4.7429%  | 0.0000% | $100000000.00      | $85110369.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-060 FD     | 2054-04-20      | 4.8229%  | 0.0000% | $100000000.00      | $55433053.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA     | 2055-06-20      | 5.4729%  | 0.0000% | $100000000.00      | $73150510.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-063 FL     | 2055-04-20      | 4.9229%  | 0.0000% | $7000000.00        | $4768284.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FB     | 2055-03-20      | 4.7229%  | 0.0000% | $100000000.00      | $74479406.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ     | 2055-06-20      | 4.8729%  | 0.0000% | $50000000.00       | $46836333.25       | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYAN9508 | 2039-10-01      | 4.2900%  | 0.0000% | $3000000.00        | $2838663.00        | Agency Mortgage-Backed Securities         |
| GNRA 2023-097 FC     | 2053-07-20      | 4.7229%  | 0.0000% | $100000000.00      | $53131361.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-014 FC     | 2054-01-20      | 4.8729%  | 0.0000% | $100000000.00      | $51057832.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-43 FB      | 2049-04-20      | 4.2395%  | 0.0000% | $40000000.00       | $7032857.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF     | 2055-07-20      | 4.8229%  | 0.0000% | $50000000.00       | $47498706.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FY     | 2055-02-20      | 4.8229%  | 0.0000% | $30000000.00       | $23139871.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-162 FA     | 2054-10-20      | 4.6729%  | 0.0000% | $128491602.00      | $87327437.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 FD     | 2056-01-20      | 4.6729%  | 0.0000% | $41078809.00       | $40944600.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 FN     | 2053-09-20      | 4.6729%  | 0.0000% | $50000000.00       | $27724740.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 FB     | 2054-04-20      | 4.7729%  | 0.0000% | $50000000.00       | $27757501.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-035 KF     | 2050-03-20      | 4.2395%  | 0.0000% | $25000000.00       | $6289646.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 DF     | 2055-10-20      | 5.0229%  | 0.0000% | $10000000.00       | $9590804.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 GF     | 2055-10-20      | 4.6729%  | 0.0000% | $20000000.00       | $19824746.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FE     | 2053-11-20      | 5.0729%  | 0.0000% | $51000000.00       | $51555444.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FE     | 2054-04-20      | 4.8729%  | 0.0000% | $50000000.00       | $27829813.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-130 FB     | 2053-09-20      | 5.0229%  | 0.0000% | $50000000.00       | $32130741.20       | Agency Collateralized Mortgage Obligation |
| FKAR 05.250 WAWA4853 | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6094541.83        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN3417 | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1983712.67        | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FB     | 2054-05-20      | 4.8729%  | 0.0000% | $100000000.00      | $40478259.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FJ     | 2054-11-20      | 4.9229%  | 0.0000% | $50000000.00       | $29688380.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-184 FD     | 2053-12-20      | 4.7729%  | 0.0000% | $75000000.00       | $34400019.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 UF     | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $60790085.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 BF     | 2053-07-20      | 4.6729%  | 0.0000% | $25000000.00       | $13275054.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FC     | 2054-04-20      | 4.6729%  | 0.0000% | $50000000.00       | $38315193.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 FG     | 2055-08-20      | 4.8729%  | 0.0000% | $30000000.00       | $29428273.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE     | 2052-09-20      | 4.1229%  | 0.0000% | $15188000.00       | $9807931.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 GF     | 2055-09-20      | 4.6729%  | 0.0000% | $36000000.00       | $35544237.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-096 FA     | 2053-07-20      | 4.7229%  | 0.0000% | $25000000.00       | $13294984.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-023 F      | 2053-02-20      | 4.4729%  | 0.0000% | $100000000.00      | $47169669.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-075 FA     | 2053-05-20      | 4.7729%  | 0.0000% | $100000000.00      | $37922976.08       | Agency Collateralized Mortgage Obligation |
| FKAR 02.650 WAWA3175 | 2036-12-01      | 2.6500%  | 0.0000% | $1000000.00        | $805179.79         | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WNWN2623 | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $2996525.00        | Agency Mortgage-Backed Securities         |
| GNRA 2009-052 FD     | 2039-07-16      | 4.7370%  | 0.0000% | $63000000.00       | $501519.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD     | 2055-09-20      | 4.7429%  | 0.0000% | $100000000.00      | $98234881.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM     | 2054-04-20      | 4.7229%  | 0.0000% | $38750000.00       | $24766587.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 NF     | 2055-10-20      | 4.6729%  | 0.0000% | $100000000.00      | $98786867.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FG     | 2055-02-20      | 4.9229%  | 0.0000% | $9100000.00        | $7467523.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-093 FA     | 2053-06-20      | 4.6729%  | 0.0000% | $20000000.00       | $10487547.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 YF     | 2051-11-20      | 3.0000%  | 0.0000% | $136459681.00      | $79861915.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF     | 2045-11-20      | 4.0695%  | 0.0000% | $48093505.00       | $7567807.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 BF     | 2055-07-20      | 4.7729%  | 0.0000% | $77009000.00       | $64617593.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 FN     | 2055-08-20      | 4.7529%  | 0.0000% | $31667000.00       | $30878805.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FG     | 2053-05-20      | 4.7229%  | 0.0000% | $100000000.00      | $35415377.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 F      | 2054-02-20      | 4.8729%  | 0.0000% | $20000000.00       | $10273654.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB     | 2055-09-20      | 4.7429%  | 0.0000% | $100000000.00      | $95037400.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-062 BF     | 2054-04-20      | 4.7229%  | 0.0000% | $50000000.00       | $37401890.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 FA     | 2055-03-20      | 4.7229%  | 0.0000% | $100000000.00      | $83983512.12       | Agency Collateralized Mortgage Obligation |
| FKAR 03.600 WEWE5046 | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2096638.24        | Agency Mortgage-Backed Securities         |
| GNRA 2010-020 FE     | 2040-02-20      | 4.5395%  | 0.0000% | $131000000.00      | $4260011.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF     | 2042-08-16      | 4.0370%  | 0.0000% | $506000.00         | $14942.19          | Agency Collateralized Mortgage Obligation |
| FKAR 04.500 WAWA4852 | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3772446.31        | Agency Mortgage-Backed Securities         |
| GNRA 2024-065 FJ     | 2054-04-20      | 4.9729%  | 0.0000% | $50000000.00       | $26510622.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-053 AF     | 2056-03-20      | 4.6729%  | 0.0000% | $100000000.00      | $97238583.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 YH     | 2055-04-20      | 4.9229%  | 0.0000% | $8300000.00        | $7172777.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-150 FT     | 2040-02-20      | 4.2295%  | 0.0000% | $200000000.00      | $6633398.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA      | 2046-09-20      | 4.1895%  | 0.0000% | $30000000.00       | $6417819.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA     | 2055-07-20      | 4.8229%  | 0.0000% | $50000000.00       | $45361677.61       | Agency Collateralized Mortgage Obligation |
| FKAR 04.100 WNWN2205 | 2032-08-01      | 4.1000%  | 0.0000% | $3729000.00        | $3680756.69        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN5732 | 2032-06-01      | 3.2600%  | 0.0000% | $951000.00         | $897675.21         | Agency Mortgage-Backed Securities         |
| GNRA 2025-188 FD     | 2055-11-20      | 4.6729%  | 0.0000% | $100000000.00      | $95497676.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 GF     | 2056-01-20      | 4.6729%  | 0.0000% | $46150000.00       | $45925449.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB     | 2054-09-20      | 4.8229%  | 0.0000% | $50000000.00       | $32092806.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 FB     | 2056-01-20      | 4.8729%  | 0.0000% | $950000.00         | $917215.33         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD     | 2053-12-20      | 4.9229%  | 0.0000% | $100000000.00      | $35867675.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA     | 2054-01-20      | 4.7729%  | 0.0000% | $100000000.00      | $36429270.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA     | 2055-03-20      | 4.7229%  | 0.0000% | $100000000.00      | $81920069.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FD     | 2054-04-20      | 4.7729%  | 0.0000% | $30540000.00       | $14683588.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FG     | 2050-09-20      | 4.6229%  | 0.0000% | $7735469.00        | $5882651.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-205 FA     | 2055-11-20      | 4.7229%  | 0.0000% | $36084286.00       | $34793362.68       | Agency Collateralized Mortgage Obligation |

### Security 672: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG124, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GG124
- **C.18 - Value (incl. sponsor support):** $5853000000.00
- **C.18.a - Value (excl. sponsor support):** $5853000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 AX4655 C       | 2047-02-20      | 3.5000%  | 0.0000% | $9074289.00        | $1691285.18        | Agency Mortgage-Backed Securities  |
| GNII SF 004494 M       | 2039-07-20      | 4.0000%  | 0.0000% | $3946101.00        | $145528.44         | Agency Mortgage-Backed Securities  |
| GNII SF 004245 M       | 2038-09-20      | 6.0000%  | 0.0000% | $5090000.00        | $42433.66          | Agency Mortgage-Backed Securities  |
| GNII SF 003919 M       | 2036-11-20      | 5.5000%  | 0.0000% | $95069.00          | $956.97            | Agency Mortgage-Backed Securities  |
| GNII SF 003545 M       | 2034-04-20      | 6.0000%  | 0.0000% | $1050000.00        | $11386.16          | Agency Mortgage-Backed Securities  |
| GNII SF 002922 M       | 2030-05-20      | 8.0000%  | 0.0000% | $65323870.00       | $23604.84          | Agency Mortgage-Backed Securities  |
| GNII SF MA4585 M       | 2047-07-20      | 3.0000%  | 0.0000% | $72310.00          | $9083.06           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9784 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1755798.00        | $1866378.20        | Agency Mortgage-Backed Securities  |
| GNII SF MA3669 M       | 2034-01-20      | 6.5000%  | 0.0000% | $130000.00         | $13244.68          | Agency Mortgage-Backed Securities  |
| GNII SF MA2760 M       | 2038-11-20      | 6.5000%  | 0.0000% | $2000000.00        | $222339.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA5766 M       | 2049-02-20      | 5.5000%  | 0.0000% | $1070000.00        | $88424.38          | Agency Mortgage-Backed Securities  |
| GNII SF MA5195 M       | 2048-05-20      | 5.5000%  | 0.0000% | $18810459.00       | $1367930.92        | Agency Mortgage-Backed Securities  |
| GNII SF MA7191 M       | 2051-02-20      | 1.5000%  | 0.0000% | $70152281.00       | $35614606.03       | Agency Mortgage-Backed Securities  |
| GNII SF MA5468 M       | 2048-09-20      | 5.0000%  | 0.0000% | $17844178.00       | $1310088.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA1010 M       | 2043-04-20      | 2.5000%  | 0.0000% | $69000.00          | $10472.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA2935 M       | 2030-07-20      | 3.0000%  | 0.0000% | $30000.00          | $1459.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA2444 M       | 2044-12-20      | 3.0000%  | 0.0000% | $194233766.00      | $14878990.36       | Agency Mortgage-Backed Securities  |
| GNII SF MA4452 M       | 2047-05-20      | 4.0000%  | 0.0000% | $89528.00          | $7886.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $5700000.00        | $527944.33         | Agency Mortgage-Backed Securities  |
| GNII SF AE2162 C       | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $304509.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA7885 M       | 2045-05-20      | 4.5000%  | 0.0000% | $62354909.00       | $37362699.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $30159.00          | $22425.92          | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1319141.00        | $960231.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA8947 M       | 2053-06-20      | 5.0000%  | 0.0000% | $10632594.00       | $8469590.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $6774667.00        | $4822149.59        | Agency Mortgage-Backed Securities  |
| GNII SF MA4993 M       | 2033-02-20      | 3.0000%  | 0.0000% | $10000000.00       | $854073.72         | Agency Mortgage-Backed Securities  |
| GNII SF MA4512 M       | 2047-06-20      | 4.5000%  | 0.0000% | $22609254.00       | $1900598.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA8803 M       | 2053-04-20      | 6.5000%  | 0.0000% | $2924969.00        | $1156801.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA8428 M       | 2052-11-20      | 5.0000%  | 0.0000% | $4814537.00        | $3540497.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA8614 M       | 2038-02-20      | 4.0000%  | 0.0000% | $3011060.00        | $1679649.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA7992 M       | 2052-04-20      | 5.0000%  | 0.0000% | $125000.00         | $71707.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA5167 M       | 2033-05-20      | 4.0000%  | 0.0000% | $113898.00         | $7666.69           | Agency Mortgage-Backed Securities  |
| GNII SF AD2190 C       | 2043-02-20      | 3.5000%  | 0.0000% | $975000.00         | $62038.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA4264 M       | 2047-02-20      | 4.5000%  | 0.0000% | $1736194.00        | $158670.83         | Agency Mortgage-Backed Securities  |
| GNII SF CK1877 C       | 2052-01-20      | 3.0000%  | 0.0000% | $800000.00         | $531723.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA4355 M       | 2032-04-20      | 2.5000%  | 0.0000% | $22000.00          | $2528.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA5331 M       | 2048-06-20      | 4.5000%  | 0.0000% | $120916107.00      | $8389202.69        | Agency Mortgage-Backed Securities  |
| GNII SF CK9592 C       | 2052-06-20      | 4.0000%  | 0.0000% | $580000.00         | $389283.22         | Agency Mortgage-Backed Securities  |
| GNII SF MB0685 M       | 2055-09-20      | 5.0000%  | 0.0000% | $73000000.00       | $71783024.52       | Agency Mortgage-Backed Securities  |
| GNII SF MA7310 M       | 2051-04-20      | 1.5000%  | 0.0000% | $59315877.00       | $31436210.68       | Agency Mortgage-Backed Securities  |
| GNII SF DN0674 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1110805.00        | $1109140.56        | Agency Mortgage-Backed Securities  |
| GNII SF DG5041 C       | 2055-01-20      | 7.0000%  | 0.0000% | $619118.00         | $188790.27         | Agency Mortgage-Backed Securities  |
| GNII SF DE6305 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1192525.00        | $507705.02         | Agency Mortgage-Backed Securities  |
| GNII SF DN6292 C       | 2056-01-20      | 5.5000%  | 0.0000% | $11113520.00       | $11308324.28       | Agency Mortgage-Backed Securities  |
| GNII SF BS7590 C       | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $164684.43         | Agency Mortgage-Backed Securities  |
| GNII SF DE3757 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1571470.00        | $1348046.96        | Agency Mortgage-Backed Securities  |
| GNII SF BX9609 C       | 2051-03-20      | 2.0000%  | 0.0000% | $6039769.00        | $3239536.42        | Agency Mortgage-Backed Securities  |
| GNII SF DN1239 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2322888.00        | $2399399.40        | Agency Mortgage-Backed Securities  |
| GNII SF CJ9743 C       | 2052-02-20      | 2.5000%  | 0.0000% | $1073682.00        | $726503.17         | Agency Mortgage-Backed Securities  |
| GNII SF DP4881 C       | 2056-03-20      | 6.0000%  | 0.0000% | $2506743.00        | $2623243.88        | Agency Mortgage-Backed Securities  |
| GNII SF DN6566 C       | 2056-03-20      | 5.5000%  | 0.0000% | $10249402.00       | $10451298.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA7985 M       | 2052-04-20      | 1.5000%  | 0.0000% | $9157770.00        | $5115074.41        | Agency Mortgage-Backed Securities  |
| GNII SF 002824 M       | 2029-10-20      | 7.0000%  | 0.0000% | $27855582.00       | $16343.10          | Agency Mortgage-Backed Securities  |
| GNII SF DI1015 C       | 2055-07-20      | 5.5000%  | 0.0000% | $727183.00         | $738583.57         | Agency Mortgage-Backed Securities  |
| GNII SF MA8492 M       | 2052-12-20      | 6.0000%  | 0.0000% | $10040000.00       | $4841174.55        | Agency Mortgage-Backed Securities  |
| GNII SF MB0783 M       | 2040-12-20      | 4.0000%  | 0.0000% | $387500.00         | $371240.81         | Agency Mortgage-Backed Securities  |
| GNII SF MB0262 M       | 2055-03-20      | 7.0000%  | 0.0000% | $101044144.00      | $44935403.50       | Agency Mortgage-Backed Securities  |
| GNII SF DK3335 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1520312.00        | $1352768.50        | Agency Mortgage-Backed Securities  |
| GNII SF MB0553 M       | 2055-07-20      | 4.0000%  | 0.0000% | $9918875.00        | $9167352.44        | Agency Mortgage-Backed Securities  |
| GNII SF MB0029 M       | 2054-08-20      | 7.0000%  | 0.0000% | $1739531.00        | $738438.99         | Agency Mortgage-Backed Securities  |
| GNII SF MB0717 M       | 2040-11-20      | 5.0000%  | 0.0000% | $430850.00         | $415098.62         | Agency Mortgage-Backed Securities  |
| GNII SF MB0687 M       | 2055-10-20      | 6.0000%  | 0.0000% | $114451136.00      | $114999238.20      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-31      | 3.7524%  | 0.0000% | $104531300.00      | $105153327.95      | U.S. Treasuries (including strips) |
| GNII SF DK3235 C       | 2055-07-20      | 6.0000%  | 0.0000% | $5126736.00        | $4830566.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $12296084.00       | $10730644.48       | Agency Mortgage-Backed Securities  |
| GNII SF MA9851 M       | 2054-08-20      | 5.5000%  | 0.0000% | $27460.00          | $20791.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M       | 2053-07-20      | 5.0000%  | 0.0000% | $211617.00         | $171543.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA9016 M       | 2053-07-20      | 5.0000%  | 0.0000% | $108292844.00      | $87257000.07       | Agency Mortgage-Backed Securities  |
| GNII SF CZ1336 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1078476.00        | $862863.38         | Agency Mortgage-Backed Securities  |
| GNII SF DB1417 C       | 2054-03-20      | 7.0000%  | 0.0000% | $1292024.00        | $966524.55         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1870 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1057962.00        | $307355.80         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1872 C       | 2054-01-20      | 6.5000%  | 0.0000% | $3485926.00        | $604462.53         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9491 C       | 2055-08-20      | 6.0000%  | 0.0000% | $3271390.00        | $3396888.85        | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C       | 2050-12-20      | 2.5000%  | 0.0000% | $425000.00         | $207279.01         | Agency Mortgage-Backed Securities  |
| GNII SF BM7534 C       | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $136149.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M       | 2051-09-20      | 2.0000%  | 0.0000% | $18029871.00       | $10079990.77       | Agency Mortgage-Backed Securities  |
| GNII SF MB0423 M       | 2055-06-20      | 5.0000%  | 0.0000% | $200000000.00      | $191081804.01      | Agency Mortgage-Backed Securities  |
| GNII SF DO4506 C       | 2055-12-20      | 5.0000%  | 0.0000% | $4975092.00        | $4943167.45        | Agency Mortgage-Backed Securities  |
| GNII SF DK3256 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3167179.00        | $2308266.75        | Agency Mortgage-Backed Securities  |
| GNII SF DI7968 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1271146.00        | $810768.05         | Agency Mortgage-Backed Securities  |
| GNII SF MB0596 M       | 2040-09-20      | 6.0000%  | 0.0000% | $4901287.00        | $4579476.68        | Agency Mortgage-Backed Securities  |
| GNII SF MB0557 M       | 2053-01-20      | 6.0000%  | 0.0000% | $22792232.00       | $22521583.09       | Agency Mortgage-Backed Securities  |
| GNII SF DP8463 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1903426.00        | $1890969.80        | Agency Mortgage-Backed Securities  |
| GNII SF DP8905 C       | 2056-01-20      | 6.5000%  | 0.0000% | $3822512.00        | $4029683.87        | Agency Mortgage-Backed Securities  |
| GNII SF DP8488 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1236009.00        | $1257760.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA0907 M       | 2028-04-20      | 2.0000%  | 0.0000% | $2000000.00        | $50371.66          | Agency Mortgage-Backed Securities  |
| GNII SF DP7938 C       | 2056-02-20      | 5.0000%  | 0.0000% | $14198497.00       | $14260766.62       | Agency Mortgage-Backed Securities  |
| GNII SF DP7804 C       | 2056-02-20      | 5.5000%  | 0.0000% | $6986498.00        | $7209800.84        | Agency Mortgage-Backed Securities  |
| GNII SF AC6285 C       | 2043-02-20      | 3.5000%  | 0.0000% | $16000000.00       | $2314546.12        | Agency Mortgage-Backed Securities  |
| GNII SF DN6589 C       | 2056-03-20      | 5.5000%  | 0.0000% | $10249285.00       | $10454294.61       | Agency Mortgage-Backed Securities  |
| GNII SF DP2878 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1428446.00        | $1506135.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA1604 M       | 2044-01-20      | 5.5000%  | 0.0000% | $240000.00         | $11933.75          | Agency Mortgage-Backed Securities  |
| GNII SF CP7552 C       | 2052-09-20      | 5.5000%  | 0.0000% | $343000.00         | $232499.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA1267 M       | 2028-09-20      | 4.0000%  | 0.0000% | $1835000.00        | $52119.17          | Agency Mortgage-Backed Securities  |
| GNII SF DH3630 C       | 2055-04-20      | 7.0000%  | 0.0000% | $4440928.00        | $3345507.52        | Agency Mortgage-Backed Securities  |
| GNII SF DH3839 C       | 2055-01-20      | 5.5000%  | 0.0000% | $1505034.00        | $1511971.47        | Agency Mortgage-Backed Securities  |
| GNII SF DN6296 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1578615.00        | $1608633.15        | Agency Mortgage-Backed Securities  |
| GNII SF DP4264 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1180241.00        | $1260064.32        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $3331959.00        | $2882730.15        | Agency Mortgage-Backed Securities  |
| GNII SF MB0528 M       | 2040-08-20      | 5.0000%  | 0.0000% | $1629807.00        | $1517693.53        | Agency Mortgage-Backed Securities  |
| GNII SF MB0233 M       | 2040-07-20      | 5.0000%  | 0.0000% | $1801419.00        | $1571855.48        | Agency Mortgage-Backed Securities  |
| GNII SF MB0460 M       | 2040-07-20      | 6.0000%  | 0.0000% | $556175.00         | $498280.28         | Agency Mortgage-Backed Securities  |
| GNII SF MB0817 M       | 2055-10-20      | 7.0000%  | 0.0000% | $11181830.00       | $11595214.72       | Agency Mortgage-Backed Securities  |
| GNII SF MB0875 M       | 2055-12-20      | 7.0000%  | 0.0000% | $20538092.00       | $21431606.21       | Agency Mortgage-Backed Securities  |
| GNII SF MA6864 M       | 2050-09-20      | 2.0000%  | 0.0000% | $570474358.00      | $249999999.78      | Agency Mortgage-Backed Securities  |
| GNII SF MA6664 M       | 2039-01-20      | 7.0000%  | 0.0000% | $234644.00         | $50080.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA7052 M       | 2050-12-20      | 2.5000%  | 0.0000% | $28158803.00       | $11235555.96       | Agency Mortgage-Backed Securities  |
| GNII SF MA7143 M       | 2051-01-20      | 6.0000%  | 0.0000% | $52000.00          | $13754.22          | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M       | 2050-11-20      | 2.0000%  | 0.0000% | $14459883.00       | $6644699.20        | Agency Mortgage-Backed Securities  |
| GNII SF MA9577 M       | 2039-07-20      | 6.5000%  | 0.0000% | $38076.00          | $26623.36          | Agency Mortgage-Backed Securities  |
| GNII SF DP4749 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1125929.00        | $1159788.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA0859 M       | 2038-11-20      | 7.0000%  | 0.0000% | $316746.00         | $12567.56          | Agency Mortgage-Backed Securities  |
| GNII SF 762797 C       | 2041-03-20      | 4.5000%  | 0.0000% | $2615464.00        | $144976.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $620340.00         | $532928.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA6935 M       | 2050-10-20      | 4.5000%  | 0.0000% | $895198.00         | $214884.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA6659 M       | 2050-05-20      | 4.5000%  | 0.0000% | $2400000.00        | $446841.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA9490 M       | 2054-02-20      | 6.5000%  | 0.0000% | $1278000.00        | $522210.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA6819 M       | 2050-08-20      | 2.5000%  | 0.0000% | $16649707.00       | $5569622.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA0072 M       | 2027-05-20      | 2.5000%  | 0.0000% | $1500000.00        | $13159.88          | Agency Mortgage-Backed Securities  |
| GNII SF BC7052 C       | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9562.47           | Agency Mortgage-Backed Securities  |
| GNII SF BI3167 C       | 2048-07-20      | 5.0000%  | 0.0000% | $445000.00         | $38682.47          | Agency Mortgage-Backed Securities  |
| GNII SF MB0150 M       | 2054-12-20      | 7.0000%  | 0.0000% | $808798.00         | $367026.24         | Agency Mortgage-Backed Securities  |
| GNII SF DL5370 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1099611.00        | $1094194.11        | Agency Mortgage-Backed Securities  |
| GNII SF DA2152 C       | 2054-02-20      | 7.0000%  | 0.0000% | $1197090.00        | $642178.33         | Agency Mortgage-Backed Securities  |
| GNII SF AD8884 C       | 2043-03-20      | 3.5000%  | 0.0000% | $225000.00         | $28455.31          | Agency Mortgage-Backed Securities  |
| GNII SF CZ3600 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1017056.00        | $764070.18         | Agency Mortgage-Backed Securities  |
| GNII SF 002895 M       | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $35405.35          | Agency Mortgage-Backed Securities  |
| GNII SF AZ3151 C       | 2047-03-20      | 3.5000%  | 0.0000% | $1108120.00        | $381319.90         | Agency Mortgage-Backed Securities  |
| GNII SF CL5647 C       | 2052-03-20      | 3.0000%  | 0.0000% | $3275995.00        | $1746230.73        | Agency Mortgage-Backed Securities  |
| GNII SF CC2874 C       | 2051-03-20      | 2.0000%  | 0.0000% | $5708647.00        | $3253997.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA6765 M       | 2050-07-20      | 2.5000%  | 0.0000% | $1300000.00        | $398919.83         | Agency Mortgage-Backed Securities  |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $177683705.00      | $176976703.18      | Agency Mortgage-Backed Securities  |
| GNII SF MA7825 M       | 2052-01-20      | 1.5000%  | 0.0000% | $274686.00         | $171099.96         | Agency Mortgage-Backed Securities  |
| GNII SF CB1022 C       | 2051-02-20      | 2.0000%  | 0.0000% | $13000000.00       | $6972210.52        | Agency Mortgage-Backed Securities  |
| GNII SF BT8990 C       | 2050-03-20      | 4.0000%  | 0.0000% | $11367046.00       | $603295.86         | Agency Mortgage-Backed Securities  |
| GNII SF BZ1139 C       | 2050-11-20      | 2.5000%  | 0.0000% | $1018454.00        | $592049.95         | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $299478409.00      | $233867966.50      | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $278093859.00      | $250000000.01      | Agency Mortgage-Backed Securities  |
| GNII SF MB0089 M       | 2054-09-20      | 4.0000%  | 0.0000% | $30000000.00       | $26972644.34       | Agency Mortgage-Backed Securities  |
| GNII SF DK0640 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3287657.00        | $3393813.05        | Agency Mortgage-Backed Securities  |
| GNII SF MB0426 M       | 2055-05-20      | 6.5000%  | 0.0000% | $3248675.00        | $2366330.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA6839 M       | 2035-09-20      | 2.0000%  | 0.0000% | $297136.00         | $89356.06          | Agency Mortgage-Backed Securities  |
| GNII SF MB0998 M       | 2056-03-20      | 6.0000%  | 0.0000% | $243776388.00      | $249999999.19      | Agency Mortgage-Backed Securities  |
| GNII SF MA7703 M       | 2051-11-20      | 1.5000%  | 0.0000% | $13218119.00       | $7623679.59        | Agency Mortgage-Backed Securities  |
| GNII SF MB0621 M       | 2055-09-20      | 4.5000%  | 0.0000% | $10000000.00       | $9572622.65        | Agency Mortgage-Backed Securities  |
| GNII SF MA7587 M       | 2051-09-20      | 1.5000%  | 0.0000% | $3781982.00        | $2116824.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA6603 M       | 2050-04-20      | 5.0000%  | 0.0000% | $200000.00         | $31051.69          | Agency Mortgage-Backed Securities  |
| GNII SF DH6285 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1537104.00        | $1636985.60        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9908 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2524933.00        | $2746757.69        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0733 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1383622.00        | $1319530.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA4624 M       | 2032-08-20      | 3.0000%  | 0.0000% | $5300000.00        | $501002.64         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9891 C       | 2055-07-20      | 7.0000%  | 0.0000% | $3941065.00        | $4270461.15        | Agency Mortgage-Backed Securities  |
| GNII SF DD1981 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1238218.00        | $968146.30         | Agency Mortgage-Backed Securities  |
| GNII SF DH6810 C       | 2055-01-20      | 6.5000%  | 0.0000% | $2474355.00        | $850636.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA1224 M       | 2043-08-20      | 3.5000%  | 0.0000% | $572000000.00      | $50113139.68       | Agency Mortgage-Backed Securities  |
| GNII SF DH3448 C       | 2055-02-20      | 6.0000%  | 0.0000% | $4036592.00        | $3147231.02        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0712 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1351452.00        | $856524.52         | Agency Mortgage-Backed Securities  |
| GNII SF DH3851 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1178634.41        | Agency Mortgage-Backed Securities  |
| GNII SF DD4797 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $597997.42         | Agency Mortgage-Backed Securities  |
| GNII SF BC7001 C       | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $8491.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M       | 2053-12-20      | 7.0000%  | 0.0000% | $430000.00         | $122111.22         | Agency Mortgage-Backed Securities  |
| GNII SF BC4701 C       | 2047-10-20      | 3.5000%  | 0.0000% | $5044577.00        | $1034576.02        | Agency Mortgage-Backed Securities  |
| GNII SF MA9324 M       | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $112508.36         | Agency Mortgage-Backed Securities  |
| GNII SF DA4547 C       | 2054-02-20      | 7.0000%  | 0.0000% | $1138582.00        | $886974.92         | Agency Mortgage-Backed Securities  |
| GNII SF BS1757 C       | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $26582.28          | Agency Mortgage-Backed Securities  |
| GNII SF DD8208 C       | 2054-08-20      | 7.0000%  | 0.0000% | $3080705.00        | $1390861.95        | Agency Mortgage-Backed Securities  |
| GNII SF DE3755 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1267807.00        | $888877.73         | Agency Mortgage-Backed Securities  |
| GNII SF DL9707 C       | 2055-08-20      | 6.5000%  | 0.0000% | $5013784.00        | $4945510.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA0827 M       | 2028-03-20      | 3.5000%  | 0.0000% | $381562.00         | $7793.73           | Agency Mortgage-Backed Securities  |
| GNII SF MB0256 M       | 2050-10-20      | 4.0000%  | 0.0000% | $16442363.00       | $14978394.35       | Agency Mortgage-Backed Securities  |
| GNII SF MB0939 M       | 2056-01-20      | 6.5000%  | 0.0000% | $7177588.00        | $7523825.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA7417 M       | 2051-06-20      | 2.0000%  | 0.0000% | $2975000.00        | $1557911.24        | Agency Mortgage-Backed Securities  |
| GNII SF BS1728 C       | 2050-01-20      | 4.0000%  | 0.0000% | $13200000.00       | $3191747.65        | Agency Mortgage-Backed Securities  |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $50000000.00       | $15792663.44       | Agency Mortgage-Backed Securities  |
| GNII SF MB0530 M       | 2040-07-20      | 6.0000%  | 0.0000% | $297166.00         | $283962.97         | Agency Mortgage-Backed Securities  |
| GNII SF MB0398 M       | 2040-06-20      | 4.5000%  | 0.0000% | $759444.00         | $703081.71         | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M       | 2052-06-20      | 3.0000%  | 0.0000% | $11000.00          | $7147.89           | Agency Mortgage-Backed Securities  |
| GNII SF MB0203 M       | 2055-02-20      | 4.5000%  | 0.0000% | $5000000.00        | $4683602.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA2223 M       | 2044-09-20      | 3.5000%  | 0.0000% | $1598492.00        | $117305.09         | Agency Mortgage-Backed Securities  |
| GNII SF MB0785 M       | 2040-11-20      | 5.0000%  | 0.0000% | $462500.00         | $456662.42         | Agency Mortgage-Backed Securities  |
| GNII SF MB0305 M       | 2055-03-20      | 4.0000%  | 0.0000% | $105892029.00      | $97281934.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $2397000.00        | $182627.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA1202 M       | 2028-08-20      | 2.5000%  | 0.0000% | $450000.00         | $13869.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0022 M       | 2042-04-20      | 3.5000%  | 0.0000% | $3114160.00        | $200552.43         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $32511100.00       | $32676652.09       | U.S. Treasuries (including strips) |
| GNII SF MA7881 M       | 2052-02-20      | 2.5000%  | 0.0000% | $293520601.00      | $180138628.78      | Agency Mortgage-Backed Securities  |
| GNII SF DO3498 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2005920.00        | $2080536.53        | Agency Mortgage-Backed Securities  |
| GNII SF MB1000 M       | 2053-10-20      | 7.0000%  | 0.0000% | $5505160.00        | $5786271.82        | Agency Mortgage-Backed Securities  |
| GNII SF MB0485 M       | 2055-07-20      | 5.5000%  | 0.0000% | $150000000.00      | $145325709.37      | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M       | 2055-06-20      | 5.5000%  | 0.0000% | $177719127.00      | $175640672.07      | Agency Mortgage-Backed Securities  |
| GNII SF MA8573 M       | 2053-01-20      | 7.0000%  | 0.0000% | $6000000.00        | $1561776.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA8796 M       | 2053-04-20      | 3.0000%  | 0.0000% | $10331548.00       | $6642591.37        | Agency Mortgage-Backed Securities  |
| GNII SF MA7934 M       | 2052-03-20      | 1.5000%  | 0.0000% | $12121432.00       | $7463315.47        | Agency Mortgage-Backed Securities  |
| GNII SF AU1729 C       | 2046-06-20      | 3.5000%  | 0.0000% | $1557920.00        | $64543.68          | Agency Mortgage-Backed Securities  |
| GNII SF 003346 M       | 2033-02-20      | 5.5000%  | 0.0000% | $356000.00         | $1949.36           | Agency Mortgage-Backed Securities  |
| GNII SF 004028 M       | 2037-09-20      | 6.0000%  | 0.0000% | $210000.00         | $1827.50           | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $2365000.00        | $1534480.72        | Agency Mortgage-Backed Securities  |
| GNII SF BP8087 C       | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $167356.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA4656 M       | 2047-08-20      | 5.5000%  | 0.0000% | $1074021.00        | $116851.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA4590 M       | 2047-07-20      | 5.5000%  | 0.0000% | $6842961.00        | $528406.52         | Agency Mortgage-Backed Securities  |
| GNII SF DO1511 C       | 2055-11-20      | 6.0000%  | 0.0000% | $7126220.00        | $7408962.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA9778 M       | 2054-07-20      | 5.0000%  | 0.0000% | $370000.00         | $333118.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA9777 M       | 2054-06-20      | 4.5000%  | 0.0000% | $323392.00         | $296804.44         | Agency Mortgage-Backed Securities  |
| GNII SF MA6605 M       | 2038-10-20      | 6.0000%  | 0.0000% | $51000.00          | $11203.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA6478 M       | 2049-08-20      | 5.0000%  | 0.0000% | $22508282.00       | $3151248.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA2600 M       | 2045-02-20      | 3.0000%  | 0.0000% | $678976.00         | $55927.98          | Agency Mortgage-Backed Securities  |
| GNII SF MA5021 M       | 2048-02-20      | 4.5000%  | 0.0000% | $70720349.00       | $5533443.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1048000.00        | $77090.66          | Agency Mortgage-Backed Securities  |
| GNII SF DK4482 C       | 2055-06-20      | 6.5000%  | 0.0000% | $7784867.00        | $7830748.97        | Agency Mortgage-Backed Securities  |
| GNII SF DK7345 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1181525.00        | $1137929.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA5465 M       | 2048-09-20      | 3.5000%  | 0.0000% | $2400000.00        | $251579.14         | Agency Mortgage-Backed Securities  |
| GNII SF 763300 C       | 2041-05-20      | 4.5000%  | 0.0000% | $3411587.00        | $291756.27         | Agency Mortgage-Backed Securities  |
| GNII SF DK3277 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2200151.00        | $2134064.54        | Agency Mortgage-Backed Securities  |
| GNII SF AC9498 C       | 2035-11-20      | 5.5000%  | 0.0000% | $500000.00         | $27330.48          | Agency Mortgage-Backed Securities  |
| GNII SF DK7148 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1562935.00        | $1076282.09        | Agency Mortgage-Backed Securities  |
| GNII SF CL3160 C       | 2048-12-20      | 3.5000%  | 0.0000% | $1263891.00        | $1030117.95        | Agency Mortgage-Backed Securities  |
| GNII SF BZ4054 C       | 2050-12-20      | 2.0000%  | 0.0000% | $2974000.00        | $1389395.81        | Agency Mortgage-Backed Securities  |
| GNII SF CO4021 C       | 2052-06-20      | 4.5000%  | 0.0000% | $5709823.00        | $4548377.12        | Agency Mortgage-Backed Securities  |
| GNII SF AS5277 C       | 2046-08-20      | 3.5000%  | 0.0000% | $8751453.00        | $2174049.57        | Agency Mortgage-Backed Securities  |
| GNII SF MA9300 M       | 2046-09-20      | 3.0000%  | 0.0000% | $1587375.00        | $1013984.08        | Agency Mortgage-Backed Securities  |
| GNII SF AV8383 C       | 2046-10-20      | 3.0000%  | 0.0000% | $66000.00          | $15062.72          | Agency Mortgage-Backed Securities  |
| GNII SF MA5594 M       | 2048-11-20      | 3.5000%  | 0.0000% | $2400000.00        | $281045.50         | Agency Mortgage-Backed Securities  |
| GNII SF DG8747 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1255260.00        | $1275362.72        | Agency Mortgage-Backed Securities  |
| GNII SF MA9067 M       | 2029-12-20      | 3.5000%  | 0.0000% | $1426062.00        | $948345.73         | Agency Mortgage-Backed Securities  |
| GNII SF MA5816 M       | 2049-03-20      | 3.5000%  | 0.0000% | $218181.00         | $18867.01          | Agency Mortgage-Backed Securities  |
| GNII SF MA6408 M       | 2049-12-20      | 2.5000%  | 0.0000% | $2700000.00        | $515385.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA6067 M       | 2034-08-20      | 4.5000%  | 0.0000% | $339017.00         | $64256.30          | Agency Mortgage-Backed Securities  |
| GNII SF DO7696 C       | 2056-01-20      | 6.0000%  | 0.0000% | $5235485.00        | $5375905.47        | Agency Mortgage-Backed Securities  |
| GNII SF DR4483 C       | 2056-03-20      | 5.5000%  | 0.0000% | $4230344.00        | $4318192.73        | Agency Mortgage-Backed Securities  |
| GNII SF MA5874 M       | 2049-04-20      | 3.0000%  | 0.0000% | $82645003.00       | $10637515.48       | Agency Mortgage-Backed Securities  |
| GNII SF MA9012 M       | 2053-05-20      | 3.0000%  | 0.0000% | $3509804.00        | $2340019.71        | Agency Mortgage-Backed Securities  |
| GNII SF MB0028 M       | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $2808569.76        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3106 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3040123.00        | $3092636.36        | Agency Mortgage-Backed Securities  |
| GNII SF DH8907 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1801859.00        | $1927640.62        | Agency Mortgage-Backed Securities  |
| GNII SF MB0339 M       | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $251094.21         | Agency Mortgage-Backed Securities  |
| GNII SF CH6427 C       | 2051-11-20      | 2.5000%  | 0.0000% | $11564528.00       | $6711487.54        | Agency Mortgage-Backed Securities  |
| GNII SF DP8066 C       | 2056-03-20      | 6.5000%  | 0.0000% | $2051885.00        | $2176819.49        | Agency Mortgage-Backed Securities  |
| GNII SF CM9964 C       | 2052-05-20      | 4.0000%  | 0.0000% | $1806766.00        | $1031971.79        | Agency Mortgage-Backed Securities  |
| GNII SF DP3069 C       | 2056-01-20      | 5.5000%  | 0.0000% | $2104303.00        | $2150122.99        | Agency Mortgage-Backed Securities  |
| GNII SF DH3244 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1410885.00        | $901194.54         | Agency Mortgage-Backed Securities  |
| GNII SF CZ4009 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1686047.00        | $1037367.58        | Agency Mortgage-Backed Securities  |
| GNII SF DQ1190 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1765477.00        | $1829158.34        | Agency Mortgage-Backed Securities  |
| GNII SF 733686 C       | 2040-06-20      | 4.5000%  | 0.0000% | $1223294.00        | $148956.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA4657 M       | 2047-08-20      | 6.0000%  | 0.0000% | $100000.00         | $9796.14           | Agency Mortgage-Backed Securities  |
| GNII SF MA7994 M       | 2052-04-20      | 6.0000%  | 0.0000% | $666706.00         | $364424.25         | Agency Mortgage-Backed Securities  |
| GNII SF MA6709 M       | 2050-06-20      | 2.5000%  | 0.0000% | $1871330.00        | $524804.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA6995 M       | 2050-11-20      | 2.5000%  | 0.0000% | $148750318.00      | $57088381.78       | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $9960911.00        | $927187.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA9101 M       | 2053-07-20      | 3.0000%  | 0.0000% | $707577.00         | $467847.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA9273 M       | 2038-11-20      | 6.5000%  | 0.0000% | $129934.00         | $70974.66          | Agency Mortgage-Backed Securities  |
| GNII SF 738037 C       | 2041-03-20      | 4.5000%  | 0.0000% | $15347703.00       | $753647.64         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3708 C       | 2054-01-20      | 7.0000%  | 0.0000% | $9506469.00        | $3108677.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA7260 M       | 2051-03-20      | 5.0000%  | 0.0000% | $452000.00         | $153115.46         | Agency Mortgage-Backed Securities  |
| GNII SF 003273 M       | 2032-08-20      | 6.0000%  | 0.0000% | $12599531.00       | $36234.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA7054 M       | 2050-12-20      | 3.5000%  | 0.0000% | $2400000.00        | $796477.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA6661 M       | 2050-05-20      | 5.5000%  | 0.0000% | $50000.00          | $12583.78          | Agency Mortgage-Backed Securities  |
| GNII SF MA7253 M       | 2051-03-20      | 1.5000%  | 0.0000% | $2556414.00        | $1336593.04        | Agency Mortgage-Backed Securities  |
| GNII SF MA9597 M       | 2052-05-20      | 1.5000%  | 0.0000% | $139395.00         | $100818.56         | Agency Mortgage-Backed Securities  |
| GNII SF 004100 M       | 2038-03-20      | 6.5000%  | 0.0000% | $110000.00         | $1386.72           | Agency Mortgage-Backed Securities  |
| GNII SF 005276 M       | 2027-01-20      | 3.0000%  | 0.0000% | $475000.00         | $1919.57           | Agency Mortgage-Backed Securities  |
| GNII SF 002988 M       | 2030-10-20      | 8.0000%  | 0.0000% | $2948504.00        | $1220.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA9384 M       | 2032-11-20      | 3.0000%  | 0.0000% | $215749.00         | $86534.60          | Agency Mortgage-Backed Securities  |
| GNII SF CZ3946 C       | 2054-02-20      | 6.0000%  | 0.0000% | $7985550.00        | $4200775.88        | Agency Mortgage-Backed Securities  |
| GNII SF DA7216 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1694990.00        | $1068087.63        | Agency Mortgage-Backed Securities  |
| GNII SF DB7671 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1095630.00        | $901910.83         | Agency Mortgage-Backed Securities  |
| GNII SF CY0038 C       | 2053-12-20      | 7.0000%  | 0.0000% | $1148497.00        | $759729.92         | Agency Mortgage-Backed Securities  |
| GNII SF MA9483 M       | 2051-09-20      | 3.0000%  | 0.0000% | $1349659.00        | $918422.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA9305 M       | 2053-11-20      | 5.5000%  | 0.0000% | $1325000.00        | $987906.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M       | 2050-02-20      | 3.0000%  | 0.0000% | $29584051.00       | $4692953.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA8040 M       | 2052-04-20      | 1.5000%  | 0.0000% | $1313009.00        | $913060.72         | Agency Mortgage-Backed Securities  |
| GNII SF MA6770 M       | 2050-07-20      | 5.0000%  | 0.0000% | $518743.00         | $110736.30         | Agency Mortgage-Backed Securities  |
| GNII SF AZ6849 C       | 2047-05-20      | 3.5000%  | 0.0000% | $1551160.00        | $360897.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA9663 M       | 2050-06-20      | 3.0000%  | 0.0000% | $67041.00          | $49186.04          | Agency Mortgage-Backed Securities  |
| GNII SF MB0369 M       | 2053-12-20      | 7.0000%  | 0.0000% | $344597517.00      | $184068583.81      | Agency Mortgage-Backed Securities  |
| GNII SF MA7736 M       | 2036-12-20      | 1.5000%  | 0.0000% | $112198.00         | $55161.70          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9865 C       | 2055-07-20      | 7.0000%  | 0.0000% | $23603673.00       | $25388573.55       | Agency Mortgage-Backed Securities  |
| GNII SF MB0363 M       | 2055-05-20      | 4.0000%  | 0.0000% | $57654411.00       | $53156449.98       | Agency Mortgage-Backed Securities  |
| GNII SF AU0738 C       | 2046-06-20      | 3.5000%  | 0.0000% | $23832708.00       | $2645877.92        | Agency Mortgage-Backed Securities  |
| GNII SF BM3778 C       | 2049-05-20      | 4.5000%  | 0.0000% | $6763227.00        | $2089292.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA6993 M       | 2050-10-20      | 1.5000%  | 0.0000% | $997582.00         | $516563.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $19766677.00       | $9527025.79        | Agency Mortgage-Backed Securities  |
| GNII SF MA7416 M       | 2051-06-20      | 1.5000%  | 0.0000% | $60568785.00       | $33418595.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA9418 M       | 2047-04-20      | 3.0000%  | 0.0000% | $274170.00         | $186468.85         | Agency Mortgage-Backed Securities  |
| GNII SF 003611 M       | 2034-09-20      | 6.0000%  | 0.0000% | $989000.00         | $10343.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA5301 M       | 2033-07-20      | 4.0000%  | 0.0000% | $154800.00         | $14280.42          | Agency Mortgage-Backed Securities  |
| GNII SF DR0937 C       | 2056-03-20      | 5.0000%  | 0.0000% | $2797398.00        | $2785505.33        | Agency Mortgage-Backed Securities  |
| GNII SF DL9713 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1385821.00        | $1437033.11        | Agency Mortgage-Backed Securities  |
| GNII SF MA3879 M       | 2038-11-20      | 6.0000%  | 0.0000% | $40000.00          | $3666.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA4323 M       | 2047-02-20      | 4.5000%  | 0.0000% | $108826000.00      | $8242806.09        | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $26117.00          | $25530.62          | Agency Mortgage-Backed Securities  |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $250596374.00      | $249999999.34      | Agency Mortgage-Backed Securities  |
| GNII SF CU2460 C       | 2053-10-20      | 7.0000%  | 0.0000% | $20000525.00       | $16183122.25       | Agency Mortgage-Backed Securities  |
| GNII SF MA4720 M       | 2047-09-20      | 4.0000%  | 0.0000% | $3478571.00        | $353965.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA9901 M       | 2046-09-20      | 3.0000%  | 0.0000% | $1374777.00        | $1036167.49        | Agency Mortgage-Backed Securities  |
| GNII SF CI6772 C       | 2051-10-20      | 3.0000%  | 0.0000% | $1646934.00        | $1114168.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M       | 2054-09-20      | 6.0000%  | 0.0000% | $59592304.00       | $35285692.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA4901 M       | 2047-12-20      | 4.0000%  | 0.0000% | $1411000.00        | $145395.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA5438 M       | 2033-08-20      | 4.5000%  | 0.0000% | $1081155.00        | $51243.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA6153 M       | 2049-08-20      | 3.0000%  | 0.0000% | $1180027429.00     | $161546960.46      | Agency Mortgage-Backed Securities  |
| GNII SF MA5470 M       | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $8182.99           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $258917100.00      | $249999995.08      | U.S. Treasuries (including strips) |
| GNII SF MB0872 M       | 2056-01-20      | 5.5000%  | 0.0000% | $17094764.00       | $17204944.17       | Agency Mortgage-Backed Securities  |
| GNII SF CX6929 C       | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $593156.15         | Agency Mortgage-Backed Securities  |
| GNII SF DF5673 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1318268.00        | $1324603.00        | Agency Mortgage-Backed Securities  |
| GNII SF DC3002 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1793116.00        | $1547097.33        | Agency Mortgage-Backed Securities  |
| GNII SF CZ3604 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $485363.67         | Agency Mortgage-Backed Securities  |
| GNII SF DD0244 C       | 2054-07-20      | 6.5000%  | 0.0000% | $2118434.00        | $1603870.15        | Agency Mortgage-Backed Securities  |
| GNII SF DP2238 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1157072.00        | $1221939.39        | Agency Mortgage-Backed Securities  |
| GNII SF MB0178 M       | 2040-02-20      | 4.5000%  | 0.0000% | $1279674.00        | $1080571.31        | Agency Mortgage-Backed Securities  |
| GNII SF MB0812 M       | 2055-12-20      | 4.5000%  | 0.0000% | $182184881.00      | $175258048.21      | Agency Mortgage-Backed Securities  |
| GNII SF 004771 M       | 2040-08-20      | 4.5000%  | 0.0000% | $344948355.00      | $11338230.64       | Agency Mortgage-Backed Securities  |
| GNII SF DG4174 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1684438.00        | $1103315.15        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1678 C       | 2054-01-20      | 7.5000%  | 0.0000% | $5554707.00        | $5014499.19        | Agency Mortgage-Backed Securities  |
| GNII SF MA7050 M       | 2050-12-20      | 1.5000%  | 0.0000% | $30778102.00       | $15667954.15       | Agency Mortgage-Backed Securities  |
| GNII SF MA7471 M       | 2051-07-20      | 2.0000%  | 0.0000% | $106030889.00      | $57242702.22       | Agency Mortgage-Backed Securities  |
| GNII SF MA5850 M       | 2034-04-20      | 4.0000%  | 0.0000% | $702721.00         | $76372.56          | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $76337601.00       | $33164832.31       | Agency Mortgage-Backed Securities  |
| GNII SF MA3039 M       | 2045-07-20      | 6.0000%  | 0.0000% | $125000.00         | $9843.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA2892 M       | 2045-06-20      | 3.5000%  | 0.0000% | $1775000.00        | $147896.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA1094 M       | 2038-08-20      | 5.5000%  | 0.0000% | $208069.00         | $8400.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA7057 M       | 2050-12-20      | 5.0000%  | 0.0000% | $50000.00          | $11679.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA4456 M       | 2037-10-20      | 6.0000%  | 0.0000% | $125000.00         | $14168.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M       | 2051-08-20      | 2.0000%  | 0.0000% | $248180400.00      | $135265692.83      | Agency Mortgage-Backed Securities  |
| GNII SF MA7365 M       | 2051-05-20      | 1.5000%  | 0.0000% | $724554.00         | $382368.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3804 M       | 2046-07-20      | 4.0000%  | 0.0000% | $368721.00         | $33232.96          | Agency Mortgage-Backed Securities  |
| GNII SF MA5932 M       | 2049-05-20      | 4.5000%  | 0.0000% | $2737489.00        | $251343.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M       | 2049-12-20      | 3.0000%  | 0.0000% | $134533000.00      | $22157413.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA5464 M       | 2048-09-20      | 3.0000%  | 0.0000% | $799952.00         | $148999.73         | Agency Mortgage-Backed Securities  |
| GNII SF MA6337 M       | 2049-12-20      | 2.5000%  | 0.0000% | $51487674.00       | $9258306.48        | Agency Mortgage-Backed Securities  |
| GNII SF CZ5256 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1126122.00        | $759917.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $2774756.00        | $1766698.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA8097 M       | 2052-05-20      | 2.5000%  | 0.0000% | $48230207.00       | $29705724.96       | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M       | 2051-05-20      | 3.0000%  | 0.0000% | $2523634.00        | $1659648.89        | Agency Mortgage-Backed Securities  |
| GNII SF CB4720 C       | 2051-02-20      | 2.0000%  | 0.0000% | $1055147.00        | $754104.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA7374 M       | 2038-06-20      | 6.0000%  | 0.0000% | $70000.00          | $20030.16          | Agency Mortgage-Backed Securities  |
| GNII SF DG4176 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2789412.00        | $2942551.50        | Agency Mortgage-Backed Securities  |
| GNII SF DF7555 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1626212.00        | $1710026.97        | Agency Mortgage-Backed Securities  |
| GNII SF MB0488 M       | 2055-07-20      | 7.0000%  | 0.0000% | $128473383.00      | $109614079.95      | Agency Mortgage-Backed Securities  |
| GNII SF MA4068 M       | 2046-10-20      | 3.0000%  | 0.0000% | $40811266.00       | $5215101.57        | Agency Mortgage-Backed Securities  |
| GNII SF DC0597 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1587254.00        | $1386083.40        | Agency Mortgage-Backed Securities  |
| GNII SF BF9973 C       | 2048-06-20      | 5.0000%  | 0.0000% | $630831.00         | $9528.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA7424 M       | 2051-06-20      | 5.5000%  | 0.0000% | $1100000.00        | $476980.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $1102076.00        | $564556.07         | Agency Mortgage-Backed Securities  |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $3558037.00        | $429891.30         | Agency Mortgage-Backed Securities  |
| GNII SF MB0658 M       | 2040-09-20      | 5.5000%  | 0.0000% | $36718.00          | $35073.12          | Agency Mortgage-Backed Securities  |
| GNII SF MB0063 M       | 2026-04-20      | 3.5000%  | 0.0000% | $36301.00          | $28792.28          | Agency Mortgage-Backed Securities  |
| GNII SF DL7286 C       | 2055-10-20      | 7.0000%  | 0.0000% | $4500000.00        | $4772378.77        | Agency Mortgage-Backed Securities  |
| GNII SF CX6873 C       | 2053-12-20      | 6.5000%  | 0.0000% | $1430177.00        | $238375.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA3380 M       | 2046-01-20      | 5.5000%  | 0.0000% | $78570.00          | $5959.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA4899 M       | 2047-12-20      | 3.0000%  | 0.0000% | $88281383.00       | $11799457.08       | Agency Mortgage-Backed Securities  |
| GNII SF 003654 M       | 2034-12-20      | 6.5000%  | 0.0000% | $75000.00          | $778.92            | Agency Mortgage-Backed Securities  |
| GNII SF DN6068 C       | 2055-11-20      | 7.5000%  | 0.0000% | $10700531.00       | $11521360.48       | Agency Mortgage-Backed Securities  |
| GNII SF MA5190 M       | 2048-05-20      | 3.0000%  | 0.0000% | $21607483.00       | $3271005.29        | Agency Mortgage-Backed Securities  |
| GNII SF DN6530 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1303755.00        | $1308942.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA4652 M       | 2047-08-20      | 3.5000%  | 0.0000% | $375000.00         | $45513.18          | Agency Mortgage-Backed Securities  |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $24321116.00       | $1988474.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA5023 M       | 2048-02-20      | 5.5000%  | 0.0000% | $6300039.00        | $767766.12         | Agency Mortgage-Backed Securities  |
| GNII SF MA5193 M       | 2048-05-20      | 4.5000%  | 0.0000% | $63871635.00       | $4562169.53        | Agency Mortgage-Backed Securities  |
| GNII SF MA7940 M       | 2052-03-20      | 4.5000%  | 0.0000% | $15747470.00       | $9446540.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA6445 M       | 2035-02-20      | 2.5000%  | 0.0000% | $681536.00         | $110331.92         | Agency Mortgage-Backed Securities  |
| GNII SF MA6937 M       | 2050-10-20      | 5.5000%  | 0.0000% | $100000.00         | $31306.86          | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $2915337.00        | $1825073.82        | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $182588728.00      | $101969946.61      | Agency Mortgage-Backed Securities  |
| GNII SF CV8076 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1148451.00        | $650461.30         | Agency Mortgage-Backed Securities  |
| GNII SF 004223 M       | 2038-08-20      | 6.5000%  | 0.0000% | $515000.00         | $6342.67           | Agency Mortgage-Backed Securities  |
| GNII SF DN8787 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1958869.00        | $1941077.87        | Agency Mortgage-Backed Securities  |
| GNII SF 003388 M       | 2033-05-20      | 4.5000%  | 0.0000% | $45000.00          | $505.27            | Agency Mortgage-Backed Securities  |
| GNII SF DP4697 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1476239.00        | $1553029.31        | Agency Mortgage-Backed Securities  |
| GNII SF 005269 M       | 2038-10-20      | 6.0000%  | 0.0000% | $306059.00         | $7276.47           | Agency Mortgage-Backed Securities  |
| GNII SF DM5784 C       | 2055-10-20      | 7.0000%  | 0.0000% | $1306900.00        | $1352274.71        | Agency Mortgage-Backed Securities  |
| GNII SF DR0928 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1806884.00        | $1799202.33        | Agency Mortgage-Backed Securities  |
| GNII SF DR4478 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1885539.00        | $1937118.55        | Agency Mortgage-Backed Securities  |
| GNII SF 004855 M       | 2040-11-20      | 5.0000%  | 0.0000% | $263000.00         | $10674.67          | Agency Mortgage-Backed Securities  |
| GNII SF 485369 C       | 2041-10-20      | 4.5000%  | 0.0000% | $2048365.00        | $301938.58         | Agency Mortgage-Backed Securities  |
| GNII SF DP3063 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1142820.00        | $1210989.26        | Agency Mortgage-Backed Securities  |
| GNII SF MA6255 M       | 2034-12-20      | 3.0000%  | 0.0000% | $1055003.00        | $132727.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA8983 M       | 2038-07-20      | 3.5000%  | 0.0000% | $1124958.00        | $768255.08         | Agency Mortgage-Backed Securities  |
| GNII SF DA7201 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1769904.00        | $1211099.88        | Agency Mortgage-Backed Securities  |
| GNII SF AX5408 C       | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $318321.60         | Agency Mortgage-Backed Securities  |
| GNII SF AX4344 C       | 2046-10-20      | 3.5000%  | 0.0000% | $581045.00         | $129262.95         | Agency Mortgage-Backed Securities  |
| GNII SF DE2520 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1090632.00        | $1126990.75        | Agency Mortgage-Backed Securities  |
| GNII SF CZ6795 C       | 2054-02-20      | 7.0000%  | 0.0000% | $1487783.00        | $1092578.67        | Agency Mortgage-Backed Securities  |
| GNII SF DN6557 C       | 2056-03-20      | 5.5000%  | 0.0000% | $3773887.00        | $3849377.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M       | 2048-01-20      | 3.5000%  | 0.0000% | $5714000.00        | $650280.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA7647 M       | 2051-10-20      | 1.5000%  | 0.0000% | $258925649.00      | $146518345.04      | Agency Mortgage-Backed Securities  |
| GNII SF MA8195 M       | 2051-11-20      | 1.5000%  | 0.0000% | $215600.00         | $126656.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA6287 M       | 2049-10-20      | 5.0000%  | 0.0000% | $1000000.00        | $127934.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA5437 M       | 2033-09-20      | 4.0000%  | 0.0000% | $227874.00         | $25087.24          | Agency Mortgage-Backed Securities  |
| GNII SF MA5333 M       | 2048-07-20      | 5.5000%  | 0.0000% | $11242349.00       | $1065979.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA4716 M       | 2042-06-20      | 2.0000%  | 0.0000% | $152354.00         | $39940.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA8272 M       | 2052-09-20      | 6.5000%  | 0.0000% | $1724210.00        | $887125.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA8271 M       | 2052-09-20      | 6.0000%  | 0.0000% | $2696534.00        | $1280783.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA9881 M       | 2038-09-20      | 6.5000%  | 0.0000% | $110000.00         | $16930.87          | Agency Mortgage-Backed Securities  |
| GNII SF MA7774 M       | 2051-11-20      | 6.0000%  | 0.0000% | $30000.00          | $14763.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $413879158.00      | $249999999.53      | Agency Mortgage-Backed Securities  |
| GNII SF MA9847 M       | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $25467880.09       | Agency Mortgage-Backed Securities  |
| GNII SF DH3838 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1345142.00        | $1406836.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA9746 M       | 2039-06-20      | 4.0000%  | 0.0000% | $207790.00         | $180271.38         | Agency Mortgage-Backed Securities  |
| GNII SF DH3464 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2191255.00        | $1714029.40        | Agency Mortgage-Backed Securities  |
| GNII SF DH3901 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1005752.00        | $1047344.29        | Agency Mortgage-Backed Securities  |
| GNII SF AO7533 C       | 2045-08-20      | 3.5000%  | 0.0000% | $1152758.00        | $187123.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA9391 M       | 2039-01-20      | 6.5000%  | 0.0000% | $2836827.00        | $1746994.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA9602 M       | 2054-01-20      | 4.0000%  | 0.0000% | $300000.00         | $262952.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA6224 M       | 2049-09-20      | 6.0000%  | 0.0000% | $75000.00          | $15831.56          | Agency Mortgage-Backed Securities  |
| GNII SF DP7789 C       | 2056-01-20      | 6.0000%  | 0.0000% | $23817401.00       | $24759782.87       | Agency Mortgage-Backed Securities  |
| GNII SF MB0421 M       | 2055-06-20      | 4.0000%  | 0.0000% | $32668154.00       | $30152350.46       | Agency Mortgage-Backed Securities  |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $5204096.00        | $5180104.14        | Agency Mortgage-Backed Securities  |
| GNII SF 618834 C       | 2033-07-20      | 5.5000%  | 0.0000% | $235760.00         | $3378.12           | Agency Mortgage-Backed Securities  |
| GNII SF MA9724 M       | 2054-06-20      | 5.0000%  | 0.0000% | $739792.00         | $665051.73         | Agency Mortgage-Backed Securities  |
| GNII SF MB0118 M       | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $780584.28         | Agency Mortgage-Backed Securities  |
| GNII SF MB0869 M       | 2055-12-20      | 4.0000%  | 0.0000% | $10542779.00       | $9852335.67        | Agency Mortgage-Backed Securities  |
| GNII SF DP7389 C       | 2056-03-20      | 5.0000%  | 0.0000% | $2803470.00        | $2794991.37        | Agency Mortgage-Backed Securities  |
| GNII SF DN3664 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1073098.00        | $1130905.73        | Agency Mortgage-Backed Securities  |
| GNII SF 004597 M       | 2039-12-20      | 4.0000%  | 0.0000% | $187000.00         | $9010.30           | Agency Mortgage-Backed Securities  |
| GNII SF 004946 M       | 2041-02-20      | 4.5000%  | 0.0000% | $563333.00         | $21263.82          | Agency Mortgage-Backed Securities  |
| GNII SF DQ9666 C       | 2056-03-20      | 6.5000%  | 0.0000% | $3914657.00        | $4169539.01        | Agency Mortgage-Backed Securities  |
| GNII SF MB0784 M       | 2040-12-20      | 4.5000%  | 0.0000% | $720730.00         | $696100.19         | Agency Mortgage-Backed Securities  |
| GNII SF DQ1188 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1605796.00        | $1645267.00        | Agency Mortgage-Backed Securities  |
| GNII SF 004498 M       | 2039-07-20      | 6.0000%  | 0.0000% | $420000.00         | $12106.26          | Agency Mortgage-Backed Securities  |
| GNII SF MA0467 M       | 2039-07-20      | 6.0000%  | 0.0000% | $25792.00          | $850.99            | Agency Mortgage-Backed Securities  |
| GNII SF 003069 M       | 2031-04-20      | 7.0000%  | 0.0000% | $7674738.00        | $7505.34           | Agency Mortgage-Backed Securities  |
| GNII SF CZ1882 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1203403.00        | $247521.65         | Agency Mortgage-Backed Securities  |
| GNII SF DD7840 C       | 2054-08-20      | 6.5000%  | 0.0000% | $9528336.00        | $6192323.65        | Agency Mortgage-Backed Securities  |
| GNII SF DC6802 C       | 2054-08-20      | 6.5000%  | 0.0000% | $11882808.00       | $5755586.38        | Agency Mortgage-Backed Securities  |
| GNII SF CZ3712 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1034461.00        | $848855.84         | Agency Mortgage-Backed Securities  |
| GNII SF CY2876 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1331298.00        | $962797.15         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1880 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1016714.00        | $539209.01         | Agency Mortgage-Backed Securities  |
| GNII SF AO1099 C       | 2045-09-20      | 3.5000%  | 0.0000% | $71861.00          | $15280.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA9665 M       | 2054-04-20      | 4.0000%  | 0.0000% | $542787.00         | $471792.30         | Agency Mortgage-Backed Securities  |
| GNII SF CJ9477 C       | 2052-01-20      | 3.0000%  | 0.0000% | $300000.00         | $194576.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA9667 M       | 2054-05-20      | 5.0000%  | 0.0000% | $3137000.00        | $2747957.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $161480000.00      | $89299420.52       | Agency Mortgage-Backed Securities  |
| GNII SF AD2592 C       | 2043-08-20      | 4.5000%  | 0.0000% | $587965.00         | $53483.59          | Agency Mortgage-Backed Securities  |
| GNII SF CS7714 C       | 2053-04-20      | 7.0000%  | 0.0000% | $1385890.00        | $942095.79         | Agency Mortgage-Backed Securities  |
| GNII SF CB4372 C       | 2051-09-20      | 3.5000%  | 0.0000% | $7383029.00        | $3939213.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M       | 2053-10-20      | 5.5000%  | 0.0000% | $283000.00         | $204368.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M       | 2053-10-20      | 6.0000%  | 0.0000% | $4326819.00        | $2440333.26        | Agency Mortgage-Backed Securities  |
| GNII SF AK8796 C       | 2045-12-20      | 3.7500%  | 0.0000% | $1000000.00        | $480873.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M       | 2046-12-20      | 3.0000%  | 0.0000% | $633657.00         | $441700.91         | Agency Mortgage-Backed Securities  |
| GNII SF DP8062 C       | 2056-03-20      | 5.5000%  | 0.0000% | $10940673.00       | $11246982.67       | Agency Mortgage-Backed Securities  |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $19518814.00       | $9176538.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA6063 M       | 2029-08-20      | 2.5000%  | 0.0000% | $215000.00         | $29601.71          | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $102000.00         | $55556.93          | Agency Mortgage-Backed Securities  |
| GNII SF MA6282 M       | 2049-11-20      | 2.5000%  | 0.0000% | $3000000.00        | $530214.17         | Agency Mortgage-Backed Securities  |
| GNII SF MA8645 M       | 2053-02-20      | 4.0000%  | 0.0000% | $25731.00          | $19359.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA9854 M       | 2054-08-20      | 7.0000%  | 0.0000% | $250000000.00      | $101021642.86      | Agency Mortgage-Backed Securities  |
| GNII SF MA5764 M       | 2049-02-20      | 4.5000%  | 0.0000% | $46896021.00       | $3268084.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA5762 M       | 2049-02-20      | 3.5000%  | 0.0000% | $161951705.00      | $16086507.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA6038 M       | 2049-07-20      | 3.0000%  | 0.0000% | $453074.00         | $55456.37          | Agency Mortgage-Backed Securities  |
| GNII SF MA9107 M       | 2053-08-20      | 6.0000%  | 0.0000% | $27000.00          | $14576.77          | Agency Mortgage-Backed Securities  |
| GNII SF DN5896 C       | 2055-11-20      | 6.5000%  | 0.0000% | $9570282.00        | $10351572.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M       | 2051-11-20      | 2.0000%  | 0.0000% | $100000000.00      | $57815560.82       | Agency Mortgage-Backed Securities  |
| GNII SF MA5815 M       | 2049-03-20      | 3.0000%  | 0.0000% | $39000000.00       | $4676078.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA8102 M       | 2052-06-20      | 5.0000%  | 0.0000% | $66000.00          | $45332.95          | Agency Mortgage-Backed Securities  |
| GNII SF MA8944 M       | 2053-06-20      | 3.5000%  | 0.0000% | $2786294.00        | $1998282.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M       | 2051-12-20      | 2.5000%  | 0.0000% | $276733836.00      | $165606253.47      | Agency Mortgage-Backed Securities  |
| GNII SF MA7569 M       | 2033-05-20      | 6.0000%  | 0.0000% | $65000.00          | $24070.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA7851 M       | 2037-02-20      | 1.5000%  | 0.0000% | $280730.00         | $146369.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA8721 M       | 2053-02-20      | 3.0000%  | 0.0000% | $3285283.00        | $2132198.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $1660850.00        | $1063738.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M       | 2052-02-20      | 3.0000%  | 0.0000% | $2000000.00        | $1238888.16        | Agency Mortgage-Backed Securities  |

### Security 673: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1G3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GG1G3
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $58553800.00       | $32643275.39       | U.S. Treasuries (including strips) |

### Security 674: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG1J7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG1J7
- **C.18 - Value (incl. sponsor support):** $6602000000.00
- **C.18.a - Value (excl. sponsor support):** $6602000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $201.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $8094400.00        | $7853977.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $44100.00          | $43816.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $119114300.00      | $117249171.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $73984000.00       | $66607406.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $2531600.00        | $1531427.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $4567800.00        | $4100961.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $461462000.00      | $465745496.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $127038600.00      | $110787154.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $53402000.00       | $54264881.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $146400.00         | $148414.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $900.00            | $911.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $1900.00           | $1979.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $624659000.00      | $557503125.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $29900.00          | $29729.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $18908500.00       | $18172422.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $116174100.00      | $66367816.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $52975000.00       | $50225093.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $150200.00         | $148376.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $3409300.00        | $3224229.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-28      | 0.0000%  | 0.0000% | $800.00            | $790.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.0000%  | 0.0000% | $63500.00          | $62921.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $600.00            | $542.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $800.00            | $789.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $3200.00           | $3139.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $10593600.00       | $10075463.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $22518900.00       | $21406209.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $5100.00           | $4916.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $400.00            | $392.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $358900.00         | $357775.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $15066700.00       | $14825900.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $7428200.00        | $6520996.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $37000.00          | $35874.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $199910700.00      | $200625090.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $14144300.00       | $14143451.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $3155900.00        | $3162614.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $2790200.00        | $2757389.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $81572700.00       | $82621920.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $29436800.00       | $29301697.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $266800.00         | $262721.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $722792600.00      | $724216723.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $82200.00          | $77186.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $63700.00          | $60884.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $103100.00         | $80202.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $44904100.00       | $25012167.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $22018700.00       | $16218160.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $4174000.00        | $2045590.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $100.00            | $106.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $45000.00          | $36789.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $22185900.00       | $19527727.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $85724000.00       | $82771665.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $25573900.00       | $25787920.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $2100.00           | $2003.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $29960000.00       | $26312521.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $13379000.00       | $13584785.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $362602000.00      | $358131479.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $101535000.00      | $100484854.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $28564900.00       | $28951584.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $34800.00          | $35267.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $20660000.00       | $20830020.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $470600.00         | $464957.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $71776500.00       | $66051315.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $146400.00         | $125568.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $1682800.00        | $1395437.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $116733500.00      | $115197924.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $57638600.00       | $27589415.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $139.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $978.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1013.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $29720000.00       | $30382116.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $400.00            | $411.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $301869000.00      | $292315449.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1006.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $67035000.00       | $47171396.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $187300.00         | $190550.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $57000.00          | $56092.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $14713300.00       | $14591799.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $269119200.00      | $272550023.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $6535600.00        | $6580950.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $7292900.00        | $5403208.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $511600.00         | $355229.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $3590700.00        | $3664657.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $87838200.00       | $86991267.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $15400000.00       | $14568222.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $3922200.00        | $3919842.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1008.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $161458100.00      | $163642334.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $40431200.00       | $40080107.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $90000000.00       | $94123345.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $56058900.00       | $49826552.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $5022900.00        | $4940273.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $220000.00         | $223106.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $9000.00           | $8873.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $11297400.00       | $8261345.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $183.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1057400.00        | $682411.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $6985400.00        | $6764611.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $2739300.00        | $2099305.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $4995400.00        | $4947201.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $4618900.00        | $4571449.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $154.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $50000000.00       | $40360385.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $675809600.00      | $673354383.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $4533600.00        | $4577350.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $18600.00          | $19126.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $3085200.00        | $3200074.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $334324100.00      | $330186331.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $25005000.00       | $23484313.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $29700.00          | $29231.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $320572200.00      | $288644730.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $5044500.00        | $5020513.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $800.00            | $805.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $204.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $9522600.00        | $9554738.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $16700.00          | $16751.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $20847600.00       | $21189941.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $130.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $20800.00          | $20416.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $906700.00         | $923953.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $2139500.00        | $1961575.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $751600.00         | $737269.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $189075400.00      | $195567831.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $14254300.00       | $14698457.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100000300.00      | $86922427.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $118342800.00      | $69128519.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $8879000.00        | $8441434.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $201796800.00      | $183937745.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $47731000.00       | $47974054.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $200.00            | $198.18            | U.S. Treasuries (including strips) |

### Security 675: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG2G2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GG2G2
- **C.18 - Value (incl. sponsor support):** $4331000000.00
- **C.18.a - Value (excl. sponsor support):** $4331000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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      | 3.8750%  | 0.0000% | $247984600.00      | $249999965.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $22967500.00       | $23017795.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $174305100.00      | $177706105.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $86938800.00       | $102188747.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $250232600.00      | $249084140.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $147.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $167477800.00      | $156176086.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $116783900.00      | $141368386.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $191170500.00      | $212452300.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $26378200.00       | $26672128.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $113915200.00      | $114322446.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $245884400.00      | $249999940.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $75000.00          | $74227.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $251709400.00      | $249999944.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $36986200.00       | $32347919.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $153710100.00      | $134996674.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $8400.00           | $8573.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $246287500.00      | $249999957.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $13288500.00       | $12183404.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $247919200.00      | $249999821.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $60922100.00       | $60884050.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $247216000.00      | $249987621.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $251158100.00      | $249999926.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $252329800.00      | $249999955.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $132900.00         | $133177.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $51543700.00       | $53603591.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $95730700.00       | $115673271.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $219632400.00      | $190909241.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $76506800.00       | $76994887.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $105952600.00      | $112234311.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $99977300.00       | $103231088.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $464800.00         | $434983.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $60241700.00       | $60996961.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $140000.00         | $201704.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $246519200.00      | $249999989.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $9817800.00        | $9735737.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $600.00            | $629.30            | U.S. Treasuries (including strips) |

### Security 676: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG2N7, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1GG2N7
- **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:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2030-04-30      | 3.5000%  | 0.0000% | $186783300.00      | $186666644.03      | U.S. Treasuries (including strips)        |
| GNRM 2017-93 A           | 2047-02-20      | 2.5000%  | 0.0000% | $1050000.00        | $231152.57         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-083 CV         | 2029-09-20      | 3.5000%  | 0.0000% | $5577000.00        | $1948752.06        | Agency Collateralized Mortgage Obligation |
| GNCL CL DN3159           | 2068-07-15      | 5.7000%  | 0.0000% | $2000.00           | $2088.94           | Agency Mortgage-Backed Securities         |
| GNMI SF 698218 X         | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3276.85           | Agency Mortgage-Backed Securities         |
| GNII SP 787405 C         | 2052-02-20      | 2.5000%  | 0.0000% | $23903.00          | $16934.96          | Agency Mortgage-Backed Securities         |
| GNMI SP 781038 X         | 2029-05-15      | 6.5000%  | 0.0000% | $27000.00          | $20.59             | Agency Mortgage-Backed Securities         |
| GNMI SF 575495 X         | 2032-02-15      | 6.0000%  | 0.0000% | $74000.00          | $107.49            | Agency Mortgage-Backed Securities         |
| GNII SF 002592 M         | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $29.84             | Agency Mortgage-Backed Securities         |
| GNMI SF 696528 X         | 2038-08-15      | 6.0000%  | 0.0000% | $92000.00          | $220.85            | Agency Mortgage-Backed Securities         |
| GNRM 2024-022 EL         | 2054-02-20      | 3.0000%  | 0.0000% | $2308869.00        | $1703423.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2011-069 GX         | 2040-05-16      | 4.5000%  | 0.0000% | $80000.00          | $40.00             | Agency Collateralized Mortgage Obligation |
| GNMI SF BS5197 X         | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2553.69           | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M         | 2049-05-20      | 3.5000%  | 0.0000% | $3000.00           | $51.19             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CQMA1789     | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $131.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M         | 2047-04-20      | 4.0000%  | 0.0000% | $938000.00         | $80070.78          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB3738     | 2041-10-01      | 3.5000%  | 0.0000% | $1500000.00        | $66633.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB7941     | 2043-02-01      | 3.0000%  | 0.0000% | $164547.00         | $43459.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA4452 M         | 2047-05-20      | 4.0000%  | 0.0000% | $680000.00         | $59901.59          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942696     | 2037-08-01      | 6.0000%  | 0.0000% | $257000.00         | $2418.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732     | 2052-09-01      | 4.0000%  | 0.0000% | $7200.00           | $5365.57           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6149     | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $12728.49          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4314     | 2050-08-01      | 2.5000%  | 0.0000% | $38922.00          | $17724.35          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6619     | 2036-03-01      | 2.0000%  | 0.0000% | $17000.00          | $6992.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5131     | 2056-04-01      | 6.0000%  | 0.0000% | $1025.00           | $1065.77           | Agency Mortgage-Backed Securities         |
| GNII SF MA1447 M         | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $67937.36          | Agency Mortgage-Backed Securities         |
| GNII JM MA5640 M         | 2048-11-20      | 3.5000%  | 0.0000% | $6481.00           | $111.72            | Agency Mortgage-Backed Securities         |
| GNII RG CO7322 C         | 2047-04-20      | 3.0000%  | 0.0000% | $100000.00         | $56708.02          | Agency Mortgage-Backed Securities         |
| GNII SF BG0317 C         | 2048-02-20      | 3.0000%  | 0.0000% | $1000.00           | $47.14             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-02-25      | 0.9000%  | 0.0000% | $70000.00          | $68282.41          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-10-29      | 1.2000%  | 0.0000% | $35000.00          | $34651.35          | Agency Debentures and Agency Strips       |
| GNMI SF 638161 X         | 2035-02-15      | 5.5000%  | 0.0000% | $30000.00          | $669.42            | Agency Mortgage-Backed Securities         |
| GNMI SF 677202 X         | 2038-08-15      | 6.5000%  | 0.0000% | $3460152.00        | $88052.25          | Agency Mortgage-Backed Securities         |
| GNMI SF 677019 X         | 2038-05-15      | 6.5000%  | 0.0000% | $1841150.00        | $16027.88          | Agency Mortgage-Backed Securities         |
| GNMI SF 705406 X         | 2039-01-15      | 6.5000%  | 0.0000% | $589915.00         | $2036.27           | Agency Mortgage-Backed Securities         |
| GNII SF MA7366 M         | 2051-05-20      | 2.0000%  | 0.0000% | $1000.00           | $516.85            | Agency Mortgage-Backed Securities         |
| GNII JM MA7042 M         | 2050-12-20      | 2.0000%  | 0.0000% | $131896.00         | $65628.21          | Agency Mortgage-Backed Securities         |
| GNII RG CO8601 C         | 2048-12-20      | 4.0000%  | 0.0000% | $50000.00          | $32455.85          | Agency Mortgage-Backed Securities         |
| GNMI SF 682229 X         | 2049-07-15      | 4.0000%  | 0.0000% | $13034.00          | $1641.50           | Agency Mortgage-Backed Securities         |
| GNRM 2013-69 PD          | 2043-05-20      | 2.0000%  | 0.0000% | $5000000.00        | $202744.92         | Agency Collateralized Mortgage Obligation |
| GNMI SF 689876 X         | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $4032.90           | Agency Mortgage-Backed Securities         |
| GNII SF DP3249 C         | 2055-12-20      | 5.5000%  | 0.0000% | $1003.00           | $1019.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA6819 M         | 2050-08-20      | 2.5000%  | 0.0000% | $155000.00         | $51850.25          | Agency Mortgage-Backed Securities         |
| GNII SF 003736 M         | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $499.74            | Agency Mortgage-Backed Securities         |
| GNII SF 005312 M         | 2041-11-20      | 3.0000%  | 0.0000% | $25000.00          | $1699.68           | Agency Mortgage-Backed Securities         |
| GNPL PN CU4637           | 2058-11-15      | 5.7400%  | 0.0000% | $2000.00           | $2059.70           | Agency Mortgage-Backed Securities         |
| GNII RG CP3380 C         | 2047-11-20      | 3.0000%  | 0.0000% | $123000.00         | $80365.07          | Agency Mortgage-Backed Securities         |
| GNII SF 005189 M         | 2039-04-20      | 6.0000%  | 0.0000% | $693357.00         | $15275.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA4017     | 2040-05-01      | 3.0000%  | 0.0000% | $37000.00          | $9471.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA4811     | 2042-09-01      | 5.0000%  | 0.0000% | $1000.00           | $574.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700     | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3706.48           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4537     | 2037-02-01      | 2.5000%  | 0.0000% | $15098.00          | $7920.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867     | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $795.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531     | 2054-11-01      | 5.5000%  | 0.0000% | $11000.00          | $9064.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3327     | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6608.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4389     | 2056-01-01      | 5.5000%  | 0.0000% | $1013.00           | $1027.70           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4393     | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $992.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4635     | 2055-12-01      | 6.5000%  | 0.0000% | $1011.00           | $1048.73           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6018     | 2042-08-01      | 3.5000%  | 0.0000% | $318896.00         | $21699.12          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAB5692     | 2042-06-01      | 4.0000%  | 0.0000% | $169000.00         | $16498.04          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1631     | 2051-02-01      | 2.5000%  | 0.0000% | $97000.00          | $60316.55          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA6026     | 2056-03-01      | 3.5000%  | 0.0000% | $1000.00           | $917.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA3689     | 2029-05-01      | 4.0000%  | 0.0000% | $398000.00         | $51908.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5073     | 2052-11-01      | 4.0000%  | 0.0000% | $1008.00           | $733.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0395     | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2030.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3696     | 2037-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1820.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL896019     | 2036-08-01      | 6.0000%  | 0.0000% | $333324.00         | $508.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9303     | 2052-09-01      | 5.0000%  | 0.0000% | $1002.00           | $675.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3622     | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $6644.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3270     | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $884.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3340     | 2035-05-01      | 3.5000%  | 0.0000% | $121000.00         | $12816.25          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB4377     | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $800.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3799     | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $274.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW9903     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $677.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0174     | 2057-02-01      | 3.0000%  | 0.0000% | $2000.00           | $629.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5827     | 2049-04-01      | 5.0000%  | 0.0000% | $1175000.00        | $84231.03          | Agency Mortgage-Backed Securities         |
| GNII SF DL0474 C         | 2055-08-20      | 6.0000%  | 0.0000% | $1003.00           | $1025.14           | Agency Mortgage-Backed Securities         |
| GNRM 2025-216 CD         | 2054-08-20      | 4.5000%  | 0.0000% | $8206446.00        | $7374538.64        | Agency Collateralized Mortgage Obligation |
| GNMI SF 687924 X         | 2038-09-15      | 6.0000%  | 0.0000% | $435656.00         | $1510.28           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2028-12-29      | 1.0000%  | 0.0000% | $30000.00          | $27727.43          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2050-02-25      | 5.5000%  | 0.0000% | $12190930.00       | $4710524.39        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL829141     | 2035-10-01      | 6.0000%  | 0.0000% | $95749.00          | $774.55            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL323703     | 2028-01-01      | 8.0000%  | 0.0000% | $345000.00         | $12.40             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2052-02-25      | 5.0000%  | 0.0000% | $22425000.00       | $14601233.01       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CRAP9766     | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.84            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2036-07-25      | 5.5000%  | 0.0000% | $4634927.00        | $4565497.10        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL869667     | 2036-03-01      | 6.0000%  | 0.0000% | $236509.00         | $2270.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAL4741     | 2044-01-01      | 4.5000%  | 0.0000% | $700000.00         | $86138.13          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $25617272.10       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-10-25      | 5.1119%  | 0.0000% | $15860000.00       | $8903218.88        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2026-12-30      | 0.7000%  | 0.0000% | $45000.00          | $43967.07          | Agency Debentures and Agency Strips       |
| 04.500 FGPC C91295 G     | 2030-04-01      | 4.5000%  | 0.0000% | $1000.00           | $12.86             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-01-27      | 2.0500%  | 0.0000% | $65000.00          | $64222.95          | Agency Debentures and Agency Strips       |
| 03.500 FGPC G08671 G     | 2045-10-01      | 3.5000%  | 0.0000% | $483333.00         | $45352.67          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-03-29      | 2.3000%  | 0.0000% | $100000.00         | $98524.38          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-05-04      | 1.2000%  | 0.0000% | $90000.00          | $34193.22          | Agency Debentures and Agency Strips       |
| 04.500 FGPC C91288 G     | 2030-02-01      | 4.5000%  | 0.0000% | $12692.00          | $147.48            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08641 G     | 2045-05-01      | 3.5000%  | 0.0000% | $750000.00         | $76783.35          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C09000 G     | 2042-06-01      | 3.5000%  | 0.0000% | $520000.00         | $39066.35          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-06-15      | 1.2500%  | 0.0000% | $120000.00         | $58439.07          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2030-05-31      | 3.7500%  | 0.0000% | $9025900.00        | $9083482.17        | U.S. Treasuries (including strips)        |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $41.57             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-12-25      | 5.5000%  | 0.0000% | $2500000.00        | $2110269.01        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7239725.92        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-05-25      | 4.8619%  | 0.0000% | $5000000.00        | $3737898.86        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $1911661.91        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-12-25      | 5.5000%  | 0.0000% | $18042157.00       | $15777241.63       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2056-03-25      | 4.5619%  | 0.0000% | $63835601.00       | $62400916.04       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $28098030.51       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL545341     | 2031-12-01      | 6.5000%  | 0.0000% | $4083188.00        | $2770.73           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2056-03-25      | 4.5119%  | 0.0000% | $1140000.00        | $1107665.81        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-02-25      | 5.1119%  | 0.0000% | $35000000.00       | $19210403.44       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-03-25      | 5.0619%  | 0.0000% | $36500000.00       | $26303616.15       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-09-25      | 4.8619%  | 0.0000% | $75000000.00       | $40029352.89       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 K2253973     | 2031-07-01      | 6.5000%  | 0.0000% | $10339.00          | $5.85              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL256436     | 2036-10-01      | 6.0000%  | 0.0000% | $285000.00         | $1191.05           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2030-01-14      | 2.2500%  | 0.0000% | $30000.00          | $28365.85          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-11-27      | 2.0800%  | 0.0000% | $75000.00          | $70835.51          | Agency Debentures and Agency Strips       |
| FNMS 05.500 CL254548     | 2032-12-01      | 5.5000%  | 0.0000% | $32685.00          | $90.00             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2051-03-25      | 5.0000%  | 0.0000% | $40426493.00       | $25520651.50       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2056-03-25      | 4.4619%  | 0.0000% | $35635482.00       | $35216645.71       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2026-10-28      | 1.1200%  | 0.0000% | $50000.00          | $49478.80          | Agency Debentures and Agency Strips       |
| FNMS 04.500 I4BF0148     | 2056-04-01      | 4.5000%  | 0.0000% | $100000.00         | $28139.71          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2928     | 2055-07-01      | 6.0000%  | 0.0000% | $3040.00           | $2848.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0737     | 2051-06-01      | 3.0000%  | 0.0000% | $50000.00          | $27578.14          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2854     | 2052-02-01      | 2.5000%  | 0.0000% | $114062.00         | $70102.14          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4404     | 2036-08-01      | 2.5000%  | 0.0000% | $5000.00           | $2554.33           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497     | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $8759.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600     | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5528.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB1808     | 2040-11-01      | 4.0000%  | 0.0000% | $5120.00           | $494.46            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4178     | 2035-11-01      | 1.5000%  | 0.0000% | $50000.00          | $21169.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942148     | 2037-07-01      | 6.0000%  | 0.0000% | $207000.00         | $2404.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891780     | 2036-06-01      | 6.0000%  | 0.0000% | $400699.00         | $4275.21           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4874     | 2050-11-01      | 2.5000%  | 0.0000% | $139766.00         | $68495.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5994     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $794.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3525     | 2052-10-01      | 4.0000%  | 0.0000% | $21526.00          | $16102.32          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4403     | 2055-12-01      | 6.5000%  | 0.0000% | $1021.00           | $1018.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4768     | 2055-10-01      | 6.5000%  | 0.0000% | $1056.00           | $1031.50           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4054     | 2038-02-01      | 2.5000%  | 0.0000% | $11599.00          | $7091.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0442     | 2054-11-01      | 3.5000%  | 0.0000% | $6646.00           | $5636.61           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1493     | 2043-05-01      | 2.5000%  | 0.0000% | $29787.00          | $6485.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5202     | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $653.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1769     | 2052-05-01      | 3.0000%  | 0.0000% | $7187.00           | $5975.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB1796     | 2040-11-01      | 3.5000%  | 0.0000% | $557433.00         | $28980.78          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB7728     | 2043-01-01      | 2.5000%  | 0.0000% | $277115.00         | $54149.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN6135     | 2049-02-01      | 4.0000%  | 0.0000% | $498000.00         | $36783.29          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX7702     | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $55532.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0844     | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $690.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4119     | 2049-09-01      | 4.0000%  | 0.0000% | $95144.00          | $23759.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4794     | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $13029.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3946     | 2049-01-01      | 4.0000%  | 0.0000% | $261000.00         | $65529.71          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495     | 2041-07-01      | 6.0000%  | 0.0000% | $127000.00         | $33076.75          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 GLBM5227     | 2039-12-01      | 5.5000%  | 0.0000% | $85000.00          | $27910.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555424     | 2033-05-01      | 5.5000%  | 0.0000% | $21376.00          | $77.90             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2052-01-25      | 5.0000%  | 0.0000% | $11305000.00       | $7206600.54        | Agency Collateralized Mortgage Obligation |
| Farm Federal Credit Bank | 2027-01-22      | 0.7400%  | 0.0000% | $50000.00          | $48839.82          | Agency Debentures and Agency Strips       |
| FNMS 04.500 CLDC7042     | 2054-12-01      | 4.5000%  | 0.0000% | $85545.00          | $74635.13          | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535428     | 2030-08-01      | 8.0000%  | 0.0000% | $417449.00         | $69.13             | Agency Mortgage-Backed Securities         |
| GNII SF MB0206 M         | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $604.14            | Agency Mortgage-Backed Securities         |
| GNII JM MA6856 M         | 2050-09-20      | 3.0000%  | 0.0000% | $3000.00           | $536.14            | Agency Mortgage-Backed Securities         |
| GNII SF MA1376 M         | 2043-10-20      | 4.0000%  | 0.0000% | $1249000.00        | $65788.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA2891 M         | 2045-06-20      | 3.0000%  | 0.0000% | $1000.00           | $93.53             | Agency Mortgage-Backed Securities         |
| GNII SF MA2076 M         | 2044-07-20      | 5.0000%  | 0.0000% | $371061.00         | $17421.35          | Agency Mortgage-Backed Securities         |
| GNII RG CO7019 C         | 2047-01-20      | 3.0000%  | 0.0000% | $82000.00          | $55496.06          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5207     | 2053-11-01      | 4.0000%  | 0.0000% | $8000.00           | $6601.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5915     | 2040-12-01      | 4.5000%  | 0.0000% | $51942.00          | $49143.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA1091 M         | 2043-06-20      | 4.0000%  | 0.0000% | $850000.00         | $82260.54          | Agency Mortgage-Backed Securities         |
| GNRM 2026-045 L          | 2056-03-20      | 5.0000%  | 0.0000% | $15000000.00       | $15120220.01       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-045 LB         | 2056-03-20      | 4.5000%  | 0.0000% | $11148000.00       | $11014859.44       | Agency Collateralized Mortgage Obligation |
| GNMI SF 748670 X         | 2040-10-15      | 4.0000%  | 0.0000% | $752000.00         | $63128.22          | Agency Mortgage-Backed Securities         |
| GNRM 2012-074 AD         | 2042-01-20      | 2.0000%  | 0.0000% | $5500000.00        | $162099.31         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-100 LP         | 2043-10-16      | 2.5000%  | 0.0000% | $31728000.00       | $1504784.49        | Agency Collateralized Mortgage Obligation |
| GNII SF AD8811 C         | 2043-03-20      | 3.0000%  | 0.0000% | $400000.00         | $60585.49          | Agency Mortgage-Backed Securities         |
| GNMI SF BU5340 X         | 2050-04-15      | 3.0000%  | 0.0000% | $530000.00         | $81024.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7106     | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $94.53             | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2026-09-24      | 1.8750%  | 0.0000% | $82000.00          | $81286.48          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-03-15      | 1.5500%  | 0.0000% | $10000.00          | $9354.04           | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-08-13      | 0.7000%  | 0.0000% | $25000.00          | $24738.66          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLZI7346     | 2038-04-01      | 5.5000%  | 0.0000% | $4864.00           | $30.10             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08591 G     | 2044-06-01      | 3.5000%  | 0.0000% | $490000.00         | $30711.24          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-06-11      | 0.9000%  | 0.0000% | $50000.00          | $49853.55          | Agency Debentures and Agency Strips       |
| FMAR 1J1920 G            | 2038-10-01      | 6.2580%  | 0.0000% | $53000.00          | $303.81            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-01-28      | 1.7000%  | 0.0000% | $55000.00          | $54215.37          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2029-10-17      | 2.1900%  | 0.0000% | $30000.00          | $28608.80          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-01-27      | 1.5000%  | 0.0000% | $30000.00          | $29510.12          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2029-01-08      | 1.0000%  | 0.0000% | $15000.00          | $13905.52          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2031-05-12      | 2.0500%  | 0.0000% | $30000.00          | $27520.60          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-01-27      | 1.5400%  | 0.0000% | $25000.00          | $24601.54          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-05-10      | 3.2000%  | 0.0000% | $25000.00          | $25151.71          | Agency Debentures and Agency Strips       |
| 03.500 FGPC G08813 G     | 2048-05-01      | 3.5000%  | 0.0000% | $332940.00         | $37438.55          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-03-25      | 2.6000%  | 0.0000% | $35000.00          | $34616.45          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2028-03-10      | 3.7500%  | 0.0000% | $50000.00          | $49920.82          | Agency Debentures and Agency Strips       |
| 3.00 FHLB 27 GL          | 2027-09-10      | 3.0000%  | 0.0000% | $100000.00         | $98915.70          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2030-10-02      | 4.0000%  | 0.0000% | $20000.00          | $20215.64          | Agency Debentures and Agency Strips       |
| GNRM 2025-122 PL         | 2055-07-20      | 5.0000%  | 0.0000% | $2417000.00        | $2221130.35        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-084 MW         | 2053-06-20      | 6.0000%  | 0.0000% | $5000000.00        | $5174755.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 PL         | 2055-08-20      | 5.0000%  | 0.0000% | $3673929.00        | $3454101.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-178 DL         | 2055-10-20      | 5.0000%  | 0.0000% | $2396800.00        | $2180864.30        | Agency Collateralized Mortgage Obligation |
| GNII SF 004835 M         | 2040-10-20      | 5.0000%  | 0.0000% | $50000.00          | $1913.21           | Agency Mortgage-Backed Securities         |
| GNII SF 005124 M         | 2039-01-20      | 6.0000%  | 0.0000% | $107845.00         | $4335.74           | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M         | 2039-10-20      | 5.0000%  | 0.0000% | $700000.00         | $3487.53           | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M         | 2038-09-20      | 6.0000%  | 0.0000% | $2600000.00        | $21675.35          | Agency Mortgage-Backed Securities         |
| GNII SF 003998 M         | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1033.95           | Agency Mortgage-Backed Securities         |
| GNII JM 004796 M         | 2040-09-20      | 4.5000%  | 0.0000% | $300000.00         | $1930.62           | Agency Mortgage-Backed Securities         |
| GNII JM 004850 M         | 2040-11-20      | 4.5000%  | 0.0000% | $925000.00         | $10661.35          | Agency Mortgage-Backed Securities         |
| GNII JM 004829 M         | 2040-10-20      | 5.0000%  | 0.0000% | $6001.00           | $28.15             | Agency Mortgage-Backed Securities         |
| GNRM 2024-024 AD         | 2052-03-20      | 5.0000%  | 0.0000% | $2000000.00        | $1161565.09        | Agency Collateralized Mortgage Obligation |
| GNII JM 004310 M         | 2038-12-20      | 6.0000%  | 0.0000% | $20697.00          | $36.52             | Agency Mortgage-Backed Securities         |
| GNII SP 783356 C         | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1450.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 664352 X         | 2037-09-15      | 6.5000%  | 0.0000% | $66169.00          | $1408.13           | Agency Mortgage-Backed Securities         |
| GNMI SF 617332 X         | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2662.07           | Agency Mortgage-Backed Securities         |
| GNRM 2015-043 DM         | 2045-03-20      | 2.5000%  | 0.0000% | $70000.00          | $42221.42          | Agency Collateralized Mortgage Obligation |
| GNMI SF 697713 X         | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $303.18            | Agency Mortgage-Backed Securities         |
| GNMI SF 700933 X         | 2038-11-15      | 6.0000%  | 0.0000% | $127499.00         | $1868.91           | Agency Mortgage-Backed Securities         |
| GNRM 2025-046 CL         | 2055-03-20      | 5.0000%  | 0.0000% | $814585.00         | $761842.79         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 PA         | 2055-12-20      | 4.7500%  | 0.0000% | $10000000.00       | $9836831.48        | Agency Collateralized Mortgage Obligation |
| GNII SF AJ2723 C         | 2044-08-20      | 4.0000%  | 0.0000% | $79425.00          | $8910.67           | Agency Mortgage-Backed Securities         |
| GNRM 2026-045 LA         | 2056-03-20      | 4.7500%  | 0.0000% | $20000000.00       | $19957266.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 GL         | 2054-09-20      | 5.0000%  | 0.0000% | $596042.00         | $554934.57         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-110 JC         | 2047-09-20      | 3.0000%  | 0.0000% | $29837421.00       | $21770538.72       | Agency Collateralized Mortgage Obligation |
| GNII RG CK9415 C         | 2047-09-20      | 3.0000%  | 0.0000% | $107000.00         | $70469.76          | Agency Mortgage-Backed Securities         |
| GNMI SP 782517 X         | 2038-12-15      | 6.0000%  | 0.0000% | $335317.00         | $6147.85           | Agency Mortgage-Backed Securities         |
| GNMI SP 781969 X         | 2035-08-15      | 5.0000%  | 0.0000% | $541613.00         | $9488.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA5081 M         | 2048-03-20      | 5.5000%  | 0.0000% | $417400.00         | $46649.16          | Agency Mortgage-Backed Securities         |
| GNII JM MA6330 M         | 2049-12-20      | 3.5000%  | 0.0000% | $3000.00           | $311.57            | Agency Mortgage-Backed Securities         |
| GNII JM MA5253 M         | 2048-06-20      | 3.5000%  | 0.0000% | $1383.00           | $46.91             | Agency Mortgage-Backed Securities         |
| GNPL PN CV1944           | 2065-12-15      | 5.7400%  | 0.0000% | $1007.00           | $1058.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761     | 2055-07-01      | 6.0000%  | 0.0000% | $12000.00          | $10025.24          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CNMA5457     | 2034-07-01      | 6.0000%  | 0.0000% | $101387.00         | $46439.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673     | 2055-04-01      | 5.5000%  | 0.0000% | $29279.00          | $24458.83          | Agency Mortgage-Backed Securities         |
| GNII SF BZ6216 C         | 2050-12-20      | 2.5000%  | 0.0000% | $4000.00           | $1884.24           | Agency Mortgage-Backed Securities         |
| GNII JM MA5699 M         | 2049-01-20      | 3.5000%  | 0.0000% | $676621.00         | $19592.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA5195 M         | 2048-05-20      | 5.5000%  | 0.0000% | $1354161.00        | $98477.06          | Agency Mortgage-Backed Securities         |
| GNII SF MA5140 M         | 2048-04-20      | 5.5000%  | 0.0000% | $342584.00         | $34637.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA5021 M         | 2048-02-20      | 4.5000%  | 0.0000% | $635676.00         | $49737.84          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5500     | 2042-07-01      | 3.5000%  | 0.0000% | $515000.00         | $63436.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2445     | 2045-10-01      | 3.5000%  | 0.0000% | $650000.00         | $61225.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1547     | 2043-07-01      | 4.0000%  | 0.0000% | $297779.00         | $50318.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699     | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $926.01            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CZ913249     | 2047-03-01      | 7.0000%  | 0.0000% | $4088.00           | $46.27             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5583     | 2042-07-01      | 3.5000%  | 0.0000% | $470000.00         | $40428.43          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5529     | 2054-11-01      | 4.5000%  | 0.0000% | $18991.00          | $16913.01          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3097     | 2027-08-01      | 3.5000%  | 0.0000% | $4000.00           | $98.25             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885307     | 2036-06-01      | 6.0000%  | 0.0000% | $395664.00         | $937.15            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q55389 G     | 2048-04-01      | 3.5000%  | 0.0000% | $332940.00         | $41057.64          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q28457 G     | 2044-09-01      | 3.5000%  | 0.0000% | $780000.00         | $58367.49          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2028-08-16      | 1.0000%  | 0.0000% | $20000.00          | $18705.03          | Agency Debentures and Agency Strips       |
| 03.500 FGPC G08711 G     | 2046-06-01      | 3.5000%  | 0.0000% | $477059.00         | $51928.67          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4570     | 2044-06-01      | 4.0000%  | 0.0000% | $1021.00           | $59.41             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08808 G     | 2048-04-01      | 3.5000%  | 0.0000% | $318276.00         | $37220.50          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G     | 2047-09-01      | 3.5000%  | 0.0000% | $275000.00         | $31000.96          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08632 G     | 2045-03-01      | 3.5000%  | 0.0000% | $1031.00           | $95.31             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRBM6849     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $558.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK4951     | 2042-03-01      | 3.5000%  | 0.0000% | $485000.00         | $54771.57          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2935     | 2043-02-01      | 3.5000%  | 0.0000% | $625000.00         | $80116.95          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91385 G     | 2031-08-01      | 4.0000%  | 0.0000% | $1049.00           | $37.21             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08766 G     | 2047-06-01      | 3.5000%  | 0.0000% | $486486.00         | $48081.62          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC D98784 G     | 2031-09-01      | 4.0000%  | 0.0000% | $35884.00          | $413.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5269     | 2054-12-01      | 4.5000%  | 0.0000% | $1004.00           | $914.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1443     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1258     | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1012.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3111     | 2049-04-01      | 4.0000%  | 0.0000% | $2010.00           | $99.85             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDF0563     | 2041-02-01      | 4.5000%  | 0.0000% | $5001.00           | $4973.87           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05394 G     | 2035-05-01      | 7.0000%  | 0.0000% | $19633.00          | $884.90            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2029-07-06      | 1.6100%  | 0.0000% | $2000.00           | $1867.78           | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-07-13      | 1.2300%  | 0.0000% | $25000.00          | $23618.22          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-04-27      | 0.9800%  | 0.0000% | $25000.00          | $24349.31          | Agency Debentures and Agency Strips       |
| FNMS 06.500 CLBX6441     | 2053-02-01      | 6.5000%  | 0.0000% | $98000.00          | $51663.09          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0056     | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $154.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1317     | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $993.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8171     | 2056-01-01      | 5.0000%  | 0.0000% | $1220.00           | $1181.60           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3026     | 2051-11-01      | 2.5000%  | 0.0000% | $148248.00         | $94691.21          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3851     | 2052-06-01      | 4.0000%  | 0.0000% | $40000.00          | $27487.70          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2026-11-23      | 1.4300%  | 0.0000% | $45000.00          | $44552.72          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-06-27      | 2.8400%  | 0.0000% | $25000.00          | $24369.04          | Agency Debentures and Agency Strips       |
| 03.500 FGPC U99186 G     | 2047-01-01      | 3.5000%  | 0.0000% | $96000.00          | $19141.54          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2029-08-20      | 1.1400%  | 0.0000% | $60000.00          | $54847.64          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2030-01-14      | 3.8700%  | 0.0000% | $50000.00          | $50014.97          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-04-28      | 1.2000%  | 0.0000% | $60000.00          | $58652.88          | Agency Debentures and Agency Strips       |
| GNRM 2021-194 KT         | 2051-11-20      | 5.5000%  | 0.0000% | $7200000.00        | $5488388.61        | Agency Collateralized Mortgage Obligation |
| GNII SP 784119 M         | 2046-02-20      | 3.0000%  | 0.0000% | $79539.00          | $9330.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M         | 2054-03-20      | 5.5000%  | 0.0000% | $14695.00          | $10686.71          | Agency Mortgage-Backed Securities         |
| GNRM 2021-083 LQ         | 2051-05-20      | 5.5000%  | 0.0000% | $3200000.00        | $2201755.18        | Agency Collateralized Mortgage Obligation |
| GNMI SP 784315 X         | 2036-06-15      | 6.0000%  | 0.0000% | $951247.00         | $15944.46          | Agency Mortgage-Backed Securities         |
| GNII JM 004880 M         | 2040-12-20      | 4.5000%  | 0.0000% | $975000.00         | $21306.11          | Agency Mortgage-Backed Securities         |
| GNII SF 003899 M         | 2036-09-20      | 6.0000%  | 0.0000% | $955230.00         | $7486.61           | Agency Mortgage-Backed Securities         |
| GNII SF 004976 M         | 2041-03-20      | 3.5000%  | 0.0000% | $19503.00          | $1540.55           | Agency Mortgage-Backed Securities         |
| GNII SF 005334 M         | 2042-02-20      | 5.0000%  | 0.0000% | $955000.00         | $42347.43          | Agency Mortgage-Backed Securities         |
| GNMI SP 780994 X         | 2029-03-15      | 6.0000%  | 0.0000% | $100000.00         | $86.68             | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M         | 2038-10-20      | 6.0000%  | 0.0000% | $11599090.00       | $6542.77           | Agency Mortgage-Backed Securities         |
| GNMI BD 621752 X         | 2033-11-15      | 6.5000%  | 0.0000% | $3999500.00        | $7498.62           | Agency Mortgage-Backed Securities         |
| GNII SF AX4343 C         | 2046-10-20      | 3.5000%  | 0.0000% | $9171.00           | $2369.45           | Agency Mortgage-Backed Securities         |
| GNII SF AS9259 C         | 2046-07-20      | 3.0000%  | 0.0000% | $44000.00          | $11399.69          | Agency Mortgage-Backed Securities         |
| GNCL CL DM1422           | 2067-09-15      | 6.0100%  | 0.0000% | $1000.00           | $1064.41           | Agency Mortgage-Backed Securities         |
| GNII JM 004879 M         | 2040-12-20      | 4.0000%  | 0.0000% | $2000.00           | $30.52             | Agency Mortgage-Backed Securities         |
| GNII SF DM3669 C         | 2055-10-20      | 6.5000%  | 0.0000% | $2007.00           | $2109.34           | Agency Mortgage-Backed Securities         |
| GNRM 2014-76 BP          | 2040-01-20      | 2.2500%  | 0.0000% | $58550000.00       | $2839619.04        | Agency Collateralized Mortgage Obligation |
| GNII SF 003797 M         | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $921.37            | Agency Mortgage-Backed Securities         |
| GNII SF 003829 M         | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $714.98            | Agency Mortgage-Backed Securities         |
| GNII SF 004923 M         | 2041-01-20      | 4.5000%  | 0.0000% | $100000.00         | $4687.55           | Agency Mortgage-Backed Securities         |
| GNII SF 004541 M         | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $446.59            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ8021           | 2060-07-15      | 5.7000%  | 0.0000% | $1000.00           | $1042.71           | Agency Mortgage-Backed Securities         |
| GNRM 2025-005 PL         | 2055-01-20      | 5.5000%  | 0.0000% | $1927617.00        | $1927609.93        | Agency Collateralized Mortgage Obligation |
| GNII JM 004488 M         | 2039-07-20      | 4.5000%  | 0.0000% | $2000000.00        | $2418.92           | Agency Mortgage-Backed Securities         |
| GNII SF 005259 M         | 2041-12-20      | 4.0000%  | 0.0000% | $1107725.00        | $53739.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA6476 M         | 2050-02-20      | 4.0000%  | 0.0000% | $2004.00           | $269.65            | Agency Mortgage-Backed Securities         |
| GNII FS 004436 M         | 2039-05-20      | 4.5000%  | 0.0000% | $860013.00         | $36168.29          | Agency Mortgage-Backed Securities         |
| GNII SF 003185 M         | 2032-01-20      | 5.5000%  | 0.0000% | $1864168.00        | $7559.04           | Agency Mortgage-Backed Securities         |
| GNII JM 004631 M         | 2040-02-20      | 4.5000%  | 0.0000% | $50000.00          | $986.99            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438     | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1786.36           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936     | 2050-02-01      | 2.5000%  | 0.0000% | $8000.00           | $1741.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5951     | 2041-01-01      | 5.0000%  | 0.0000% | $93501.00          | $91589.65          | Agency Mortgage-Backed Securities         |
| GNII RG CK9357 C         | 2047-03-20      | 3.0000%  | 0.0000% | $126000.00         | $80689.26          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAE0937     | 2041-02-01      | 3.5000%  | 0.0000% | $800000.00         | $47788.03          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CNMA5050     | 2033-04-01      | 5.5000%  | 0.0000% | $4000.00           | $1170.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5824     | 2055-09-01      | 6.5000%  | 0.0000% | $96044.00          | $81521.83          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8108     | 2052-01-01      | 2.5000%  | 0.0000% | $98000.00          | $72319.96          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL886294     | 2036-08-01      | 6.0000%  | 0.0000% | $363533.00         | $2317.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1790     | 2052-05-01      | 4.0000%  | 0.0000% | $7000.00           | $4875.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2463     | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1336.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3503     | 2049-05-01      | 4.0000%  | 0.0000% | $462000.00         | $41715.65          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2831     | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1367.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3694     | 2054-11-01      | 6.5000%  | 0.0000% | $1024.00           | $974.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782     | 2052-10-01      | 3.5000%  | 0.0000% | $17000.00          | $12760.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4684     | 2052-06-01      | 4.5000%  | 0.0000% | $68000.00          | $47429.13          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1780     | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2870     | 2050-03-01      | 3.0000%  | 0.0000% | $27000.00          | $9634.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1808     | 2056-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1016.76           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT2752     | 2036-08-01      | 2.0000%  | 0.0000% | $169000.00         | $72484.73          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIBV6012     | 2040-07-01      | 4.5000%  | 0.0000% | $25224.00          | $24386.66          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC0172     | 2046-01-01      | 3.5000%  | 0.0000% | $687719.00         | $68959.62          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2817     | 2046-09-01      | 3.0000%  | 0.0000% | $398000.00         | $85320.61          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO2979     | 2042-05-01      | 3.5000%  | 0.0000% | $573757.00         | $43001.80          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2672     | 2042-08-01      | 3.5000%  | 0.0000% | $570000.00         | $59294.73          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9330     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV8546     | 2052-05-01      | 3.5000%  | 0.0000% | $98000.00          | $60588.20          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR6496     | 2051-04-01      | 2.5000%  | 0.0000% | $100000.00         | $48765.44          | Agency Mortgage-Backed Securities         |
| GNRM 2025-216 P          | 2055-12-20      | 5.0000%  | 0.0000% | $10000000.00       | $9901342.13        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0208 M         | 2055-02-20      | 7.0000%  | 0.0000% | $11263.00          | $5132.43           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4048 C         | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.58           | Agency Mortgage-Backed Securities         |
| GNRM 2024-203 DV         | 2035-12-20      | 5.0000%  | 0.0000% | $1455418.00        | $1341046.69        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 CL         | 2053-11-20      | 6.0000%  | 0.0000% | $17891708.00       | $18471130.96       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-005 QA         | 2055-01-20      | 5.5000%  | 0.0000% | $1605395.00        | $1385157.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 EL         | 2054-07-20      | 5.0000%  | 0.0000% | $716888.00         | $701839.57         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 BL         | 2054-06-20      | 5.5000%  | 0.0000% | $5538331.00        | $5590958.07        | Agency Collateralized Mortgage Obligation |
| GNII SF DP6778 C         | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.23           | Agency Mortgage-Backed Securities         |
| GNII SF MA4324 M         | 2047-03-20      | 5.0000%  | 0.0000% | $2000.00           | $167.01            | Agency Mortgage-Backed Securities         |
| GNII SF 004832 M         | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3527.08           | Agency Mortgage-Backed Securities         |
| GNRM 2024-001 TA         | 2048-08-20      | 5.5000%  | 0.0000% | $3800000.00        | $805817.66         | Agency Collateralized Mortgage Obligation |
| GNII JM MA5517 M         | 2048-09-20      | 3.5000%  | 0.0000% | $505000.00         | $15493.27          | Agency Mortgage-Backed Securities         |
| GNII JM MA5388 M         | 2048-07-20      | 4.0000%  | 0.0000% | $17151.00          | $397.98            | Agency Mortgage-Backed Securities         |
| GNII SF DL5446 C         | 2055-12-20      | 6.0000%  | 0.0000% | $2000.00           | $2057.84           | Agency Mortgage-Backed Securities         |
| GNMI SF 764579 X         | 2041-08-15      | 5.0000%  | 0.0000% | $117000.00         | $6952.91           | Agency Mortgage-Backed Securities         |
| GNMI SF 553312 X         | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $648.60            | Agency Mortgage-Backed Securities         |
| GNMI SF BT3502 X         | 2050-02-15      | 3.5000%  | 0.0000% | $13692.00          | $963.93            | Agency Mortgage-Backed Securities         |
| GNMI SF 513655 X         | 2029-08-15      | 6.5000%  | 0.0000% | $65070.00          | $232.20            | Agency Mortgage-Backed Securities         |
| GNMI SF 738324 X         | 2041-05-15      | 5.0000%  | 0.0000% | $92259.00          | $4859.51           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5341     | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1708.77           | Agency Mortgage-Backed Securities         |
| GNII JM MA6648 M         | 2050-05-20      | 4.0000%  | 0.0000% | $10000.00          | $1133.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877     | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $949.04            | Agency Mortgage-Backed Securities         |
| GNII JM MA5865 M         | 2049-04-20      | 3.5000%  | 0.0000% | $550000.00         | $12026.86          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3312     | 2037-03-01      | 2.0000%  | 0.0000% | $20000.00          | $11219.61          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8248     | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1493.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0574     | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.68            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM8114     | 2051-06-01      | 2.0000%  | 0.0000% | $43355.00          | $27412.41          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG1298     | 2056-02-01      | 6.5000%  | 0.0000% | $2000.00           | $2098.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138     | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1471.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5460     | 2040-10-01      | 4.0000%  | 0.0000% | $2305.00           | $139.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA1676 M         | 2044-02-20      | 3.0000%  | 0.0000% | $483959.00         | $64991.39          | Agency Mortgage-Backed Securities         |
| GNII JM MA7466 M         | 2051-07-20      | 3.5000%  | 0.0000% | $1000.00           | $488.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5969     | 2056-02-01      | 4.0000%  | 0.0000% | $15305.00          | $14313.51          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAE0594     | 2027-07-01      | 6.0000%  | 0.0000% | $59296.00          | $34.28             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3182     | 2047-11-01      | 3.5000%  | 0.0000% | $765118.00         | $95422.10          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3356     | 2048-05-01      | 3.5000%  | 0.0000% | $206026.00         | $23000.28          | Agency Mortgage-Backed Securities         |
| GNII JM MA6885 M         | 2050-09-20      | 2.0000%  | 0.0000% | $88112.00          | $41282.90          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5297     | 2054-03-01      | 6.5000%  | 0.0000% | $89209.00          | $41097.61          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1146     | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $89.48             | Agency Mortgage-Backed Securities         |
| GNII RG CK9447 C         | 2047-04-20      | 3.0000%  | 0.0000% | $102000.00         | $63455.80          | Agency Mortgage-Backed Securities         |
| GNII SF MA8431 M         | 2052-11-20      | 6.5000%  | 0.0000% | $3622.00           | $1286.53           | Agency Mortgage-Backed Securities         |
| GNII SF MA6220 M         | 2049-10-20      | 4.0000%  | 0.0000% | $300000.00         | $34184.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA5763 M         | 2049-02-20      | 4.0000%  | 0.0000% | $80000.00          | $6068.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA3661 M         | 2046-05-20      | 2.5000%  | 0.0000% | $5000.00           | $830.43            | Agency Mortgage-Backed Securities         |
| GNII SF AS9216 C         | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $6296.94           | Agency Mortgage-Backed Securities         |
| GNII RG CL3644 C         | 2048-02-20      | 3.0000%  | 0.0000% | $166000.00         | $87051.81          | Agency Mortgage-Backed Securities         |
| GNII SF MA5931 M         | 2049-05-20      | 4.0000%  | 0.0000% | $4117.00           | $323.53            | Agency Mortgage-Backed Securities         |
| GNRM 2014-149 KP         | 2044-07-16      | 2.2500%  | 0.0000% | $46106074.00       | $4279212.54        | Agency Collateralized Mortgage Obligation |
| GNII SF MA4722 M         | 2047-09-20      | 5.0000%  | 0.0000% | $1005949.00        | $85507.53          | Agency Mortgage-Backed Securities         |
| GNRM 2014-184 LE         | 2044-09-20      | 3.5000%  | 0.0000% | $1489937.00        | $379665.59         | Agency Collateralized Mortgage Obligation |
| GNII SF 004800 M         | 2040-09-20      | 4.0000%  | 0.0000% | $153026.00         | $6517.98           | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M         | 2050-01-20      | 4.5000%  | 0.0000% | $100000.00         | $12128.21          | Agency Mortgage-Backed Securities         |
| GNMI SF 433804 X         | 2028-06-15      | 6.5000%  | 0.0000% | $475000.00         | $118.34            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4053     | 2035-06-01      | 2.5000%  | 0.0000% | $29000.00          | $7687.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108     | 2053-08-01      | 6.0000%  | 0.0000% | $19753.00          | $12723.19          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0841     | 2031-08-01      | 5.0000%  | 0.0000% | $137513.00         | $5344.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4654     | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $726.74            | Agency Mortgage-Backed Securities         |
| GNII SF MA8042 M         | 2052-05-20      | 2.5000%  | 0.0000% | $24931.00          | $15607.43          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA4822     | 2032-10-01      | 4.0000%  | 0.0000% | $113000.00         | $43477.88          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253     | 2042-11-01      | 4.0000%  | 0.0000% | $396000.00         | $40646.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3120     | 2047-09-01      | 3.5000%  | 0.0000% | $387636.00         | $46066.45          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2479     | 2051-01-01      | 2.5000%  | 0.0000% | $150901.00         | $93516.75          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3918     | 2056-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1773     | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $903.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0183     | 2057-01-01      | 4.0000%  | 0.0000% | $100000.00         | $31592.51          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC1509     | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $230.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0107     | 2056-06-01      | 4.5000%  | 0.0000% | $300000.00         | $69709.63          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0118     | 2056-06-01      | 4.5000%  | 0.0000% | $350000.00         | $71740.74          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8462     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $252.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2754     | 2056-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF7459     | 2055-12-01      | 4.5000%  | 0.0000% | $7636.00           | $7351.45           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ2940     | 2045-09-01      | 3.5000%  | 0.0000% | $675000.00         | $73255.23          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2600     | 2055-11-01      | 5.5000%  | 0.0000% | $81245.00          | $82273.07          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE2369     | 2047-03-01      | 4.0000%  | 0.0000% | $75000.00          | $8042.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6682     | 2056-04-01      | 6.0000%  | 0.0000% | $1028.00           | $1070.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1290     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $721.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4206     | 2056-03-01      | 5.5000%  | 0.0000% | $53760.00          | $54563.62          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3277     | 2055-10-01      | 6.5000%  | 0.0000% | $6183.00           | $5570.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF9488     | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.58            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS7140     | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1402.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3351     | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0132     | 2055-02-25      | 6.5000%  | 0.0000% | $120946.00         | $90961.29          | Agency Mortgage-Backed Securities         |
| FMAR 1B7562 G            | 2037-11-01      | 5.6990%  | 0.0000% | $225449.00         | $2844.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5722     | 2045-09-01      | 3.5000%  | 0.0000% | $685988.00         | $63356.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-03-25      | 4.6619%  | 0.0000% | $26167856.00       | $24990414.16       | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LB701043     | 2033-04-01      | 6.6350%  | 0.0000% | $275622.00         | $1920.79           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $214053.28         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-09-25      | 4.9119%  | 0.0000% | $80000000.00       | $38879832.67       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAP3647     | 2042-09-01      | 3.5000%  | 0.0000% | $490000.00         | $59462.53          | Agency Mortgage-Backed Securities         |
| MNRA CL001A2 R22M001     | 2031-10-25      | 1.6685%  | 0.0000% | $58100000.00       | $50561747.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-02-25      | 4.8719%  | 0.0000% | $50000000.00       | $26041040.79       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2028-10-27      | 1.0000%  | 0.0000% | $45000.00          | $42034.36          | Agency Debentures and Agency Strips       |
| FNMS 06.500 CZ257393     | 2048-08-01      | 6.5000%  | 0.0000% | $1194.00           | $2.11              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY5789     | 2045-03-01      | 3.5000%  | 0.0000% | $480000.00         | $71292.79          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL251569     | 2028-03-01      | 7.0000%  | 0.0000% | $4080.00           | $1.23              | Agency Mortgage-Backed Securities         |
| GNMI SF 617710 X         | 2037-09-15      | 6.5000%  | 0.0000% | $231986.00         | $2198.23           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724     | 2033-09-01      | 7.5000%  | 0.0000% | $2777.00           | $63.99             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC C91179 G     | 2028-03-01      | 5.5000%  | 0.0000% | $360000.00         | $3218.33           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C09007 G     | 2042-08-01      | 3.5000%  | 0.0000% | $475000.00         | $44059.68          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08774 G     | 2047-08-01      | 3.5000%  | 0.0000% | $9340.00           | $972.16            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-11-17      | 0.8750%  | 0.0000% | $40000.00          | $38272.96          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-10-29      | 0.8000%  | 0.0000% | $50000.00          | $47755.84          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-08-26      | 0.9000%  | 0.0000% | $25000.00          | $24016.72          | Agency Debentures and Agency Strips       |
| 03.500 FGPC G08693 G     | 2046-03-01      | 3.5000%  | 0.0000% | $672955.00         | $64175.66          | Agency Mortgage-Backed Securities         |
| GNMI SP 781904 X         | 2035-04-15      | 5.0000%  | 0.0000% | $4077839.00        | $57271.15          | Agency Mortgage-Backed Securities         |
| GNMI SP 782034 X         | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $924.10            | Agency Mortgage-Backed Securities         |
| GNMI SP 782365 X         | 2038-07-15      | 6.0000%  | 0.0000% | $2392116.00        | $16472.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M         | 2054-06-20      | 6.0000%  | 0.0000% | $75000.00          | $44982.70          | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 HT         | 2055-04-20      | 5.0000%  | 0.0000% | $3564332.00        | $3359396.27        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-035 DT         | 2054-04-20      | 4.5000%  | 0.0000% | $64111944.00       | $61592812.22       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 PD         | 2055-12-20      | 4.0000%  | 0.0000% | $21306875.00       | $20246425.28       | Agency Collateralized Mortgage Obligation |
| GNMI SF 617572 X         | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2161.25           | Agency Mortgage-Backed Securities         |
| GNMI SP 782451 X         | 2038-10-15      | 6.5000%  | 0.0000% | $7779.00           | $49.75             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655     | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3653.49           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4316     | 2036-04-01      | 2.5000%  | 0.0000% | $14000.00          | $6042.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7033     | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $763.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4835     | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $692.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8687     | 2048-08-01      | 5.5000%  | 0.0000% | $4039.00           | $3238.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZLFP0019     | 2050-03-25      | 3.0000%  | 0.0000% | $4000.00           | $2686.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4931     | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $686.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2060     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $836.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3276     | 2055-10-01      | 6.5000%  | 0.0000% | $5205.00           | $5321.55           | Agency Mortgage-Backed Securities         |
| GNII JM MA6080 M         | 2049-08-20      | 3.0000%  | 0.0000% | $18770.00          | $930.54            | Agency Mortgage-Backed Securities         |
| GNII RG CM5211 C         | 2048-03-20      | 3.0000%  | 0.0000% | $26000.00          | $15418.36          | Agency Mortgage-Backed Securities         |
| GNII RG CM3246 C         | 2046-12-20      | 3.0000%  | 0.0000% | $56000.00          | $34891.18          | Agency Mortgage-Backed Securities         |
| GNII SP 783389 C         | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $22542.00          | Agency Mortgage-Backed Securities         |
| GNII SF AX4344 C         | 2046-10-20      | 3.5000%  | 0.0000% | $26592.00          | $5915.82           | Agency Mortgage-Backed Securities         |
| GNII SF AU0334 C         | 2046-07-20      | 3.0000%  | 0.0000% | $396585.00         | $33615.12          | Agency Mortgage-Backed Securities         |
| GNII SF 004422 M         | 2039-04-20      | 4.0000%  | 0.0000% | $164000.00         | $4886.35           | Agency Mortgage-Backed Securities         |
| GNII SF 004946 M         | 2041-02-20      | 4.5000%  | 0.0000% | $245000.00         | $9247.88           | Agency Mortgage-Backed Securities         |
| GNRM 2021-087 TH         | 2051-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $1115785.06        | Agency Collateralized Mortgage Obligation |
| GNMI SF 608989 X         | 2036-07-15      | 6.5000%  | 0.0000% | $5168630.00        | $61299.40          | Agency Mortgage-Backed Securities         |
| GNII SF 005116 M         | 2041-07-20      | 5.0000%  | 0.0000% | $1639000.00        | $59224.31          | Agency Mortgage-Backed Securities         |
| GNMI SF 723437 X         | 2039-11-15      | 5.0000%  | 0.0000% | $36327.00          | $1118.41           | Agency Mortgage-Backed Securities         |
| GNMI SF 722793 X         | 2039-10-15      | 6.0000%  | 0.0000% | $82103.00          | $285.84            | Agency Mortgage-Backed Securities         |
| GNRM 2025-216 PB         | 2055-12-20      | 4.5000%  | 0.0000% | $14000000.00       | $13615697.62       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLFA2576     | 2049-12-01      | 3.5000%  | 0.0000% | $2022.00           | $1774.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA6002     | 2041-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1947.75           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1543     | 2052-04-01      | 2.5000%  | 0.0000% | $146000.00         | $83413.02          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM9193     | 2050-06-01      | 5.0000%  | 0.0000% | $239000.00         | $93738.57          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDG5565     | 2041-03-01      | 6.0000%  | 0.0000% | $3001.00           | $3120.18           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0840     | 2052-03-01      | 3.0000%  | 0.0000% | $25002.00          | $15176.14          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890101     | 2039-02-01      | 6.0000%  | 0.0000% | $5146000.00        | $77201.80          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF9500     | 2056-01-01      | 4.5000%  | 0.0000% | $25437.00          | $24511.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9602     | 2054-09-01      | 5.5000%  | 0.0000% | $94701.00          | $78460.21          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW9191     | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $366.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2434     | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $673.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2205     | 2048-08-01      | 4.5000%  | 0.0000% | $1014960.00        | $69638.14          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH6198     | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $301.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 R3BF0206     | 2047-02-01      | 4.0000%  | 0.0000% | $462876.00         | $94440.17          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0191     | 2057-06-01      | 4.0000%  | 0.0000% | $100000.00         | $26692.73          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277     | 2048-02-01      | 3.5000%  | 0.0000% | $107327.00         | $15635.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1378     | 2052-12-01      | 5.0000%  | 0.0000% | $9189.00           | $6992.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBW1149     | 2052-09-01      | 2.5000%  | 0.0000% | $23741.00          | $18361.93          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4016     | 2049-08-01      | 3.0000%  | 0.0000% | $250000.00         | $56378.79          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99094 G     | 2044-03-01      | 3.5000%  | 0.0000% | $1000.00           | $166.82            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q11220 G     | 2042-09-01      | 3.5000%  | 0.0000% | $475000.00         | $47696.95          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL256270     | 2036-05-01      | 6.0000%  | 0.0000% | $1115.00           | $6.54              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4797     | 2045-04-01      | 3.5000%  | 0.0000% | $480000.00         | $60482.03          | Agency Mortgage-Backed Securities         |
| MNRA CL002A2 R25M002     | 2030-04-25      | 4.6200%  | 0.0000% | $35195000.00       | $35657708.66       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2056-02-25      | 4.5119%  | 0.0000% | $83765000.00       | $82864579.61       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-06-25      | 5.5000%  | 0.0000% | $4100000.00        | $865625.78         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1360057.03        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 NP844834     | 2036-03-01      | 5.5000%  | 0.0000% | $10074414.00       | $4701.81           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2052-07-25      | 5.0000%  | 0.0000% | $23855000.00       | $16164124.11       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2039-11-25      | 4.0000%  | 0.0000% | $1325000.00        | $464963.14         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL831610     | 2036-06-01      | 6.0000%  | 0.0000% | $374880.00         | $1504.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0029     | 2037-09-01      | 6.0000%  | 0.0000% | $797000.00         | $92851.54          | Agency Mortgage-Backed Securities         |

### Security 677: 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: ARP1GG2O5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GG2O5
- **C.18 - Value (incl. sponsor support):** $87904000.00
- **C.18.a - Value (excl. sponsor support):** $87904000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **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? 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      | 2.3750%  | 0.0000% | $1251500.00        | $2064012.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $4483000.00        | $4307550.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $3851000.00        | $4656841.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $3072700.00        | $4535017.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $2355000.00        | $1688508.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3000000.00        | $2525959.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $17825200.00       | $16922908.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $729300.00         | $729804.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $33369000.00       | $38597096.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $4999900.00        | $6881575.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $1000.00           | $1146.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $7060000.00        | $6760979.76        | U.S. Treasuries (including strips) |

### Security 678: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG322, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GG322
- **C.18 - Value (incl. sponsor support):** $65058427.00
- **C.18.a - Value (excl. sponsor support):** $65058427.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2054-08-15      | 4.2500%  | 0.0000% | $14325600.00       | $12911029.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $101304300.00      | $53455338.49       | U.S. Treasuries (including strips) |

### Security 679: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG330, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1GG330
- **C.18 - Value (incl. sponsor support):** $528000000.00
- **C.18.a - Value (excl. sponsor support):** $528000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $8335200.00        | $8667961.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $2537300.00        | $2334914.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $12961200.00       | $12603259.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $506000.00         | $413674.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $7012500.00        | $5455066.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $641600.00         | $577535.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $22662600.00       | $21989468.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $136860200.00      | $82790130.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $3866300.00        | $3450641.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $146636000.00      | $147160010.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $18757900.00       | $15076799.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $748400.00         | $741901.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $177559400.00      | $171947253.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $9748400.00        | $6291302.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $59174800.00       | $54393394.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $6010400.00        | $4666689.24        | U.S. Treasuries (including strips) |

### Security 680: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG363, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1GG363
- **C.18 - Value (incl. sponsor support):** $727000000.00
- **C.18.a - Value (excl. sponsor support):** $727000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? 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 CLTA1292 | 2055-11-01      | 5.0000%  | 0.0000% | $1400230.00        | $1379251.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD5064 | 2040-04-01      | 5.5000%  | 0.0000% | $272000.00         | $24351.49          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2047 | 2054-12-01      | 5.5000%  | 0.0000% | $14452272.00       | $13062232.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1268 | 2054-04-01      | 5.5000%  | 0.0000% | $10923088.00       | $9876521.16        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL4765 | 2052-06-01      | 2.0000%  | 0.0000% | $2639936.00        | $2134294.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4628 | 2055-08-01      | 5.5000%  | 0.0000% | $5498912.00        | $5414574.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $40000.00          | $38471.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1556.42           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3862 | 2054-01-01      | 2.5000%  | 0.0000% | $6231008.00        | $5186152.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $6000.00           | $3898.52           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  | 0.0000% | $250000.00         | $183170.87         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3321 | 2055-09-01      | 6.0000%  | 0.0000% | $10094480.00       | $9064627.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $2060000.00        | $26979.18          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $619000.00         | $8642.77           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1658 | 2028-10-01      | 3.5000%  | 0.0000% | $6000.00           | $205.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3525 | 2038-11-01      | 4.5000%  | 0.0000% | $135000.00         | $14624.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8899 | 2043-04-01      | 3.0000%  | 0.0000% | $850000.00         | $122250.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $830000.00         | $57949.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $768000.00         | $489480.81         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0603 | 2039-10-01      | 6.5000%  | 0.0000% | $600000.00         | $14858.70          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7272 | 2031-06-01      | 2.5000%  | 0.0000% | $250000.00         | $23799.58          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555800 | 2033-10-01      | 5.5000%  | 0.0000% | $112672.00         | $468.59            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8418 | 2053-01-01      | 6.0000%  | 0.0000% | $410000.00         | $282482.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL4398 | 2026-08-01      | 4.0000%  | 0.0000% | $5794536.00        | $6595.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  | 0.0000% | $110000.00         | $66329.75          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8715 | 2053-04-01      | 5.0000%  | 0.0000% | $275000.00         | $236624.67         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8880 | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $73617.22          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6230 | 2045-11-01      | 4.5000%  | 0.0000% | $64363.00          | $11703.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL5616 | 2041-09-01      | 5.5000%  | 0.0000% | $3330940.00        | $247609.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3736 | 2043-08-01      | 3.0000%  | 0.0000% | $61000.00          | $9409.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV1832 | 2028-11-01      | 3.5000%  | 0.0000% | $800000.00         | $36736.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | 0.0000% | $86000.00          | $12880.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $6526136.00        | $5023642.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $400000.00         | $269162.35         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1378 | 2051-11-01      | 2.5000%  | 0.0000% | $318653.00         | $171269.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $32000.00          | $22403.35          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  | 0.0000% | $105000.00         | $86829.10          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $1134000.00        | $742373.59         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $33714624.00       | $21838357.90       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $207000.00         | $142393.63         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | 0.0000% | $390000.00         | $262801.72         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS7938 | 2033-01-01      | 2.5000%  | 0.0000% | $3000.00           | $467.37            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9935 | 2047-02-01      | 3.0000%  | 0.0000% | $10000.00          | $2557.62           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  | 0.0000% | $18000.00          | $10355.14          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $33000.00          | $6822.03           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1173 | 2039-03-01      | 5.5000%  | 0.0000% | $5000.00           | $2841.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS4294 | 2035-09-01      | 3.5000%  | 0.0000% | $1080000.00        | $457475.99         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $56831.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1451 | 2054-10-01      | 6.0000%  | 0.0000% | $16342560.00       | $13444119.00       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $14343344.00       | $8732185.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $300000.00         | $226500.61         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1637 | 2051-09-01      | 3.0000%  | 0.0000% | $540000.00         | $292260.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $59149.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA1675 | 2048-04-01      | 3.0000%  | 0.0000% | $7241184.00        | $1234941.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBR5765 | 2051-04-01      | 5.0000%  | 0.0000% | $1188930.00        | $579607.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0992 | 2055-10-01      | 6.0000%  | 0.0000% | $5356592.00        | $5444994.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $1107852.00        | $200134.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2835 | 2055-10-01      | 6.0000%  | 0.0000% | $2179644.00        | $1670698.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $47000.00          | $18574.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5916 | 2053-02-01      | 6.0000%  | 0.0000% | $6313000.00        | $4876270.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBN5296 | 2034-02-01      | 4.0000%  | 0.0000% | $32000.00          | $8148.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  | 0.0000% | $281052.00         | $216203.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $3917000.00        | $2949577.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5111 | 2038-08-01      | 5.5000%  | 0.0000% | $204000.00         | $105268.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $10000.00          | $7965.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $23000.00          | $16705.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $306000.00         | $255754.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $647000.00         | $590858.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1999.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5205 | 2043-11-01      | 6.0000%  | 0.0000% | $1010000.00        | $534548.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $4723208.00        | $4425356.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6052 | 2056-04-01      | 5.5000%  | 0.0000% | $5454008.00        | $5537603.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9551 | 2043-06-01      | 3.0000%  | 0.0000% | $531000.00         | $100772.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995018 | 2038-06-01      | 5.5000%  | 0.0000% | $51540480.00       | $320508.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $197739.00         | $110629.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $16000.00          | $51.39             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $2500.00           | $1831.94           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3373 | 2053-07-01      | 2.5000%  | 0.0000% | $16000.00          | $13216.72          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2588 | 2055-07-01      | 5.0000%  | 0.0000% | $13212144.00       | $12712490.37       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  | 0.0000% | $11000.00          | $5255.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7573 | 2053-11-01      | 6.0000%  | 0.0000% | $1297312.00        | $1099862.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  | 0.0000% | $2500000.00        | $184313.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0095 | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $174510.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $315.48            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  | 0.0000% | $3423000.00        | $754445.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8821 | 2051-09-01      | 3.0000%  | 0.0000% | $1700000.00        | $1010078.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4956 | 2050-08-01      | 3.0000%  | 0.0000% | $52000.00          | $23182.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3819 | 2052-06-01      | 2.5000%  | 0.0000% | $34526400.00       | $22648850.46       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6517 | 2052-04-01      | 2.5000%  | 0.0000% | $118000.00         | $82300.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4662 | 2050-07-01      | 4.0000%  | 0.0000% | $5836440.00        | $5554945.98        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  | 0.0000% | $130000.00         | $85389.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5183 | 2051-12-01      | 3.0000%  | 0.0000% | $3788536.00        | $3368512.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5678 | 2052-12-01      | 5.5000%  | 0.0000% | $523000.00         | $380316.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5169 | 2052-04-01      | 3.0000%  | 0.0000% | $2267132.00        | $2029341.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5373 | 2039-05-01      | 4.5000%  | 0.0000% | $13000.00          | $9318.05           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL934693 | 2038-12-01      | 5.5000%  | 0.0000% | $210699.00         | $1044.19           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $23034016.00       | $17425629.67       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3870 | 2049-12-01      | 2.5000%  | 0.0000% | $1202000.00        | $272295.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $1551930.00        | $252498.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  | 0.0000% | $50000.00          | $6514.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  | 0.0000% | $5310000.00        | $3584325.27        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM7970 | 2046-09-01      | 6.1480%  | 0.0000% | $3591204.00        | $3753904.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1854 | 2054-09-01      | 6.0000%  | 0.0000% | $2000000.00        | $1623389.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8175 | 2055-03-01      | 5.5000%  | 0.0000% | $6136520.00        | $6095505.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735224 | 2035-02-01      | 5.5000%  | 0.0000% | $575000.00         | $4124.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9153 | 2046-09-01      | 3.5000%  | 0.0000% | $36728.00          | $8259.37           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2904 | 2043-01-01      | 3.0000%  | 0.0000% | $343698.00         | $49769.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL750160 | 2033-09-01      | 5.5000%  | 0.0000% | $40000.00          | $416.89            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL0672 | 2041-07-01      | 5.0000%  | 0.0000% | $450000.00         | $37749.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5121 | 2045-06-01      | 4.0000%  | 0.0000% | $97000.00          | $8635.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  | 0.0000% | $262144.00         | $31.30             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $5830.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $3520000.00        | $4564.79           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  | 0.0000% | $759387.00         | $100615.22         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  | 0.0000% | $18000.00          | $9443.56           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4573 | 2044-07-01      | 4.0000%  | 0.0000% | $206170.00         | $12905.97          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9301 | 2037-10-01      | 4.0000%  | 0.0000% | $160000.00         | $27268.10          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7734 | 2031-01-01      | 2.0000%  | 0.0000% | $860000.00         | $94245.91          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1367 | 2036-03-01      | 5.5000%  | 0.0000% | $445000.00         | $7931.08           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4903 | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $102.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | 0.0000% | $129052.00         | $13415.70          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0800 | 2033-07-01      | 5.5000%  | 0.0000% | $575000.00         | $2343.38           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1531.31           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6192 | 2053-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $849475.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $415000.00         | $348625.15         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2919 | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $311929.73         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  | 0.0000% | $700000.00         | $536953.76         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3532.57           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3839.54           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $10000.00          | $7584.14           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $1044000.00        | $803453.90         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTRB5164 | 2042-05-01      | 3.5000%  | 0.0000% | $242000.00         | $155913.71         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $165000.00         | $108833.01         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD9187 | 2052-03-01      | 3.0000%  | 0.0000% | $360000.00         | $216427.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  | 0.0000% | $65536.00          | $18.73             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $1700000.00        | $253534.60         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL596462 | 2031-08-01      | 6.5000%  | 0.0000% | $8093696.00        | $2143.46           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  | 0.0000% | $427328.00         | $248781.58         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2452 | 2053-02-01      | 6.5000%  | 0.0000% | $1300000.00        | $867756.83         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0777 | 2051-11-01      | 2.5000%  | 0.0000% | $250000.00         | $153137.62         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $218000.00         | $181910.85         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD6542 | 2052-04-01      | 2.5000%  | 0.0000% | $99000.00          | $75324.76          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6113 | 2041-06-01      | 5.0000%  | 0.0000% | $2157256.00        | $1855260.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1302 | 2052-07-01      | 5.0000%  | 0.0000% | $425000.00         | $266218.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8452 | 2054-08-01      | 5.0000%  | 0.0000% | $105000.00         | $91888.01          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  | 0.0000% | $504000.00         | $306474.26         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | 0.0000% | $219000.00         | $121777.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2758 | 2053-04-01      | 5.5000%  | 0.0000% | $1255000.00        | $938478.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | 0.0000% | $12000.00          | $10564.69          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $207000.00         | $184831.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $7036000.00        | $5533218.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $1801000.00        | $1175630.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $4169350.00        | $3154763.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  | 0.0000% | $98000.00          | $50504.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $19075936.00       | $11414983.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $449000.00         | $384175.99         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $182257.00         | $119899.21         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $9803584.00        | $7841117.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $193000.00         | $101241.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2968 | 2026-05-01      | 4.0000%  | 0.0000% | $1376256.00        | $428.17            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2261 | 2035-01-01      | 2.5000%  | 0.0000% | $765000.00         | $97600.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $44000.00          | $6307.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889992 | 2038-06-01      | 5.5000%  | 0.0000% | $16548000.00       | $135689.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9453 | 2053-08-01      | 4.5000%  | 0.0000% | $68000.00          | $59970.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  | 0.0000% | $10922544.00       | $1158045.58        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $237000.00         | $44287.11          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  | 0.0000% | $450000.00         | $369766.60         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  | 0.0000% | $275000.00         | $98191.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5127 | 2050-09-01      | 3.5000%  | 0.0000% | $14000.00          | $3161.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $800000.00         | $246896.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  | 0.0000% | $20000.00          | $3357.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  | 0.0000% | $288582.00         | $202563.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6484 | 2053-06-01      | 5.5000%  | 0.0000% | $355000.00         | $268872.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $14922816.00       | $12038257.74       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $166000.00         | $15406.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1783 | 2051-10-01      | 2.5000%  | 0.0000% | $125000.00         | $76263.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6622 | 2050-08-01      | 3.0000%  | 0.0000% | $1669284.00        | $694207.34         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6591 | 2050-08-01      | 2.5000%  | 0.0000% | $195000.00         | $103119.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1.38              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM7974 | 2051-01-01      | 6.0770%  | 0.0000% | $3756670.00        | $3914886.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5782 | 2053-08-01      | 6.0000%  | 0.0000% | $1079594.00        | $829863.00         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $739000.00         | $69628.19          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $794000.00         | $503712.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4899.06           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2018 | 2050-03-01      | 4.5000%  | 0.0000% | $350000.00         | $211339.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2649 | 2052-07-01      | 5.0000%  | 0.0000% | $2400000.00        | $1669137.70        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4077.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $1450000.00        | $308836.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  | 0.0000% | $5444000.00        | $4081504.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4933 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $68226.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  | 0.0000% | $55000.00          | $46721.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8879 | 2054-09-01      | 5.5000%  | 0.0000% | $21407168.00       | $19443235.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6107 | 2053-11-01      | 5.5000%  | 0.0000% | $15000.00          | $12696.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $28299456.00       | $22325681.36       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $132000.00         | $73284.12          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2308 | 2055-12-01      | 6.0000%  | 0.0000% | $5833080.00        | $6006732.35        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0203 | 2053-11-01      | 6.5000%  | 0.0000% | $573606.00         | $384172.68         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3830 | 2055-12-01      | 5.5000%  | 0.0000% | $7401552.00        | $7498719.91        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $36000000.00       | $27049101.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $650000.00         | $588363.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  | 0.0000% | $43000.00          | $23533.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $12593.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  | 0.0000% | $102000.00         | $63405.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0795 | 2050-02-01      | 3.0000%  | 0.0000% | $425000.00         | $351108.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  | 0.0000% | $18529248.00       | $13406658.26       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3915 | 2052-06-01      | 4.5000%  | 0.0000% | $72546.00          | $56775.02          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  | 0.0000% | $48000.00          | $26451.48          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7736 | 2050-11-01      | 2.5000%  | 0.0000% | $125000.00         | $53299.23          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  | 0.0000% | $39999.00          | $3144.50           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  | 0.0000% | $25000.00          | $7334.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK7940 | 2048-11-01      | 5.0000%  | 0.0000% | $2500000.00        | $399749.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8513 | 2051-01-01      | 2.5000%  | 0.0000% | $3464864.00        | $1806507.00        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $5541000.00        | $926512.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0526 | 2051-12-01      | 3.0000%  | 0.0000% | $24418464.00       | $19590393.28       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6348 | 2050-07-01      | 2.5000%  | 0.0000% | $2100000.00        | $817336.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1999.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1232 | 2053-08-01      | 6.0000%  | 0.0000% | $11714256.00       | $10475435.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL677036 | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $161.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2723 | 2027-09-01      | 4.0000%  | 0.0000% | $66000.00          | $114.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0353 | 2053-11-01      | 5.5000%  | 0.0000% | $110000.00         | $93297.20          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735144 | 2034-12-01      | 6.5000%  | 0.0000% | $14000.00          | $124.84            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0739 | 2043-01-01      | 3.0000%  | 0.0000% | $168828.00         | $39842.18          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $5572112.00        | $43321.25          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $229376.00         | $115.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745751 | 2035-09-01      | 5.5000%  | 0.0000% | $2250000.00        | $28384.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  | 0.0000% | $61000.00          | $8282.36           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  | 0.0000% | $7000.00           | $874.32            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $14000.00          | $10545.04          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $110000.00         | $85237.27          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $122000.00         | $89681.58          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8321 | 2053-05-01      | 4.0000%  | 0.0000% | $14000.00          | $10973.92          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $708000.00         | $551938.46         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $59000.00          | $37764.02          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3609 | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3550.91           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6604 | 2052-01-01      | 3.0000%  | 0.0000% | $325000.00         | $202006.56         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $7000.00           | $5033.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $4475000.00        | $3919626.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1185000.00        | $910694.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $153822.69         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $226407.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8222 | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $89120.89          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  | 0.0000% | $441000.00         | $306311.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $6312928.00        | $4481038.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD6437 | 2040-06-01      | 5.0000%  | 0.0000% | $410000.00         | $16354.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL990906 | 2035-10-01      | 5.5000%  | 0.0000% | $14700000.00       | $186836.89         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  | 0.0000% | $7000.00           | $4734.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $143010.28         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3481 | 2052-07-01      | 2.5000%  | 0.0000% | $3032000.00        | $2027806.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1348 | 2050-11-01      | 4.0000%  | 0.0000% | $275000.00         | $156629.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4343 | 2052-06-01      | 3.5000%  | 0.0000% | $3240000.00        | $2292657.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $137000.00         | $89568.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  | 0.0000% | $3133656.00        | $453377.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $48243904.00       | $3592631.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8678 | 2028-03-01      | 2.0000%  | 0.0000% | $2013500.00        | $50451.44          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0285 | 2055-04-01      | 6.5000%  | 0.0000% | $11286000.00       | $10885820.83       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4530 | 2037-08-01      | 5.5000%  | 0.0000% | $12000.00          | $7586.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $60000.00          | $44096.77          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3095.90           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1930 | 2055-09-01      | 5.5000%  | 0.0000% | $3981748.00        | $3971614.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5735 | 2055-10-01      | 5.5000%  | 0.0000% | $4056176.00        | $3850860.40        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $43000.00          | $23837.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  | 0.0000% | $21000.00          | $13004.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $896000.00         | $576130.37         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3449 | 2055-05-01      | 6.0000%  | 0.0000% | $3594372.00        | $2902545.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $23017920.00       | $14826172.41       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $2250980.00        | $882138.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $276702.00         | $211014.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0103 | 2039-05-01      | 6.0000%  | 0.0000% | $7249938.00        | $119862.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  | 0.0000% | $16000.00          | $12368.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7206 | 2054-02-01      | 5.5000%  | 0.0000% | $58000.00          | $47668.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  | 0.0000% | $1174000.00        | $743384.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $40000.00          | $26804.82          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  | 0.0000% | $13282064.00       | $10040239.58       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  | 0.0000% | $40000.00          | $32282.58          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG4141 | 2056-03-01      | 5.5000%  | 0.0000% | $6164310.00        | $6273580.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $34000.00          | $14479.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | 0.0000% | $15000.00          | $10030.98          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0773 | 2052-09-01      | 5.5000%  | 0.0000% | $5700000.00        | $4134495.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL3019 | 2038-12-01      | 5.5000%  | 0.0000% | $100000.00         | $4446.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL731375 | 2033-08-01      | 5.5000%  | 0.0000% | $425573.00         | $5990.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  | 0.0000% | $49000.00          | $2.94              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8246 | 2038-08-01      | 4.5000%  | 0.0000% | $6000.00           | $3705.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | 0.0000% | $182000.00         | $131501.93         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC1899 | 2046-05-01      | 1.5000%  | 0.0000% | $22461160.00       | $13292506.68       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $170000.00         | $116495.66         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $121000.00         | $96655.34          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4101 | 2041-11-01      | 5.0000%  | 0.0000% | $2300000.00        | $204259.34         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  | 0.0000% | $430000.00         | $221800.77         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $685000.00         | $440214.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1456 | 2040-01-01      | 5.5000%  | 0.0000% | $16000.00          | $11363.83          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1821 | 2048-11-01      | 5.0000%  | 0.0000% | $349000.00         | $43151.86          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1.24              | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $8171000.00        | $4656735.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $2247000.00        | $1583179.28        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | 0.0000% | $3299804.00        | $1644575.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $2363290.00        | $1775174.34        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0942 | 2052-03-01      | 2.5000%  | 0.0000% | $13000.00          | $8245.21           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  | 0.0000% | $9500.00           | $983.92            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS9130 | 2032-01-01      | 4.5000%  | 0.0000% | $400000.00         | $29455.14          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8531 | 2029-07-01      | 2.5000%  | 0.0000% | $2250000.00        | $96259.47          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4710 | 2047-03-01      | 4.5000%  | 0.0000% | $1379552.00        | $127217.18         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $106000.00         | $94575.00          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  | 0.0000% | $14000.00          | $7639.32           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0415 | 2051-05-01      | 2.5000%  | 0.0000% | $75000.00          | $42523.30          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $17000.00          | $9069.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0619 | 2062-03-01      | 2.5000%  | 0.0000% | $150000.00         | $97989.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5992 | 2043-04-01      | 3.0000%  | 0.0000% | $650000.00         | $95569.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR5360 | 2043-02-01      | 3.0000%  | 0.0000% | $91960.00          | $15608.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL759854 | 2034-02-01      | 5.5000%  | 0.0000% | $1398110.00        | $15431.13          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4715 | 2047-04-01      | 4.5000%  | 0.0000% | $348512.00         | $28645.13          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2349 | 2038-09-01      | 5.5000%  | 0.0000% | $11500880.00       | $71365.06          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7663 | 2038-06-01      | 5.5000%  | 0.0000% | $3011412.00        | $68566.29          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0875 | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $152170.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $293647.04         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8581 | 2030-09-01      | 2.5000%  | 0.0000% | $700000.00         | $55072.85          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6101 | 2050-09-01      | 3.0000%  | 0.0000% | $2698940.00        | $2070225.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTSC0002 | 2039-05-01      | 5.0000%  | 0.0000% | $119656.00         | $11205.44          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $30000.00          | $21941.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5256 | 2054-04-01      | 5.5000%  | 0.0000% | $6657360.00        | $4628350.05        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4709 | 2047-02-01      | 4.5000%  | 0.0000% | $19803.00          | $1856.14           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6374 | 2026-11-01      | 4.0000%  | 0.0000% | $32768.00          | $15.10             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZT1612 | 2034-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $158145.43         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  | 0.0000% | $12000.00          | $9782.96           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8419 | 2054-04-01      | 5.0000%  | 0.0000% | $1375000.00        | $1124503.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $377000.00         | $324373.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  | 0.0000% | $500000.00         | $66875.43          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6562 | 2052-01-01      | 2.5000%  | 0.0000% | $260000.00         | $149265.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7389 | 2029-03-01      | 4.0000%  | 0.0000% | $16384.00          | $8.67              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  | 0.0000% | $22000.00          | $2317.78           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3855 | 2051-09-01      | 2.5000%  | 0.0000% | $2654572.00        | $2210022.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5973 | 2056-02-01      | 6.0000%  | 0.0000% | $1900000.00        | $1894100.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $1600000.00        | $41236.88          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  | 0.0000% | $280000.00         | $122151.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $55000.00          | $41519.58          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7418 | 2051-06-01      | 2.5000%  | 0.0000% | $42000.00          | $22588.65          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1914 | 2051-08-01      | 3.0000%  | 0.0000% | $168888.00         | $106267.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8726 | 2034-11-01      | 3.0000%  | 0.0000% | $1933394.00        | $148735.17         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3854 | 2052-05-01      | 2.5000%  | 0.0000% | $4457648.00        | $3739162.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $217000.00         | $138032.63         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $526000.00         | $313826.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $107839.00         | $14545.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1607 | 2033-10-01      | 3.0000%  | 0.0000% | $41000.00          | $5344.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $1321000.00        | $732806.41         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2774 | 2031-10-01      | 2.0000%  | 0.0000% | $73000.00          | $9200.67           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $187.32            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  | 0.0000% | $15124000.00       | $13561066.39       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $5468000.00        | $4110017.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5173 | 2050-02-01      | 3.0000%  | 0.0000% | $6061928.00        | $5464658.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5176 | 2051-02-01      | 4.0000%  | 0.0000% | $2636432.00        | $2529839.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4742 | 2035-03-01      | 4.0000%  | 0.0000% | $1203000.00        | $301347.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4264 | 2050-09-01      | 2.5000%  | 0.0000% | $2915500.00        | $1389252.10        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5167 | 2052-07-01      | 3.0000%  | 0.0000% | $15245660.00       | $13677628.62       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $600000.00         | $387138.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6838 | 2053-08-01      | 5.5000%  | 0.0000% | $23785000.00       | $20132868.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $60000.00          | $48505.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | 0.0000% | $176000.00         | $94982.31          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAU3779 | 2028-08-01      | 2.5000%  | 0.0000% | $254851.00         | $9714.80           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3287 | 2039-09-01      | 6.5000%  | 0.0000% | $2700000.00        | $76625.33          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4732 | 2047-08-01      | 4.5000%  | 0.0000% | $6000.00           | $629.26            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8205 | 2038-01-01      | 4.5000%  | 0.0000% | $4000.00           | $2172.09           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3236 | 2041-06-01      | 5.0000%  | 0.0000% | $6135940.00        | $497114.70         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3901 | 2032-01-01      | 2.5000%  | 0.0000% | $1727234.00        | $261606.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $32768.00          | $24.13             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  | 0.0000% | $750000.00         | $470165.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL759666 | 2031-04-01      | 6.5000%  | 0.0000% | $1998848.00        | $1150.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL776648 | 2034-05-01      | 5.5000%  | 0.0000% | $1503872.00        | $2621.91           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773571 | 2034-05-01      | 5.5000%  | 0.0000% | $220000.00         | $2957.75           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR8296 | 2051-05-01      | 2.5000%  | 0.0000% | $10000.00          | $5332.30           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7046 | 2053-09-01      | 5.0000%  | 0.0000% | $446000.00         | $365224.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7841 | 2038-07-01      | 5.5000%  | 0.0000% | $892928.00         | $823.53            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8333 | 2053-06-01      | 6.5000%  | 0.0000% | $50000.00          | $27874.44          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $2981116.00        | $2114635.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  | 0.0000% | $13000.00          | $423.66            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4654 | 2051-03-01      | 2.5000%  | 0.0000% | $25207.00          | $14943.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1629 | 2043-07-01      | 3.0000%  | 0.0000% | $5692000.00        | $837843.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2856 | 2053-05-01      | 5.5000%  | 0.0000% | $300000.00         | $217321.19         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  | 0.0000% | $67000.00          | $50336.15          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS8659 | 2032-05-01      | 4.0000%  | 0.0000% | $880000.00         | $60308.21          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD8677 | 2052-03-01      | 2.5000%  | 0.0000% | $126000.00         | $83253.10          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4038 | 2052-06-01      | 3.0000%  | 0.0000% | $58000.00          | $40887.25          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3835 | 2053-02-01      | 6.0000%  | 0.0000% | $19000.00          | $14490.94          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $110075.89         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3836 | 2053-08-01      | 5.0000%  | 0.0000% | $2606568.00        | $2541522.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU5925 | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $56025.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $1013282.00        | $629929.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $5000.00           | $2346.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8095 | 2049-02-01      | 3.0000%  | 0.0000% | $26152256.00       | $11961672.06       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $3180564.00        | $2187999.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2043 | 2052-04-01      | 2.5000%  | 0.0000% | $750000.00         | $483219.99         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | 0.0000% | $213677.00         | $179018.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3908 | 2053-02-01      | 5.0000%  | 0.0000% | $29201400.00       | $24800578.03       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  | 0.0000% | $676000.00         | $555882.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $4000.00           | $2819.87           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3820 | 2053-01-01      | 6.0000%  | 0.0000% | $545000.00         | $373407.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $300000.00         | $209834.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8992 | 2054-08-01      | 5.5000%  | 0.0000% | $2627920.00        | $2273422.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2493 | 2048-10-01      | 4.5000%  | 0.0000% | $671061.00         | $51581.02          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7518 | 2051-06-01      | 2.5000%  | 0.0000% | $175000.00         | $98263.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  | 0.0000% | $75000.00          | $34493.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  | 0.0000% | $97000.00          | $39315.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $57299.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3415 | 2047-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $764983.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4648 | 2055-02-01      | 6.0000%  | 0.0000% | $6426240.00        | $6536991.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1147 | 2049-05-01      | 5.0000%  | 0.0000% | $2000.00           | $213.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1266 | 2049-07-01      | 5.0000%  | 0.0000% | $4014000.00        | $569929.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3247 | 2045-10-01      | 4.5000%  | 0.0000% | $104000.00         | $31533.14          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4344 | 2050-09-01      | 2.5000%  | 0.0000% | $31770464.00       | $12290789.82       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $604355.00         | $346992.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $2440000.00        | $246762.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9717 | 2054-07-01      | 6.0000%  | 0.0000% | $4938088.00        | $3945303.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $506000.00         | $457488.05         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1229 | 2054-04-01      | 6.0000%  | 0.0000% | $5100030.00        | $3626976.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3719 | 2055-03-01      | 5.5000%  | 0.0000% | $26371744.00       | $24960871.19       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3278 | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $1044.99           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1812 | 2055-08-01      | 5.5000%  | 0.0000% | $265000.00         | $252687.92         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2668 | 2049-03-01      | 4.5000%  | 0.0000% | $5851512.00        | $5534066.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3834 | 2054-10-01      | 6.0000%  | 0.0000% | $6516320.00        | $6400908.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE4442 | 2046-11-01      | 3.0000%  | 0.0000% | $405000.00         | $78848.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9982 | 2053-09-01      | 5.5000%  | 0.0000% | $34967.00          | $29071.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $853.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7207 | 2052-09-01      | 4.5000%  | 0.0000% | $9191.00           | $6557.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $390000.00         | $344763.41         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT8452 | 2051-10-01      | 2.5000%  | 0.0000% | $9000.00           | $5277.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $1751000.00        | $237219.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7230 | 2053-10-01      | 5.0000%  | 0.0000% | $76000.00          | $69666.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $210000.00         | $142871.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9801 | 2054-11-01      | 5.5000%  | 0.0000% | $53000.00          | $44218.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $65271.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7331 | 2053-10-01      | 5.5000%  | 0.0000% | $1035000.00        | $864487.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $82921.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  | 0.0000% | $41000.00          | $10395.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7201 | 2051-05-01      | 2.0000%  | 0.0000% | $42100000.00       | $23340567.80       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $7000.00           | $3181.45           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2605 | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $6798.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL5304 | 2040-03-01      | 5.5000%  | 0.0000% | $73096.00          | $9043.84           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL9708 | 2031-03-01      | 2.5000%  | 0.0000% | $1100000.00        | $68937.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8471 | 2046-12-01      | 3.0000%  | 0.0000% | $690000.00         | $174982.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1083 | 2026-07-01      | 4.5000%  | 0.0000% | $131070.00         | $13.74             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7643 | 2031-08-01      | 2.5000%  | 0.0000% | $26000.00          | $3167.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9761 | 2055-08-01      | 6.0000%  | 0.0000% | $10256944.00       | $9404366.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6839 | 2043-02-01      | 3.0000%  | 0.0000% | $54029.00          | $9124.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM8986 | 2027-05-01      | 2.8300%  | 0.0000% | $2000000.00        | $1526139.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR3691 | 2043-02-01      | 3.0000%  | 0.0000% | $97079.00          | $27366.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL770858 | 2034-04-01      | 5.5000%  | 0.0000% | $105000.00         | $849.56            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4904 | 2047-04-01      | 4.5000%  | 0.0000% | $193000.00         | $22761.45          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $210819.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1360 | 2052-07-01      | 5.5000%  | 0.0000% | $100000.00         | $67032.78          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8288 | 2039-03-01      | 5.5000%  | 0.0000% | $8000.00           | $4568.11           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4091 | 2036-01-01      | 6.5000%  | 0.0000% | $2550000.00        | $12831.84          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD5279 | 2052-08-01      | 3.0000%  | 0.0000% | $198000.00         | $145698.23         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2455 | 2037-04-01      | 3.5000%  | 0.0000% | $19000.00          | $2717.97           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1588 | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $22223.24          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $600000.00         | $423491.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6940 | 2054-12-01      | 5.5000%  | 0.0000% | $1268708.00        | $1119763.50        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM2825 | 2047-03-01      | 4.0000%  | 0.0000% | $15000.00          | $942.98            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $3015000.00        | $2202533.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5272 | 2054-05-01      | 6.0000%  | 0.0000% | $915000.00         | $692102.35         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $78000.00          | $16633.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1601 | 2037-07-01      | 5.5000%  | 0.0000% | $1250000.00        | $23354.11          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2960 | 2053-04-01      | 5.0000%  | 0.0000% | $675000.00         | $446826.25         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZT1652 | 2034-01-01      | 3.0000%  | 0.0000% | $200000.00         | $25968.95          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8512 | 2029-01-01      | 2.5000%  | 0.0000% | $41952.00          | $1881.29           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS7541 | 2031-10-01      | 2.5000%  | 0.0000% | $1345000.00        | $160127.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8308 | 2053-03-01      | 5.5000%  | 0.0000% | $967000.00         | $699416.90         | Agency Mortgage-Backed Securities |

### Security 681: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3G1, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1GG3G1
- **C.18 - Value (incl. sponsor support):** $748000000.00
- **C.18.a - Value (excl. sponsor support):** $748000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $6639000.00        | $6672806.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $33260400.00       | $28910660.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $2427200.00        | $2231078.90        | U.S. Treasuries (including strips)        |
| GNII SP 787333 C       | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1044.91           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $105.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $42333900.00       | $37627428.90       | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLSD5753   | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $817.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $6566600.00        | $5046552.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9355   | 2052-09-01      | 5.0000%  | 0.0000% | $5210195.00        | $4868339.78        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2051   | 2048-07-01      | 4.5000%  | 0.0000% | $1024.00           | $295.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4647   | 2056-01-01      | 5.5000%  | 0.0000% | $22018720.00       | $22261642.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5039   | 2053-06-01      | 5.5000%  | 0.0000% | $20971627.00       | $15314982.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0215   | 2055-01-01      | 5.5000%  | 0.0000% | $24838016.00       | $23945337.14       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $25000000.00       | $25234713.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.41             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $7886000.00        | $8278557.16        | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFA4340   | 2055-08-01      | 6.0000%  | 0.0000% | $35581184.00       | $33494423.59       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8211   | 2052-05-01      | 2.0000%  | 0.0000% | $999468.00         | $650523.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5078   | 2054-02-01      | 6.5000%  | 0.0000% | $11185000.00       | $7730010.62        | Agency Mortgage-Backed Securities         |
| FNRM CL070GC R25F070   | 2045-08-25      | 5.0000%  | 0.0000% | $27000000.00       | $24264131.29       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA8958   | 2051-02-01      | 2.5000%  | 0.0000% | $32907426.00       | $13981370.13       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5701   | 2053-02-01      | 6.0000%  | 0.0000% | $1080.00           | $773.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6919   | 2053-08-01      | 6.0000%  | 0.0000% | $6973091.00        | $5534149.06        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $66614200.00       | $55714780.92       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $92700.00          | $94308.79          | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLBX3439   | 2052-11-01      | 5.5000%  | 0.0000% | $1590450.00        | $1502818.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $4836000.00        | $3561720.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $29390500.00       | $29995858.56       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSL3829   | 2056-01-01      | 5.5000%  | 0.0000% | $28943572.00       | $28395553.07       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672   | 2055-03-01      | 6.0000%  | 0.0000% | $40000000.00       | $31016326.04       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $3463100.00        | $3255087.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $25173600.00       | $15957284.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.44             | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL1123   | 2055-05-01      | 6.0000%  | 0.0000% | $69092213.00       | $64341609.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1441   | 2055-11-01      | 5.5000%  | 0.0000% | $4453760.00        | $4322101.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3310   | 2055-09-01      | 5.5000%  | 0.0000% | $24982080.00       | $23611856.04       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $63969100.00       | $62967452.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $1798800.00        | $1808096.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $979700.00         | $946537.79         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $200.00            | $198.30            | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLCC0585   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $882.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0296   | 2055-01-01      | 6.0000%  | 0.0000% | $32489920.00       | $29049726.35       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0909   | 2054-09-01      | 6.0000%  | 0.0000% | $55512175.00       | $48982919.93       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3254   | 2055-10-01      | 5.5000%  | 0.0000% | $17880251.00       | $17807563.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $95361000.00       | $78741701.82       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0094   | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $939.73            | Agency Mortgage-Backed Securities         |

### Security 682: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3N6, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1GG3N6
- **C.18 - Value (incl. sponsor support):** $353000000.00
- **C.18.a - Value (excl. sponsor support):** $353000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $14442200.00       | $13450831.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50166454.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $39000000.00       | $39480314.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $45000000.00       | $43908906.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49312500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49471082.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $49728207.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $49886069.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $14599500.00       | $14692297.41       | U.S. Treasuries (including strips) |

### Security 683: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3O4, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1GG3O4
- **C.18 - Value (incl. sponsor support):** $1248000000.00
- **C.18.a - Value (excl. sponsor support):** $1248000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2034-01-15      | 1.7500%  | 0.0000% | $225000000.00      | $237889313.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $36918200.00       | $40248784.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $197325500.00      | $199799405.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $12754600.00       | $13965961.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $247.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $5000100.00        | $5288387.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $130402700.00      | $137921238.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $114.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $12000000.00       | $12034262.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $600.00            | $562.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $241.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $17336100.00       | $17173105.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $14817200.00       | $14941550.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $500.00            | $529.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $95.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $1392000.00        | $1390351.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $5000.00           | $4974.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $1400.00           | $1385.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $6969100.00        | $6095135.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $224300.00         | $219532.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $200.00            | $200.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $700.00            | $665.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $210.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $186660000.00      | $196319213.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $245511000.00      | $248834498.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $2400.00           | $2255.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $1879200.00        | $1870770.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $2885100.00        | $2858861.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $3080300.00        | $3126645.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $132.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $216.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $381.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $100002300.00      | $98685169.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $84.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $2538800.00        | $2228737.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $7986300.00        | $9667517.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $141200.00         | $135686.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $1903600.00        | $2810876.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $21939100.00       | $19259686.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $19100.00          | $18087.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $400.00            | $523.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $300.00            | $301.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $101400.00         | $94557.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $10500.00          | $9955.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $27200.00          | $58440.12          | U.S. Treasuries (including strips) |

### Security 684: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG3V8, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1GG3V8
- **C.18 - Value (incl. sponsor support):** $810000000.00
- **C.18.a - Value (excl. sponsor support):** $810000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? 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 2020-151 MA | 2050-10-20      | 1.0000%  | 0.0000% | $186064791.00      | $78683383.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA | 2050-09-20      | 1.0000%  | 0.0000% | $556760214.00      | $213428613.42      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA | 2050-09-20      | 1.0000%  | 0.0000% | $573255197.00      | $237354233.56      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-147 AE | 2062-06-16      | 1.2500%  | 0.0000% | $299800000.00      | $180940793.97      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC | 2050-10-20      | 1.2500%  | 0.0000% | $24691679.00       | $10868894.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AB | 2050-09-20      | 1.0000%  | 0.0000% | $287519361.00      | $121124080.74      | Agency Collateralized Mortgage Obligation |

### Security 685: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG421, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1GG421
- **C.18 - Value (incl. sponsor support):** $2920000000.00
- **C.18.a - Value (excl. sponsor support):** $2920000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $121300.00         | $122298.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $3610000.00        | $3585024.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $117200100.00      | $119002785.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100000.00         | $60714.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $4600000.00        | $4609598.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10000000.00       | $8977979.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $8491000.00        | $8846527.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $167000.00         | $165423.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $200.00            | $194.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $144200.00         | $95789.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $20000000.00       | $17565101.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $26900000.00       | $25667013.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $9999900.00        | $9391604.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $14135100.00       | $13275469.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $266723700.00      | $231842197.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $5264200.00        | $5084702.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $5000000.00        | $4820255.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $3020000.00        | $4459364.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $2000000.00        | $3159958.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $279270900.00      | $243545099.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $121362300.00      | $120743835.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $245645700.00      | $120385865.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $489700.00         | $575598.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $31600000.00       | $30372822.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $3277600.00        | $3219447.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1500000.00        | $1517495.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $9017500.00        | $9484134.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $18037300.00       | $17758695.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $99001000.00       | $129686327.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200000000.00      | $198856466.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $114817000.00      | $100319358.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $82635500.00       | $83183208.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $600.00            | $556.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $16372800.00       | $16723316.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $28531900.00       | $28226913.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $29000000.00       | $30672033.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $2406000.00        | $2495585.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $4063000.00        | $4092829.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $144051500.00      | $159804818.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $16168000.00       | $16283076.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $1200000.00        | $1206973.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $2500000.00        | $2570723.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $88221600.00       | $117380214.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $92287700.00       | $93239645.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $203100.00         | $199759.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $25000000.00       | $25376004.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $99560800.00       | $98624726.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $7609500.00        | $7954588.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $2000000.00        | $2068675.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $20000000.00       | $20250743.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $5622300.00        | $5678845.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $1500000.00        | $1447379.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $13884900.00       | $14576076.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $3016000.00        | $3163277.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $61700000.00       | $67266280.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $236454500.00      | $249999994.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $16696800.00       | $19293134.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $21240800.00       | $18462963.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $10000000.00       | $9358515.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $12000000.00       | $12479567.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $30000000.00       | $27505146.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $93476200.00       | $95737770.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $112933100.00      | $146165970.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $322000.00         | $326292.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $25969900.00       | $27488718.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $80000.00          | $79424.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $133422000.00      | $131819068.09      | U.S. Treasuries (including strips) |

### Security 686: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG439, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1GG439
- **C.18 - Value (incl. sponsor support):** $324000000.00
- **C.18.a - Value (excl. sponsor support):** $324000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? 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 HXBZ4541 | 2030-08-01      | 4.1800%  | 0.0000% | $4011003.00        | $4013924.35        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-12-25      | 4.8619%  | 0.0000% | $27251056.00       | $25013924.86       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-11-25      | 4.9619%  | 0.0000% | $8688200.00        | $5994707.56        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-12-25      | 4.8619%  | 0.0000% | $1922501.00        | $1860089.80        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZN3206 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $285.80            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $2709018.00        | $1730711.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-12-25      | 4.8619%  | 0.0000% | $7351687.00        | $7157978.12        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIZS7890 | 2032-09-01      | 2.5000%  | 0.0000% | $2053144.00        | $317903.36         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1104 | 2043-02-01      | 3.5000%  | 0.0000% | $1040.00           | $164.25            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB1681 | 2040-10-01      | 5.0000%  | 0.0000% | $44000.00          | $41805.60          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3238 | 2034-07-01      | 2.9800%  | 0.0000% | $9820010.00        | $8801707.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $303000.00         | $263118.84         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $6460267.00        | $4921411.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $773689.00         | $708844.01         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3089 | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1273.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4881 | 2054-02-01      | 6.5000%  | 0.0000% | $65541.00          | $53390.65          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $8000.00           | $5946.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7337 | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $799.87            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-08-25      | 4.8119%  | 0.0000% | $28873648.00       | $28198675.68       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | 0.0000% | $98000.00          | $75373.12          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $31483754.00       | $25671804.73       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  | 0.0000% | $34069881.00       | $27489827.33       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | 0.0000% | $58000.00          | $32576.70          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0877 | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $510.85            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $174218.00         | $108626.17         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3SZT0959 | 2048-01-01      | 4.0000%  | 0.0000% | $44190722.00       | $10117974.31       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2778 | 2053-03-01      | 5.5000%  | 0.0000% | $6345856.00        | $4504624.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3501 | 2053-05-01      | 6.5000%  | 0.0000% | $1128.00           | $841.36            | Agency Mortgage-Backed Securities         |
| GNRA 2025-127 FG     | 2055-07-20      | 4.9929%  | 0.0000% | $2848833.00        | $2641459.94        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD0415 | 2043-01-01      | 3.5000%  | 0.0000% | $4230506.00        | $1555498.91        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3211 | 2042-06-01      | 3.5000%  | 0.0000% | $2852295.00        | $419977.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0379 | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $224.24            | Agency Mortgage-Backed Securities         |
| FMAR 842084 G        | 2056-01-01      | 5.1430%  | 0.0000% | $595502.00         | $594728.73         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4807 | 2030-10-01      | 3.9100%  | 0.0000% | $30181632.00       | $29832380.20       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $1579.00           | $983.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4896 | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $690.88            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0439 | 2050-03-01      | 3.5000%  | 0.0000% | $851712.00         | $382286.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2212 | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $848.42            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $1166.00           | $20.82             | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM7227 | 2033-07-01      | 4.3601%  | 0.0000% | $2060.00           | $2036.71           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $1350.00           | $3.60              | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $117.44            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $25606330.00       | $21229742.18       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $28008294.00       | $21130127.59       | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-12-25      | 4.8619%  | 0.0000% | $2000.00           | $1905.57           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $793.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $131169742.00      | $100187233.39      | Agency Mortgage-Backed Securities         |

### Security 687: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG4A3, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1GG4A3
- **C.18 - Value (incl. sponsor support):** $2021000000.00
- **C.18.a - Value (excl. sponsor support):** $2021000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 CLQF8280   | 2053-02-01      | 4.0000%  | 0.0000% | $229711.00         | $162349.04         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q34962 G   | 2045-07-01      | 4.0000%  | 0.0000% | $40741026.00       | $6080557.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7884   | 2053-02-01      | 6.0000%  | 0.0000% | $1778044.00        | $1247331.57        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q56256 G   | 2048-05-01      | 4.5000%  | 0.0000% | $13257616.00       | $2784529.64        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62997 G   | 2049-04-01      | 4.5000%  | 0.0000% | $9815050.00        | $1847387.10        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99179 G   | 2042-09-01      | 4.0000%  | 0.0000% | $134487296.00      | $31682234.55       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $11266780.00       | $8867332.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5400   | 2055-04-01      | 6.0000%  | 0.0000% | $1943204.00        | $1575445.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9776   | 2055-09-01      | 6.0000%  | 0.0000% | $3114450.00        | $3204212.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8907   | 2055-08-01      | 6.0000%  | 0.0000% | $1009188.00        | $1046378.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9828   | 2055-09-01      | 6.0000%  | 0.0000% | $4242420.00        | $3876013.84        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3013   | 2054-09-01      | 5.5000%  | 0.0000% | $4163640.00        | $3893162.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5990   | 2053-03-01      | 5.5000%  | 0.0000% | $11550000.00       | $9932525.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5260   | 2053-03-01      | 5.0000%  | 0.0000% | $3542236.00        | $3357702.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6606   | 2055-12-01      | 5.0000%  | 0.0000% | $6942144.00        | $6851361.84        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2449   | 2047-01-01      | 3.5000%  | 0.0000% | $17113600.00       | $4044920.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0156   | 2055-08-01      | 6.0000%  | 0.0000% | $1313630.00        | $1328522.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8501   | 2055-08-01      | 6.0000%  | 0.0000% | $2013656.00        | $2068942.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7153   | 2055-12-01      | 5.0000%  | 0.0000% | $9767632.00        | $9471771.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $1091832.00        | $1131361.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0708   | 2055-06-01      | 6.5000%  | 0.0000% | $5059896.00        | $4922663.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX1166   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $582.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY4456   | 2053-07-01      | 5.5000%  | 0.0000% | $10350896.00       | $8181495.37        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9704   | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1509.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8848   | 2054-07-01      | 6.0000%  | 0.0000% | $5582136.00        | $4634615.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV7953   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $735.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6535   | 2052-07-01      | 5.0000%  | 0.0000% | $2593230.00        | $1343924.03        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV5872   | 2055-07-01      | 6.5000%  | 0.0000% | $1175972.00        | $1210639.97        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $34615540.00       | $13126056.98       | Agency Mortgage-Backed Securities         |
| GNII JM MA3278 M       | 2030-12-20      | 2.5000%  | 0.0000% | $491000.00         | $27407.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA6996 M       | 2050-11-20      | 3.0000%  | 0.0000% | $85837.00          | $27262.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $2590000.00        | $789576.45         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7536   | 2055-11-01      | 5.5000%  | 0.0000% | $11858500.00       | $11629695.65       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3121   | 2055-09-01      | 6.0000%  | 0.0000% | $13501806.00       | $13251920.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4582   | 2055-10-01      | 5.0000%  | 0.0000% | $9361510.00        | $9180794.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA5470 M       | 2039-02-20      | 6.0000%  | 0.0000% | $198515.00         | $32488.94          | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $2511562.00        | $225514.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M       | 2045-11-20      | 3.0000%  | 0.0000% | $86000.00          | $9624.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7952   | 2054-02-01      | 4.5000%  | 0.0000% | $12324000.00       | $10283153.26       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3328   | 2049-04-01      | 4.0000%  | 0.0000% | $1408.00           | $263.90            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6070   | 2050-06-01      | 2.0000%  | 0.0000% | $1024.00           | $419.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0102   | 2047-08-01      | 3.5000%  | 0.0000% | $161109944.00      | $34762782.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6521   | 2053-05-01      | 5.0000%  | 0.0000% | $2149850.00        | $1573171.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5783   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $904.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1378   | 2048-03-01      | 4.0000%  | 0.0000% | $102100000.00      | $14128412.51       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200   | 2053-10-01      | 6.0000%  | 0.0000% | $2031.00           | $1168.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $376882.00         | $91150.50          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5727   | 2052-09-01      | 5.0000%  | 0.0000% | $2254151.00        | $1550737.27        | Agency Mortgage-Backed Securities         |
| GNII SF MA2755 M       | 2045-04-20      | 4.0000%  | 0.0000% | $871000.00         | $72535.49          | Agency Mortgage-Backed Securities         |
| GNII SF MA3454 M       | 2046-02-20      | 3.5000%  | 0.0000% | $849817.00         | $80457.57          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1476   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $974.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $11028.00          | $7877.17           | Agency Mortgage-Backed Securities         |
| GNMI SF BE0204 X       | 2048-01-15      | 4.0000%  | 0.0000% | $66000.00          | $29898.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA1286 M       | 2043-09-20      | 4.0000%  | 0.0000% | $1408736.00        | $75680.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA7283 M       | 2036-04-20      | 2.0000%  | 0.0000% | $546000.00         | $220471.59         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7009   | 2056-03-01      | 5.5000%  | 0.0000% | $4673840.00        | $4737956.59        | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $225450.00         | $155701.77         | Agency Mortgage-Backed Securities         |
| GNII SF MA5600 M       | 2048-11-20      | 6.5000%  | 0.0000% | $153000.00         | $23834.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA6936 M       | 2050-10-20      | 5.0000%  | 0.0000% | $97000.00          | $25216.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA4514 M       | 2047-06-20      | 5.5000%  | 0.0000% | $496000.00         | $41727.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA3174 M       | 2045-10-20      | 4.0000%  | 0.0000% | $807500.00         | $58410.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA3876 M       | 2041-09-20      | 4.5000%  | 0.0000% | $948595.00         | $85511.40          | Agency Mortgage-Backed Securities         |
| GNII SF DN6619 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1027.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $403000.00         | $261478.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA9104 M       | 2053-07-20      | 4.5000%  | 0.0000% | $1185055.00        | $983775.29         | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $28000.00          | $22953.08          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4216   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $670.98            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6504   | 2053-01-01      | 6.0000%  | 0.0000% | $5044000.00        | $3322414.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9372   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $565.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9306   | 2052-09-01      | 5.0000%  | 0.0000% | $5827992.00        | $3654077.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3881   | 2041-06-01      | 5.5000%  | 0.0000% | $11103000.00       | $679490.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0214   | 2055-10-01      | 5.5000%  | 0.0000% | $7550328.00        | $7226769.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9798   | 2055-09-01      | 6.0000%  | 0.0000% | $1664750.00        | $1712020.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6441   | 2055-12-01      | 6.0000%  | 0.0000% | $5325783.00        | $5578554.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1973   | 2055-10-01      | 6.5000%  | 0.0000% | $2002110.00        | $2136800.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0028   | 2055-08-01      | 6.5000%  | 0.0000% | $678986.00         | $716131.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8945   | 2055-09-01      | 6.5000%  | 0.0000% | $5169064.00        | $5358039.14        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM7227   | 2033-07-01      | 4.3601%  | 0.0000% | $54893437.00       | $54272852.08       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9529   | 2055-08-01      | 6.0000%  | 0.0000% | $1201756.00        | $1223404.82        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT1917   | 2052-01-01      | 2.5000%  | 0.0000% | $7047000.00        | $4013240.03        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1065   | 2051-10-01      | 3.0000%  | 0.0000% | $9241616.00        | $4547180.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8509   | 2055-08-01      | 6.0000%  | 0.0000% | $1003998.00        | $1030254.11        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE2089   | 2055-06-01      | 4.5000%  | 0.0000% | $1108531.00        | $877539.38         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4591   | 2055-11-01      | 6.5000%  | 0.0000% | $1462747.00        | $1561781.89        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV5624   | 2052-06-01      | 3.0000%  | 0.0000% | $334214.00         | $245387.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3034   | 2054-09-01      | 6.5000%  | 0.0000% | $461480.00         | $382341.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAK7343   | 2042-02-01      | 4.5000%  | 0.0000% | $3020556.00        | $219293.99         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB9934   | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $842.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDD2613   | 2040-02-01      | 6.0000%  | 0.0000% | $1023716.00        | $851175.38         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4458   | 2055-04-01      | 5.5000%  | 0.0000% | $4460712.00        | $3916979.90        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9472   | 2047-04-01      | 4.5000%  | 0.0000% | $1024.00           | $201.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6221   | 2055-04-01      | 5.5000%  | 0.0000% | $3918928.00        | $3458449.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9878   | 2055-08-01      | 6.0000%  | 0.0000% | $2118272.00        | $2156732.81        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $925.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3053   | 2049-02-01      | 4.5000%  | 0.0000% | $11478160.00       | $3127958.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4584   | 2055-10-01      | 5.5000%  | 0.0000% | $9482.00           | $9197.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1266   | 2055-01-01      | 5.5000%  | 0.0000% | $34122880.00       | $32047676.59       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0303   | 2055-02-01      | 5.5000%  | 0.0000% | $42131360.00       | $38693626.30       | Agency Mortgage-Backed Securities         |
| GNII SF AB2916 C       | 2042-09-20      | 4.0000%  | 0.0000% | $674748.00         | $114275.93         | Agency Mortgage-Backed Securities         |
| GNII SF MA5197 M       | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $12155.39          | Agency Mortgage-Backed Securities         |
| GNII SF MA5934 M       | 2049-05-20      | 5.5000%  | 0.0000% | $74000.00          | $6218.65           | Agency Mortgage-Backed Securities         |
| GNMI SF AA5821 X       | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $25070.23          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5502   | 2055-12-01      | 6.0000%  | 0.0000% | $29834496.00       | $29971105.13       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5052   | 2055-05-01      | 6.0000%  | 0.0000% | $19488960.00       | $16126293.50       | Agency Mortgage-Backed Securities         |
| GNII JM MA0774 M       | 2043-02-20      | 2.5000%  | 0.0000% | $247000.00         | $31588.65          | Agency Mortgage-Backed Securities         |
| GNMI SF AA6698 X       | 2043-01-15      | 3.5000%  | 0.0000% | $1435773.00        | $276704.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA1423 M       | 2028-11-20      | 2.5000%  | 0.0000% | $1274934.00        | $36440.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA6995 M       | 2050-11-20      | 2.5000%  | 0.0000% | $458906.00         | $176121.98         | Agency Mortgage-Backed Securities         |
| GNII SF DL5372 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2024015.00        | $2131200.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0441   | 2054-11-01      | 5.5000%  | 0.0000% | $44392124.00       | $40284397.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M       | 2027-06-20      | 2.5000%  | 0.0000% | $2961804.00        | $32789.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA1678 M       | 2044-02-20      | 4.0000%  | 0.0000% | $820286.00         | $45125.35          | Agency Mortgage-Backed Securities         |
| GNMI SF AB8350 X       | 2042-10-15      | 2.5000%  | 0.0000% | $404160.00         | $43004.94          | Agency Mortgage-Backed Securities         |
| GNII SF AA6042 C       | 2043-01-20      | 3.0000%  | 0.0000% | $1245398.00        | $106329.42         | Agency Mortgage-Backed Securities         |
| GNII JM MA6566 M       | 2035-04-20      | 2.5000%  | 0.0000% | $188060.00         | $16194.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $16726976.00       | $1549282.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA9909 M       | 2054-09-20      | 7.0000%  | 0.0000% | $104237.00         | $44769.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $783203.00         | $98332.97          | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M       | 2048-09-20      | 4.5000%  | 0.0000% | $2479000.00        | $182491.45         | Agency Mortgage-Backed Securities         |
| GNII SF DH4732 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1446863.00        | $1197914.24        | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M       | 2049-07-20      | 3.0000%  | 0.0000% | $470237.00         | $61070.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA9783 M       | 2054-06-20      | 7.5000%  | 0.0000% | $45001.00          | $14760.88          | Agency Mortgage-Backed Securities         |
| GNII SF CW9350 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1342188.00        | $527494.31         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3638 C       | 2055-04-20      | 6.5000%  | 0.0000% | $8013080.00        | $4182531.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL6729   | 2044-05-01      | 3.5000%  | 0.0000% | $67003.00          | $11003.62          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $672.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4064   | 2055-03-01      | 6.5000%  | 0.0000% | $5372000.00        | $4552042.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9581   | 2047-05-01      | 4.0000%  | 0.0000% | $84889300.00       | $18210097.61       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2827   | 2054-09-01      | 6.0000%  | 0.0000% | $1010.00           | $993.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ8634   | 2054-10-01      | 5.5000%  | 0.0000% | $1196466.00        | $960711.31         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7497   | 2046-07-01      | 3.5000%  | 0.0000% | $30170912.00       | $7490267.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $67936128.00       | $51889502.93       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH4202   | 2053-11-01      | 7.0000%  | 0.0000% | $1835974.00        | $1038335.95        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81188 G   | 2044-05-01      | 4.0000%  | 0.0000% | $26718960.00       | $3501111.00        | Agency Mortgage-Backed Securities         |
| GNMI SF AP0116 X       | 2045-10-15      | 3.0000%  | 0.0000% | $165533.00         | $79874.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA9999 M       | 2039-10-20      | 5.0000%  | 0.0000% | $545012.00         | $407315.50         | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $10143323.00       | $6584892.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8295   | 2046-11-01      | 3.0000%  | 0.0000% | $16944280.00       | $4730721.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1532   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8788   | 2055-09-01      | 6.0000%  | 0.0000% | $7111000.00        | $6783267.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0528   | 2047-10-01      | 3.5000%  | 0.0000% | $9964730.00        | $2585722.62        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0734   | 2063-06-01      | 3.5000%  | 0.0000% | $8409696.00        | $5910464.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3309   | 2054-09-01      | 5.0000%  | 0.0000% | $6308112.00        | $5461027.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8908   | 2055-01-01      | 6.5000%  | 0.0000% | $143216.00         | $102243.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8498   | 2055-08-01      | 6.0000%  | 0.0000% | $1439352.00        | $1483389.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6385   | 2055-12-01      | 6.0000%  | 0.0000% | $2861240.00        | $2672699.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2915   | 2055-11-01      | 6.5000%  | 0.0000% | $1256771.00        | $1315619.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0977   | 2053-06-01      | 6.0000%  | 0.0000% | $1614000.00        | $1297474.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5874   | 2055-07-01      | 6.0000%  | 0.0000% | $1153456.00        | $1190299.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0218   | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $674444.43         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0288   | 2052-03-01      | 4.0000%  | 0.0000% | $126017600.00      | $38658677.38       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1390   | 2048-03-01      | 4.5000%  | 0.0000% | $7968608.00        | $953803.78         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1856   | 2055-06-01      | 5.5000%  | 0.0000% | $1499436.00        | $1517251.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2793   | 2048-12-01      | 4.5000%  | 0.0000% | $2394664.00        | $525452.93         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0964   | 2052-07-01      | 5.0000%  | 0.0000% | $2534868.00        | $1617854.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0487   | 2052-10-01      | 5.0000%  | 0.0000% | $1882460.00        | $1378508.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8543   | 2052-09-01      | 5.0000%  | 0.0000% | $8930005.00        | $6361232.31        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1386   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $819.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8211   | 2052-08-01      | 5.0000%  | 0.0000% | $2544900.00        | $1794281.92        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $8192.10           | Agency Mortgage-Backed Securities         |
| FMAR 842084 G          | 2056-01-01      | 5.1430%  | 0.0000% | $6815846.00        | $6806995.45        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4215   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $683.44            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN4926   | 2036-02-01      | 1.5000%  | 0.0000% | $7704224.00        | $3728234.51        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4228   | 2052-01-01      | 2.0000%  | 0.0000% | $24874752.00       | $16553036.75       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $829.17            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE5059   | 2051-12-01      | 3.0000%  | 0.0000% | $10499088.00       | $5623533.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1486   | 2056-02-01      | 5.5000%  | 0.0000% | $1040.00           | $1062.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3746   | 2056-03-01      | 5.5000%  | 0.0000% | $10056608.00       | $10161778.50       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7213   | 2056-02-01      | 5.5000%  | 0.0000% | $3463908.00        | $3496818.95        | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $199496867.00      | $12883468.66       | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M       | 2051-01-20      | 3.5000%  | 0.0000% | $154422024.00      | $55746567.04       | Agency Mortgage-Backed Securities         |
| GNII SF DN2072 C       | 2052-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.62           | Agency Mortgage-Backed Securities         |
| GNII SF AB9088 C       | 2042-10-20      | 3.0000%  | 0.0000% | $1575654.00        | $193279.18         | Agency Mortgage-Backed Securities         |
| GNMI SF 766750 X       | 2042-05-15      | 3.5000%  | 0.0000% | $210261.00         | $34633.96          | Agency Mortgage-Backed Securities         |
| GNMI SF AA6091 X       | 2043-02-15      | 3.0000%  | 0.0000% | $380000.00         | $52396.81          | Agency Mortgage-Backed Securities         |
| GNMI SF 792721 X       | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $29997.87          | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $882306.00         | $67835.52          | Agency Mortgage-Backed Securities         |
| GNMI SF AB9108 X       | 2042-10-15      | 3.0000%  | 0.0000% | $886979.00         | $88019.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $720997.00         | $87112.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9587   | 2056-03-01      | 5.5000%  | 0.0000% | $2172.00           | $2204.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA6219 M       | 2049-10-20      | 3.5000%  | 0.0000% | $2681144.00        | $306648.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5607   | 2056-02-01      | 5.5000%  | 0.0000% | $7958260.00        | $8046971.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M       | 2048-02-20      | 4.0000%  | 0.0000% | $57821630.00       | $5485523.94        | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $4798406.00        | $2699404.60        | Agency Mortgage-Backed Securities         |
| GNII SF MA8154 M       | 2052-07-20      | 6.0000%  | 0.0000% | $113000.00         | $64557.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA9171 M       | 2053-09-20      | 5.5000%  | 0.0000% | $5246321.00        | $3643428.40        | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $3181529.00        | $226383.17         | Agency Mortgage-Backed Securities         |
| GNII SF MA8798 M       | 2053-03-20      | 4.0000%  | 0.0000% | $75978.00          | $57391.89          | Agency Mortgage-Backed Securities         |
| GNII SF MA8150 M       | 2052-07-20      | 4.0000%  | 0.0000% | $87000.00          | $61429.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $7896634.00        | $4780719.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $3465018.00        | $526561.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA9107 M       | 2053-08-20      | 6.0000%  | 0.0000% | $135010.00         | $72889.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA8270 M       | 2052-09-20      | 5.5000%  | 0.0000% | $16434575.00       | $10305307.15       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4653 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1306194.00        | $1290481.70        | Agency Mortgage-Backed Securities         |
| GNII SF DH4683 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1238670.00        | $1297113.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA6337 M       | 2049-12-20      | 2.5000%  | 0.0000% | $360638.00         | $64848.47          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0103   | 2056-03-01      | 5.5000%  | 0.0000% | $5711656.00        | $5734616.37        | Agency Mortgage-Backed Securities         |
| GNMI SF AN6683 X       | 2045-07-15      | 3.0000%  | 0.0000% | $144700.00         | $70766.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6894   | 2056-02-01      | 5.5000%  | 0.0000% | $7310450.00        | $7384001.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8599   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $971.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $939.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA3105 M       | 2045-09-20      | 3.5000%  | 0.0000% | $2247094.00        | $200170.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M       | 2052-05-20      | 4.5000%  | 0.0000% | $3208042.00        | $2250209.44        | Agency Mortgage-Backed Securities         |
| GNII SF MA3873 M       | 2046-08-20      | 3.0000%  | 0.0000% | $4511594.00        | $529504.32         | Agency Mortgage-Backed Securities         |
| GNII SF DN2055 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1628893.00        | $1657726.27        | Agency Mortgage-Backed Securities         |
| GNII SF DL5494 C       | 2055-12-20      | 5.5000%  | 0.0000% | $8376086.00        | $8513908.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $4404380.00        | $369929.07         | Agency Mortgage-Backed Securities         |
| GNII SF DN6704 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1008.00           | $1040.16           | Agency Mortgage-Backed Securities         |
| GNII JM MA7359 M       | 2051-05-20      | 2.5000%  | 0.0000% | $270000.00         | $137724.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M       | 2049-01-20      | 4.5000%  | 0.0000% | $1691024.00        | $105552.92         | Agency Mortgage-Backed Securities         |
| GNII SF DL5203 C       | 2055-11-20      | 5.5000%  | 0.0000% | $13989870.00       | $14202717.67       | Agency Mortgage-Backed Securities         |
| GNII SF MA4381 M       | 2047-04-20      | 3.0000%  | 0.0000% | $1469840.00        | $213097.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $356822230.00      | $45761125.26       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8329   | 2052-12-01      | 5.5000%  | 0.0000% | $7964710.00        | $6083218.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG1936   | 2053-05-01      | 6.0000%  | 0.0000% | $1251704.00        | $974641.17         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PQU8069   | 2052-03-01      | 3.0000%  | 0.0000% | $6282728.00        | $4375138.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0770   | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $690.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9012   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $740.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8407   | 2054-03-01      | 5.0000%  | 0.0000% | $78000.00          | $63731.34          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8473   | 2054-11-01      | 4.5000%  | 0.0000% | $30269.00          | $26840.91          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4797   | 2046-02-01      | 4.0000%  | 0.0000% | $14453280.00       | $3107434.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1822   | 2043-08-01      | 3.5000%  | 0.0000% | $1008093.00        | $119508.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5857   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4428   | 2049-10-01      | 3.0000%  | 0.0000% | $244904704.00      | $43446421.40       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV9960   | 2052-06-01      | 4.0000%  | 0.0000% | $139000.00         | $91354.46          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4492   | 2047-11-01      | 4.0000%  | 0.0000% | $1648.00           | $301.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1021.00           | $768.47            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $750.96            | Agency Mortgage-Backed Securities         |
| GNII SF MA5599 M       | 2037-09-20      | 6.0000%  | 0.0000% | $92000.00          | $14546.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA9103 M       | 2053-07-20      | 4.0000%  | 0.0000% | $7000.00           | $5640.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0012   | 2055-06-01      | 5.0000%  | 0.0000% | $10730144.00       | $10081161.16       | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C       | 2041-07-20      | 4.0000%  | 0.0000% | $2631909.00        | $122472.71         | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X       | 2041-03-15      | 4.0000%  | 0.0000% | $612675.00         | $22923.79          | Agency Mortgage-Backed Securities         |
| GNII SF 763040 C       | 2041-04-20      | 4.5000%  | 0.0000% | $1197819.00        | $77794.11          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1402   | 2055-11-01      | 5.5000%  | 0.0000% | $54925376.00       | $54494184.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $830.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0953   | 2055-08-01      | 5.5000%  | 0.0000% | $12526.00          | $11449.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA8048 M       | 2052-05-20      | 5.5000%  | 0.0000% | $90000.00          | $49715.42          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7008   | 2056-03-01      | 5.5000%  | 0.0000% | $2875380.00        | $2916388.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1838   | 2056-01-01      | 5.0000%  | 0.0000% | $35802659.00       | $35225845.40       | Agency Mortgage-Backed Securities         |
| GNII SF MA7884 M       | 2052-02-20      | 4.0000%  | 0.0000% | $66890.00          | $43581.32          | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $16000.00          | $11565.73          | Agency Mortgage-Backed Securities         |
| GNII SF DQ4042 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.92           | Agency Mortgage-Backed Securities         |
| GNII SF DP6109 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $996.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA0852 M       | 2043-03-20      | 3.5000%  | 0.0000% | $672912.00         | $58104.39          | Agency Mortgage-Backed Securities         |
| GNII SF DH4936 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1247271.00        | $1307824.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA0088 M       | 2042-05-20      | 3.5000%  | 0.0000% | $3744904.00        | $257552.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA0756 M       | 2028-02-20      | 2.5000%  | 0.0000% | $2492988.00        | $55724.65          | Agency Mortgage-Backed Securities         |
| GNII SF AB2338 C       | 2042-08-20      | 4.0000%  | 0.0000% | $1131884.00        | $144676.93         | Agency Mortgage-Backed Securities         |
| GNII SF DM4823 C       | 2056-02-20      | 5.5000%  | 0.0000% | $8060550.00        | $8347210.02        | Agency Mortgage-Backed Securities         |
| GNII SF MA9850 M       | 2054-08-20      | 5.0000%  | 0.0000% | $30000.00          | $26326.32          | Agency Mortgage-Backed Securities         |
| GNII SF MA9485 M       | 2052-10-20      | 4.0000%  | 0.0000% | $171900.00         | $141202.73         | Agency Mortgage-Backed Securities         |
| GNII SF DK4602 C       | 2055-05-20      | 6.5000%  | 0.0000% | $11169795.00       | $6977060.16        | Agency Mortgage-Backed Securities         |
| GNII SF MA9729 M       | 2054-06-20      | 7.5000%  | 0.0000% | $727000.00         | $159448.48         | Agency Mortgage-Backed Securities         |
| GNMI SF 775151 X       | 2041-10-15      | 4.5000%  | 0.0000% | $1616845.00        | $148047.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA9421 M       | 2053-12-20      | 4.5000%  | 0.0000% | $90000.00          | $79304.77          | Agency Mortgage-Backed Securities         |
| GNII SF BD7935 C       | 2047-12-20      | 4.0000%  | 0.0000% | $1004562.00        | $196699.55         | Agency Mortgage-Backed Securities         |
| GNII SF DH4735 C       | 2055-05-20      | 6.5000%  | 0.0000% | $423165.00         | $440329.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6204   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $944.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7565   | 2054-08-01      | 6.5000%  | 0.0000% | $889477.00         | $765521.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3827   | 2055-12-01      | 5.5000%  | 0.0000% | $5954681.00        | $5812883.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7468   | 2055-12-01      | 5.0000%  | 0.0000% | $8876816.00        | $8758610.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332   | 2048-11-01      | 4.5000%  | 0.0000% | $9081232.00        | $2337191.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3317   | 2054-09-01      | 5.0000%  | 0.0000% | $7436368.00        | $6238462.84        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB8675   | 2054-07-01      | 5.0000%  | 0.0000% | $483567.00         | $466679.68         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWBM3440   | 2032-12-01      | 3.0000%  | 0.0000% | $556988.00         | $49861.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5063   | 2048-12-01      | 4.5000%  | 0.0000% | $1024.00           | $148.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8908   | 2055-08-01      | 6.0000%  | 0.0000% | $1066478.00        | $1090592.79        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBK2444   | 2050-05-01      | 2.5000%  | 0.0000% | $21758432.00       | $9605435.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3685   | 2049-06-01      | 4.5000%  | 0.0000% | $52094720.00       | $16836988.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6584   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $867.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA3239   | 2049-03-01      | 5.0000%  | 0.0000% | $93872.00          | $26577.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8482   | 2053-03-01      | 5.0000%  | 0.0000% | $4485264.00        | $3346635.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9762   | 2053-04-01      | 5.5000%  | 0.0000% | $4665416.00        | $3495824.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0849   | 2053-05-01      | 5.5000%  | 0.0000% | $3790440.00        | $1785411.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1338   | 2054-02-01      | 5.5000%  | 0.0000% | $10001.00          | $9489.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX1920   | 2053-02-01      | 6.0000%  | 0.0000% | $7457784.00        | $6315135.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7579   | 2054-08-01      | 5.5000%  | 0.0000% | $5134488.00        | $5048568.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7077   | 2053-02-01      | 6.0000%  | 0.0000% | $5490189.00        | $3247009.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3186   | 2055-11-01      | 5.5000%  | 0.0000% | $55870272.00       | $53891942.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4096   | 2053-03-01      | 5.0000%  | 0.0000% | $7296.00           | $5483.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6092   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $683.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $50159739.00       | $37953664.25       | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $829834.00         | $531490.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $11304275.00       | $7066632.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $1806477.00        | $1282536.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA9105 M       | 2053-07-20      | 5.0000%  | 0.0000% | $97811.00          | $79288.63          | Agency Mortgage-Backed Securities         |
| GNII SF MA8490 M       | 2052-12-20      | 5.0000%  | 0.0000% | $9452400.00        | $6906118.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1046   | 2054-11-01      | 5.5000%  | 0.0000% | $64351921.00       | $58207404.22       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3274   | 2055-08-01      | 6.5000%  | 0.0000% | $1188648.00        | $1239282.70        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7240   | 2056-03-01      | 5.5000%  | 0.0000% | $4235672.00        | $4292956.39        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3343   | 2055-09-01      | 6.0000%  | 0.0000% | $6438320.00        | $6357535.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA0781 M       | 2043-02-20      | 2.5000%  | 0.0000% | $474805.00         | $61069.18          | Agency Mortgage-Backed Securities         |
| GNMI SF 778862 X       | 2042-02-15      | 3.5000%  | 0.0000% | $376000.00         | $52542.48          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46157 G   | 2047-02-01      | 3.5000%  | 0.0000% | $12965808.00       | $3012059.72        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q01710 G   | 2041-07-01      | 5.0000%  | 0.0000% | $1987676.00        | $153069.02         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5592   | 2043-04-01      | 3.5000%  | 0.0000% | $5327830.00        | $802280.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6029   | 2054-06-01      | 5.5000%  | 0.0000% | $4639216.00        | $4166777.31        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA0458   | 2053-09-01      | 6.0000%  | 0.0000% | $1205360.00        | $521865.50         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9848   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $834.53            | Agency Mortgage-Backed Securities         |
| GNII SF DJ8954 C       | 2055-05-20      | 6.5000%  | 0.0000% | $7499872.00        | $7453469.71        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4224   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $650.52            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2336   | 2034-02-01      | 3.0000%  | 0.0000% | $1128.00           | $69.79             | Agency Mortgage-Backed Securities         |
| GNII SF DL5208 C       | 2055-11-20      | 5.5000%  | 0.0000% | $713026.00         | $723904.69         | Agency Mortgage-Backed Securities         |
| GNII SF BK5879 C       | 2048-11-20      | 4.5000%  | 0.0000% | $3589994.00        | $75930.74          | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M       | 2044-12-20      | 3.5000%  | 0.0000% | $1330771.00        | $91806.29          | Agency Mortgage-Backed Securities         |
| GNII SF DJ1054 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1577856.00        | $983426.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA0935 M       | 2043-04-20      | 4.0000%  | 0.0000% | $3001970.00        | $231123.06         | Agency Mortgage-Backed Securities         |
| GNII SF DN6355 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.61           | Agency Mortgage-Backed Securities         |
| GNII SF DL5452 C       | 2055-12-20      | 5.5000%  | 0.0000% | $5188284.00        | $5361307.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M       | 2050-01-20      | 4.5000%  | 0.0000% | $50696.00          | $6148.52           | Agency Mortgage-Backed Securities         |
| GNII SF MA0933 M       | 2043-04-20      | 3.0000%  | 0.0000% | $2030000.00        | $207922.69         | Agency Mortgage-Backed Securities         |
| GNII SF DP9028 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities         |
| GNII SF MA3520 M       | 2046-03-20      | 3.0000%  | 0.0000% | $2255568.00        | $227148.87         | Agency Mortgage-Backed Securities         |
| GNII SF DJ2769 C       | 2055-04-20      | 6.5000%  | 0.0000% | $529430.00         | $333428.50         | Agency Mortgage-Backed Securities         |
| GNMI SF 779402 X       | 2027-06-15      | 2.5000%  | 0.0000% | $818400.00         | $7636.19           | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M       | 2050-11-20      | 4.5000%  | 0.0000% | $705255.00         | $173408.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA0023 M       | 2042-04-20      | 4.0000%  | 0.0000% | $2242217.00        | $113468.10         | Agency Mortgage-Backed Securities         |
| GNMI SF 775089 X       | 2041-09-15      | 4.5000%  | 0.0000% | $90624.00          | $5127.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA0220 M       | 2042-07-20      | 3.5000%  | 0.0000% | $3885000.00        | $282964.94         | Agency Mortgage-Backed Securities         |
| GNII SF DQ2474 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $37000.00          | $27806.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA0221 M       | 2042-07-20      | 4.0000%  | 0.0000% | $822981.00         | $46321.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA0699 M       | 2042-12-20      | 3.5000%  | 0.0000% | $1001004.00        | $92517.97          | Agency Mortgage-Backed Securities         |
| GNII JM MA7043 M       | 2050-12-20      | 2.5000%  | 0.0000% | $145000.00         | $53768.90          | Agency Mortgage-Backed Securities         |
| GNII SF DL4367 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1227300.00        | $1248887.59        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $234.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9351   | 2052-09-01      | 5.0000%  | 0.0000% | $5030639.00        | $3311100.50        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7436   | 2052-02-01      | 3.0000%  | 0.0000% | $1040.00           | $770.74            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-12-25      | 4.8619%  | 0.0000% | $1831096.00        | $1771652.13        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQD3494   | 2051-12-01      | 3.0000%  | 0.0000% | $6289568.00        | $3219346.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0832   | 2053-08-01      | 6.5000%  | 0.0000% | $7498216.00        | $6508525.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8741   | 2044-02-01      | 4.5000%  | 0.0000% | $18326427.00       | $3171227.51        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6827   | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $232.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9392   | 2054-08-01      | 6.5000%  | 0.0000% | $1567744.00        | $1526768.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7258   | 2055-09-01      | 6.0000%  | 0.0000% | $5591540.00        | $4781595.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN1642   | 2048-11-01      | 4.5000%  | 0.0000% | $51299904.00       | $12023662.00       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2586   | 2055-03-01      | 6.0000%  | 0.0000% | $4120392.00        | $3904278.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX3284   | 2053-02-01      | 5.0000%  | 0.0000% | $72525.00          | $51563.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4341   | 2048-02-01      | 4.0000%  | 0.0000% | $42150400.00       | $11988065.91       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8248   | 2055-09-01      | 6.5000%  | 0.0000% | $2838610.00        | $2933333.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7238   | 2055-07-01      | 6.0000%  | 0.0000% | $1912820.00        | $1417610.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY8678   | 2053-11-01      | 5.5000%  | 0.0000% | $50000.00          | $49060.06          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6571   | 2050-08-01      | 2.5000%  | 0.0000% | $15494060.00       | $5639586.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY8481   | 2053-08-01      | 5.0000%  | 0.0000% | $11106925.00       | $9069678.85        | Agency Mortgage-Backed Securities         |
| GNII SF 779602 C       | 2041-11-20      | 4.0000%  | 0.0000% | $2602760.00        | $401423.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M       | 2042-11-20      | 4.0000%  | 0.0000% | $2200000.00        | $168827.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA0393 M       | 2042-09-20      | 4.0000%  | 0.0000% | $826360.00         | $53732.53          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1364   | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1052.00           | Agency Mortgage-Backed Securities         |
| GNII SF MA0022 M       | 2042-04-20      | 3.5000%  | 0.0000% | $114375.00         | $7365.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $7000.00           | $5654.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9384   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $973.34            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6025   | 2050-06-01      | 2.0000%  | 0.0000% | $13458544.00       | $6452306.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX9436   | 2053-03-01      | 6.0000%  | 0.0000% | $4036744.00        | $1781381.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3484   | 2049-05-01      | 4.0000%  | 0.0000% | $24974944.00       | $6989428.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0864   | 2047-12-01      | 4.0000%  | 0.0000% | $20932544.00       | $5582120.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6924   | 2053-09-01      | 6.0000%  | 0.0000% | $1558682.00        | $1144870.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6024   | 2050-06-01      | 2.0000%  | 0.0000% | $18852832.00       | $8988404.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6912   | 2050-09-01      | 2.5000%  | 0.0000% | $94005044.00       | $37646743.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4583   | 2055-10-01      | 5.5000%  | 0.0000% | $48513310.00       | $46425219.27       | Agency Mortgage-Backed Securities         |
| GNMI SF AO9471 X       | 2046-01-15      | 4.5000%  | 0.0000% | $329026.00         | $47424.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $1246088.00        | $117833.31         | Agency Mortgage-Backed Securities         |
| GNII SF DJ6981 C       | 2055-07-20      | 5.0000%  | 0.0000% | $1808589.00        | $1624447.53        | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M       | 2027-12-20      | 2.5000%  | 0.0000% | $3029487.00        | $51899.54          | Agency Mortgage-Backed Securities         |
| GNII SF DM4772 C       | 2056-01-20      | 5.0000%  | 0.0000% | $3434913.00        | $3416105.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA7314 M       | 2051-03-20      | 3.5000%  | 0.0000% | $43565525.00       | $17534826.62       | Agency Mortgage-Backed Securities         |
| GNII SF MA8047 M       | 2052-05-20      | 5.0000%  | 0.0000% | $542000.00         | $339543.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $46101202.00       | $26497709.51       | Agency Mortgage-Backed Securities         |
| GNII SF DQ4016 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.56           | Agency Mortgage-Backed Securities         |
| GNII SF MA3034 M       | 2045-08-20      | 3.5000%  | 0.0000% | $10569000.00       | $947105.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA7316 M       | 2051-04-20      | 4.5000%  | 0.0000% | $5385990.00        | $1860235.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M       | 2044-10-20      | 4.5000%  | 0.0000% | $583000.00         | $36294.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA4070 M       | 2046-11-20      | 4.0000%  | 0.0000% | $1341751.00        | $121557.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA7055 M       | 2050-12-20      | 4.0000%  | 0.0000% | $247251737.00      | $74686284.81       | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $1427478.00        | $89990.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M       | 2046-06-20      | 3.0000%  | 0.0000% | $1001000.00        | $110275.60         | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $50992000.00       | $45840638.29       | Agency Mortgage-Backed Securities         |
| GNII SF DK1883 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2214460.00        | $1922913.58        | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $3443000.00        | $281265.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA2678 M       | 2045-03-20      | 3.5000%  | 0.0000% | $1497828.00        | $107567.74         | Agency Mortgage-Backed Securities         |
| GNII SF MA7832 M       | 2052-01-20      | 5.0000%  | 0.0000% | $80000.00          | $35776.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $133255786.00      | $62201389.67       | Agency Mortgage-Backed Securities         |
| GNII SF MA6938 M       | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $5706.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO5386   | 2049-12-01      | 3.5000%  | 0.0000% | $29622412.00       | $5400632.57        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $5947456.00        | $2037540.69        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4102   | 2052-07-01      | 4.5000%  | 0.0000% | $68273152.00       | $45477105.59       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4113   | 2049-08-01      | 3.0000%  | 0.0000% | $3580094.00        | $1171175.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8499   | 2055-08-01      | 6.0000%  | 0.0000% | $1474240.00        | $1027247.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7237   | 2055-07-01      | 6.0000%  | 0.0000% | $957077.00         | $972505.93         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7236   | 2055-07-01      | 6.0000%  | 0.0000% | $1321928.00        | $1355095.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5693   | 2055-05-01      | 6.5000%  | 0.0000% | $88000.00          | $60269.47          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX4945   | 2053-01-01      | 6.5000%  | 0.0000% | $1008.00           | $677.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135   | 2048-07-01      | 4.0000%  | 0.0000% | $65220398.00       | $18018290.37       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6633   | 2049-05-01      | 4.5000%  | 0.0000% | $18807840.00       | $5669801.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5568   | 2050-06-01      | 3.0000%  | 0.0000% | $2654005.00        | $928819.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CKBM7739   | 2054-09-01      | 6.5000%  | 0.0000% | $19592160.00       | $10227082.52       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN3673   | 2049-03-01      | 4.5000%  | 0.0000% | $5889240.00        | $1867986.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8547   | 2055-09-01      | 5.5000%  | 0.0000% | $1200440.00        | $1216737.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDD9850   | 2040-11-01      | 4.5000%  | 0.0000% | $1215794.00        | $1177137.31        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3009   | 2055-02-01      | 6.0000%  | 0.0000% | $52000.00          | $40133.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9010   | 2055-10-01      | 5.5000%  | 0.0000% | $6302632.00        | $6325584.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0182   | 2057-01-01      | 4.0000%  | 0.0000% | $1024.00           | $342.78            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5514   | 2050-04-01      | 2.5000%  | 0.0000% | $1436190.00        | $548908.25         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2184   | 2048-08-01      | 4.0000%  | 0.0000% | $50011072.00       | $10066272.48       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY7428   | 2053-08-01      | 6.5000%  | 0.0000% | $1012200.00        | $994369.12         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254   | 2053-05-01      | 5.5000%  | 0.0000% | $7834330.00        | $6039200.33        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $62401.00          | $53504.40          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9592   | 2052-09-01      | 5.0000%  | 0.0000% | $1796112.00        | $1141311.15        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $715.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $10375920.00       | $7353846.47        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $1109018.00        | $708518.74         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8316   | 2053-04-01      | 5.5000%  | 0.0000% | $36124.00          | $26326.27          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBJ1391   | 2053-09-01      | 7.0000%  | 0.0000% | $11833.00          | $9783.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281   | 2055-01-01      | 5.5000%  | 0.0000% | $508494.00         | $447317.83         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4406   | 2054-10-01      | 5.0000%  | 0.0000% | $2492584.00        | $2188191.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8924   | 2053-03-01      | 5.5000%  | 0.0000% | $2460688.00        | $2075297.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7882   | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $752.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA3672   | 2053-10-01      | 7.5000%  | 0.0000% | $1249598.00        | $707458.27         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2142   | 2055-03-01      | 6.5000%  | 0.0000% | $1096500.00        | $1126502.84        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A91965 G   | 2040-04-01      | 5.0000%  | 0.0000% | $2347577.00        | $60404.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA5330 M       | 2048-07-20      | 4.0000%  | 0.0000% | $1956491.00        | $168609.91         | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $181859762.00      | $15524150.19       | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M       | 2047-03-20      | 4.0000%  | 0.0000% | $955374.00         | $80538.30          | Agency Mortgage-Backed Securities         |
| GNII SF MA3035 M       | 2045-08-20      | 4.0000%  | 0.0000% | $658382.00         | $43959.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA3664 M       | 2046-05-20      | 4.0000%  | 0.0000% | $898003.00         | $80790.83          | Agency Mortgage-Backed Securities         |
| GNII SF MA2825 M       | 2045-05-20      | 3.0000%  | 0.0000% | $3409911.00        | $304644.80         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5017   | 2055-09-01      | 6.0000%  | 0.0000% | $24081824.00       | $20597419.44       | Agency Mortgage-Backed Securities         |
| GNII SF MA2679 M       | 2045-03-20      | 4.0000%  | 0.0000% | $2358951.00        | $220631.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA0319 M       | 2042-08-20      | 4.0000%  | 0.0000% | $594999.00         | $36019.81          | Agency Mortgage-Backed Securities         |
| GNII SF DH3362 C       | 2055-02-20      | 6.5000%  | 0.0000% | $6000.00           | $6320.19           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4630 C       | 2055-04-20      | 6.5000%  | 0.0000% | $3971893.00        | $2363194.02        | Agency Mortgage-Backed Securities         |
| GNII SF MA4588 M       | 2047-07-20      | 4.5000%  | 0.0000% | $83216836.00       | $7123529.27        | Agency Mortgage-Backed Securities         |
| GNII SF 766711 C       | 2042-05-20      | 4.0000%  | 0.0000% | $319000.00         | $33891.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA6223 M       | 2049-09-20      | 5.5000%  | 0.0000% | $338532.00         | $41055.42          | Agency Mortgage-Backed Securities         |
| GNII SF MA5468 M       | 2048-09-20      | 5.0000%  | 0.0000% | $1100002.00        | $80760.25          | Agency Mortgage-Backed Securities         |
| GNMI SF 773931 X       | 2041-11-15      | 4.0000%  | 0.0000% | $311566.00         | $36249.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5741   | 2056-01-01      | 5.5000%  | 0.0000% | $2117864.00        | $2132873.50        | Agency Mortgage-Backed Securities         |
| GNMI SF AB1295 X       | 2042-08-15      | 3.5000%  | 0.0000% | $3498785.00        | $286481.45         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0944   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $742.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3694   | 2055-01-01      | 6.5000%  | 0.0000% | $17810147.00       | $15059512.90       | Agency Mortgage-Backed Securities         |
| GNII SF BO3324 C       | 2049-06-20      | 3.5000%  | 0.0000% | $1206482.00        | $255270.30         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0470   | 2053-12-01      | 5.5000%  | 0.0000% | $9518719.00        | $9063508.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $2202760.00        | $215095.39         | Agency Mortgage-Backed Securities         |
| GNII SF CK9592 C       | 2052-06-20      | 4.0000%  | 0.0000% | $195000.00         | $130879.70         | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $34343797.00       | $15521248.06       | Agency Mortgage-Backed Securities         |
| GNII SF CL0390 C       | 2052-01-20      | 2.0000%  | 0.0000% | $2010536.00        | $1223414.75        | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M       | 2048-06-20      | 4.5000%  | 0.0000% | $69987614.00       | $4855765.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M       | 2045-07-20      | 3.0000%  | 0.0000% | $7907639.00        | $825003.63         | Agency Mortgage-Backed Securities         |
| GNII SF CK8464 C       | 2052-04-20      | 3.0000%  | 0.0000% | $122000.00         | $79537.20          | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $183000.00         | $133209.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5747   | 2056-02-01      | 5.5000%  | 0.0000% | $10625952.00       | $10691950.56       | Agency Mortgage-Backed Securities         |
| GNII SF BZ6343 C       | 2050-11-20      | 2.0000%  | 0.0000% | $1705000.00        | $860848.65         | Agency Mortgage-Backed Securities         |
| GNMI SF 759958 X       | 2041-11-15      | 4.0000%  | 0.0000% | $66207.00          | $6911.40           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0992 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA8488 M       | 2052-12-20      | 4.0000%  | 0.0000% | $439000.00         | $332978.14         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $4574700.00        | $4553604.54        | U.S. Treasuries (including strips)        |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $2128062.00        | $1922559.92        | Agency Mortgage-Backed Securities         |

### Security 688: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG4E5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GG4E5
- **C.18 - Value (incl. sponsor support):** $1614000000.00
- **C.18.a - Value (excl. sponsor support):** $1614000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 2025-117 FA                                   | 2055-07-20      | 4.8229%  | 0.0000% | $1000.00           | $907.23            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA                                   | 2052-04-20      | 4.0000%  | 0.0000% | $1224.00           | $812.81            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2034-07-15      | 1.8750%  | 0.0000% | $239488000.00      | $249999260.99      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2035-02-15      | 4.6250%  | 0.0000% | $700.00            | $720.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-04-15      | 1.6250%  | 0.0000% | $2300.00           | $2389.35           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-07-31      | 4.0000%  | 0.0000% | $300.00            | $299.92            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-04-02      | 0.0000%  | 0.0000% | $13700.00          | $13697.23          | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQZ8459                               | 2055-11-01      | 6.5000%  | 0.0000% | $2345365.00        | $2294431.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $835.44            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX5809                               | 2055-01-01      | 6.5000%  | 0.0000% | $2480240.00        | $1231592.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3601                               | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4495                               | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.28           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4403                               | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $746.45            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4666                               | 2055-08-01      | 4.5000%  | 0.0000% | $14538032.00       | $13662349.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5087                               | 2055-10-01      | 5.5000%  | 0.0000% | $8879632.00        | $8751946.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3017                               | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $909.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5051                               | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $994.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9364                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $960.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5215                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0560                               | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $949.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7936                               | 2036-07-01      | 2.0000%  | 0.0000% | $27187600.00       | $14940951.29       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6911                               | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2040-02-15      | 2.1250%  | 0.0000% | $18000000.00       | $26566316.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-04-30      | 4.6250%  | 0.0000% | $3800.00           | $3980.13           | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLRA7577                               | 2052-06-01      | 5.0000%  | 0.0000% | $323741.00         | $205128.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9058                               | 2053-05-01      | 5.5000%  | 0.0000% | $1473600.00        | $1159537.76        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2055-12-25      | 4.5000%  | 0.0000% | $56901369.00       | $50150910.03       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQA8854                               | 2050-04-01      | 5.0000%  | 0.0000% | $1706808.00        | $835252.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6883                               | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $882.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8162                               | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $509.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3757                               | 2042-09-01      | 3.5000%  | 0.0000% | $5386711.00        | $509108.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7127                               | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $800.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8968                               | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $876.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5693                               | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $684.88            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-08-31      | 1.3750%  | 0.0000% | $2768800.00        | $2744379.98        | U.S. Treasuries (including strips)        |
| GNII SF MB0685 M                                   | 2055-09-20      | 5.0000%  | 0.0000% | $5205472.00        | $5118692.11        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0047                               | 2040-12-01      | 4.5000%  | 0.0000% | $9781936.00        | $9330604.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA9268                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0892                               | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $934.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3761                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.77           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ6924                               | 2055-11-01      | 7.0000%  | 0.0000% | $8732405.00        | $8850798.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7244                               | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1052                               | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $805.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0307                               | 2055-01-01      | 5.5000%  | 0.0000% | $26713122.00       | $24582700.66       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $2646465.00        | $2458079.99        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL3595                               | 2049-11-01      | 3.0000%  | 0.0000% | $1023.00           | $904.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4158                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $741.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4494                               | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1586                               | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $853.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4950                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $752.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4740                               | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.41           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFA5082                               | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $999.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4529                               | 2053-03-01      | 5.5000%  | 0.0000% | $13748656.00       | $11101293.14       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1646                               | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA3030                               | 2039-04-01      | 6.0000%  | 0.0000% | $881438.00         | $29082.16          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9345                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0144                               | 2054-07-01      | 6.5000%  | 0.0000% | $1031000.00        | $488516.42         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2028-05-16      | 3.6700%  | 0.0000% | $1000.00           | $1008.61           | Agency Debentures and Agency Strips       |
| FNMS 03.000 CTAL9227                               | 2036-10-01      | 3.0000%  | 0.0000% | $1000.00           | $200.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M                                   | 2054-05-20      | 6.0000%  | 0.0000% | $9834.00           | $6362.87           | Agency Mortgage-Backed Securities         |
| GNRA 2025-103 FC                                   | 2055-06-20      | 5.2229%  | 0.0000% | $100000000.00      | $77915663.47       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2033-03-31      | 4.2500%  | 0.0000% | $200.00            | $201.03            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQA1175                               | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $198.86            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16134 G                               | 2032-01-01      | 3.0000%  | 0.0000% | $1001.00           | $94.89             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2033-11-15      | 4.5000%  | 0.0000% | $241344600.00      | $249998270.65      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-01-31      | 1.7500%  | 0.0000% | $970900.00         | $918970.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2036-01-15      | 1.8750%  | 0.0000% | $1001500.00        | $992488.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-02-29      | 3.3750%  | 0.0000% | $657800.00         | $654115.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.73             | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD7335                               | 2054-03-01      | 5.5000%  | 0.0000% | $8677280.00        | $6164584.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU6743                               | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $95.45             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB3936                               | 2054-06-01      | 6.5000%  | 0.0000% | $1419.00           | $1296.52           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-077       A-M    20280525 FLT | 2028-05-25      | 3.8500%  | 0.0000% | $1000.00           | $995.56            | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC Q51029 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $1794.00           | $751.27            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7216                               | 2054-12-01      | 6.5000%  | 0.0000% | $19681451.00       | $17373852.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA9379                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4143                               | 2055-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1119.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9438                               | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3119                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $967.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8739                               | 2055-07-01      | 5.5000%  | 0.0000% | $19358784.00       | $18610669.61       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7615                               | 2056-03-01      | 5.0000%  | 0.0000% | $1578842.00        | $1568397.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5966                               | 2056-02-01      | 5.5000%  | 0.0000% | $1003.00           | $1009.27           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1338                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $808.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1837                               | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $984.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2703                               | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1027.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4388                               | 2056-04-01      | 5.0000%  | 0.0000% | $29779232.00       | $29582113.35       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445                               | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $668.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7296                               | 2055-06-01      | 6.0000%  | 0.0000% | $4559397.00        | $3639047.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6606                               | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $995.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0315                               | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2178                               | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $779.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM3572                               | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $244.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9658                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $918.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBM1505                               | 2040-09-01      | 6.5000%  | 0.0000% | $110707.00         | $22287.39          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2032-05-31      | 4.1250%  | 0.0000% | $1000.00           | $1014.67           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2053-02-15      | 1.5000%  | 0.0000% | $11077300.00       | $9326938.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2035-07-15      | 1.8750%  | 0.0000% | $7055400.00        | $7127338.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2035-01-15      | 2.1250%  | 0.0000% | $800.00            | $840.25            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.08             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-11-30      | 0.6250%  | 0.0000% | $1050800.00        | $998343.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-05-12      | 0.0000%  | 0.0000% | $8751000.00        | $8713983.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-07-15      | 0.1250%  | 0.0000% | $2000.00           | $2265.74           | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLRJ5719                               | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $996.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6058                               | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9454                               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $885.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1107                               | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $62.57             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0925                               | 2055-08-01      | 5.5000%  | 0.0000% | $1120.00           | $1056.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1835                               | 2056-01-01      | 5.0000%  | 0.0000% | $1984120.00        | $1967426.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8684                               | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1006.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3313                               | 2033-03-01      | 3.5000%  | 0.0000% | $1000.00           | $98.96             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA6030                               | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0502                               | 2055-02-01      | 5.5000%  | 0.0000% | $55743296.00       | $53513003.71       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9867                               | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $963.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1516                               | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $857.71            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7495                               | 2055-11-01      | 5.5000%  | 0.0000% | $8280654.00        | $8214388.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5613                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.07           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0356                               | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $936.14            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9850                               | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $941.59            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7983                               | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $526.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG6193                               | 2056-04-01      | 5.0000%  | 0.0000% | $8781904.00        | $8746518.78        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0869                               | 2053-05-01      | 6.0000%  | 0.0000% | $122800896.00      | $95300507.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG6010                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $990.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3208                               | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5865                               | 2045-10-01      | 5.5000%  | 0.0000% | $1008.00           | $944.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8164                               | 2055-08-01      | 6.0000%  | 0.0000% | $1154125.00        | $1188118.73        | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $19413.47          | Agency Collateralized Mortgage Obligation |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $19000032.00       | $13453754.64       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4769                               | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $917.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0613                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $975.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ0789                               | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.09           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6680                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $990.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9785                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $990.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1134                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1001.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1712                               | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $912.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA9157                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0421                               | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $898.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3425                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $779.13            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0051                               | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $942.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1708                               | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $988.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9439                               | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $929.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107                               | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $762.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4224                               | 2056-04-01      | 5.0000%  | 0.0000% | $2457932.00        | $2432439.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5826                               | 2056-04-01      | 5.0000%  | 0.0000% | $26450912.00       | $26174755.67       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $791058.00         | $58908.58          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6028                               | 2056-03-01      | 4.5000%  | 0.0000% | $1024.00           | $989.24            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA3651                               | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.44           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2032-12-31      | 3.8750%  | 0.0000% | $102633300.00      | $101946065.16      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2033-01-31      | 4.0000%  | 0.0000% | $1600.00           | $1595.44           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2033-01-31      | 4.0000%  | 0.0000% | $180000.00         | $179486.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-10-31      | 3.5000%  | 0.0000% | $800.00            | $807.06            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $200.36            | U.S. Treasuries (including strips)        |
| GNRA 2025-203 FA                                   | 2055-11-20      | 5.0729%  | 0.0000% | $4366.00           | $4296.75           | Agency Collateralized Mortgage Obligation |
| GNRM 2026-010 AE                                   | 2056-01-20      | 4.5000%  | 0.0000% | $25164907.00       | $24298772.34       | Agency Collateralized Mortgage Obligation |
| GNMI SP 781553 X                                   | 2032-11-15      | 6.5000%  | 0.0000% | $14698.00          | $42.90             | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M                                   | 2051-01-20      | 3.0000%  | 0.0000% | $794443.00         | $280700.18         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4159                               | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $432.56            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX8125                               | 2055-02-01      | 7.0000%  | 0.0000% | $1644132.00        | $1472518.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6342                               | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $282.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4841                               | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1009.71           | Agency Mortgage-Backed Securities         |
| GNMI SF CR3836 X                                   | 2052-12-15      | 6.5000%  | 0.0000% | $1016673.00        | $1028221.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0789                               | 2055-01-01      | 6.0000%  | 0.0000% | $29147488.00       | $23636520.56       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2430                               | 2055-09-01      | 6.0000%  | 0.0000% | $21259936.00       | $19964497.25       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1544                               | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $911.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ0060                               | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $953.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5767                               | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4214                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5098                               | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS7239                               | 2051-12-01      | 2.0000%  | 0.0000% | $794883.00         | $552269.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA9412                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO5204                               | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $995.42            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2046-11-25      | 4.1957%  | 0.0000% | $20783.00          | $1779.20           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $2019.00           | $1832.84           | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLSD8134                               | 2051-03-01      | 2.0000%  | 0.0000% | $9946284.00        | $5456965.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1912                               | 2052-11-01      | 5.5000%  | 0.0000% | $11727456.00       | $9353299.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9464                               | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $927.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9206                               | 2054-09-01      | 5.0000%  | 0.0000% | $1008.00           | $933.28            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3450                               | 2032-07-01      | 4.4100%  | 0.0000% | $5316774.00        | $5337009.64        | Agency Mortgage-Backed Securities         |
| GNRA 2023-098 FA                                   | 2053-07-20      | 4.6729%  | 0.0000% | $46327025.00       | $17504751.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 4.8029%  | 0.0000% | $3651.00           | $2217.96           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $200.75            | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQF2997                               | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $977284.87         | Agency Mortgage-Backed Securities         |
| FKAR 02.770 WNWN0077                               | 2040-03-01      | 2.7700%  | 0.0000% | $31306.00          | $24718.76          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                               | 2053-11-01      | 5.0000%  | 0.0000% | $509681.00         | $427842.13         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3019                               | 2052-07-01      | 3.0000%  | 0.0000% | $1004.00           | $746.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5391                               | 2046-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.27            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2040-07-13      | 2.1500%  | 0.0000% | $1000.00           | $701.89            | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY                             | 2031-07-31      | 4.1250%  | 0.0000% | $48236100.00       | $48795786.67       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-05-31      | 4.6250%  | 0.0000% | $200.00            | $208.70            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-10-15      | 1.1250%  | 0.0000% | $300.00            | $300.21            | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLRJ5145                               | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $938.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2526                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $995.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4619                               | 2055-08-01      | 6.0000%  | 0.0000% | $1280.00           | $1203.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6333                               | 2056-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1015.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3997                               | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $985.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5603                               | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $978.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5462                               | 2055-06-01      | 5.5000%  | 0.0000% | $3558816.00        | $3582240.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2704                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1009.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2149                               | 2055-09-01      | 5.0000%  | 0.0000% | $1003.00           | $982.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4778                               | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.64           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9770                               | 2055-12-01      | 5.5000%  | 0.0000% | $17943529.00       | $17705592.69       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0624                               | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $811.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1468                               | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1036.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3389                               | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.43           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4222                               | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $475.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1218                               | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $934.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1158                               | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9838                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $588.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIFA4613                               | 2040-09-01      | 6.5000%  | 0.0000% | $21337929.00       | $21618436.31       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5393                               | 2046-03-01      | 4.5000%  | 0.0000% | $1024.00           | $1005.31           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA3464                               | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $937.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6821                               | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $777.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0655                               | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $220.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2219                               | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $100.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB0869                               | 2051-06-01      | 3.5000%  | 0.0000% | $1024.00           | $519.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5883                               | 2054-06-01      | 6.5000%  | 0.0000% | $24772245.00       | $18348497.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570                               | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $841.78            | Agency Mortgage-Backed Securities         |
| GNMI SF CR3806 X                                   | 2053-02-15      | 7.0000%  | 0.0000% | $352298.00         | $355871.50         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2048-02-15      | 1.0000%  | 0.0000% | $32369900.00       | $30731372.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-10-15      | 2.3750%  | 0.0000% | $1500.00           | $1665.80           | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLTA1970                               | 2055-12-01      | 5.0000%  | 0.0000% | $2220.00           | $2190.69           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3297                               | 2055-11-01      | 5.5000%  | 0.0000% | $12513090.00       | $12455492.61       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7412                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7503                               | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA8660                               | 2056-03-01      | 5.5000%  | 0.0000% | $1504478.00        | $1515557.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6448                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6051                               | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $449.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4937                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5139                               | 2056-04-01      | 5.5000%  | 0.0000% | $42327680.00       | $43023688.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4462                               | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0432                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $911.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9476                               | 2054-11-01      | 5.0000%  | 0.0000% | $36638920.00       | $33810256.95       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2735                               | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $671.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8356                               | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $823.25            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA5795                               | 2055-08-01      | 7.0000%  | 0.0000% | $1024.00           | $843.95            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437                               | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $610.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110                               | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.55           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9420                               | 2055-04-01      | 7.0000%  | 0.0000% | $1019.00           | $825.67            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7409                               | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3439                               | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7153                               | 2056-02-01      | 5.5000%  | 0.0000% | $1015100.00        | $1029629.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0038                               | 2040-11-01      | 5.0000%  | 0.0000% | $18143640.00       | $16854270.09       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2088                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $975.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3117                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $980.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4517                               | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1052.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ9384                               | 2055-11-01      | 6.0000%  | 0.0000% | $9369775.00        | $9307660.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA9311                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2856                               | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $261.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY2978                               | 2053-05-01      | 5.0000%  | 0.0000% | $1221000.00        | $894020.56         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6378                               | 2055-12-01      | 5.5000%  | 0.0000% | $1745324.00        | $1771624.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4231                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $827.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9903                               | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2246                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.95            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4583                               | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $495.78            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA8814                               | 2050-04-01      | 2.5000%  | 0.0000% | $15536935.00       | $7669334.06        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2035-06-04      | 1.8000%  | 0.0000% | $559000.00         | $441162.80         | Agency Debentures and Agency Strips       |
| FNMS 06.000 CLDE0097                               | 2055-06-01      | 6.0000%  | 0.0000% | $11029892.00       | $10681428.67       | Agency Mortgage-Backed Securities         |
| FKAR 03.470 WAWA2502                               | 2045-11-01      | 3.4700%  | 0.0000% | $1369.00           | $1016.04           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2050-05-15      | 1.2500%  | 0.0000% | $800.00            | $383.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $203.40            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-01-15      | 3.5000%  | 0.0000% | $7807700.00        | $7789909.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $175.41            | U.S. Treasuries (including strips)        |
| GNRM 2024-026 LY                                   | 2054-02-20      | 5.7500%  | 0.0000% | $95000000.00       | $79310631.04       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2028-03-31      | 1.2500%  | 0.0000% | $400.00            | $380.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2035-05-15      | 4.2500%  | 0.0000% | $4000.00           | $4046.39           | U.S. Treasuries (including strips)        |

### Security 689: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG4N5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GG4N5
- **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:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $315.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $24704000.00       | $25218744.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $1840300.00        | $1832129.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $300.00            | $313.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $47573500.00       | $39741234.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8124%  | 0.0000% | $10699700.00       | $10775057.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $4816800.00        | $4883064.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $16008800.00       | $12217281.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $2386600.00        | $2379392.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $25100.00          | $25734.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $25595800.00       | $18850882.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $703900.00         | $617343.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $20229700.00       | $14247395.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $24000400.00       | $19363692.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $9321300.00        | $9517478.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $149900.00         | $149997.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $17534800.00       | $17310354.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $41519500.00       | $36154879.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $1202600.00        | $1199391.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $14006600.00       | $13952266.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $350900.00         | $350084.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $300.00            | $294.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1012600.00        | $1022924.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $2722700.00        | $2643612.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $17900.00          | $16104.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $198.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2717400.00        | $2657319.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $16000000.00       | $14420091.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $227628000.00      | $226689717.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $32178800.00       | $35699738.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $7569000.00        | $5408198.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $500.00            | $688.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $14201700.00       | $17136595.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $149000.00         | $148969.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1204900.00        | $1211629.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $208700.00         | $210789.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $211.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $47626800.00       | $64287648.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $127178000.00      | $116790689.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.09             | U.S. Treasuries (including strips) |

### Security 690: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG4R6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GG4R6
- **C.18 - Value (incl. sponsor support):** $2021000000.00
- **C.18.a - Value (excl. sponsor support):** $2021000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? 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 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $583.37            | Agency Collateralized Mortgage Obligation |
| GNII SF 004961 M       | 2036-10-20      | 6.0000%  | 0.0000% | $5002.00           | $153.09            | Agency Mortgage-Backed Securities         |
| GNII SF 004494 M       | 2039-07-20      | 4.0000%  | 0.0000% | $5000.00           | $184.40            | Agency Mortgage-Backed Securities         |
| GNII SF DN0589 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1029.70           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $673600.00         | $680308.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $842300.00         | $840774.97         | U.S. Treasuries (including strips)        |
| FNMS 02.500 CIFM5545   | 2035-12-01      | 2.5000%  | 0.0000% | $620000.00         | $197499.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ4901   | 2055-10-01      | 6.5000%  | 0.0000% | $1661050.00        | $1710731.16        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ8840   | 2055-11-01      | 7.0000%  | 0.0000% | $1001.00           | $1063.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA4776   | 2037-10-01      | 4.0000%  | 0.0000% | $1000.00           | $541.96            | Agency Mortgage-Backed Securities         |
| GNII JM MA0312 M       | 2042-08-20      | 3.5000%  | 0.0000% | $1036.00           | $36.66             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5366   | 2042-06-01      | 3.5000%  | 0.0000% | $5964.00           | $947.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $673.90            | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X       | 2042-01-15      | 3.5000%  | 0.0000% | $3000.00           | $238.05            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5145   | 2055-10-01      | 4.5000%  | 0.0000% | $11673820.00       | $10951780.86       | Agency Mortgage-Backed Securities         |
| GNII SF MA3807 M       | 2040-06-20      | 5.5000%  | 0.0000% | $1000.00           | $59.09             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5554   | 2054-12-01      | 6.0000%  | 0.0000% | $85000.00          | $63666.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4262   | 2056-03-01      | 5.0000%  | 0.0000% | $47050721.00       | $46524872.37       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL3890   | 2050-07-01      | 4.0000%  | 0.0000% | $1024.00           | $958.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3986   | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.38           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1517   | 2054-05-01      | 5.5000%  | 0.0000% | $23930464.00       | $19973669.03       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5497   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $822.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2839   | 2055-01-01      | 5.0000%  | 0.0000% | $9000.00           | $7823.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $73000.00          | $65127.27          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3424   | 2055-01-01      | 6.0000%  | 0.0000% | $17000.00          | $14939.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $456.36            | Agency Mortgage-Backed Securities         |
| GNII SF MB0940 M       | 2055-10-20      | 7.0000%  | 0.0000% | $16010.00          | $16639.12          | Agency Mortgage-Backed Securities         |
| GNII SF DR3641 C       | 2056-03-20      | 5.0000%  | 0.0000% | $2417328.00        | $2430791.71        | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M       | 2055-09-20      | 6.5000%  | 0.0000% | $114997565.00      | $117989568.18      | Agency Mortgage-Backed Securities         |
| GNII SP 785196 C       | 2050-09-20      | 4.5000%  | 0.0000% | $38736994.00       | $10193150.99       | Agency Mortgage-Backed Securities         |
| GNII SP 784975 C       | 2050-04-20      | 4.5000%  | 0.0000% | $10064.00          | $280.00            | Agency Mortgage-Backed Securities         |
| GNII SF DN4969 C       | 2055-12-20      | 5.5000%  | 0.0000% | $21680.00          | $21912.52          | Agency Mortgage-Backed Securities         |
| GNII SF MA8428 M       | 2052-11-20      | 5.0000%  | 0.0000% | $117251456.00      | $86223972.87       | Agency Mortgage-Backed Securities         |
| GNII SF DO4013 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.17           | Agency Mortgage-Backed Securities         |
| GNII SF DO1002 C       | 2056-01-20      | 5.5000%  | 0.0000% | $16000.00          | $16293.26          | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $2900.00           | $2064.20           | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $981.04            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $54769000.00       | $56403829.84       | U.S. Treasuries (including strips)        |
| GNPL PN DM0340         | 2060-09-15      | 5.7200%  | 0.0000% | $7000.00           | $7353.48           | Agency Mortgage-Backed Securities         |
| GNRA 2025-117 FA       | 2055-07-20      | 4.8229%  | 0.0000% | $3587019.00        | $3254263.99        | Agency Collateralized Mortgage Obligation |
| GNPL PN BW0715         | 2062-10-15      | 2.9000%  | 0.0000% | $1000.00           | $860.47            | Agency Mortgage-Backed Securities         |
| GNRA 2025-025 XF       | 2065-02-20      | 4.8729%  | 0.0000% | $71269556.00       | $43607656.67       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7771 M       | 2051-12-20      | 4.5000%  | 0.0000% | $704000.00         | $390257.50         | Agency Mortgage-Backed Securities         |
| GNMI SP 783609 X       | 2040-10-15      | 4.5000%  | 0.0000% | $1000.00           | $35.11             | Agency Mortgage-Backed Securities         |
| GNII SP 788427 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities         |
| GNII SF DP6068 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1086.68           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8949 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $51310400.00       | $40069195.47       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4148 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1020988.00        | $1067127.17        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ5976         | 2060-08-15      | 5.7000%  | 0.0000% | $494000.00         | $506917.66         | Agency Mortgage-Backed Securities         |
| GNII SF DP6941 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $997.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5612   | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $913.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3423   | 2055-11-01      | 5.0000%  | 0.0000% | $701608.00         | $682689.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5742   | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $799.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $89000.00          | $77669.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA9725 M       | 2054-06-20      | 5.5000%  | 0.0000% | $2335620.00        | $1797810.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4199   | 2056-01-01      | 5.0000%  | 0.0000% | $30093837.00       | $29802220.39       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5540   | 2044-11-01      | 5.5000%  | 0.0000% | $1008.00           | $681.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943   | 2056-01-01      | 4.5000%  | 0.0000% | $91000.00          | $87194.26          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2235   | 2054-08-01      | 7.0000%  | 0.0000% | $17000.00          | $14715.34          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8441   | 2055-11-01      | 6.5000%  | 0.0000% | $1097063.00        | $1148581.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2922   | 2050-09-01      | 5.5000%  | 0.0000% | $2458478.00        | $2460498.21        | Agency Mortgage-Backed Securities         |
| GNPL PN DC4425         | 2059-09-15      | 5.3300%  | 0.0000% | $225483.00         | $228789.23         | Agency Mortgage-Backed Securities         |
| GNPL PN DM8128         | 2061-03-15      | 5.7100%  | 0.0000% | $4000.00           | $4162.76           | Agency Mortgage-Backed Securities         |
| GNII SF DM4772 C       | 2056-01-20      | 5.0000%  | 0.0000% | $25929169.00       | $25787198.32       | Agency Mortgage-Backed Securities         |
| GNII SF BS1757 C       | 2050-03-20      | 4.0000%  | 0.0000% | $1000.00           | $265.82            | Agency Mortgage-Backed Securities         |
| GNII SF DQ8122 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities         |
| GNII SF MB0206 M       | 2055-02-20      | 6.0000%  | 0.0000% | $1120.00           | $676.64            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $29111536.00       | $20190614.70       | Agency Mortgage-Backed Securities         |
| GNII SF DI3417 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $945.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $1000.00           | $451.94            | Agency Mortgage-Backed Securities         |
| GNII SF CE1974 C       | 2051-08-20      | 3.0000%  | 0.0000% | $282000.00         | $171385.66         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3549   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $814.12            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $882.27            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592   | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $398.93            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH4131   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $713.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7355   | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $74.99             | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 4.6722%  | 0.0000% | $89533230.00       | $89029041.97       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIAS8396   | 2031-11-01      | 3.0000%  | 0.0000% | $1000.00           | $124.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2047   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $742.85            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I6BF0829   | 2064-06-01      | 2.5000%  | 0.0000% | $15568.00          | $12159.56          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5387   | 2054-06-01      | 5.0000%  | 0.0000% | $172001.00         | $150340.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA1997 M       | 2044-06-20      | 4.5000%  | 0.0000% | $4005.00           | $255.05            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8677   | 2055-10-01      | 6.5000%  | 0.0000% | $1169223.00        | $1242463.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1646   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.30           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA2203   | 2055-08-01      | 7.0000%  | 0.0000% | $5834358.00        | $4702528.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA5113   | 2056-04-01      | 6.5000%  | 0.0000% | $1023.00           | $1069.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6903   | 2053-08-01      | 5.0000%  | 0.0000% | $9241376.00        | $7905559.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA8868   | 2051-02-01      | 3.0000%  | 0.0000% | $168000.00         | $92735.46          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2415   | 2055-02-01      | 5.5000%  | 0.0000% | $3437920.00        | $3246524.41        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDD9850   | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $968.20            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA2764   | 2046-09-01      | 2.5000%  | 0.0000% | $1024.00           | $185.23            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7900   | 2051-07-01      | 2.5000%  | 0.0000% | $59160.00          | $32941.38          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6866   | 2053-10-01      | 5.0000%  | 0.0000% | $1185000.00        | $1052955.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5693   | 2048-09-01      | 5.0000%  | 0.0000% | $1584552.00        | $1118811.02        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9289   | 2051-02-01      | 2.5000%  | 0.0000% | $703184.00         | $428312.15         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0146   | 2043-09-01      | 3.5000%  | 0.0000% | $16979840.00       | $9501875.07        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5861   | 2053-03-01      | 6.5000%  | 0.0000% | $1267510.00        | $907320.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $10974114.00       | $8024020.75        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3BRH0000   | 2049-07-01      | 3.5000%  | 0.0000% | $17201896.00       | $2406170.43        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6152   | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $123.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9978   | 2046-09-01      | 4.5000%  | 0.0000% | $6153926.00        | $719982.76         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3142   | 2043-07-01      | 3.5000%  | 0.0000% | $3700.00           | $331.85            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8080   | 2050-06-01      | 2.0000%  | 0.0000% | $599000.00         | $248381.31         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8106   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $513.08            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC9094   | 2051-08-01      | 2.0000%  | 0.0000% | $2279068.00        | $1306072.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5299   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $807.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8381   | 2053-12-01      | 4.5000%  | 0.0000% | $2248644.00        | $1859365.28        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8328   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $797.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7019   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $860.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9255   | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $692.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $782.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAY1106   | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $156.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS7067   | 2031-04-01      | 3.5000%  | 0.0000% | $2009.00           | $178.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAR9225   | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $220.15            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $223200.00         | $235676.89         | U.S. Treasuries (including strips)        |
| GNII SF DR4499 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1031.00           | $1051.15           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $1892.00           | $1.40              | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G30670 G   | 2033-12-01      | 4.5000%  | 0.0000% | $12822.00          | $760.47            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $499900.00         | $506611.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $9216800.00        | $9614896.37        | U.S. Treasuries (including strips)        |
| GNII SF DR1019 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1319127.00        | $1386035.76        | Agency Mortgage-Backed Securities         |
| GNII SF DI7850 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $883.30            | Agency Mortgage-Backed Securities         |
| GNII SF DO5628 C       | 2055-12-20      | 6.5000%  | 0.0000% | $66809.00          | $70815.91          | Agency Mortgage-Backed Securities         |
| GNII SP 788438 C       | 2056-02-20      | 5.0000%  | 0.0000% | $888390.00         | $874665.50         | Agency Mortgage-Backed Securities         |
| GNPL PN CP3622         | 2057-10-15      | 4.1900%  | 0.0000% | $1030.00           | $957.67            | Agency Mortgage-Backed Securities         |
| GNII SF DL5208 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.26           | Agency Mortgage-Backed Securities         |
| GNII SF MB0259 M       | 2055-03-20      | 5.5000%  | 0.0000% | $40681420.00       | $31249914.59       | Agency Mortgage-Backed Securities         |
| GNII SP 787131 M       | 2050-12-20      | 4.5000%  | 0.0000% | $1000.00           | $765.27            | Agency Mortgage-Backed Securities         |
| GNII SP 786291 C       | 2052-08-20      | 5.0000%  | 0.0000% | $1046.00           | $743.29            | Agency Mortgage-Backed Securities         |
| GNII SF DN6655 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1027.70           | Agency Mortgage-Backed Securities         |
| GNII SF DP9490 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.08           | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $3074560.00        | $2075002.04        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7019         | 2057-11-15      | 4.5000%  | 0.0000% | $1000.00           | $949.10            | Agency Mortgage-Backed Securities         |
| GNII SF DQ2045 C       | 2056-02-20      | 5.5000%  | 0.0000% | $653341.00         | $676553.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA9169 M       | 2053-06-20      | 4.5000%  | 0.0000% | $5216197.00        | $4429529.30        | Agency Mortgage-Backed Securities         |
| GNPL PN CP3736         | 2058-02-15      | 4.9500%  | 0.0000% | $870332.00         | $850738.85         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $2000.00           | $1991.76           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $6463000.00        | $6526058.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $59672500.00       | $60351225.83       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $185.31            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $6653700.00        | $6418253.13        | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLSD5338   | 2046-11-01      | 3.5000%  | 0.0000% | $2674000.00        | $2013761.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $730.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $638.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4669   | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $704.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $2482.00           | $320.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH4152   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $804.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO2833   | 2039-12-01      | 5.5000%  | 0.0000% | $1000.00           | $844.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8622   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $818.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1123   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $680.60            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-03-25      | 4.9619%  | 0.0000% | $49998664.00       | $37201825.68       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCB0988   | 2051-07-01      | 2.5000%  | 0.0000% | $3917428.00        | $2331078.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW2653   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ1652   | 2047-11-01      | 3.5000%  | 0.0000% | $5255224.00        | $1354864.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK7995   | 2048-07-01      | 5.0000%  | 0.0000% | $7961584.00        | $1082303.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6798   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2225   | 2055-07-01      | 6.0000%  | 0.0000% | $21486064.00       | $19095545.60       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2640   | 2052-01-01      | 2.5000%  | 0.0000% | $152482.00         | $102431.91         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0693   | 2056-01-01      | 5.5000%  | 0.0000% | $1724650.00        | $1749465.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ995375   | 2048-08-01      | 5.5000%  | 0.0000% | $3705.00           | $31.67             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA4952   | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $2894113.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2933   | 2055-09-01      | 6.0000%  | 0.0000% | $5017127.00        | $5001441.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS2503   | 2037-07-01      | 3.5000%  | 0.0000% | $77657.00          | $45852.58          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2066   | 2052-06-01      | 4.0000%  | 0.0000% | $1412.00           | $976.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9718   | 2055-02-01      | 6.5000%  | 0.0000% | $2189844.00        | $1762226.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9057   | 2054-09-01      | 6.0000%  | 0.0000% | $12519968.00       | $12033929.46       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9473   | 2054-10-01      | 5.0000%  | 0.0000% | $19758094.00       | $18117700.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9885   | 2053-08-01      | 5.5000%  | 0.0000% | $3934196.00        | $3736294.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9184   | 2054-08-01      | 6.5000%  | 0.0000% | $10443.00          | $5505.96           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $51968467.00       | $32491021.95       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4013   | 2035-05-01      | 2.5000%  | 0.0000% | $1000.00           | $210.60            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096   | 2050-08-01      | 2.5000%  | 0.0000% | $1749999.00        | $632689.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $803.85            | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $1000.00           | $823.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1050   | 2055-08-01      | 6.0000%  | 0.0000% | $42017.00          | $39162.67          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5220   | 2038-12-01      | 6.0000%  | 0.0000% | $66000.00          | $28317.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA9105 M       | 2053-07-20      | 5.0000%  | 0.0000% | $43853.00          | $35548.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3465   | 2055-05-01      | 5.5000%  | 0.0000% | $5051350.00        | $4985292.07        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3351   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $908.28            | Agency Mortgage-Backed Securities         |
| GNII SF DC0468 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $211.15            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4159   | 2052-06-01      | 3.0000%  | 0.0000% | $18435600.00       | $16250982.85       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0852   | 2054-02-01      | 6.5000%  | 0.0000% | $16226600.00       | $13208081.67       | Agency Mortgage-Backed Securities         |
| GNII SF DE9929 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $300.32            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G   | 2044-12-01      | 4.0000%  | 0.0000% | $10310.00          | $742.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6124   | 2036-10-01      | 6.5000%  | 0.0000% | $6028.00           | $176.97            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G07786 G   | 2044-08-01      | 4.0000%  | 0.0000% | $1779.00           | $265.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF4945   | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $661.26            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1671   | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $641.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1002   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $782.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.5619%  | 0.0000% | $66046777.00       | $65442073.58       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDB2429   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $839.83            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $63.32             | U.S. Treasuries (including strips)        |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $416808870.00      | $249989153.49      | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $51560364.00       | $32702005.50       | Agency Collateralized Mortgage Obligation |
| GNII SF DP3309 C       | 2056-02-20      | 6.5000%  | 0.0000% | $7000.00           | $7397.28           | Agency Mortgage-Backed Securities         |
| GNII SF DP6348 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1139461.00        | $1200337.18        | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X       | 2034-09-15      | 6.5000%  | 0.0000% | $2001.00           | $18.17             | Agency Mortgage-Backed Securities         |
| GNII SP 786361 C       | 2052-07-20      | 4.5000%  | 0.0000% | $27169.00          | $21034.46          | Agency Mortgage-Backed Securities         |
| GNII SP 785579 C       | 2051-07-20      | 3.0000%  | 0.0000% | $15360.00          | $9406.76           | Agency Mortgage-Backed Securities         |
| GNII SP 785160 C       | 2050-10-20      | 3.0000%  | 0.0000% | $1024.00           | $489.43            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $5722400.00        | $5556179.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $565200.00         | $534509.79         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.08             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.15             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $150000.00         | $135130.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $2045000.00        | $2031874.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $22004700.00       | $21762210.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $7091500.00        | $6712376.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $200300.00         | $189780.19         | U.S. Treasuries (including strips)        |
| FNMS 08.000 CL535533   | 2030-10-01      | 8.0000%  | 0.0000% | $1641.00           | $0.64              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI1586   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $960.56            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7278   | 2053-02-01      | 5.5000%  | 0.0000% | $5018512.00        | $3474882.89        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3JRE0004   | 2049-07-01      | 4.0000%  | 0.0000% | $4969902.00        | $904997.89         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4934   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $654.35            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9336   | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $265.97            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB2673   | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $848.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA8026   | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $696.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CQAU0275   | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $45.97             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4105   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $917.30            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240   | 2048-01-01      | 3.5000%  | 0.0000% | $8047000.00        | $1355228.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $46747392.00       | $42558950.24       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8231   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $735.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $1112170.00        | $751524.36         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0502   | 2050-08-01      | 3.0000%  | 0.0000% | $1899000.00        | $849820.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9082   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $690.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5148   | 2049-06-01      | 3.5000%  | 0.0000% | $3978000.00        | $3048498.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD3944   | 2053-05-01      | 4.5000%  | 0.0000% | $41047.00          | $31599.24          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3187   | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $725.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1486   | 2055-05-01      | 6.0000%  | 0.0000% | $8345094.00        | $7337510.09        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2232   | 2052-04-01      | 3.5000%  | 0.0000% | $74902299.00       | $46595438.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3208   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5706   | 2045-05-01      | 5.5000%  | 0.0000% | $1000.00           | $750.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8795   | 2056-01-01      | 5.0000%  | 0.0000% | $4759416.00        | $4666664.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9988   | 2055-02-01      | 6.0000%  | 0.0000% | $17132727.00       | $15508727.95       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9093   | 2056-01-01      | 6.0000%  | 0.0000% | $6006.00           | $6154.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0724   | 2055-07-01      | 6.0000%  | 0.0000% | $16384.00          | $14708.53          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2011   | 2056-02-01      | 5.0000%  | 0.0000% | $7424822.00        | $7325332.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1007   | 2055-09-01      | 5.5000%  | 0.0000% | $51326243.00       | $50941937.97       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFA4166   | 2039-11-01      | 5.0000%  | 0.0000% | $8232000.00        | $7889000.40        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1691   | 2048-05-01      | 4.0000%  | 0.0000% | $6412679.00        | $1302282.71        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3511   | 2055-02-01      | 6.0000%  | 0.0000% | $74673840.00       | $65835714.85       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8710   | 2055-11-01      | 6.5000%  | 0.0000% | $1036184.00        | $1093673.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2194   | 2054-12-01      | 6.0000%  | 0.0000% | $16000.00          | $16505.62          | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M       | 2054-08-20      | 6.0000%  | 0.0000% | $6040.00           | $3541.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4465   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5075   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $978.04            | Agency Mortgage-Backed Securities         |
| GNII SF DP2919 C       | 2055-12-20      | 6.5000%  | 0.0000% | $6009.00           | $6324.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5698   | 2053-08-01      | 5.5000%  | 0.0000% | $11030.00          | $9760.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0848   | 2055-08-01      | 5.5000%  | 0.0000% | $304534.00         | $300288.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4342   | 2055-06-01      | 6.0000%  | 0.0000% | $307157.00         | $283430.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $1835782.00        | $1370019.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $328702.00         | $237604.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1835   | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $999.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5118   | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $941.50            | Agency Mortgage-Backed Securities         |
| GNMI SP 783379 X       | 2041-08-15      | 4.0000%  | 0.0000% | $1000.00           | $60.81             | Agency Mortgage-Backed Securities         |
| GNPL PN DK6759         | 2060-12-15      | 5.2500%  | 0.0000% | $1000.00           | $1016.74           | Agency Mortgage-Backed Securities         |
| GNII SP 783348 C       | 2034-02-20      | 4.9500%  | 0.0000% | $1006.00           | $63.90             | Agency Mortgage-Backed Securities         |
| GNMI SF BE1031 X       | 2047-10-15      | 4.0000%  | 0.0000% | $219000.00         | $91219.24          | Agency Mortgage-Backed Securities         |
| GNII SF DR3654 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.70           | Agency Mortgage-Backed Securities         |
| GNPL PN DH1775         | 2060-05-15      | 5.7600%  | 0.0000% | $1000.00           | $1044.64           | Agency Mortgage-Backed Securities         |
| GNMI SF 728627 X       | 2040-01-15      | 4.5000%  | 0.0000% | $1997424.00        | $55786.06          | Agency Mortgage-Backed Securities         |
| GNII SP 785240 C       | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $451.41            | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.7229%  | 0.0000% | $11510959.00       | $9784722.55        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $4071000.00        | $3427727.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1200.00           | $1058.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $21000.00          | $20992.73          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $499800.00         | $499626.90         | U.S. Treasuries (including strips)        |
| GNPL PN DC7220         | 2060-05-15      | 5.5300%  | 0.0000% | $229635.00         | $235843.58         | Agency Mortgage-Backed Securities         |
| GNII SP 783311 M       | 2041-05-20      | 5.5000%  | 0.0000% | $2991412.00        | $109523.34         | Agency Mortgage-Backed Securities         |
| GNII SF DP4762 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.91           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2033 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.73           | Agency Mortgage-Backed Securities         |
| GNII SF DP7284 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.07           | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $11474301.00       | $7215129.54        | Agency Mortgage-Backed Securities         |
| GNII SP 788486 C       | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $962.15            | Agency Mortgage-Backed Securities         |
| GNII SP 785263 C       | 2051-01-20      | 3.5000%  | 0.0000% | $16000.00          | $6999.70           | Agency Mortgage-Backed Securities         |
| GNMI SF 723344 X       | 2039-09-15      | 4.0000%  | 0.0000% | $1850.00           | $111.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1854   | 2054-06-01      | 5.0000%  | 0.0000% | $5230000.00        | $4841096.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3063   | 2052-10-01      | 4.5000%  | 0.0000% | $2018464.00        | $1411491.94        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4206   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $705.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5887   | 2040-11-01      | 5.5000%  | 0.0000% | $1024.00           | $980.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6028   | 2056-03-01      | 4.5000%  | 0.0000% | $1024.00           | $989.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5971   | 2056-02-01      | 5.0000%  | 0.0000% | $28222971.00       | $27655818.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599   | 2052-05-01      | 3.0000%  | 0.0000% | $148000.00         | $102718.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $12920.00          | $11216.09          | Agency Mortgage-Backed Securities         |
| GNPL PN DM0345         | 2060-10-15      | 5.5100%  | 0.0000% | $2055000.00        | $2143440.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1101   | 2054-03-01      | 6.0000%  | 0.0000% | $24779296.00       | $19569593.27       | Agency Mortgage-Backed Securities         |
| GNII SF 004833 M       | 2040-10-20      | 4.0000%  | 0.0000% | $15000.00          | $679.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $3321.00           | $252.87            | Agency Mortgage-Backed Securities         |
| GNII SF DN9417 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.05           | Agency Mortgage-Backed Securities         |
| GNII SF DN6645 C       | 2056-03-20      | 5.5000%  | 0.0000% | $2290694.00        | $2374605.17        | Agency Mortgage-Backed Securities         |
| GNII JM MA5642 M       | 2048-12-20      | 4.5000%  | 0.0000% | $2458.00           | $59.80             | Agency Mortgage-Backed Securities         |
| GNII SF 004194 M       | 2038-07-20      | 5.5000%  | 0.0000% | $1973.00           | $22.57             | Agency Mortgage-Backed Securities         |
| GNII SF DL5494 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.45           | Agency Mortgage-Backed Securities         |
| GNII ET DN3663 C       | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.34           | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M       | 2051-07-20      | 2.5000%  | 0.0000% | $759288.00         | $415679.89         | Agency Mortgage-Backed Securities         |
| GNPL PN DL4323         | 2059-03-15      | 5.3500%  | 0.0000% | $1001.00           | $1018.71           | Agency Mortgage-Backed Securities         |
| GNII SF MA7592 M       | 2051-09-20      | 4.0000%  | 0.0000% | $39215800.00       | $20146685.68       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4285 C       | 2055-09-20      | 5.0000%  | 0.0000% | $5000.00           | $4811.57           | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M       | 2052-07-20      | 4.5000%  | 0.0000% | $9001.00           | $6419.43           | Agency Mortgage-Backed Securities         |
| GNII SF BM1354 C       | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $407.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA1013   | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $871.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1541   | 2055-11-01      | 6.0000%  | 0.0000% | $1684464.00        | $1728570.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9975   | 2055-10-01      | 5.5000%  | 0.0000% | $5110672.00        | $5183941.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-02-25      | 4.6119%  | 0.0000% | $6486388.00        | $6236977.04        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS8124   | 2052-06-01      | 3.0000%  | 0.0000% | $237695.00         | $180235.52         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0091   | 2054-03-01      | 5.0000%  | 0.0000% | $869606.00         | $803068.79         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7215   | 2050-10-01      | 2.0000%  | 0.0000% | $17760384.00       | $9255583.82        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1630   | 2051-09-01      | 2.5000%  | 0.0000% | $59124.00          | $34530.52          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA7151   | 2049-01-01      | 4.5000%  | 0.0000% | $1193631.00        | $108431.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7559   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $733.39            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $120756.00         | $1228.83           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P08000 G   | 2037-08-01      | 6.0000%  | 0.0000% | $2880259.00        | $105754.08         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $24460.00          | $953.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAO4163   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $102.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253866   | 2031-05-01      | 6.5000%  | 0.0000% | $1140.00           | $1.83              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI2416   | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $780.81            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 GL252790   | 2029-08-01      | 7.5000%  | 0.0000% | $1150.00           | $0.93              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6489   | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $822.58            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PRE6018   | 2049-09-01      | 4.5000%  | 0.0000% | $1257244.00        | $70155.18          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE9318   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $656.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5829   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $756.54            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $7076221.00        | $1457481.07        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC3242   | 2051-06-01      | 3.0000%  | 0.0000% | $497000.00         | $263968.09         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $13103693.00       | $8922930.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3783   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $713.12            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH5049   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $822.10            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0099   | 2047-03-01      | 4.5000%  | 0.0000% | $7928000.00        | $1011371.92        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3UZM9919   | 2028-04-01      | 3.0000%  | 0.0000% | $37313.00          | $811.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0390   | 2055-05-01      | 5.5000%  | 0.0000% | $8161120.00        | $7939056.24        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $171000.00         | $116215.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5606   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9242   | 2051-10-01      | 3.0000%  | 0.0000% | $6592.00           | $3888.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3902   | 2056-03-01      | 5.0000%  | 0.0000% | $1688945.00        | $1674814.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0101   | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $975.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $48969.00          | $43884.55          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0342   | 2055-08-01      | 6.5000%  | 0.0000% | $1314267.00        | $1021480.82        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ7747   | 2055-11-01      | 6.0000%  | 0.0000% | $1067421.00        | $732415.17         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4195   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $988.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0731   | 2055-07-01      | 6.0000%  | 0.0000% | $1459341.00        | $1280790.64        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4654   | 2052-07-01      | 3.5000%  | 0.0000% | $128999.00         | $93748.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108   | 2053-08-01      | 6.0000%  | 0.0000% | $1266774.00        | $815947.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $648.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA9107 M       | 2053-08-20      | 6.0000%  | 0.0000% | $1000.00           | $539.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2909   | 2054-12-01      | 5.5000%  | 0.0000% | $8125664.00        | $7398977.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2469   | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $724.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3481   | 2055-02-15      | 5.5000%  | 0.0000% | $11233010.00       | $10378694.04       | Agency Mortgage-Backed Securities         |
| GNII SF DN4663 C       | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $994.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA8199 M       | 2052-08-20      | 3.5000%  | 0.0000% | $60005.00          | $40790.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2515   | 2055-04-01      | 5.5000%  | 0.0000% | $23770080.00       | $23676558.87       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1985   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $690.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M       | 2048-06-20      | 4.0000%  | 0.0000% | $4000.00           | $341.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $731343.00         | $301853.47         | Agency Mortgage-Backed Securities         |
| GNMI SP 783716 X       | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $357.12            | Agency Mortgage-Backed Securities         |
| GNII SP 782779 C       | 2035-12-20      | 6.0000%  | 0.0000% | $1000.00           | $49.76             | Agency Mortgage-Backed Securities         |
| GNII SF DO6775 C       | 2056-01-20      | 7.0000%  | 0.0000% | $4000.00           | $4186.51           | Agency Mortgage-Backed Securities         |
| GNII SF DN6656 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1041.00           | $1061.35           | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $297864.00         | $24353.12          | Agency Mortgage-Backed Securities         |
| GNII SF DP1507 C       | 2056-02-20      | 5.5000%  | 0.0000% | $682108.00         | $706480.85         | Agency Mortgage-Backed Securities         |
| GNII SF DP6991 C       | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $997.10            | Agency Mortgage-Backed Securities         |
| GNII SF DM2597 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1081.44           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $949800.00         | $869669.37         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $10570000.00       | $10715409.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $1264500.00        | $1271582.46        | U.S. Treasuries (including strips)        |
| GNII SF 004922 M       | 2041-01-20      | 4.0000%  | 0.0000% | $15000.00          | $717.48            | Agency Mortgage-Backed Securities         |
| GNII SF 005124 M       | 2039-01-20      | 6.0000%  | 0.0000% | $4008.00           | $161.14            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $13547100.00       | $13499278.74       | U.S. Treasuries (including strips)        |
| GNII SF DN6579 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1029.31           | Agency Mortgage-Backed Securities         |
| GNII SF DN7601 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3840.00           | $4158.96           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $24030300.00       | $24497547.14       | U.S. Treasuries (including strips)        |
| GNII SF 004169 M       | 2038-06-20      | 5.5000%  | 0.0000% | $1000.00           | $11.96             | Agency Mortgage-Backed Securities         |
| GNII SF MA9782 M       | 2054-05-20      | 7.0000%  | 0.0000% | $3961000.00        | $1537026.43        | Agency Mortgage-Backed Securities         |
| GNII SF 003489 M       | 2033-12-20      | 6.0000%  | 0.0000% | $375070.00         | $3465.02           | Agency Mortgage-Backed Securities         |
| GNII SF 635160 C       | 2047-01-20      | 2.5000%  | 0.0000% | $2427148.00        | $1125216.98        | Agency Mortgage-Backed Securities         |
| GNII SF DR0949 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1050.72           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $220400.00         | $229400.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1007.31           | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLQJ2816   | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $950.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8832   | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $171.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6262   | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $97.42             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3211   | 2050-09-01      | 2.0000%  | 0.0000% | $3426902.00        | $1805057.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH9541   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $874.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9040   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $709.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $655.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH8458   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $674.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI2761   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $866.23            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5115   | 2041-06-01      | 2.5000%  | 0.0000% | $1000.00           | $555.77            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2106   | 2051-05-25      | 2.5000%  | 0.0000% | $2531000.00        | $1879749.92        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC O20139 G   | 2031-09-01      | 5.5000%  | 0.0000% | $6063.00           | $16.17             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3994   | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $816.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $819.89            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4627   | 2051-08-01      | 2.0000%  | 0.0000% | $239000.00         | $171411.45         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8179   | 2051-11-01      | 3.0000%  | 0.0000% | $32000.00          | $18170.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3682   | 2052-11-01      | 5.5000%  | 0.0000% | $5215928.00        | $3388584.33        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60659 G   | 2046-08-01      | 3.5000%  | 0.0000% | $4733.00           | $829.66            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $627.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325   | 2051-05-01      | 2.0000%  | 0.0000% | $1099430.00        | $634100.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5374   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0964   | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $703.66            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $15186.00          | $190.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1792   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $978.22            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7243   | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $623.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY5612   | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $189.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAX7545   | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $56.61             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8849   | 2055-08-01      | 6.5000%  | 0.0000% | $5385925.00        | $5719154.07        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA3653   | 2050-10-01      | 1.5000%  | 0.0000% | $1000.00           | $467.32            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4124   | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $962.60            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA5379   | 2048-05-01      | 4.0000%  | 0.0000% | $34755041.00       | $4693364.99        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $36420.00          | $650.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.0619%  | 0.0000% | $3122496.00        | $2788309.42        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFA5070   | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.59           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4256   | 2050-01-01      | 2.5000%  | 0.0000% | $159000.00         | $72650.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $680999.00         | $511872.30         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9286   | 2051-10-01      | 2.5000%  | 0.0000% | $1131000.00        | $673477.12         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5109   | 2056-04-01      | 3.0000%  | 0.0000% | $1024.00           | $902.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0847   | 2055-08-01      | 5.5000%  | 0.0000% | $3306040.00        | $3257548.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9783   | 2055-01-01      | 5.0000%  | 0.0000% | $6000.00           | $5517.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3744   | 2055-03-01      | 5.0000%  | 0.0000% | $5457920.00        | $5280432.68        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2972   | 2044-12-01      | 4.0000%  | 0.0000% | $3123342.00        | $972113.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5140   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.71           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0920   | 2031-12-01      | 4.0000%  | 0.0000% | $3586896.00        | $164130.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M       | 2047-12-20      | 4.0000%  | 0.0000% | $2836617.00        | $292297.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1777   | 2054-12-01      | 6.0000%  | 0.0000% | $1096321.00        | $1119913.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5998   | 2056-03-01      | 5.5000%  | 0.0000% | $16166288.00       | $16223305.18       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4689   | 2055-08-01      | 5.0000%  | 0.0000% | $18757120.00       | $17621133.33       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX4669   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $855.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4516   | 2055-06-01      | 6.0000%  | 0.0000% | $6579424.00        | $5735348.96        | Agency Mortgage-Backed Securities         |
| GNII SF BT3619 C       | 2050-03-20      | 3.0000%  | 0.0000% | $2000.00           | $706.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA7909 M       | 2037-03-20      | 2.0000%  | 0.0000% | $1000.00           | $544.05            | Agency Mortgage-Backed Securities         |
| GNII SF DO1509 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2869848.00        | $2977927.44        | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $10266240.00       | $8420400.34        | Agency Mortgage-Backed Securities         |
| GNII SF DQ7991 C       | 2056-03-20      | 5.5000%  | 0.0000% | $120775.00         | $123154.07         | Agency Mortgage-Backed Securities         |
| GNII SF DQ4656 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1030.07           | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $4000.00           | $3124.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA8644 M       | 2052-11-20      | 3.5000%  | 0.0000% | $5000.00           | $3522.06           | Agency Mortgage-Backed Securities         |
| GNII SF MA9019 M       | 2053-07-20      | 6.5000%  | 0.0000% | $4000.00           | $1581.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA9012 M       | 2053-05-20      | 3.0000%  | 0.0000% | $17000.00          | $11334.06          | Agency Mortgage-Backed Securities         |
| GNII SF AH5884 C       | 2044-07-20      | 4.2500%  | 0.0000% | $5000.00           | $1499.43           | Agency Mortgage-Backed Securities         |
| GNII SF MA8197 M       | 2052-07-20      | 2.5000%  | 0.0000% | $5651832.00        | $3356364.64        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $158.30            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.32             | U.S. Treasuries (including strips)        |
| GNRA 2025-051 FK       | 2055-03-20      | 4.7229%  | 0.0000% | $49854266.00       | $40711167.22       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6746   | 2054-05-01      | 6.0000%  | 0.0000% | $667786.00         | $599842.03         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090   | 2050-09-01      | 2.0000%  | 0.0000% | $2328000.00        | $1085038.51        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7506   | 2049-09-01      | 4.0000%  | 0.0000% | $1897000.00        | $494150.33         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0894   | 2052-01-01      | 2.0000%  | 0.0000% | $189000.00         | $110115.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5778   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $738.02            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1502   | 2048-11-01      | 3.5000%  | 0.0000% | $4868.00           | $1259.18           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1104   | 2050-03-01      | 4.0000%  | 0.0000% | $476000.00         | $294563.78         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8893   | 2032-02-01      | 2.5000%  | 0.0000% | $1000.00           | $135.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF4139   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $986.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $237394.00         | $15863.59          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8295   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $279.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH5171   | 2053-11-01      | 5.5000%  | 0.0000% | $3162017.00        | $2309854.86        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO5138   | 2041-03-01      | 5.0000%  | 0.0000% | $3699430.00        | $3737303.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6165   | 2055-09-01      | 5.5000%  | 0.0000% | $8520050.00        | $8036028.80        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9450   | 2047-04-01      | 3.5000%  | 0.0000% | $1024.00           | $153.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2382   | 2055-10-01      | 6.5000%  | 0.0000% | $1725478.00        | $1803463.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4157   | 2055-11-01      | 6.5000%  | 0.0000% | $2142028.00        | $2074364.83        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW7853   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $796.30            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ7710   | 2055-11-01      | 7.0000%  | 0.0000% | $1006.00           | $1062.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5880   | 2055-11-01      | 6.0000%  | 0.0000% | $6866700.00        | $6499125.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2001   | 2054-12-01      | 6.5000%  | 0.0000% | $2660700.00        | $1748786.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4305   | 2051-04-01      | 2.0000%  | 0.0000% | $2395.00           | $1355.41           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $8325648.00        | $4895425.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4384   | 2036-07-01      | 2.5000%  | 0.0000% | $5739846.00        | $2795025.83        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4258   | 2050-01-01      | 3.5000%  | 0.0000% | $129988.00         | $47792.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0451   | 2055-02-01      | 5.5000%  | 0.0000% | $686384.00         | $592079.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3939   | 2055-11-01      | 5.5000%  | 0.0000% | $9200128.00        | $8935964.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4933   | 2053-02-01      | 3.5000%  | 0.0000% | $39000.00          | $29353.22          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5139   | 2056-04-01      | 5.5000%  | 0.0000% | $1040.00           | $1057.10           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4192   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $693.09            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9819   | 2054-07-01      | 7.0000%  | 0.0000% | $88900.00          | $43152.83          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2208   | 2056-03-01      | 5.0000%  | 0.0000% | $1120.00           | $1108.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3656   | 2029-05-01      | 3.5000%  | 0.0000% | $1271.00           | $65.42             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTAC1600   | 2029-08-01      | 4.5000%  | 0.0000% | $1004.00           | $17.50             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5824   | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $869.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $2251998.00        | $2139466.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5009   | 2053-05-01      | 5.0000%  | 0.0000% | $2881760.00        | $2284915.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8870   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $782.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725690   | 2034-08-01      | 6.0000%  | 0.0000% | $4326.00           | $28.69             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAP3886   | 2042-10-01      | 3.5000%  | 0.0000% | $1008.00           | $155.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA5981   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $357.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF5415   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.09           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF3254   | 2055-10-01      | 7.0000%  | 0.0000% | $1007380.00        | $1071589.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF6388   | 2055-12-01      | 6.5000%  | 0.0000% | $6119250.00        | $6373811.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF4984   | 2055-11-01      | 6.0000%  | 0.0000% | $1623832.00        | $1656255.45        | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $25331527.00       | $2357924.52        | Agency Mortgage-Backed Securities         |
| GNII ET DL5024 C       | 2065-10-20      | 5.0000%  | 0.0000% | $1494000.00        | $1393887.07        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3889   | 2049-06-01      | 3.5000%  | 0.0000% | $681610.00         | $616404.42         | Agency Mortgage-Backed Securities         |
| GNII SF MA7420 M       | 2051-06-20      | 3.5000%  | 0.0000% | $4208654.00        | $1984647.64        | Agency Mortgage-Backed Securities         |
| GNII SF 005063 M       | 2041-05-20      | 6.0000%  | 0.0000% | $1345637.00        | $35798.27          | Agency Mortgage-Backed Securities         |
| GNPL PN CP3716         | 2058-05-15      | 4.5500%  | 0.0000% | $2393884.00        | $2288990.49        | Agency Mortgage-Backed Securities         |
| GNII SF AE8583 C       | 2044-08-20      | 4.5000%  | 0.0000% | $1000.00           | $50.95             | Agency Mortgage-Backed Securities         |
| GNII SF MA7054 M       | 2050-12-20      | 3.5000%  | 0.0000% | $5000.00           | $1659.33           | Agency Mortgage-Backed Securities         |
| GNII SF 742191 C       | 2040-07-20      | 4.5000%  | 0.0000% | $1000.00           | $225.82            | Agency Mortgage-Backed Securities         |
| GNPL PN CN2872         | 2057-12-15      | 4.2100%  | 0.0000% | $1000.00           | $932.51            | Agency Mortgage-Backed Securities         |
| GNMI SP 782461 X       | 2032-03-15      | 7.5000%  | 0.0000% | $1001.00           | $31.05             | Agency Mortgage-Backed Securities         |
| GNMI SP 784068 C       | 2035-02-15      | 6.5000%  | 0.0000% | $5000.00           | $365.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $14000.00          | $9083.61           | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1024.00           | $97.69             | Agency Mortgage-Backed Securities         |
| GNII JM 005278 M       | 2042-01-20      | 3.5000%  | 0.0000% | $5084.00           | $183.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $5000.00           | $2057.18           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4308 C       | 2056-02-20      | 5.0000%  | 0.0000% | $2250840.00        | $2324328.25        | Agency Mortgage-Backed Securities         |
| GNII SF MB0258 M       | 2055-03-20      | 5.0000%  | 0.0000% | $1025.00           | $942.44            | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $274919.00         | $215425.83         | Agency Mortgage-Backed Securities         |
| GNPL PN CI1769         | 2057-07-15      | 2.5700%  | 0.0000% | $21945957.00       | $18297004.97       | Agency Mortgage-Backed Securities         |
| GNII SP 785249 C       | 2050-11-20      | 4.0000%  | 0.0000% | $16384.00          | $6054.88           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $5000000.00        | $4854200.00        | U.S. Treasuries (including strips)        |

### Security 691: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7G7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG7G7
- **C.18 - Value (incl. sponsor support):** $5096000000.00
- **C.18.a - Value (excl. sponsor support):** $5096000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-04-30      | 4.6250%  | 0.0000% | $206310400.00      | $214948848.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $1831408000.00     | $1826054794.42     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $1519000.00        | $1505044.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $822075200.00      | $821415895.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | 0.0000% | $108554000.00      | $108335155.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $2145700.00        | $2235533.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-23      | 0.0000%  | 0.0000% | $144400.00         | $143207.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $565067200.00      | $562732342.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8354%  | 0.0000% | $163344200.00      | $164441818.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $142763800.00      | $140581438.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $16605400.00       | $16369935.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $43747900.00       | $45252236.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $25274500.00       | $25491526.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $41439800.00       | $41856572.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $662547200.00      | $667262922.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $522584000.00      | $526420644.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $33155100.00       | $32872180.43       | U.S. Treasuries (including strips) |

### Security 692: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7M4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG7M4
- **C.18 - Value (incl. sponsor support):** $8778000000.00
- **C.18.a - Value (excl. sponsor support):** $8778000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-08-15      | 1.5000%  | 0.0000% | $87397300.00       | $86812542.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-17      | 0.0000%  | 0.0000% | $2027744000.00     | $1993523792.26     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $14961600.00       | $14772186.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $266617600.00      | $262499424.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-19      | 0.0000%  | 0.0000% | $183520400.00      | $182631977.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $2193369600.00     | $2160975724.38     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $2221408000.00     | $2199809250.02     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $40388100.00       | $40298559.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $603600000.00      | $602685546.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $1396033600.00     | $1385148726.02     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $24662700.00       | $24402360.54       | U.S. Treasuries (including strips) |

### Security 693: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7N2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG7N2
- **C.18 - Value (incl. sponsor support):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET CQ3339 C | 2062-09-20      | 5.0000%  | 0.0000% | $3742639.00        | $2545437.01        | Agency Mortgage-Backed Securities |
| GNCL CL CX6399   | 2066-11-15      | 5.6000%  | 0.0000% | $18813984.00       | $19695996.12       | Agency Mortgage-Backed Securities |
| GNII SF DO3873 C | 2055-12-20      | 6.5000%  | 0.0000% | $602592.00         | $638736.67         | Agency Mortgage-Backed Securities |
| GNII SF DL5182 C | 2055-10-20      | 6.5000%  | 0.0000% | $4104688.00        | $4299157.14        | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $262158080.00      | $168222890.35      | Agency Mortgage-Backed Securities |
| GNII SF DP0659 C | 2055-12-20      | 4.5000%  | 0.0000% | $5069090.00        | $4891864.13        | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M | 2049-07-20      | 3.0000%  | 0.0000% | $6320590.00        | $773641.76         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4707   | 2060-08-15      | 6.1200%  | 0.0000% | $2100000.00        | $2247232.20        | Agency Mortgage-Backed Securities |
| GNPL PN DN1560   | 2060-11-15      | 5.4000%  | 0.0000% | $231339.00         | $237751.93         | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $26886.34          | Agency Mortgage-Backed Securities |
| GNII SF DO7955 C | 2056-01-20      | 6.5000%  | 0.0000% | $3096516.00        | $3262028.10        | Agency Mortgage-Backed Securities |
| GNII SF 003053 M | 2031-03-20      | 6.5000%  | 0.0000% | $24547131.00       | $21121.92          | Agency Mortgage-Backed Securities |
| GNII SF MA4322 M | 2047-03-20      | 4.0000%  | 0.0000% | $1984054.00        | $167256.32         | Agency Mortgage-Backed Securities |

### Security 694: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7S1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG7S1
- **C.18 - Value (incl. sponsor support):** $8043000000.00
- **C.18.a - Value (excl. sponsor support):** $8043000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-04-15      | 2.1250%  | 0.0000% | $229484800.00      | $249997717.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $202.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $154351200.00      | $154726357.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $255652000.00      | $249999655.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $249168000.00      | $249997503.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7524%  | 0.0000% | $37631400.00       | $37849836.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $254817600.00      | $249999459.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $254317600.00      | $249999296.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $187952000.00      | $249997613.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $317888800.00      | $249999623.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $331938400.00      | $249999644.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $254979200.00      | $249997793.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $263004800.00      | $249998853.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $3900.00           | $3973.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $246504800.00      | $249540690.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $437256800.00      | $249999799.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $394790400.00      | $249999646.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $249060800.00      | $249999759.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $251934400.00      | $249999662.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $263321600.00      | $249998843.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $264120000.00      | $249999715.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $260238400.00      | $249998824.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $246263600.00      | $249999976.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $263948800.00      | $249998806.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $509775900.00      | $249998827.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $3753400.00        | $3585916.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $246853600.00      | $249999271.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $361452000.00      | $249999965.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $130815000.00      | $206666167.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $251810000.00      | $249999650.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $452572800.00      | $238809529.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8434%  | 0.0000% | $248125600.00      | $249999885.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $262891200.00      | $249999985.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $252468000.00      | $249939291.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $346721600.00      | $249999485.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $171223800.00      | $126761962.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $247945600.00      | $249996904.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $184447200.00      | $185999934.62      | U.S. Treasuries (including strips) |

### Security 695: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG7V4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GG7V4
- **C.18 - Value (incl. sponsor support):** $4442000000.00
- **C.18.a - Value (excl. sponsor support):** $4442000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CISB8295 | 2039-04-01      | 6.0000%  | 0.0000% | $4209232.00        | $2023310.55        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0460 | 2041-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $671484.73         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4662 | 2052-12-01      | 6.0000%  | 0.0000% | $4415720.00        | $2968365.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3870 | 2054-09-01      | 6.0000%  | 0.0000% | $2656720.00        | $1971118.21        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6462 | 2048-05-01      | 4.0000%  | 0.0000% | $1574820.00        | $330141.10         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  | 0.0000% | $110000.00         | $39063.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL0194 | 2041-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $645284.96         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1886 | 2036-03-01      | 2.0000%  | 0.0000% | $361010.00         | $192051.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6192 | 2045-11-01      | 3.5000%  | 0.0000% | $1800000.00        | $271118.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5140 | 2033-04-01      | 5.0000%  | 0.0000% | $208400.00         | $90977.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0186 | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2520579.85        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3MQU6000 | 2037-12-01      | 3.5000%  | 0.0000% | $1115424.00        | $505967.46         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4105 | 2040-09-01      | 4.5000%  | 0.0000% | $272995.00         | $248020.68         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0557 | 2037-07-01      | 2.5000%  | 0.0000% | $11201712.00       | $7025765.34        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2750 | 2055-06-01      | 7.0000%  | 0.0000% | $1123498.00        | $1015605.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6001 | 2055-05-01      | 6.0000%  | 0.0000% | $1408094.00        | $1301931.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU5609 | 2043-08-01      | 4.0000%  | 0.0000% | $10068032.00       | $714511.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6152 | 2055-02-01      | 5.0000%  | 0.0000% | $512749.00         | $501759.26         | Agency Mortgage-Backed Securities |
| GNII SF DP0663 C     | 2055-12-20      | 5.0000%  | 0.0000% | $7464750.00        | $7407108.20        | Agency Mortgage-Backed Securities |
| GNII SF DN7870 C     | 2055-11-20      | 6.0000%  | 0.0000% | $5230630.00        | $5461313.15        | Agency Mortgage-Backed Securities |
| GNII ET DN9903 C     | 2065-09-20      | 3.5000%  | 0.0000% | $615502.00         | $558652.32         | Agency Mortgage-Backed Securities |
| GNII SF DM0777 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4223632.00        | $4478325.02        | Agency Mortgage-Backed Securities |
| GNII SF DM1735 C     | 2055-09-20      | 6.0000%  | 0.0000% | $4090064.00        | $4068431.91        | Agency Mortgage-Backed Securities |
| GNII ET DM1663 C     | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $257927.92         | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1198297.17        | Agency Mortgage-Backed Securities |
| GNII SF MB0593 M     | 2040-09-20      | 4.5000%  | 0.0000% | $434377.00         | $417518.51         | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1177634.00        | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $568749.64         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS2772 | 2035-05-01      | 7.5000%  | 0.0000% | $1050000.00        | $31899.52          | Agency Mortgage-Backed Securities |
| FEPC 05.000 3VZN0794 | 2043-10-01      | 5.0000%  | 0.0000% | $1445470.00        | $154281.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2053 | 2038-05-01      | 5.5000%  | 0.0000% | $5310672.00        | $48633.79          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3JZJ2790 | 2039-07-01      | 4.5000%  | 0.0000% | $97000.00          | $30050.65          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  | 0.0000% | $285000.00         | $251318.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8827 | 2054-07-01      | 4.5000%  | 0.0000% | $15454400.00       | $13782264.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4276 | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3938517.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3699 | 2055-11-01      | 5.5000%  | 0.0000% | $3202916.00        | $3008632.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBO5009 | 2049-12-01      | 2.5000%  | 0.0000% | $1403352.00        | $491453.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3237 | 2047-05-01      | 3.5000%  | 0.0000% | $275000.00         | $59894.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE0024 | 2040-06-01      | 6.0000%  | 0.0000% | $1193000.00        | $1179667.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0545 | 2055-12-01      | 4.5000%  | 0.0000% | $1613832.00        | $1564363.41        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU8941 | 2052-04-01      | 4.0000%  | 0.0000% | $11065.00          | $8317.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | 0.0000% | $12323808.00       | $11124298.45       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1192 | 2052-09-01      | 4.5000%  | 0.0000% | $5920000.00        | $4422982.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3665 | 2055-11-01      | 6.5000%  | 0.0000% | $1995088.00        | $2073782.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3751 | 2055-11-01      | 4.5000%  | 0.0000% | $2274650.00        | $2195131.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5691 | 2055-02-01      | 5.5000%  | 0.0000% | $23682320.00       | $22166025.06       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5297 | 2048-03-01      | 4.0000%  | 0.0000% | $200000.00         | $33807.07          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS9710 | 2042-02-01      | 5.0000%  | 0.0000% | $390059.00         | $43200.50          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL2246 | 2032-08-01      | 4.0000%  | 0.0000% | $20000000.00       | $916019.87         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3553 | 2052-11-01      | 5.0000%  | 0.0000% | $740467.00         | $459513.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3660 | 2055-07-01      | 6.0000%  | 0.0000% | $2151150.00        | $1785441.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2869 | 2040-06-01      | 6.0000%  | 0.0000% | $766337.00         | $726612.62         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2467 | 2037-03-01      | 2.0000%  | 0.0000% | $974107.00         | $532191.16         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5150 | 2033-05-01      | 5.0000%  | 0.0000% | $560409.00         | $237250.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6727 | 2054-11-01      | 5.0000%  | 0.0000% | $2683804.00        | $2440917.85        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7469 | 2054-01-01      | 7.0000%  | 0.0000% | $1134214.00        | $1130352.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5454 | 2056-02-01      | 5.0000%  | 0.0000% | $9873650.00        | $9773733.84        | Agency Mortgage-Backed Securities |
| GNII SF DH4044 C     | 2055-03-20      | 6.0000%  | 0.0000% | $4038648.00        | $4120375.62        | Agency Mortgage-Backed Securities |
| GNII SF DK9878 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1035602.00        | $1045115.40        | Agency Mortgage-Backed Securities |
| GNII SF DL3706 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1241768.00        | $1271807.82        | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $200000.00         | $16681.05          | Agency Mortgage-Backed Securities |
| GNII JM MA5977 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $42819.97          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0079 | 2055-12-01      | 7.0000%  | 0.0000% | $74148352.00       | $65349215.87       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6306 | 2056-01-01      | 5.0000%  | 0.0000% | $49857920.00       | $49263347.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $77548800.00       | $476217.19         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRMA1591 | 2043-08-01      | 4.5000%  | 0.0000% | $3700000.00        | $562913.86         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $800000.00         | $73768.13          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  | 0.0000% | $17956384.00       | $15877438.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5806 | 2045-08-01      | 5.5000%  | 0.0000% | $282830.00         | $248697.27         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $570000.00         | $526359.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0418 | 2056-02-01      | 6.0000%  | 0.0000% | $1127064.00        | $1181635.31        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  | 0.0000% | $5819352.00        | $1986688.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9925 | 2056-01-01      | 5.5000%  | 0.0000% | $10160032.00       | $10342152.40       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0064 | 2056-01-01      | 6.0000%  | 0.0000% | $9173776.00        | $9353599.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA4254 | 2052-07-01      | 2.5000%  | 0.0000% | $1410184.00        | $1181684.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3631 | 2054-04-01      | 5.5000%  | 0.0000% | $2574000.00        | $2434207.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2876 | 2055-09-01      | 5.0000%  | 0.0000% | $49853184.00       | $47390868.38       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5367 | 2044-03-01      | 7.5000%  | 0.0000% | $1110074.00        | $516306.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8492 | 2054-05-01      | 6.0000%  | 0.0000% | $36079000.00       | $23859421.03       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6937 | 2053-08-01      | 6.5000%  | 0.0000% | $16720960.00       | $12378466.21       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3184 | 2049-03-01      | 4.0000%  | 0.0000% | $13682000.00       | $2439983.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3706 | 2037-06-01      | 3.0000%  | 0.0000% | $106000.00         | $64444.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1322 | 2048-11-01      | 5.0000%  | 0.0000% | $1405000.00        | $109448.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $16000000.00       | $13766506.09       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQA0117 | 2049-06-01      | 5.5000%  | 0.0000% | $1492880.00        | $173254.87         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0516 | 2037-07-01      | 2.5000%  | 0.0000% | $719482.00         | $423442.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAY5185 | 2030-04-01      | 3.0000%  | 0.0000% | $1191888.00        | $111572.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6792 | 2045-05-01      | 4.0000%  | 0.0000% | $19894912.00       | $2523609.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 GO801357 | 2034-08-01      | 5.5000%  | 0.0000% | $1235000.00        | $10281.77          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5016 | 2041-02-01      | 6.0000%  | 0.0000% | $2557448.00        | $2646180.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5134 | 2033-03-01      | 5.0000%  | 0.0000% | $604000.00         | $294942.99         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4396 | 2040-10-01      | 6.0000%  | 0.0000% | $1019530.00        | $1037364.94        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB2296 | 2050-08-01      | 2.0000%  | 0.0000% | $355802.00         | $177383.62         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC0260 | 2031-02-01      | 3.0000%  | 0.0000% | $4425000.00        | $370747.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2750 | 2056-03-01      | 4.5000%  | 0.0000% | $1595622.00        | $1548948.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF2606 | 2055-11-01      | 6.5000%  | 0.0000% | $8834224.00        | $9133631.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2414 | 2055-11-01      | 6.0000%  | 0.0000% | $1508936.00        | $1574387.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF2779 | 2041-03-01      | 4.5000%  | 0.0000% | $15140432.00       | $15079325.22       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5627 | 2055-11-01      | 6.5000%  | 0.0000% | $9918064.00        | $10302823.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7413 | 2055-08-01      | 6.0000%  | 0.0000% | $15501000.00       | $15284065.88       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1798 | 2056-02-01      | 5.0000%  | 0.0000% | $32046.00          | $31628.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5064 | 2038-05-01      | 3.0000%  | 0.0000% | $262428.00         | $212510.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9580 | 2056-03-01      | 5.0000%  | 0.0000% | $5058112.00        | $5005602.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0241 | 2056-03-01      | 5.5000%  | 0.0000% | $5515736.00        | $5595302.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0506 | 2056-02-01      | 4.5000%  | 0.0000% | $2512412.00        | $2432278.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $30000.00          | $15346.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3455 | 2056-03-01      | 4.5000%  | 0.0000% | $1642152.00        | $1599597.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0509 | 2056-02-01      | 4.5000%  | 0.0000% | $1200182.00        | $1164255.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3063 | 2056-03-01      | 4.5000%  | 0.0000% | $2255916.00        | $2186020.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0413 | 2056-03-01      | 5.5000%  | 0.0000% | $2370896.00        | $2414220.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2283 | 2056-03-01      | 4.5000%  | 0.0000% | $1149230.00        | $1119448.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3132 | 2056-02-01      | 4.5000%  | 0.0000% | $1911384.00        | $1849596.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0729 | 2055-12-01      | 6.0000%  | 0.0000% | $1590018.00        | $1650020.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1157 | 2056-02-01      | 6.0000%  | 0.0000% | $1899294.00        | $1965850.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7349 | 2053-10-01      | 6.5000%  | 0.0000% | $17768704.00       | $11572078.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9768 | 2056-01-01      | 5.5000%  | 0.0000% | $1043558.00        | $1061165.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5374 | 2056-03-01      | 4.5000%  | 0.0000% | $1285572.00        | $1249476.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0417 | 2052-11-01      | 5.0000%  | 0.0000% | $18114528.00       | $12094276.22       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV7830 | 2052-07-01      | 2.5000%  | 0.0000% | $1430898.00        | $1056184.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1710 | 2056-02-01      | 6.0000%  | 0.0000% | $2550230.00        | $2649997.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF8557 | 2041-01-01      | 6.0000%  | 0.0000% | $1106518.00        | $1033682.72        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF8832 | 2056-01-01      | 7.0000%  | 0.0000% | $2528788.00        | $2683321.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1787 | 2056-01-01      | 4.5000%  | 0.0000% | $1087874.00        | $1050808.76        | Agency Mortgage-Backed Securities |
| GNII SF DP7806 C     | 2056-02-20      | 6.0000%  | 0.0000% | $5449152.00        | $5644370.52        | Agency Mortgage-Backed Securities |
| GNAR AT 080913 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1040000.00        | $6714.11           | Agency Mortgage-Backed Securities |
| GNII SF 005265 M     | 2041-12-20      | 3.0000%  | 0.0000% | $148000.00         | $11597.21          | Agency Mortgage-Backed Securities |
| GNII SF DF0804 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1463300.00        | $1560706.05        | Agency Mortgage-Backed Securities |
| GNII SF DM0778 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2870888.00        | $3047379.20        | Agency Mortgage-Backed Securities |
| GNII SF DM1111 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2530376.00        | $2222556.98        | Agency Mortgage-Backed Securities |
| GNII SF DL7992 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1672647.84        | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $137891.83         | Agency Mortgage-Backed Securities |
| GNMI SF 592626 X     | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $18636.39          | Agency Mortgage-Backed Securities |
| GNII SF DL4796 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1528764.00        | $1123120.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0483 M     | 2055-07-20      | 4.5000%  | 0.0000% | $75000000.00       | $71263037.57       | Agency Mortgage-Backed Securities |
| GNII ET DM7151 C     | 2065-09-20      | 4.0000%  | 0.0000% | $690380.00         | $641485.86         | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $5225666.31        | Agency Mortgage-Backed Securities |
| GNAR AF MA4332 M     | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $30405.60          | Agency Mortgage-Backed Securities |
| GNII SF DM3337 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1674454.00        | $1703725.32        | Agency Mortgage-Backed Securities |
| GNII SF DL5948 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1628440.00        | $1703637.92        | Agency Mortgage-Backed Securities |
| GNII SF DO9548 C     | 2055-12-20      | 5.0000%  | 0.0000% | $5176080.00        | $5137005.76        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF5634 | 2055-11-01      | 7.0000%  | 0.0000% | $2140972.00        | $2261343.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7859 | 2055-09-01      | 6.0000%  | 0.0000% | $80537856.00       | $79224385.11       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV6378 | 2055-12-01      | 7.0000%  | 0.0000% | $3369356.00        | $3386896.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT6598 | 2052-02-01      | 2.0000%  | 0.0000% | $53274.00          | $33661.76          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $13400.00          | $8874.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $25000.00          | $17677.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9771 | 2056-01-01      | 5.0000%  | 0.0000% | $13132016.00       | $12475045.65       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0836 | 2056-02-01      | 4.5000%  | 0.0000% | $5306080.00        | $5117188.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM4790 | 2040-11-01      | 2.0000%  | 0.0000% | $71820160.00       | $36770029.99       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5813 | 2040-07-01      | 3.0000%  | 0.0000% | $2169292.00        | $1782805.31        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7931 | 2043-02-01      | 3.0000%  | 0.0000% | $8060000.00        | $1480479.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9454 | 2051-11-01      | 3.5000%  | 0.0000% | $23424064.00       | $13222098.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9476 | 2056-01-01      | 5.5000%  | 0.0000% | $6044712.00        | $6089121.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9221 | 2051-10-01      | 4.0000%  | 0.0000% | $23257216.00       | $10981575.49       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3174 | 2055-11-01      | 5.5000%  | 0.0000% | $41223552.00       | $41367066.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0435 | 2055-05-01      | 6.0000%  | 0.0000% | $24368000.00       | $20789561.29       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ0048 | 2053-10-01      | 4.5000%  | 0.0000% | $1551816.00        | $1389588.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3074 | 2053-12-01      | 6.0000%  | 0.0000% | $391518.00         | $368163.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5365 | 2056-02-01      | 5.0000%  | 0.0000% | $9793920.00        | $8954120.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6179 | 2055-10-01      | 6.0000%  | 0.0000% | $3215450.00        | $2687475.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6360 | 2056-02-01      | 5.0000%  | 0.0000% | $1106814.00        | $1093402.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5103 | 2056-01-01      | 6.0000%  | 0.0000% | $1380952.00        | $1431795.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2036 | 2056-01-01      | 6.0000%  | 0.0000% | $7891936.00        | $8091092.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0448 | 2055-12-01      | 5.5000%  | 0.0000% | $17363392.00       | $17528968.83       | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $448305.90         | Agency Mortgage-Backed Securities |
| GNII SF DL0279 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1878380.00        | $1982695.91        | Agency Mortgage-Backed Securities |
| GNII SF DD7703 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2496772.00        | $2428611.89        | Agency Mortgage-Backed Securities |
| GNII SF DD1691 C     | 2054-07-20      | 7.0000%  | 0.0000% | $20743968.00       | $18240459.42       | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $329011.34         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0062 | 2041-02-01      | 5.0000%  | 0.0000% | $150319872.00      | $147708829.54      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5717 | 2056-02-01      | 5.0000%  | 0.0000% | $3270664.00        | $3230281.82        | Agency Mortgage-Backed Securities |
| GNII SF DM8728 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1629934.00        | $1702722.02        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4138 | 2056-02-01      | 5.0000%  | 0.0000% | $141072640.00      | $138533018.31      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD9322 | 2040-08-01      | 4.5000%  | 0.0000% | $2842000.00        | $102370.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA6028 | 2056-03-01      | 4.5000%  | 0.0000% | $33338400.00       | $32206561.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  | 0.0000% | $15050000.00       | $8859785.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS3310 | 2037-11-01      | 4.5000%  | 0.0000% | $236000.00         | $127004.74         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  | 0.0000% | $3770950.00        | $3756316.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3428 | 2056-03-01      | 4.5000%  | 0.0000% | $4235544.00        | $4094373.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG2669 | 2056-01-01      | 5.5000%  | 0.0000% | $1830196.00        | $1862906.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG2675 | 2056-02-01      | 5.5000%  | 0.0000% | $1013942.00        | $1029552.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5507 | 2056-03-01      | 5.5000%  | 0.0000% | $1453282.00        | $1468669.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2019 | 2056-02-01      | 5.0000%  | 0.0000% | $23219232.00       | $22866622.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG3306 | 2056-04-01      | 6.0000%  | 0.0000% | $14316144.00       | $14747045.62       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2282 | 2056-01-01      | 5.5000%  | 0.0000% | $19953408.00       | $20031810.49       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2575 | 2051-04-01      | 2.5000%  | 0.0000% | $160000.00         | $104446.48         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889692 | 2038-05-01      | 5.5000%  | 0.0000% | $294950400.00      | $2137642.11        | Agency Mortgage-Backed Securities |
| GNII ET DA1964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63546.11          | Agency Mortgage-Backed Securities |
| GNII SF DL8787 C     | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9390072.37        | Agency Mortgage-Backed Securities |
| GNII SF DM7018 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2771524.00        | $2737259.73        | Agency Mortgage-Backed Securities |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $1739966.00        | $18953.15          | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $4465000.00        | $4048481.98        | Agency Mortgage-Backed Securities |
| GNPL PN BV3342       | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44469.15          | Agency Mortgage-Backed Securities |
| GNII SF CC9791 C     | 2051-04-20      | 3.0000%  | 0.0000% | $74989.00          | $52778.37          | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $1968891.00        | $100931.73         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $142045.33         | Agency Mortgage-Backed Securities |
| GNII ET DO1985 C     | 2065-10-20      | 6.0000%  | 0.0000% | $417085.00         | $427927.91         | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M     | 2040-09-20      | 5.5000%  | 0.0000% | $468745.00         | $447746.28         | Agency Mortgage-Backed Securities |
| GNII SF DL5035 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4034600.00        | $4222152.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4579 | 2056-01-01      | 4.5000%  | 0.0000% | $260561.00         | $252876.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4765 | 2056-02-01      | 5.5000%  | 0.0000% | $5701472.00        | $5809139.49        | Agency Mortgage-Backed Securities |
| GNII SF DN5313 C     | 2055-11-20      | 6.0000%  | 0.0000% | $4623152.00        | $4736104.48        | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $374316.36         | Agency Mortgage-Backed Securities |
| GNII SF DM0767 C     | 2055-08-20      | 6.5000%  | 0.0000% | $21164.00          | $22393.03          | Agency Mortgage-Backed Securities |
| GNII SF DE5795 C     | 2054-10-20      | 7.0000%  | 0.0000% | $12984208.00       | $11916135.38       | Agency Mortgage-Backed Securities |
| GNII SF DL5881 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1713318.00        | $1697153.60        | Agency Mortgage-Backed Securities |
| GNII SF DL5880 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1741412.00        | $1820651.70        | Agency Mortgage-Backed Securities |
| GNII SF DM0773 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3241128.00        | $3440348.69        | Agency Mortgage-Backed Securities |
| GNII SF DM0775 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5517880.00        | $5856545.59        | Agency Mortgage-Backed Securities |
| GNII SF DM3849 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1000592.00        | $1048103.62        | Agency Mortgage-Backed Securities |
| GNMI SF AA1783 X     | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $325775.68         | Agency Mortgage-Backed Securities |
| GNII ET DL6751 C     | 2065-08-20      | 3.5000%  | 0.0000% | $474876.00         | $430724.33         | Agency Mortgage-Backed Securities |
| GNII ET DJ1247 C     | 2065-05-20      | 6.5000%  | 0.0000% | $31519584.00       | $27958250.59       | Agency Mortgage-Backed Securities |
| GNII SF DJ9737 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1761822.00        | $1777469.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ3045 C     | 2055-08-20      | 6.0000%  | 0.0000% | $13133456.00       | $13447999.37       | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $2012356.00        | $1143896.63        | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $84078.40          | Agency Mortgage-Backed Securities |
| GNII ET DP6465 C     | 2065-11-20      | 4.5000%  | 0.0000% | $141715.00         | $136340.79         | Agency Mortgage-Backed Securities |
| GNII SF MA6866 M     | 2050-07-20      | 3.0000%  | 0.0000% | $126051328.00      | $37629042.55       | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $383214.87         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX0428 | 2054-12-01      | 6.5000%  | 0.0000% | $2188290.00        | $1977637.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4052 | 2056-01-01      | 5.5000%  | 0.0000% | $49654208.00       | $49798008.22       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0079 | 2055-08-01      | 6.0000%  | 0.0000% | $47321360.00       | $42806941.52       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1878 | 2056-02-01      | 4.5000%  | 0.0000% | $1510256.00        | $1457392.09        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5661 | 2040-01-01      | 3.0000%  | 0.0000% | $2255456.00        | $1986133.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6179 | 2056-02-01      | 5.0000%  | 0.0000% | $1980538.00        | $1954769.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $159714.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0485 | 2040-05-01      | 6.0000%  | 0.0000% | $4199768.00        | $3907862.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCC0324 | 2045-04-01      | 6.5000%  | 0.0000% | $2195412.00        | $1923376.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0105 | 2056-06-01      | 4.0000%  | 0.0000% | $458347.00         | $114753.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBA2767 | 2045-09-01      | 3.0000%  | 0.0000% | $2872384.00        | $313992.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $173581.51         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7819 | 2055-08-01      | 7.0000%  | 0.0000% | $1064382.00        | $1007443.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL827685 | 2035-11-01      | 6.0000%  | 0.0000% | $1060000.00        | $76189.28          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA0326 | 2054-09-01      | 7.0000%  | 0.0000% | $34378000.00       | $25251525.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1013 | 2041-02-01      | 6.0000%  | 0.0000% | $2727892.00        | $2797694.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2503 | 2056-02-01      | 5.0000%  | 0.0000% | $13391424.00       | $13191918.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7276 | 2052-08-01      | 5.0000%  | 0.0000% | $2323444.00        | $1749735.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3856 | 2056-03-01      | 4.5000%  | 0.0000% | $1827814.00        | $1772992.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3734 | 2056-03-01      | 5.0000%  | 0.0000% | $1826000.00        | $1809697.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3817 | 2056-03-01      | 5.0000%  | 0.0000% | $9429904.00        | $9353198.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5107 | 2056-04-01      | 4.5000%  | 0.0000% | $15268576.00       | $14764407.62       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3838 | 2056-03-01      | 5.0000%  | 0.0000% | $14809408.00       | $14648951.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1460 | 2056-02-01      | 5.5000%  | 0.0000% | $5224128.00        | $5300690.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDG3715 | 2041-03-01      | 5.0000%  | 0.0000% | $1001112.00        | $1011299.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9370 | 2056-01-01      | 6.0000%  | 0.0000% | $7254760.00        | $7039607.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3780 | 2052-05-01      | 3.5000%  | 0.0000% | $2450000.00        | $1740346.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  | 0.0000% | $7192296.00        | $4593543.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8772 | 2056-01-01      | 4.5000%  | 0.0000% | $1170314.00        | $1129556.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7954 | 2054-02-01      | 4.5000%  | 0.0000% | $9213488.00        | $8128146.24        | Agency Mortgage-Backed Securities |
| FNMS 03.000 ZLFP0012 | 2051-08-25      | 3.0000%  | 0.0000% | $1800000.00        | $1141191.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $961038.00         | $290150.59         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $1200000.00        | $230838.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7536 | 2051-02-01      | 2.5000%  | 0.0000% | $1052000.00        | $537293.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3818 | 2043-10-01      | 4.0000%  | 0.0000% | $368000.00         | $63741.22          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7329 | 2055-01-01      | 6.0000%  | 0.0000% | $1485000.00        | $1270519.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6330 | 2054-06-01      | 5.5000%  | 0.0000% | $9411664.00        | $7433365.08        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS8986 | 2032-09-01      | 3.5000%  | 0.0000% | $1150700.00        | $114652.85         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE1090 | 2052-04-01      | 3.5000%  | 0.0000% | $2492000.00        | $1507038.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5390 | 2046-03-01      | 4.5000%  | 0.0000% | $106934016.00      | $104597583.14      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3551 | 2040-07-01      | 6.5000%  | 0.0000% | $2015880.00        | $1759568.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6004 | 2049-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $593118.53         | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $123724.55         | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1513640.00        | $1180159.09        | Agency Mortgage-Backed Securities |
| GNII SF DP9429 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3313508.00        | $3044808.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5302 | 2055-11-01      | 5.0000%  | 0.0000% | $186690048.00      | $180775728.99      | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $826713.00         | $869710.10         | Agency Mortgage-Backed Securities |
| GNII SP 788238 M     | 2052-05-20      | 3.0000%  | 0.0000% | $237891000.00      | $204333678.52      | Agency Mortgage-Backed Securities |
| GNII ET DH0123 C     | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $8495439.69        | Agency Mortgage-Backed Securities |
| GNII SF DN3145 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1075570.00        | $1121712.83        | Agency Mortgage-Backed Securities |
| GNII SF MA9209 M     | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $17205.69          | Agency Mortgage-Backed Securities |
| GNII SP 785447 C     | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $319472.22         | Agency Mortgage-Backed Securities |
| GNII SF DQ8981 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1060692.00        | $1093074.22        | Agency Mortgage-Backed Securities |
| GNAR FB 082448 M     | 2039-12-20      | 5.7500%  | 0.0000% | $4000000.00        | $33701.10          | Agency Mortgage-Backed Securities |
| GNII SF DN3199 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1163676.00        | $1204209.21        | Agency Mortgage-Backed Securities |
| GNII SF DP7805 C     | 2056-02-20      | 6.0000%  | 0.0000% | $2078696.00        | $2164421.02        | Agency Mortgage-Backed Securities |
| GNII SF DN6358 C     | 2056-01-20      | 5.5000%  | 0.0000% | $25405160.00       | $25849482.07       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  | 0.0000% | $2240800.00        | $129428.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $69095000.00       | $57400605.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9904 | 2056-04-01      | 6.0000%  | 0.0000% | $4606896.00        | $4712969.78        | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $2494188.00        | $1884047.61        | Agency Mortgage-Backed Securities |
| GNII SF DN3228 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1826000.00        | $1841533.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  | 0.0000% | $125954432.00      | $123214668.80      | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $20000000.00       | $1393757.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0468 | 2055-01-01      | 6.0000%  | 0.0000% | $3171388.00        | $2305000.30        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0298 | 2054-11-01      | 4.5000%  | 0.0000% | $1008346.00        | $852299.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5041 | 2038-06-01      | 4.0000%  | 0.0000% | $553000.00         | $353781.70         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9150 | 2055-03-01      | 6.5000%  | 0.0000% | $3770720.00        | $3239692.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $100000000.00      | $74628666.22       | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1269114.00        | $917389.48         | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M     | 2052-07-20      | 2.0000%  | 0.0000% | $252710.00         | $140230.08         | Agency Mortgage-Backed Securities |
| GNII ET CY3135 C     | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118932.05         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA0277 | 2055-12-01      | 7.0000%  | 0.0000% | $3452808.00        | $3648606.92        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4415 | 2055-09-01      | 7.0000%  | 0.0000% | $1022354.00        | $905891.26         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $165000.00         | $76572.41          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $4127258.40        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9769 | 2052-04-01      | 2.5000%  | 0.0000% | $3000000.00        | $2058405.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $426300.00         | $395032.28         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3345 | 2052-11-01      | 5.5000%  | 0.0000% | $20194144.00       | $16840311.00       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBH4546 | 2031-12-01      | 2.0000%  | 0.0000% | $141906.00         | $41334.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | 0.0000% | $13432960.00       | $11559715.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0503 | 2054-09-01      | 6.0000%  | 0.0000% | $410343.00         | $258222.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $44000.00          | $33206.42          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $35881728.00       | $17960649.13       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4285 | 2040-10-01      | 6.0000%  | 0.0000% | $1250752.00        | $1164021.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6309 | 2055-09-01      | 6.0000%  | 0.0000% | $1213732.00        | $1240345.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5006 | 2056-04-01      | 4.5000%  | 0.0000% | $131184640.00      | $126731446.21      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2465 | 2055-06-01      | 6.5000%  | 0.0000% | $20524352.00       | $18907327.32       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK6840 | 2048-06-01      | 4.0000%  | 0.0000% | $2569420.00        | $549774.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3474 | 2053-05-01      | 5.5000%  | 0.0000% | $3176000.00        | $2768784.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1764 | 2036-09-01      | 3.0000%  | 0.0000% | $7070368.00        | $3432314.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG4504 | 2056-03-01      | 6.5000%  | 0.0000% | $12601072.00       | $13143606.96       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1311 | 2037-04-01      | 2.5000%  | 0.0000% | $1246874.00        | $716324.38         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0716 | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $868063.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA6038 | 2041-03-01      | 5.0000%  | 0.0000% | $55785536.00       | $56356593.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0700 | 2054-07-01      | 5.0000%  | 0.0000% | $29615584.00       | $24538504.03       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $75738880.00       | $73760094.80       | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $96113.77          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8036 | 2055-09-01      | 6.0000%  | 0.0000% | $5280616.00        | $5430508.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6636 | 2055-06-01      | 6.0000%  | 0.0000% | $1603326.00        | $1646077.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3993 | 2055-04-01      | 6.5000%  | 0.0000% | $1534214.00        | $1592399.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3435 | 2037-05-01      | 2.5000%  | 0.0000% | $600000.00         | $342922.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0953 | 2055-10-01      | 5.0000%  | 0.0000% | $26889.00          | $26622.05          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP6552 | 2050-08-01      | 5.0000%  | 0.0000% | $4129392.00        | $2326100.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3802 | 2051-05-01      | 2.0000%  | 0.0000% | $26468672.00       | $15507243.44       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4685 | 2035-10-01      | 2.0000%  | 0.0000% | $711037.00         | $248153.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  | 0.0000% | $1604110.00        | $1237654.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA2921 | 2032-03-01      | 2.5000%  | 0.0000% | $5035000.00        | $799832.98         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4206 | 2035-12-01      | 2.0000%  | 0.0000% | $1027000.00        | $413081.01         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $2792568.00        | $229199.39         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQD7078 | 2052-02-01      | 4.0000%  | 0.0000% | $1600000.00        | $991689.24         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5100 | 2052-10-01      | 4.0000%  | 0.0000% | $90153344.00       | $71086644.15       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2762 | 2055-05-01      | 6.5000%  | 0.0000% | $5956096.00        | $6118396.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4795 | 2045-04-01      | 3.5000%  | 0.0000% | $2810000.00        | $458291.35         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN8025 | 2036-10-01      | 2.5000%  | 0.0000% | $310000.00         | $146029.40         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5387 | 2046-02-01      | 4.5000%  | 0.0000% | $177857792.00      | $172517613.32      | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1084002.00        | $652230.05         | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $281695.89         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2862 | 2055-04-01      | 6.0000%  | 0.0000% | $44391424.00       | $36863680.55       | Agency Mortgage-Backed Securities |
| GNII ET DB7479 C     | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $236947.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4132 | 2056-02-01      | 5.0000%  | 0.0000% | $64248320.00       | $62989721.71       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5523 | 2039-10-01      | 4.0000%  | 0.0000% | $68858.00          | $55338.05          | Agency Mortgage-Backed Securities |
| GNII ET DM5644 C     | 2065-08-20      | 4.5000%  | 0.0000% | $403200.00         | $387151.14         | Agency Mortgage-Backed Securities |
| GNII SF DM9696 C     | 2055-11-20      | 6.0000%  | 0.0000% | $4873528.00        | $5074979.31        | Agency Mortgage-Backed Securities |
| GNII SF DA5789 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $1193176.21        | Agency Mortgage-Backed Securities |
| GNCL CL DD8086       | 2067-05-15      | 5.8400%  | 0.0000% | $30576999.00       | $31462040.05       | Agency Mortgage-Backed Securities |
| GNII SF DM1572 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1022444.00        | $1073429.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2587 | 2056-01-01      | 5.0000%  | 0.0000% | $5500120.00        | $5415152.42        | Agency Mortgage-Backed Securities |
| GNII SF MB0121 M     | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $879776.61         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3311 | 2056-01-01      | 5.0000%  | 0.0000% | $5335496.00        | $5144969.64        | Agency Mortgage-Backed Securities |
| GNII SF MB0462 M     | 2040-06-20      | 7.0000%  | 0.0000% | $139184.00         | $139161.41         | Agency Mortgage-Backed Securities |
| GNII SF DQ2936 C     | 2056-02-20      | 6.0000%  | 0.0000% | $13314784.00       | $13912691.14       | Agency Mortgage-Backed Securities |
| GNII ET DP1586 C     | 2066-02-20      | 3.5000%  | 0.0000% | $333443.00         | $303766.18         | Agency Mortgage-Backed Securities |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $83788672.00       | $78870205.43       | Agency Mortgage-Backed Securities |
| GNII JM MB0413 M     | 2053-08-20      | 6.5000%  | 0.0000% | $999000.00         | $635178.46         | Agency Mortgage-Backed Securities |
| GNII SF DO7179 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1019254.00        | $1074299.57        | Agency Mortgage-Backed Securities |
| GNII JM MB1243 M     | 2052-05-20      | 2.0000%  | 0.0000% | $834008.00         | $670764.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $104267264.00      | $63499432.03       | Agency Mortgage-Backed Securities |
| GNII SF DO8301 C     | 2056-01-20      | 6.0000%  | 0.0000% | $2226950.00        | $2317492.53        | Agency Mortgage-Backed Securities |
| GNII ET DM2985 C     | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $241035.35         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0323 | 2052-09-01      | 4.0000%  | 0.0000% | $794296.00         | $549784.69         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA1088 | 2049-07-01      | 4.5000%  | 0.0000% | $4350000.00        | $386245.99         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0743 | 2036-06-01      | 2.0000%  | 0.0000% | $9216912.00        | $5184018.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBN8101 | 2049-03-01      | 3.0000%  | 0.0000% | $2180016.00        | $326827.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6288 | 2055-04-01      | 6.0000%  | 0.0000% | $3746116.00        | $3546037.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKDC2169 | 2054-11-01      | 6.0000%  | 0.0000% | $3668104.00        | $3664319.76        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY5121 | 2053-07-01      | 4.5000%  | 0.0000% | $159021.00         | $146713.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1309 | 2054-01-01      | 5.0000%  | 0.0000% | $760009.00         | $716631.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $12000000.00       | $1435957.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5044 | 2056-03-01      | 5.0000%  | 0.0000% | $8794208.00        | $8687089.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS6135 | 2037-01-01      | 2.5000%  | 0.0000% | $2920000.00        | $1974035.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4054 | 2055-05-01      | 6.0000%  | 0.0000% | $7283000.00        | $6293719.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3663 | 2055-08-01      | 5.5000%  | 0.0000% | $48824384.00       | $49388146.73       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA3284 | 2036-09-01      | 2.5000%  | 0.0000% | $1800896.00        | $1572904.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $40942400.00       | $21252304.77       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5387 | 2054-06-01      | 5.0000%  | 0.0000% | $135000.00         | $117999.03         | Agency Mortgage-Backed Securities |
| GNII SF DI1631 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $1649913.30        | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1619320.00        | $1698125.78        | Agency Mortgage-Backed Securities |
| GNII SF DK5761 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5911488.00        | $6197893.27        | Agency Mortgage-Backed Securities |
| GNII ET DJ8945 C     | 2065-05-20      | 6.5000%  | 0.0000% | $4444088.00        | $3368491.14        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $22000.00          | $18117.42          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $3200000.00        | $537752.29         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5012 | 2054-09-01      | 5.5000%  | 0.0000% | $9070176.00        | $8257865.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1003 | 2053-09-01      | 6.5000%  | 0.0000% | $2070412.00        | $2042774.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4405 | 2040-11-01      | 6.0000%  | 0.0000% | $1119626.00        | $937839.08         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN5762 | 2036-04-01      | 2.5000%  | 0.0000% | $8660400.00        | $4715368.81        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1053 | 2052-06-01      | 3.5000%  | 0.0000% | $680000.00         | $485775.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4763 | 2052-12-01      | 6.0000%  | 0.0000% | $1663616.00        | $1254406.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7296 | 2054-01-01      | 6.0000%  | 0.0000% | $1095750.00        | $763615.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8592 | 2043-06-01      | 3.5000%  | 0.0000% | $199093.00         | $39635.57          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL547095 | 2030-06-01      | 6.5000%  | 0.0000% | $2055216.00        | $13538.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS6921 | 2031-03-01      | 3.0000%  | 0.0000% | $144395.00         | $9678.52           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8439 | 2056-02-01      | 5.0000%  | 0.0000% | $5117392.00        | $5074086.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9835 | 2056-03-01      | 5.5000%  | 0.0000% | $2895416.00        | $2919999.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4310 | 2056-03-01      | 5.0000%  | 0.0000% | $178513408.00      | $176064685.29      | Agency Mortgage-Backed Securities |
| GNII SF CX3287 C     | 2053-11-20      | 7.0000%  | 0.0000% | $800000.00         | $66691.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $13356176.00       | $8503770.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $304565248.00      | $128080678.89      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3855 | 2055-09-01      | 6.5000%  | 0.0000% | $1143742.00        | $1186450.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $1006110.00        | $144229.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $50000000.00       | $32505907.55       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889641 | 2037-08-01      | 5.5000%  | 0.0000% | $140758000.00      | $2007336.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6724 | 2055-02-01      | 6.0000%  | 0.0000% | $2053856.00        | $1779342.79        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5072 | 2055-02-01      | 6.5000%  | 0.0000% | $7300000.00        | $7485810.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1453 | 2056-02-01      | 5.0000%  | 0.0000% | $3994700.00        | $3946785.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5271 | 2056-03-01      | 5.0000%  | 0.0000% | $6382880.00        | $6306206.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1532 | 2056-02-01      | 4.5000%  | 0.0000% | $2555060.00        | $2465034.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1198 | 2055-02-01      | 6.0000%  | 0.0000% | $4386000.00        | $3540334.58        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0923 | 2047-09-01      | 3.0000%  | 0.0000% | $11329700.00       | $9325315.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9438 | 2056-01-01      | 5.5000%  | 0.0000% | $1233502.00        | $1253406.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5583 | 2052-12-01      | 5.0000%  | 0.0000% | $2548092.00        | $1768042.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  | 0.0000% | $45189.00          | $34004.98          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD9582 | 2055-05-01      | 7.5000%  | 0.0000% | $1035446.00        | $978350.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2695 | 2055-07-01      | 6.0000%  | 0.0000% | $2333480.00        | $2237695.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0893 | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1147060.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC0725 | 2031-02-01      | 3.0000%  | 0.0000% | $74476.00          | $5414.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8034 | 2055-05-01      | 6.0000%  | 0.0000% | $4298192.00        | $3501661.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $18500192.00       | $3583009.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5041 | 2055-03-01      | 6.5000%  | 0.0000% | $1835900.00        | $1459022.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2947 | 2055-01-01      | 6.5000%  | 0.0000% | $595539.00         | $618389.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB4494 | 2054-10-01      | 5.0000%  | 0.0000% | $5469640.00        | $4927701.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBM1885 | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $3012907.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8013 | 2049-09-01      | 4.5000%  | 0.0000% | $400000.00         | $46874.06          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3936 | 2053-10-01      | 6.5000%  | 0.0000% | $7840000.00        | $5843136.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $96038.00          | $86669.54          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6954 | 2054-08-01      | 6.5000%  | 0.0000% | $20918208.00       | $16189214.34       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0751 | 2031-05-01      | 7.0000%  | 0.0000% | $14999482.00       | $6002.45           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4446 | 2041-05-01      | 5.0000%  | 0.0000% | $450083.00         | $15387.47          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8039 | 2050-01-01      | 4.0000%  | 0.0000% | $531435.00         | $72957.78          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3832 | 2053-07-01      | 6.5000%  | 0.0000% | $55973952.00       | $35450207.69       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  | 0.0000% | $173541120.00      | $131247892.53      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1234 | 2041-04-01      | 4.5000%  | 0.0000% | $2010000.00        | $172084.36         | Agency Mortgage-Backed Securities |
| GNII SF DI3274 C     | 2055-03-20      | 6.0000%  | 0.0000% | $7681992.00        | $6902080.30        | Agency Mortgage-Backed Securities |
| GNII ET DO0016 C     | 2065-09-20      | 4.5000%  | 0.0000% | $934805.00         | $898172.70         | Agency Mortgage-Backed Securities |
| GNII SF DL0489 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1619986.00        | $1606249.24        | Agency Mortgage-Backed Securities |
| GNII ET DK3110 C     | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1144210.57        | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1635346.00        | $273072.22         | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $341089.06         | Agency Mortgage-Backed Securities |
| GNII SF DK7329 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1467666.00        | $1530044.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9616 | 2056-04-01      | 5.0000%  | 0.0000% | $13691904.00       | $13546505.11       | Agency Mortgage-Backed Securities |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $100526.71         | Agency Mortgage-Backed Securities |
| GNII ET DK9190 C     | 2065-06-20      | 6.0000%  | 0.0000% | $757719.00         | $773172.83         | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $83000.00          | $34571.67          | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $282909.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $166196.61         | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C     | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $151484.09         | Agency Mortgage-Backed Securities |
| GNII SF DQ4487 C     | 2056-02-20      | 6.0000%  | 0.0000% | $19238944.00       | $20019027.23       | Agency Mortgage-Backed Securities |
| GNII ET DQ0009 C     | 2065-08-20      | 2.0000%  | 0.0000% | $251592.00         | $195175.94         | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26472.12          | Agency Mortgage-Backed Securities |
| GNII SF DN6673 C     | 2056-03-20      | 5.5000%  | 0.0000% | $2008744.00        | $2048618.24        | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $147990.99         | Agency Mortgage-Backed Securities |
| GNII SF DN5550 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3103228.00        | $3234209.26        | Agency Mortgage-Backed Securities |
| GNII SF DN6643 C     | 2056-03-20      | 5.0000%  | 0.0000% | $23980960.00       | $24048170.65       | Agency Mortgage-Backed Securities |
| GNII SF DN8382 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1116674.00        | $1160831.26        | Agency Mortgage-Backed Securities |
| GNII ET DD0699 C     | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $518735.12         | Agency Mortgage-Backed Securities |
| GNII ET DL9971 C     | 2065-08-20      | 7.0000%  | 0.0000% | $2789424.00        | $2324435.34        | Agency Mortgage-Backed Securities |
| GNII SF DN6082 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963778.00        | $2083100.04        | Agency Mortgage-Backed Securities |
| GNII SF BZ8537 C     | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $49799.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5681 | 2040-04-01      | 4.0000%  | 0.0000% | $164137.00         | $151271.89         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB7525 | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $106186.96         | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $3810450.00        | $395513.62         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0984 | 2052-04-01      | 3.0000%  | 0.0000% | $32791552.00       | $21066770.42       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6646 | 2047-05-01      | 3.0000%  | 0.0000% | $7400000.00        | $3327458.92        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFM3029 | 2036-08-01      | 7.0000%  | 0.0000% | $90000.00          | $20963.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8062 | 2038-05-01      | 6.0000%  | 0.0000% | $12464032.00       | $6689038.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4040 | 2055-04-01      | 6.5000%  | 0.0000% | $23469000.00       | $20817381.73       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $883960.00         | $702228.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2244384.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5914 | 2040-12-01      | 4.0000%  | 0.0000% | $8920512.00        | $8425746.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4243 | 2055-04-01      | 5.5000%  | 0.0000% | $93978496.00       | $93011859.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA6043 | 2046-03-01      | 5.5000%  | 0.0000% | $16163168.00       | $16362869.32       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5881 | 2055-11-01      | 6.5000%  | 0.0000% | $53072128.00       | $50386693.09       | Agency Mortgage-Backed Securities |
| GNII SF DJ2484 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2407730.00        | $2535977.90        | Agency Mortgage-Backed Securities |
| GNII SF DG9280 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $564046.28         | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $669380.84         | Agency Mortgage-Backed Securities |
| GNMI SF 672353 X     | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $21448.78          | Agency Mortgage-Backed Securities |
| GNII SF AT7141 C     | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $34817.08          | Agency Mortgage-Backed Securities |
| GNII SF DI9252 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1263375.80        | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $296651.30         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2663 | 2054-10-01      | 5.0000%  | 0.0000% | $19772928.00       | $17029526.24       | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $70067.65          | Agency Mortgage-Backed Securities |
| GNII ET DO1980 C     | 2065-12-20      | 6.5000%  | 0.0000% | $520903.00         | $546194.77         | Agency Mortgage-Backed Securities |
| GNII SF MA7655 M     | 2051-10-20      | 5.5000%  | 0.0000% | $46000.00          | $14458.33          | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $405665.37         | Agency Mortgage-Backed Securities |
| GNPL PN DM8124       | 2060-12-15      | 5.7900%  | 0.0000% | $2178564.00        | $2304483.41        | Agency Mortgage-Backed Securities |
| GNII SF DO3495 C     | 2055-11-20      | 6.0000%  | 0.0000% | $5166816.00        | $5466619.27        | Agency Mortgage-Backed Securities |
| GNII ET DP1356 C     | 2065-11-20      | 4.5000%  | 0.0000% | $259325.00         | $249307.65         | Agency Mortgage-Backed Securities |
| GNII SF DM6550 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1421708.00        | $1500468.30        | Agency Mortgage-Backed Securities |
| GNII SF DN5308 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1497446.00        | $1572663.37        | Agency Mortgage-Backed Securities |

### Security 696: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG884, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG884
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $245230400.00      | $249999453.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $246216000.00      | $249999222.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $128720000.00      | $127986768.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $247532800.00      | $249998062.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $246192000.00      | $249998430.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $244499200.00      | $249999064.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $337932800.00      | $249999106.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $263734400.00      | $249999555.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $246206400.00      | $249999270.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $254262000.00      | $249999513.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $263963200.00      | $249998618.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $251033600.00      | $249998839.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $250128000.00      | $249998538.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $249836800.00      | $249999221.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $244868000.00      | $249999819.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $277390400.00      | $249999691.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $218121600.00      | $249998768.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $224670400.00      | $224858641.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $247572800.00      | $249998760.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $252373200.00      | $249933614.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $246688000.00      | $249999725.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $72870000.00       | $73410851.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $222673600.00      | $249998608.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $223678400.00      | $224043041.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $248420800.00      | $249999813.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $288035200.00      | $249999480.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $252586000.00      | $247908732.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $263857600.00      | $249999728.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $260947200.00      | $249998899.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $190960000.00      | $249999967.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $262188800.00      | $249999403.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $248156000.00      | $249999226.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $16124300.00       | $16998055.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $243488000.00      | $249998156.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $250086400.00      | $249999787.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $245822400.00      | $249999469.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $246566400.00      | $249998197.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $254201600.00      | $249999785.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $14238900.00       | $14888965.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $240188800.00      | $249997180.36      | U.S. Treasuries (including strips) |

### Security 697: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG892, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG892
- **C.18 - Value (incl. sponsor support):** $5532000000.00
- **C.18.a - Value (excl. sponsor support):** $5532000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $246252800.00      | $249999455.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $252252800.00      | $249999704.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $106654800.00      | $136548279.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $273033600.00      | $249998903.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $400521600.00      | $249999897.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $6217700.00        | $6203532.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $209001200.00      | $192080451.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $246804000.00      | $249999662.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $100209400.00      | $102157879.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $225113600.00      | $249996577.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $250075200.00      | $249999113.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $309863200.00      | $249999822.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $257478400.00      | $249999345.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $58800.00          | $61224.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.8134%  | 0.0000% | $220400.00         | $221948.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $115273600.00      | $249999390.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $256212000.00      | $249999751.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $1500.00           | $1163.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $245516800.00      | $249998218.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $172308800.00      | $174033669.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | 0.0000% | $56209500.00       | $55201009.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $249155200.00      | $249998741.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $249888000.00      | $249999948.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $241345600.00      | $249999306.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $33630100.00       | $37331854.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $248716000.00      | $249999374.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $427796800.00      | $249999290.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $449212800.00      | $249999141.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $359740000.00      | $249999969.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $179020400.00      | $181716476.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $6998400.00        | $7096924.62        | U.S. Treasuries (including strips) |

### Security 698: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8J0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG8J0
- **C.18 - Value (incl. sponsor support):** $8073000000.00
- **C.18.a - Value (excl. sponsor support):** $8073000000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 DG9942 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1092800.00        | $1096597.74        | Agency Mortgage-Backed Securities |
| GNPL PN DG8458       | 2060-05-15      | 5.5200%  | 0.0000% | $870000.00         | $892856.23         | Agency Mortgage-Backed Securities |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $385603.46         | Agency Mortgage-Backed Securities |
| GNII SF CJ2817 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1153894.60        | Agency Mortgage-Backed Securities |
| GNII ET DP1355 C     | 2065-11-20      | 4.0000%  | 0.0000% | $460746.00         | $433125.49         | Agency Mortgage-Backed Securities |
| GNII SF CB4517 C     | 2051-02-20      | 3.0000%  | 0.0000% | $86616.00          | $59517.21          | Agency Mortgage-Backed Securities |
| GNII ET DP1585 C     | 2062-10-20      | 3.0000%  | 0.0000% | $190453.00         | $167774.01         | Agency Mortgage-Backed Securities |
| GNII ET DP1565 C     | 2062-06-20      | 3.5000%  | 0.0000% | $79472.00          | $71918.52          | Agency Mortgage-Backed Securities |
| GNII SF DN5755 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1665378.00        | $1747676.84        | Agency Mortgage-Backed Securities |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $439755.13         | Agency Mortgage-Backed Securities |
| GNII SF DG7449 C     | 2054-12-20      | 7.5000%  | 0.0000% | $5568968.00        | $5464810.55        | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $62080.40          | Agency Mortgage-Backed Securities |
| GNII SF DN4786 C     | 2055-11-20      | 6.0000%  | 0.0000% | $75037568.00       | $76180662.73       | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $453425.76         | Agency Mortgage-Backed Securities |
| GNII ET DN3441 C     | 2065-10-20      | 4.0000%  | 0.0000% | $1288534.00        | $1198767.58        | Agency Mortgage-Backed Securities |
| GNPL PN DF9974       | 2059-11-15      | 4.9800%  | 0.0000% | $37125.00          | $36915.66          | Agency Mortgage-Backed Securities |
| GNII ET DN1756 C     | 2066-02-20      | 4.0000%  | 0.0000% | $332119.00         | $312776.04         | Agency Mortgage-Backed Securities |
| GNII SF DF5198 C     | 2054-07-20      | 7.5000%  | 0.0000% | $862031.00         | $921206.88         | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $523382.98         | Agency Mortgage-Backed Securities |
| GNII ET DO4470 C     | 2065-10-20      | 3.5000%  | 0.0000% | $345098.00         | $314811.28         | Agency Mortgage-Backed Securities |
| GNII SF CA7248 C     | 2051-03-20      | 2.0000%  | 0.0000% | $5530584.00        | $2415299.71        | Agency Mortgage-Backed Securities |
| GNII ET DO0199 C     | 2065-10-20      | 4.0000%  | 0.0000% | $284956.00         | $267909.43         | Agency Mortgage-Backed Securities |
| GNII SF DO2405 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1201290.00        | $1241476.34        | Agency Mortgage-Backed Securities |
| GNII SF DO1081 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3133350.00        | $3235944.11        | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $55107456.00       | $40113904.21       | Agency Mortgage-Backed Securities |
| GNMI SF AE6978 X     | 2043-08-15      | 3.0000%  | 0.0000% | $1453700.00        | $407472.92         | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $3830412.00        | $2374290.22        | Agency Mortgage-Backed Securities |
| GNII SF DI2007 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1641323.28        | Agency Mortgage-Backed Securities |
| GNII SF MA1967 M     | 2029-06-20      | 3.5000%  | 0.0000% | $335000.00         | $10471.46          | Agency Mortgage-Backed Securities |
| GNPL PN CC7502       | 2048-03-15      | 3.0900%  | 0.0000% | $52175.00          | $43324.00          | Agency Mortgage-Backed Securities |
| GNII RG CH5857 C     | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $804316.95         | Agency Mortgage-Backed Securities |
| GNII SF AD1744 C     | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $101505.51         | Agency Mortgage-Backed Securities |
| GNII SP 785388 C     | 2051-02-20      | 2.5000%  | 0.0000% | $150000000.00      | $77014141.15       | Agency Mortgage-Backed Securities |
| GNII SP 785568 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2200000.00        | $1229997.21        | Agency Mortgage-Backed Securities |
| GNII SP 785615 C     | 2051-08-20      | 2.5000%  | 0.0000% | $175000.00         | $91916.18          | Agency Mortgage-Backed Securities |
| GNII SF DL1848 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2606648.00        | $2430176.44        | Agency Mortgage-Backed Securities |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $386222.90         | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $845125.00         | $406473.36         | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1517142.00        | $1568488.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $888509.00         | $788775.51         | Agency Mortgage-Backed Securities |
| GNII SF DK5074 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $4189714.27        | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $294283.90         | Agency Mortgage-Backed Securities |
| GNII ET DJ7385 C     | 2065-04-20      | 6.0000%  | 0.0000% | $1991862.00        | $1363577.55        | Agency Mortgage-Backed Securities |
| GNII SF DJ9245 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $1524563.22        | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $67580.81          | Agency Mortgage-Backed Securities |
| GNII SF DJ8221 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4457264.00        | $4363709.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $753649.34         | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $692819.44         | Agency Mortgage-Backed Securities |
| GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $146915068.00      | $173521.54         | Agency Mortgage-Backed Securities |
| GNII SF MA8182 M     | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $34433.90          | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $2984988.00        | $1937809.18        | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $85817728.00       | $51319486.22       | Agency Mortgage-Backed Securities |
| GNII SF DI5723 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2162917.97        | Agency Mortgage-Backed Securities |
| GNMI SF 758929 X     | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $29056.47          | Agency Mortgage-Backed Securities |
| GNII ET DO0245 C     | 2065-10-20      | 3.5000%  | 0.0000% | $408261.00         | $371260.77         | Agency Mortgage-Backed Securities |
| GNII SF DO2383 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1538722.00        | $1528526.99        | Agency Mortgage-Backed Securities |
| GNII ET DI6471 C     | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $594538.30         | Agency Mortgage-Backed Securities |
| GNII ET DI6068 C     | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $238408.10         | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $5172002.16        | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $10387500.00       | $1196030.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $1095105.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ4952 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $791314.90         | Agency Mortgage-Backed Securities |
| GNII SF DJ9878 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1147012.00        | $1201172.84        | Agency Mortgage-Backed Securities |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $40488768.00       | $5021952.33        | Agency Mortgage-Backed Securities |
| GNII SF DK0799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1855591.35        | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $12522.33          | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $995882.71         | Agency Mortgage-Backed Securities |
| GNMI SF BJ2882 X     | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $40185.04          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  | 0.0000% | $48058816.00       | $23526475.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4712 | 2054-01-01      | 5.0000%  | 0.0000% | $251976192.00      | $249999858.82      | Agency Mortgage-Backed Securities |
| GNMI SF BC8602 X     | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $285634.53         | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $546000.00         | $211383.48         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4710 | 2056-04-01      | 5.0000%  | 0.0000% | $252055552.00      | $249999702.98      | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $872677.44         | Agency Mortgage-Backed Securities |
| GNII SF BJ5420 C     | 2048-11-20      | 4.5000%  | 0.0000% | $1368232.00        | $139861.34         | Agency Mortgage-Backed Securities |
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $647059.94         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9701 | 2055-03-01      | 6.0000%  | 0.0000% | $3510250.00        | $3198161.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6271 | 2055-10-01      | 5.5000%  | 0.0000% | $14246128.00       | $14295329.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9948 | 2055-08-01      | 6.5000%  | 0.0000% | $3223244.00        | $2884162.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1237 | 2055-08-01      | 6.0000%  | 0.0000% | $3382308.00        | $3127430.85        | Agency Mortgage-Backed Securities |
| GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $895127.00         | $50148.23          | Agency Mortgage-Backed Securities |
| GNII SF BT6867 C     | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $793551.00         | Agency Mortgage-Backed Securities |
| GNII SF BY6409 C     | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $185969.72         | Agency Mortgage-Backed Securities |
| GNII RG CH5613 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $561633.21         | Agency Mortgage-Backed Securities |
| GNII ET DN3105 C     | 2065-08-20      | 4.5000%  | 0.0000% | $378641.00         | $363530.81         | Agency Mortgage-Backed Securities |
| GNII SF DN2500 C     | 2055-10-20      | 5.0000%  | 0.0000% | $3034424.00        | $3006092.48        | Agency Mortgage-Backed Securities |
| GNII SF DL5968 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1350470.00        | $1414413.45        | Agency Mortgage-Backed Securities |
| GNII SF DL8958 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $1599184.18        | Agency Mortgage-Backed Securities |
| GNII ET DM3952 C     | 2065-08-20      | 4.0000%  | 0.0000% | $240652.00         | $225676.11         | Agency Mortgage-Backed Securities |
| GNII SF DM3844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1133561.24        | Agency Mortgage-Backed Securities |
| GNII SF DM3846 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3182982.32        | Agency Mortgage-Backed Securities |
| GNII RG CL7221 C     | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $2889507.58        | Agency Mortgage-Backed Securities |
| GNII RG CM4717 C     | 2049-10-20      | 4.5000%  | 0.0000% | $1200000.00        | $718622.73         | Agency Mortgage-Backed Securities |
| GNII SF DM2237 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1515610.00        | $1588337.78        | Agency Mortgage-Backed Securities |
| GNII SF DM4315 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1356630.41        | Agency Mortgage-Backed Securities |
| GNII ET DM3748 C     | 2065-09-20      | 3.5000%  | 0.0000% | $407490.00         | $369953.98         | Agency Mortgage-Backed Securities |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $665433.38         | Agency Mortgage-Backed Securities |
| GNII SF DN1522 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4300728.00        | $4351239.87        | Agency Mortgage-Backed Securities |
| GNII SF DM4318 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1942008.00        | $2035425.94        | Agency Mortgage-Backed Securities |
| GNII ET DO9803 C     | 2065-12-20      | 2.0000%  | 0.0000% | $1549184.00        | $1198867.08        | Agency Mortgage-Backed Securities |
| GNII ET DO6377 C     | 2059-11-20      | 3.0000%  | 0.0000% | $166256.00         | $145854.99         | Agency Mortgage-Backed Securities |
| GNII SF DM4590 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1283142.00        | $1134654.15        | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1523096.97        | Agency Mortgage-Backed Securities |
| GNII SF MA0933 M     | 2043-04-20      | 3.0000%  | 0.0000% | $114000.00         | $11676.45          | Agency Mortgage-Backed Securities |
| GNII SF DP1205 C     | 2056-01-20      | 6.5000%  | 0.0000% | $35921472.00       | $38177600.30       | Agency Mortgage-Backed Securities |
| GNII ET DN4520 C     | 2065-12-20      | 3.0000%  | 0.0000% | $85041.00          | $75212.85          | Agency Mortgage-Backed Securities |
| GNII SF DE1090 C     | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $897575.88         | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5306.74           | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $60000000.00       | $58163221.54       | Agency Mortgage-Backed Securities |
| GNII ET DP1755 C     | 2065-09-20      | 2.0000%  | 0.0000% | $342213.00         | $263013.30         | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 5.1250%  | 0.0000% | $2900000.00        | $44717.06          | Agency Mortgage-Backed Securities |
| GNII SP 784207 C     | 2040-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $107549.00         | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $11500000.00       | $1903601.43        | Agency Mortgage-Backed Securities |
| GNII SP 786202 C     | 2052-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $648753.09         | Agency Mortgage-Backed Securities |
| GNII SP 785660 C     | 2051-10-20      | 2.5000%  | 0.0000% | $237000.00         | $134515.80         | Agency Mortgage-Backed Securities |
| GNII SP 787918 C     | 2055-03-20      | 5.0000%  | 0.0000% | $365000.00         | $336601.40         | Agency Mortgage-Backed Securities |
| GNII SP 785944 C     | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1182649.29        | Agency Mortgage-Backed Securities |
| GNII SF DP8767 C     | 2056-01-20      | 4.5000%  | 0.0000% | $3772712.00        | $3607825.18        | Agency Mortgage-Backed Securities |
| GNII SF 779620 C     | 2041-11-20      | 4.5000%  | 0.0000% | $3499024.00        | $109849.97         | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $383406.62         | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C     | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $133791.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $2220000.00        | $1915747.66        | Agency Mortgage-Backed Securities |
| GNMI SF BE1030 X     | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $14788.47          | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3425531.06        | Agency Mortgage-Backed Securities |
| GNII SF CO2536 C     | 2052-06-20      | 2.5000%  | 0.0000% | $1723520.00        | $1112630.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $131440000.00      | $26935637.09       | Agency Mortgage-Backed Securities |
| GNII ET DN6796 C     | 2065-12-20      | 6.5000%  | 0.0000% | $250225.00         | $262217.63         | Agency Mortgage-Backed Securities |
| GNMI SF BA2375 X     | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10460.40          | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $13912000.00       | $6936503.23        | Agency Mortgage-Backed Securities |
| GNII SF DA2767 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $856241.80         | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $15370880.00       | $1119541.88        | Agency Mortgage-Backed Securities |
| GNMI SF BA0244 X     | 2047-04-15      | 4.0000%  | 0.0000% | $456615.00         | $81901.73          | Agency Mortgage-Backed Securities |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $608102.77         | Agency Mortgage-Backed Securities |
| GNII SF CH3068 C     | 2051-11-20      | 5.0000%  | 0.0000% | $1090132.00        | $552452.92         | Agency Mortgage-Backed Securities |
| GNII SF DL8119 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1498752.09        | Agency Mortgage-Backed Securities |
| GNII SF DL7676 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4248544.00        | $4436083.18        | Agency Mortgage-Backed Securities |
| GNII ET DL1237 C     | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $286603.93         | Agency Mortgage-Backed Securities |
| GNII SF CZ1215 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $1122702.25        | Agency Mortgage-Backed Securities |
| GNII RG CW5913 C     | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $577205.84         | Agency Mortgage-Backed Securities |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $2987017.32        | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $2777231.15        | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $319631.72         | Agency Mortgage-Backed Securities |
| GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1347066.14        | Agency Mortgage-Backed Securities |
| GNII SF DL5820 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1040876.00        | $1094146.39        | Agency Mortgage-Backed Securities |
| GNII SF MA9489 M     | 2054-02-20      | 6.0000%  | 0.0000% | $6891904.00        | $3612215.36        | Agency Mortgage-Backed Securities |
| GNII SF BR8843 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1101415.54        | Agency Mortgage-Backed Securities |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4112463.68        | Agency Mortgage-Backed Securities |
| GNII ET DL9328 C     | 2065-09-20      | 6.5000%  | 0.0000% | $13000000.00       | $13454215.72       | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3284424.81        | Agency Mortgage-Backed Securities |
| GNII SF MA9427 M     | 2053-12-20      | 7.5000%  | 0.0000% | $795432.00         | $177801.07         | Agency Mortgage-Backed Securities |
| GNMI SF BA5780 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $104552.20         | Agency Mortgage-Backed Securities |
| GNII SF DK4802 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2455486.93        | Agency Mortgage-Backed Securities |
| GNII SF DB7835 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1443565.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2132556.28        | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103601.13         | Agency Mortgage-Backed Securities |
| GNII ET DK8066 C     | 2065-07-20      | 3.0000%  | 0.0000% | $1617908.00        | $1451681.27        | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $826456.49         | Agency Mortgage-Backed Securities |
| GNPL PN CN2883       | 2059-04-15      | 6.0200%  | 0.0000% | $28429.00          | $29819.15          | Agency Mortgage-Backed Securities |
| GNMI SF 711731 X     | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $446773.04         | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $694324.59         | Agency Mortgage-Backed Securities |
| GNII SF CN8576 C     | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3104215.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ5311 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1207198.00        | $1265891.95        | Agency Mortgage-Backed Securities |
| GNII SF DK4903 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1301084.00        | $867421.20         | Agency Mortgage-Backed Securities |
| GNII SF DK5679 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1280271.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4507 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2757125.04        | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15631378.59       | Agency Mortgage-Backed Securities |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2363192.00        | $2332351.68        | Agency Mortgage-Backed Securities |
| GNII SF DM3840 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745062.00         | $779737.47         | Agency Mortgage-Backed Securities |
| GNII SF DO3678 C     | 2055-11-20      | 5.5000%  | 0.0000% | $826289.00         | $839925.16         | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2377604.00        | $2512307.24        | Agency Mortgage-Backed Securities |
| GNII SF DO2093 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1225002.00        | $1270153.81        | Agency Mortgage-Backed Securities |
| GNII SF DO7935 C     | 2055-12-20      | 4.5000%  | 0.0000% | $3210740.00        | $3098703.82        | Agency Mortgage-Backed Securities |
| GNII SF DI8276 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $1059014.77        | Agency Mortgage-Backed Securities |
| GNII SF DO2312 C     | 2055-12-20      | 5.5000%  | 0.0000% | $757573.00         | $768403.54         | Agency Mortgage-Backed Securities |
| GNII ET DO0114 C     | 2065-10-20      | 3.0000%  | 0.0000% | $193812.00         | $171221.14         | Agency Mortgage-Backed Securities |
| GNII ET DO2061 C     | 2062-09-20      | 4.5000%  | 0.0000% | $317843.00         | $305444.45         | Agency Mortgage-Backed Securities |
| GNII ET DO0198 C     | 2065-11-20      | 4.5000%  | 0.0000% | $945861.00         | $909457.82         | Agency Mortgage-Backed Securities |
| GNMI SF AU0790 X     | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $15172.16          | Agency Mortgage-Backed Securities |
| GNII SF DO6110 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1607076.00        | $1663857.89        | Agency Mortgage-Backed Securities |
| GNII ET DO5512 C     | 2065-11-20      | 6.0000%  | 0.0000% | $7955672.00        | $8144309.59        | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C     | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $58090.42          | Agency Mortgage-Backed Securities |
| GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $27582.39          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD6129 | 2052-02-01      | 2.0000%  | 0.0000% | $307091.00         | $191749.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7530 | 2050-11-01      | 2.5000%  | 0.0000% | $476000.00         | $225858.73         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3886 | 2053-02-01      | 4.5000%  | 0.0000% | $1144000.00        | $862189.95         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $9293000.00        | $6770789.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX4289 | 2055-01-01      | 6.5000%  | 0.0000% | $8392520.00        | $5228384.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6745 | 2056-02-01      | 5.0000%  | 0.0000% | $5014112.00        | $4949005.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889777 | 2036-11-01      | 5.5000%  | 0.0000% | $5350000.00        | $63445.92          | Agency Mortgage-Backed Securities |
| GNII JM MA8785 M     | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $653221.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $7400000.00        | $5920156.70        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7930 | 2055-11-01      | 7.0000%  | 0.0000% | $1336374.00        | $1420597.31        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5919 | 2055-10-01      | 7.0000%  | 0.0000% | $5018656.00        | $4736538.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6951 | 2055-11-01      | 6.5000%  | 0.0000% | $9879424.00        | $9268791.07        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ1190 | 2055-08-01      | 4.5000%  | 0.0000% | $1094438.00        | $1054449.43        | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $795000.00         | $600100.30         | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $194704.56         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7829 | 2055-10-01      | 7.0000%  | 0.0000% | $4485672.00        | $4529076.57        | Agency Mortgage-Backed Securities |
| GNII SF MA8616 M     | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $88966.01          | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $17320896.00       | $13114513.83       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7554 | 2056-02-01      | 5.0000%  | 0.0000% | $37401472.00       | $36977592.81       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7525 | 2056-02-01      | 4.5000%  | 0.0000% | $11018656.00       | $10663423.27       | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3388886.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2368 | 2055-09-01      | 5.5000%  | 0.0000% | $8277392.00        | $7860824.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4937 | 2056-01-01      | 5.5000%  | 0.0000% | $2833756.00        | $2872740.29        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3961 | 2053-02-01      | 3.0000%  | 0.0000% | $60569984.00       | $52924832.78       | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C     | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $632906.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8939 | 2056-03-01      | 4.5000%  | 0.0000% | $3824410.00        | $3696827.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3000 | 2055-08-01      | 6.5000%  | 0.0000% | $264082944.00      | $249999924.55      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4788 | 2056-02-01      | 5.5000%  | 0.0000% | $2759304.00        | $2794019.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8833 | 2056-03-01      | 5.0000%  | 0.0000% | $3550532.00        | $3509667.74        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0524 | 2055-03-01      | 7.0000%  | 0.0000% | $1157114.00        | $968476.84         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9922 | 2056-04-01      | 6.5000%  | 0.0000% | $3945824.00        | $4098885.14        | Agency Mortgage-Backed Securities |
| GNMI SF 779084 X     | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2547836.93        | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $19838.55          | Agency Mortgage-Backed Securities |
| GNII SF DG9937 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $1937515.26        | Agency Mortgage-Backed Securities |
| GNII SF DA2552 C     | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $642621.71         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0019 | 2056-04-01      | 4.5000%  | 0.0000% | $79162624.00       | $76475211.24       | Agency Mortgage-Backed Securities |
| GNII SF 790708 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1527890.00        | $1570253.48        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2507 | 2055-09-01      | 6.5000%  | 0.0000% | $53977984.00       | $52470544.24       | Agency Mortgage-Backed Securities |
| GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $437177.64         | Agency Mortgage-Backed Securities |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $1561500.00        | $1641426.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7918 | 2056-03-01      | 5.5000%  | 0.0000% | $13193088.00       | $13284683.40       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8817 | 2056-03-01      | 4.5000%  | 0.0000% | $3418580.00        | $3305907.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5230 | 2041-04-01      | 4.5000%  | 0.0000% | $1498578.00        | $1494295.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE6402 | 2052-07-01      | 5.5000%  | 0.0000% | $8243344.00        | $4398590.64        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $4100000.00        | $30829.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAV6600 | 2029-04-01      | 3.0000%  | 0.0000% | $1480432.00        | $61385.76          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5115 | 2032-08-01      | 4.0000%  | 0.0000% | $525000.00         | $211856.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0692 | 2037-08-01      | 4.0000%  | 0.0000% | $1377456.00        | $814842.22         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0636 | 2037-08-01      | 3.0000%  | 0.0000% | $744890.00         | $396200.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5830 | 2052-12-01      | 5.0000%  | 0.0000% | $1217744.00        | $1109099.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $31348448.00       | $20024991.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7029 | 2054-12-01      | 5.0000%  | 0.0000% | $3500000.00        | $3145418.65        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VSF5024 | 2046-07-01      | 3.5000%  | 0.0000% | $7789800.00        | $5523666.43        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD7421 | 2052-02-01      | 3.0000%  | 0.0000% | $1053880.00        | $720338.02         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5118 | 2041-07-01      | 2.0000%  | 0.0000% | $5000000.00        | $2854520.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5340 | 2052-12-01      | 5.0000%  | 0.0000% | $30003008.00       | $22281185.41       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE2925 | 2052-05-01      | 4.0000%  | 0.0000% | $16354040.00       | $12166971.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4637 | 2040-12-01      | 6.0000%  | 0.0000% | $1594314.00        | $1636089.25        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6157 | 2053-07-01      | 4.5000%  | 0.0000% | $6337000.00        | $5800849.22        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4359 | 2040-10-01      | 4.0000%  | 0.0000% | $1526840.00        | $1449667.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0359 | 2052-04-01      | 3.5000%  | 0.0000% | $3493000.00        | $2112987.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257281 | 2028-07-01      | 5.0000%  | 0.0000% | $10088448.00       | $9792.29           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $6085000.00        | $4510907.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6384 | 2054-08-01      | 5.0000%  | 0.0000% | $15128032.00       | $12099579.16       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8134 | 2036-10-01      | 3.0000%  | 0.0000% | $4984088.00        | $2331217.66        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1063 | 2052-07-01      | 3.5000%  | 0.0000% | $6748440.00        | $4749113.94        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4712 | 2052-12-01      | 4.5000%  | 0.0000% | $2186800.00        | $1804101.79        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8369 | 2040-03-01      | 4.0000%  | 0.0000% | $1958754.00        | $1658424.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6790 | 2052-08-01      | 3.5000%  | 0.0000% | $7909600.00        | $6579546.42        | Agency Mortgage-Backed Securities |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3112496.00        | $2591666.32        | Agency Mortgage-Backed Securities |
| GNII ET DK1965 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2234598.35        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1255606.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ3205 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1396918.00        | $1410996.85        | Agency Mortgage-Backed Securities |
| GNII ET DJ4293 C     | 2063-12-20      | 4.5000%  | 0.0000% | $792486.00         | $754705.05         | Agency Mortgage-Backed Securities |
| GNII SF DK1425 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2223428.00        | $1884999.87        | Agency Mortgage-Backed Securities |
| GNII SF DG9410 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1296510.00        | $1349868.96        | Agency Mortgage-Backed Securities |
| GNII SP 787699 M     | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $77381554.26       | Agency Mortgage-Backed Securities |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1811587.62        | Agency Mortgage-Backed Securities |
| GNII SF DK5755 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2474772.00        | $2581122.06        | Agency Mortgage-Backed Securities |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1291885.37        | Agency Mortgage-Backed Securities |
| GNII SF MB0459 M     | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $405269.71         | Agency Mortgage-Backed Securities |
| GNII SF MB0661 M     | 2033-10-20      | 7.0000%  | 0.0000% | $29031.00          | $28423.03          | Agency Mortgage-Backed Securities |
| GNII SF DO1018 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1781550.00        | $1877246.86        | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $744470.38         | Agency Mortgage-Backed Securities |
| GNII ET DO9847 C     | 2065-12-20      | 2.0000%  | 0.0000% | $450950.00         | $349408.62         | Agency Mortgage-Backed Securities |
| GNII SF DO2206 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1476148.00        | $1520584.16        | Agency Mortgage-Backed Securities |
| GNII SF 796468 C     | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $16017.65          | Agency Mortgage-Backed Securities |
| GNII SF MA0623 M     | 2042-12-20      | 2.5000%  | 0.0000% | $5269072.00        | $641731.44         | Agency Mortgage-Backed Securities |
| GNAR FB MA1114 M     | 2043-06-20      | 6.2500%  | 0.0000% | $1364762.00        | $67256.62          | Agency Mortgage-Backed Securities |
| GNMI SF AB3754 X     | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $49951.67          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4616 | 2055-06-01      | 6.0000%  | 0.0000% | $4730000.00        | $4299262.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9121 | 2055-07-01      | 5.5000%  | 0.0000% | $12002784.00       | $11970906.33       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6319 | 2055-10-01      | 5.5000%  | 0.0000% | $1200476.00        | $1193176.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7665 | 2055-11-01      | 6.0000%  | 0.0000% | $22643264.00       | $23020921.47       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6244 | 2055-10-01      | 6.5000%  | 0.0000% | $1070506.00        | $1109392.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9453 | 2055-03-01      | 6.0000%  | 0.0000% | $5792192.00        | $5548848.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5049 | 2056-03-01      | 5.0000%  | 0.0000% | $47452800.00       | $47051238.60       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0069 | 2055-04-01      | 6.5000%  | 0.0000% | $2886532.00        | $2825436.78        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7528 | 2052-08-01      | 4.5000%  | 0.0000% | $53041728.00       | $41352759.67       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9218 | 2052-09-01      | 5.0000%  | 0.0000% | $3550448.00        | $1973298.72        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $13692880.00       | $10518943.96       | Agency Mortgage-Backed Securities |
| GNII SF DM3109 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3292932.00        | $3429854.55        | Agency Mortgage-Backed Securities |
| GNII ET DL8502 C     | 2065-03-20      | 3.0000%  | 0.0000% | $367231.00         | $323500.96         | Agency Mortgage-Backed Securities |
| GNII SF DL8571 C     | 2055-07-20      | 7.5000%  | 0.0000% | $448301.00         | $469391.44         | Agency Mortgage-Backed Securities |
| GNII SF DM6246 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1178170.00        | $1243897.08        | Agency Mortgage-Backed Securities |
| GNII SF DM6723 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $5001025.44        | Agency Mortgage-Backed Securities |
| GNII SF DL7073 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4429100.89        | Agency Mortgage-Backed Securities |
| GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $1663800.00        | $1748963.26        | Agency Mortgage-Backed Securities |
| GNII SF DL2428 C     | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5061606.11        | Agency Mortgage-Backed Securities |
| GNPL PN DM0359       | 2060-12-15      | 5.3400%  | 0.0000% | $8500000.00        | $8724233.42        | Agency Mortgage-Backed Securities |
| GNII ET DL1862 C     | 2065-06-20      | 4.0000%  | 0.0000% | $714470.00         | $668972.09         | Agency Mortgage-Backed Securities |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4996839.14        | Agency Mortgage-Backed Securities |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $412842.08         | Agency Mortgage-Backed Securities |
| GNII ET DO5983 C     | 2065-12-20      | 4.0000%  | 0.0000% | $320682.00         | $301484.57         | Agency Mortgage-Backed Securities |
| GNMI SF BG6377 X     | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $70554.34          | Agency Mortgage-Backed Securities |
| GNII SF BZ4588 C     | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $340357.45         | Agency Mortgage-Backed Securities |
| GNII SF CH0583 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1101161.87        | Agency Mortgage-Backed Securities |
| GNII RG CI4365 C     | 2049-04-20      | 4.0000%  | 0.0000% | $509088.00         | $326453.76         | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $61909.00          | $60221.48          | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $560252.60         | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $760891.24         | Agency Mortgage-Backed Securities |
| GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $6238288.00        | $4120238.49        | Agency Mortgage-Backed Securities |
| GNPL PN CC9269       | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $48083.67          | Agency Mortgage-Backed Securities |
| GNPL PN CC5104       | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $49177.63          | Agency Mortgage-Backed Securities |
| GNPL PN CA0648       | 2063-05-15      | 2.8300%  | 0.0000% | $71337.00          | $61053.03          | Agency Mortgage-Backed Securities |
| GNMI SF CJ2152 X     | 2052-02-15      | 3.0000%  | 0.0000% | $2071224.00        | $1642713.59        | Agency Mortgage-Backed Securities |
| GNII SF BX4933 C     | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $622184.73         | Agency Mortgage-Backed Securities |
| GNII SF DI7671 C     | 2055-06-20      | 6.5000%  | 0.0000% | $999895.00         | $784826.79         | Agency Mortgage-Backed Securities |
| GNII SF DO1080 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1700430.00        | $1758675.40        | Agency Mortgage-Backed Securities |
| GNII JM MB0577 M     | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $865156.03         | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $20697504.00       | $10697528.71       | Agency Mortgage-Backed Securities |
| GNII SF MA7771 M     | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $13858.58          | Agency Mortgage-Backed Securities |
| GNII JM MA6402 M     | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $102138.85         | Agency Mortgage-Backed Securities |
| GNII SP 783418 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $100121.86         | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $6842357.72        | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2563619.16        | Agency Mortgage-Backed Securities |
| GNII JM MA7869 M     | 2052-02-20      | 1.5000%  | 0.0000% | $554856.00         | $331561.76         | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $35000.00          | $21885.08          | Agency Mortgage-Backed Securities |
| GNII SP 788440 C     | 2055-11-20      | 5.5000%  | 0.0000% | $132316160.00      | $129118957.12      | Agency Mortgage-Backed Securities |
| GNII SF DG0944 C     | 2054-10-20      | 5.5000%  | 0.0000% | $2612456.00        | $2123393.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ1821 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3467476.00        | $2599843.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ3055 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12378979.15       | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $542578.38         | Agency Mortgage-Backed Securities |
| GNII ET DN8828 C     | 2065-11-20      | 3.5000%  | 0.0000% | $115244.00         | $104561.06         | Agency Mortgage-Backed Securities |
| GNAR AS 082937 M     | 2041-09-20      | 5.3750%  | 0.0000% | $2048268.00        | $30863.97          | Agency Mortgage-Backed Securities |
| GNII SF DK1609 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3381680.00        | $3104394.84        | Agency Mortgage-Backed Securities |
| GNMI SP 783700 X     | 2040-07-15      | 6.5000%  | 0.0000% | $5904656.00        | $389183.16         | Agency Mortgage-Backed Securities |
| GNII SF DP7816 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2398188.00        | $2558853.52        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5992       | 2060-11-15      | 5.2700%  | 0.0000% | $1246650.00        | $1268720.53        | Agency Mortgage-Backed Securities |
| GNII SF DP4455 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1305742.00        | $1350184.44        | Agency Mortgage-Backed Securities |
| GNII SF DP1201 C     | 2055-12-20      | 6.5000%  | 0.0000% | $3409716.00        | $3625060.66        | Agency Mortgage-Backed Securities |
| GNII SF MA1838 M     | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $359188.02         | Agency Mortgage-Backed Securities |
| GNII ET DQ3980 C     | 2066-02-20      | 6.0000%  | 0.0000% | $2872864.00        | $2947593.06        | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M     | 2045-05-20      | 4.0000%  | 0.0000% | $122406.00         | $10711.41          | Agency Mortgage-Backed Securities |
| GNII SF MA0087 M     | 2042-05-20      | 3.0000%  | 0.0000% | $2042252.00        | $157091.77         | Agency Mortgage-Backed Securities |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1252407.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $23006000.00       | $21550193.37       | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $858308.83         | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M     | 2055-03-20      | 4.0000%  | 0.0000% | $41836032.00       | $38434338.92       | Agency Mortgage-Backed Securities |
| GNII SF MB0060 M     | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $33503.67          | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $84178.00          | $38199.32          | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $536942.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0886 | 2055-12-01      | 6.0000%  | 0.0000% | $10785440.00       | $11004580.48       | Agency Mortgage-Backed Securities |
| GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | 0.0000% | $1100286.00        | $99681.97          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTA5537 | 2056-01-01      | 4.0000%  | 0.0000% | $2644448.00        | $2488237.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5474 | 2056-02-01      | 5.5000%  | 0.0000% | $20096352.00       | $20213182.22       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5833 | 2056-02-01      | 6.0000%  | 0.0000% | $1068786.00        | $1109795.28        | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $262339.86         | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $107204864.00      | $89312621.46       | Agency Mortgage-Backed Securities |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $93098.00          | $81816.14          | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 5.3750%  | 0.0000% | $6940000.00        | $208400.64         | Agency Mortgage-Backed Securities |
| GNMI SF BS5817 X     | 2050-02-15      | 3.5000%  | 0.0000% | $197319.00         | $41406.68          | Agency Mortgage-Backed Securities |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6475.77           | Agency Mortgage-Backed Securities |
| GNII SF DM7897 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1652514.00        | $1728064.78        | Agency Mortgage-Backed Securities |
| GNII SF DL5793 C     | 2046-02-20      | 6.5000%  | 0.0000% | $755445.00         | $781124.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0935 M     | 2056-01-20      | 4.5000%  | 0.0000% | $136537344.00      | $131795863.58      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1495 | 2055-12-01      | 5.5000%  | 0.0000% | $4315808.00        | $4354203.63        | Agency Mortgage-Backed Securities |
| GNII SF BY0832 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1078442.00        | $493510.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1556 | 2055-12-01      | 6.0000%  | 0.0000% | $4761608.00        | $4839711.15        | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $7590440.00        | $8020934.33        | Agency Mortgage-Backed Securities |
| GNII ET DM3713 C     | 2065-11-20      | 3.5000%  | 0.0000% | $139342.00         | $126617.94         | Agency Mortgage-Backed Securities |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1148094.86        | Agency Mortgage-Backed Securities |
| GNII SF DL6673 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1184062.00        | $1230932.11        | Agency Mortgage-Backed Securities |
| GNII SF DD0077 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $1759396.72        | Agency Mortgage-Backed Securities |
| GNII SF DE2953 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3616360.00        | $3402368.42        | Agency Mortgage-Backed Securities |
| GNII SF DL5818 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2478184.00        | $2364518.66        | Agency Mortgage-Backed Securities |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $3116724.92        | Agency Mortgage-Backed Securities |
| GNII SF DM2599 C     | 2055-09-20      | 6.5000%  | 0.0000% | $834850.00         | $887168.14         | Agency Mortgage-Backed Securities |
| GNII SF DC7930 C     | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $830823.81         | Agency Mortgage-Backed Securities |
| GNII ET DM6731 C     | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $74036.24          | Agency Mortgage-Backed Securities |
| GNII SF BT8614 C     | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $825706.16         | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $50452.00          | $52429.64          | Agency Mortgage-Backed Securities |
| GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $1080000.00        | $1102386.77        | Agency Mortgage-Backed Securities |
| GNII ET DF0836 C     | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $96758.19          | Agency Mortgage-Backed Securities |
| GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $5967.13           | Agency Mortgage-Backed Securities |
| GNMI SF BP7268 X     | 2049-09-15      | 2.5000%  | 0.0000% | $650221.00         | $286930.44         | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3891213.95        | Agency Mortgage-Backed Securities |
| GNII SF DD3994 C     | 2054-09-20      | 5.5000%  | 0.0000% | $1548754.00        | $1213225.27        | Agency Mortgage-Backed Securities |
| GNII SF DM7305 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $786863.92         | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $88901.55          | Agency Mortgage-Backed Securities |
| GNII ET DG6711 C     | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $2428941.79        | Agency Mortgage-Backed Securities |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1280879.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8380 | 2055-07-01      | 5.5000%  | 0.0000% | $1068344.00        | $1075466.02        | Agency Mortgage-Backed Securities |
| GNII SF MA9275 M     | 2029-11-20      | 7.5000%  | 0.0000% | $45884.00          | $14082.54          | Agency Mortgage-Backed Securities |
| GNII SF MA9245 M     | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $214042.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $106579456.00      | $75821807.77       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9617 | 2055-12-01      | 5.0000%  | 0.0000% | $4152320.00        | $4095307.60        | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $14886560.00       | $5144072.92        | Agency Mortgage-Backed Securities |
| GNCL CL CP2700       | 2066-09-15      | 5.5500%  | 0.0000% | $303908.00         | $317367.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6064 | 2055-10-01      | 5.5000%  | 0.0000% | $10271040.00       | $10317239.92       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9110 | 2056-03-01      | 5.0000%  | 0.0000% | $24990080.00       | $24816115.73       | Agency Mortgage-Backed Securities |
| GNII SF DG9261 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $978376.46         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7693 | 2055-11-01      | 5.5000%  | 0.0000% | $11581072.00       | $11184376.60       | Agency Mortgage-Backed Securities |
| GNII ET DG3123 C     | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $875547.71         | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M     | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $27263.72          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9941 | 2056-04-01      | 5.0000%  | 0.0000% | $6589528.00        | $6524025.90        | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $96287.65          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ0335 | 2053-11-01      | 7.0000%  | 0.0000% | $28999000.00       | $14190254.97       | Agency Mortgage-Backed Securities |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $5158855.96        | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2156059.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4711 | 2055-02-01      | 5.0000%  | 0.0000% | $242216192.00      | $239371524.38      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7136 | 2055-10-01      | 6.0000%  | 0.0000% | $1067900.00        | $1099965.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ9879 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1695330.00        | $1769820.99        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2922 | 2054-11-01      | 6.0000%  | 0.0000% | $246000.00         | $185523.34         | Agency Mortgage-Backed Securities |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $282771.23         | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $53324.06          | Agency Mortgage-Backed Securities |
| GNII SF DJ9762 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1088723.39        | Agency Mortgage-Backed Securities |
| GNII ET DJ5170 C     | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $1527805.00        | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $141706.51         | Agency Mortgage-Backed Securities |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1616407.03        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  | 0.0000% | $1757000.00        | $1237227.53        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB0689 | 2041-10-01      | 2.0000%  | 0.0000% | $346349.00         | $173907.94         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9858 | 2053-09-01      | 6.0000%  | 0.0000% | $2885984.00        | $2127440.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  | 0.0000% | $267977.00         | $198195.10         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN6394 | 2036-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $513020.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6499 | 2054-10-01      | 5.5000%  | 0.0000% | $1188416.00        | $1036574.79        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2534 | 2052-05-01      | 3.5000%  | 0.0000% | $423024.00         | $223564.25         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7518 | 2052-08-01      | 4.5000%  | 0.0000% | $4358560.00        | $3685805.18        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE3526 | 2052-06-01      | 3.5000%  | 0.0000% | $1964532.00        | $1536275.79        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH7027 | 2053-12-01      | 7.0000%  | 0.0000% | $6885512.00        | $3323081.32        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $1955988.00        | $1677119.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $65207296.00       | $50682075.65       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0587 | 2036-12-01      | 2.5000%  | 0.0000% | $515000.00         | $258633.64         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $21880608.00       | $17124693.71       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6269 | 2049-01-01      | 4.5000%  | 0.0000% | $16152160.00       | $936696.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1832 | 2041-03-01      | 5.5000%  | 0.0000% | $32249984.00       | $33254904.24       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA9041 | 2050-04-01      | 3.5000%  | 0.0000% | $1927048.00        | $652603.15         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7623 | 2035-05-01      | 5.5000%  | 0.0000% | $3250000.00        | $114662.58         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5779 | 2048-03-01      | 4.5000%  | 0.0000% | $1210000.00        | $201994.91         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2225 | 2032-03-01      | 3.5000%  | 0.0000% | $11200000.00       | $589422.49         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4819 | 2047-02-01      | 4.5000%  | 0.0000% | $13243264.00       | $2771855.10        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZA3096 | 2032-04-01      | 3.5000%  | 0.0000% | $1553644.00        | $368286.27         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5696 | 2048-09-01      | 4.5000%  | 0.0000% | $3535996.00        | $173279.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $2351028.00        | $55213.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6047 | 2056-04-01      | 5.0000%  | 0.0000% | $3583390.00        | $3558444.83        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQI2983 | 2054-03-01      | 4.0000%  | 0.0000% | $1019898.00        | $849726.71         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4023 | 2040-09-01      | 6.0000%  | 0.0000% | $1163368.00        | $1146488.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1173 | 2045-04-01      | 6.5000%  | 0.0000% | $1485664.00        | $1519449.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6430 | 2053-01-01      | 5.5000%  | 0.0000% | $1000000.00        | $757372.10         | Agency Mortgage-Backed Securities |
| FNMS 07.500 GO611831 | 2031-02-01      | 7.5000%  | 0.0000% | $2500000.00        | $6129.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3998 | 2054-05-01      | 5.5000%  | 0.0000% | $29943.00          | $27829.41          | Agency Mortgage-Backed Securities |
| FEPC 05.500 3PQU8344 | 2055-11-01      | 5.5000%  | 0.0000% | $3169600.00        | $2619352.08        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8449 | 2052-02-01      | 3.5000%  | 0.0000% | $892390.00         | $760372.72         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN3826 | 2035-10-01      | 2.5000%  | 0.0000% | $34913.00          | $18094.59          | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7491 | 2050-08-01      | 2.5000%  | 0.0000% | $175000.00         | $104530.20         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $1100000.00        | $797213.40         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5076 | 2040-08-01      | 2.0000%  | 0.0000% | $47416000.00       | $19031627.97       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8668 | 2052-08-01      | 5.0000%  | 0.0000% | $1766080.00        | $1048538.57        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0358 | 2052-04-01      | 3.5000%  | 0.0000% | $21404000.00       | $11064520.71       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8287 | 2053-01-01      | 4.5000%  | 0.0000% | $6671840.00        | $5330343.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2661 | 2053-04-01      | 5.5000%  | 0.0000% | $145972.00         | $108887.97         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  | 0.0000% | $6880808.00        | $4106342.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $305795000.00      | $39253126.41       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ9474 | 2055-11-01      | 4.5000%  | 0.0000% | $1261000.00        | $1225108.14        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQZ3583 | 2055-09-01      | 7.5000%  | 0.0000% | $1246430.00        | $1324446.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9675 | 2055-10-01      | 6.0000%  | 0.0000% | $4588784.00        | $4587267.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2283 | 2055-08-01      | 6.5000%  | 0.0000% | $7587432.00        | $6017000.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8259 | 2055-11-01      | 5.5000%  | 0.0000% | $10696608.00       | $10746195.61       | Agency Mortgage-Backed Securities |
| GNPL PN CV7749       | 2060-08-15      | 5.6800%  | 0.0000% | $2100000.00        | $2189399.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $3245000.00        | $2379989.80        | Agency Mortgage-Backed Securities |
| GNII SF MA8613 M     | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $43520.93          | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $5721472.00        | $5804458.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1395 | 2055-12-01      | 5.5000%  | 0.0000% | $16321184.00       | $16390332.42       | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $88324.22          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1035 | 2055-12-01      | 5.5000%  | 0.0000% | $1589192.00        | $1612704.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9628 | 2055-12-01      | 6.0000%  | 0.0000% | $17883712.00       | $17621370.69       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8888 | 2055-07-01      | 5.0000%  | 0.0000% | $819429.00         | $774869.06         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6744 | 2056-02-01      | 5.0000%  | 0.0000% | $7611776.00        | $7535314.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8149 | 2056-03-01      | 5.5000%  | 0.0000% | $11157792.00       | $11239671.59       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4440 | 2056-01-01      | 4.5000%  | 0.0000% | $1430286.00        | $1379077.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5298 | 2056-01-01      | 6.0000%  | 0.0000% | $9196688.00        | $9480367.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4118 | 2056-01-01      | 6.0000%  | 0.0000% | $3762684.00        | $3593264.62        | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $301215.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5223 | 2056-02-01      | 5.5000%  | 0.0000% | $1118950.00        | $1141992.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6329 | 2056-02-01      | 5.0000%  | 0.0000% | $3075590.00        | $3046046.10        | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $1757128.00        | $1350994.72        | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $235295.02         | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7129.04           | Agency Mortgage-Backed Securities |
| GNII SF DP4457 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1252624.00        | $1295403.60        | Agency Mortgage-Backed Securities |
| GNII ET DN8689 C     | 2065-10-20      | 6.5000%  | 0.0000% | $304416.00         | $319227.85         | Agency Mortgage-Backed Securities |
| GNII ET DN9905 C     | 2065-08-20      | 4.5000%  | 0.0000% | $319352.00         | $306665.52         | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $580656.00         | $467918.64         | Agency Mortgage-Backed Securities |
| GNII SF DN9220 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2939136.00        | $2993528.96        | Agency Mortgage-Backed Securities |
| GNII SF DP0658 C     | 2055-12-20      | 4.5000%  | 0.0000% | $4450640.00        | $4297881.80        | Agency Mortgage-Backed Securities |
| GNII ET DP1038 C     | 2065-12-20      | 5.5000%  | 0.0000% | $765834.00         | $771330.54         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9963 | 2056-04-01      | 5.5000%  | 0.0000% | $215634944.00      | $220629552.38      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY2096 | 2055-05-01      | 7.0000%  | 0.0000% | $5537976.00        | $5196421.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWMA2099 | 2029-10-01      | 3.5000%  | 0.0000% | $2488196.00        | $229327.75         | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $634008.00         | $413079.76         | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M     | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7504478.29        | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $100192.98         | Agency Mortgage-Backed Securities |
| GNII SF DP9784 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1257458.00        | $1301466.08        | Agency Mortgage-Backed Securities |
| GNII ET DP9900 C     | 2065-08-20      | 2.0000%  | 0.0000% | $167501.00         | $129620.26         | Agency Mortgage-Backed Securities |
| GNII SF DH1043 C     | 2054-12-20      | 7.0000%  | 0.0000% | $8823488.00        | $2706649.22        | Agency Mortgage-Backed Securities |
| GNII SF DN5547 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1282526.00        | $1346302.96        | Agency Mortgage-Backed Securities |
| GNII ET DN1719 C     | 2065-10-20      | 6.5000%  | 0.0000% | $207330.00         | $217268.69         | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $4400000.00        | $436635.67         | Agency Mortgage-Backed Securities |
| GNII ET DN5074 C     | 2065-10-20      | 4.0000%  | 0.0000% | $685533.00         | $637660.10         | Agency Mortgage-Backed Securities |
| GNII SF 004678 M     | 2040-04-20      | 4.5000%  | 0.0000% | $322996.00         | $10656.68          | Agency Mortgage-Backed Securities |
| GNII SF DN4044 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1060014.00        | $1108702.96        | Agency Mortgage-Backed Securities |
| GNII SF DM8768 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2246724.00        | $2229605.40        | Agency Mortgage-Backed Securities |
| GNII SF DG5758 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1174212.33        | Agency Mortgage-Backed Securities |
| GNII SF DN1550 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4878024.00        | $4928947.03        | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M     | 2055-02-20      | 4.0000%  | 0.0000% | $44245440.00       | $40138612.11       | Agency Mortgage-Backed Securities |
| GNII ET DQ0864 C     | 2066-01-20      | 3.5000%  | 0.0000% | $261760.00         | $238254.06         | Agency Mortgage-Backed Securities |
| GNII JM MA6401 M     | 2049-12-20      | 4.0000%  | 0.0000% | $603810.00         | $57147.94          | Agency Mortgage-Backed Securities |
| GNII SF DP8511 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1343174.00        | $1416229.40        | Agency Mortgage-Backed Securities |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $140093.97         | Agency Mortgage-Backed Securities |
| GNII SF MB0340 M     | 2040-05-20      | 5.0000%  | 0.0000% | $103870.00         | $91065.25          | Agency Mortgage-Backed Securities |
| GNMI SF 726384 X     | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7392.59           | Agency Mortgage-Backed Securities |
| GNII SF DK6178 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1253355.02        | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $33057.99          | Agency Mortgage-Backed Securities |
| GNPL PN DC4402       | 2059-07-15      | 5.8900%  | 0.0000% | $41981.00          | $43942.55          | Agency Mortgage-Backed Securities |
| GNII SF DN5508 C     | 2055-11-20      | 5.0000%  | 0.0000% | $3507160.00        | $3477127.51        | Agency Mortgage-Backed Securities |
| GNII SF 003297 M     | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $9217.08           | Agency Mortgage-Backed Securities |
| GNII ET DA2481 C     | 2064-01-20      | 7.5000%  | 0.0000% | $528233.00         | $394632.12         | Agency Mortgage-Backed Securities |
| GNMI SF AA0268 X     | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $55131.81          | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90944.13          | Agency Mortgage-Backed Securities |
| GNMI SF AW2784 X     | 2046-10-15      | 2.5000%  | 0.0000% | $476604.00         | $243016.62         | Agency Mortgage-Backed Securities |
| GNPL PN DF3005       | 2060-04-15      | 5.7000%  | 0.0000% | $1340000.00        | $1397352.13        | Agency Mortgage-Backed Securities |
| GNMI SF AZ5517 X     | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $197953.52         | Agency Mortgage-Backed Securities |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6554436.41        | Agency Mortgage-Backed Securities |
| GNII SF DL9836 C     | 2055-09-20      | 5.0000%  | 0.0000% | $4023370.00        | $3978033.25        | Agency Mortgage-Backed Securities |
| GNII SF DG1170 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1244748.56        | Agency Mortgage-Backed Securities |
| GNII SF DD7758 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1018117.43        | Agency Mortgage-Backed Securities |
| GNII SF DD6434 C     | 2054-07-20      | 7.0000%  | 0.0000% | $17248320.00       | $15816897.74       | Agency Mortgage-Backed Securities |
| GNII ET DM2576 C     | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $464016.97         | Agency Mortgage-Backed Securities |
| GNII ET DI6826 C     | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $178607.84         | Agency Mortgage-Backed Securities |
| GNII SF DO2090 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2091656.00        | $2188166.65        | Agency Mortgage-Backed Securities |
| GNII SF DL7681 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1920684.00        | $2013403.13        | Agency Mortgage-Backed Securities |
| GNII SF DO3753 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2975800.00        | $2957919.18        | Agency Mortgage-Backed Securities |
| GNII SF DL5819 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1980222.00        | $2073473.75        | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $75376846.95       | Agency Mortgage-Backed Securities |
| GNII SP 785787 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $987341.20         | Agency Mortgage-Backed Securities |
| GNII SF MA9358 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1959002.00        | $1315665.62        | Agency Mortgage-Backed Securities |
| GNII SF DK5705 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1275344.00        | $1335032.77        | Agency Mortgage-Backed Securities |
| GNMI SF AL9314 X     | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1027866.89        | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2142362.71        | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $701095.09         | Agency Mortgage-Backed Securities |
| GNII SF MA9751 M     | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $334737.38         | Agency Mortgage-Backed Securities |
| GNII JP 788355 M     | 2040-09-20      | 6.0000%  | 0.0000% | $74210816.00       | $69555338.85       | Agency Mortgage-Backed Securities |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1501292.00        | $1530791.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $828925.23         | Agency Mortgage-Backed Securities |
| GNII ET DN9380 C     | 2065-10-20      | 4.5000%  | 0.0000% | $676032.00         | $648910.63         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0066 | 2055-11-01      | 6.5000%  | 0.0000% | $269564800.00      | $249999705.45      | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $48000.00          | $14500.27          | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $463249408.00      | $111509822.24      | Agency Mortgage-Backed Securities |
| GNII ET DQ0223 C     | 2066-03-20      | 6.5000%  | 0.0000% | $15754928.00       | $16505392.99       | Agency Mortgage-Backed Securities |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $587116.95         | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $139734.56         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $1955993.42        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $100120064.00      | $72301890.03       | Agency Mortgage-Backed Securities |
| GNII SF DF6498 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1373830.09        | Agency Mortgage-Backed Securities |
| GNII SF DG1169 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1354564.00        | $944771.11         | Agency Mortgage-Backed Securities |
| GNII SF DG6115 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $667147.32         | Agency Mortgage-Backed Securities |
| GNAR AT MB0637 M     | 2055-08-20      | 3.5000%  | 0.0000% | $1546930.00        | $1505846.04        | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $25587360.00       | $20210905.44       | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M     | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $838644.58         | Agency Mortgage-Backed Securities |
| GNII SP 788498 C     | 2056-03-20      | 4.5000%  | 0.0000% | $94157568.00       | $90527887.91       | Agency Mortgage-Backed Securities |
| GNII SP 788234 M     | 2052-05-20      | 3.0000%  | 0.0000% | $2009384.00        | $1725924.32        | Agency Mortgage-Backed Securities |
| GNII ET DQ4006 C     | 2066-01-20      | 5.5000%  | 0.0000% | $575260.00         | $580254.86         | Agency Mortgage-Backed Securities |
| GNII SF DQ7309 C     | 2056-03-20      | 3.5000%  | 0.0000% | $46908544.00       | $42336868.59       | Agency Mortgage-Backed Securities |
| GNII JM MA6083 M     | 2049-08-20      | 4.5000%  | 0.0000% | $19683104.00       | $947338.56         | Agency Mortgage-Backed Securities |
| GNII SF MA7142 M     | 2051-01-20      | 5.5000%  | 0.0000% | $60000.00          | $13302.32          | Agency Mortgage-Backed Securities |
| GNMI SP 781976 X     | 2035-02-15      | 6.5000%  | 0.0000% | $55948224.00       | $479947.34         | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $1886944.66        | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $403200000.00      | $182310715.77      | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M     | 2053-12-20      | 5.0000%  | 0.0000% | $231917.00         | $204862.71         | Agency Mortgage-Backed Securities |
| GNII SF DJ8294 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2174584.00        | $2127828.84        | Agency Mortgage-Backed Securities |
| GNII SF DG4536 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1389580.00        | $1449762.07        | Agency Mortgage-Backed Securities |
| GNII AP 787362 M     | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $44175.12          | Agency Mortgage-Backed Securities |
| GNAR AT 080952 M     | 2034-06-20      | 5.6250%  | 0.0000% | $8000000.00        | $125203.39         | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1383986.00        | $100748.11         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0877 | 2037-09-01      | 2.5000%  | 0.0000% | $1166252.00        | $664754.80         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4040 | 2040-08-01      | 6.0000%  | 0.0000% | $1054896.00        | $1069474.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI2315 | 2054-04-01      | 6.0000%  | 0.0000% | $2023344.00        | $1632523.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2838 | 2039-09-01      | 6.0000%  | 0.0000% | $456589.00         | $268506.85         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO5214 | 2041-04-01      | 5.5000%  | 0.0000% | $1627618.00        | $1670162.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4443 | 2040-11-01      | 6.0000%  | 0.0000% | $1166360.00        | $1094151.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4880 | 2041-02-01      | 6.0000%  | 0.0000% | $2058980.00        | $2127308.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO5148 | 2041-03-01      | 5.0000%  | 0.0000% | $1122222.00        | $1136381.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3817 | 2053-09-01      | 6.0000%  | 0.0000% | $1970000.00        | $1440637.44        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE5811 | 2052-07-01      | 4.0000%  | 0.0000% | $4500000.00        | $3263731.62        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4393 | 2052-06-01      | 4.0000%  | 0.0000% | $6741512.00        | $5169858.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 3PQU8362 | 2056-01-01      | 5.0000%  | 0.0000% | $3032524.00        | $2941251.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4952 | 2047-07-01      | 4.5000%  | 0.0000% | $24310496.00       | $4993899.67        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0539 | 2048-03-01      | 4.0000%  | 0.0000% | $25668288.00       | $5729158.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6972 | 2054-11-01      | 5.0000%  | 0.0000% | $336068.00         | $286016.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  | 0.0000% | $1371900.00        | $1221104.10        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1190 | 2052-07-01      | 4.5000%  | 0.0000% | $4233088.00        | $3165844.49        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $670000.00         | $402165.12         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4681 | 2046-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $571320.69         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6603 | 2053-04-01      | 5.0000%  | 0.0000% | $5805000.00        | $5249482.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2229 | 2038-08-01      | 5.5000%  | 0.0000% | $57105000.00       | $674279.74         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5559 | 2054-05-01      | 5.5000%  | 0.0000% | $1968000.00        | $1671131.21        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1245 | 2037-06-01      | 2.5000%  | 0.0000% | $5244530.00        | $3959098.06        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $9789000.00        | $7296971.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3660 | 2055-11-01      | 6.0000%  | 0.0000% | $10192944.00       | $10387777.66       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1264 | 2055-10-01      | 6.5000%  | 0.0000% | $26552000.00       | $25069059.61       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4831 | 2056-02-01      | 5.5000%  | 0.0000% | $4702752.00        | $4783487.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4934 | 2056-01-01      | 5.5000%  | 0.0000% | $2886580.00        | $2938587.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7913 | 2056-03-01      | 5.5000%  | 0.0000% | $15773328.00       | $15943797.72       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9882 | 2056-04-01      | 5.0000%  | 0.0000% | $4433400.00        | $4388514.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA0140 | 2037-11-01      | 2.5000%  | 0.0000% | $4499168.00        | $3445669.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1436 | 2056-01-01      | 6.0000%  | 0.0000% | $6462768.00        | $6597207.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG4503 | 2056-03-01      | 6.0000%  | 0.0000% | $12715472.00       | $13052063.26       | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $989772.85         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1968 | 2055-09-01      | 6.0000%  | 0.0000% | $5054392.00        | $5138309.14        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX1748 | 2054-12-01      | 7.5000%  | 0.0000% | $2464916.00        | $2277938.51        | Agency Mortgage-Backed Securities |
| GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $890206.55         | Agency Mortgage-Backed Securities |
| GNII SF CV1491 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2260224.00        | $1600077.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2241 | 2054-08-01      | 5.0000%  | 0.0000% | $1813564.00        | $1608264.17        | Agency Mortgage-Backed Securities |
| GNPL PN CS3806       | 2058-07-15      | 5.0000%  | 0.0000% | $69300.00          | $68210.93          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9873 | 2055-12-01      | 5.5000%  | 0.0000% | $24945824.00       | $23821100.29       | Agency Mortgage-Backed Securities |
| GNII JM MA6702 M     | 2050-06-20      | 4.0000%  | 0.0000% | $5000728.00        | $945457.96         | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $158710600.00      | $99356801.83       | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $289167.96         | Agency Mortgage-Backed Securities |
| GNII SF MA8076 M     | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $128361.11         | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1331000.00        | $219214.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $9323136.00        | $4373243.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2507 | 2055-05-01      | 6.0000%  | 0.0000% | $18170480.00       | $16290714.43       | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $170964480.00      | $92298281.30       | Agency Mortgage-Backed Securities |
| GNII ET DP1028 C     | 2065-12-20      | 5.5000%  | 0.0000% | $4599440.00        | $4632229.96        | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $129133312.00      | $70695337.31       | Agency Mortgage-Backed Securities |
| GNII ET DN4317 C     | 2065-08-20      | 2.0000%  | 0.0000% | $83529.00          | $64067.58          | Agency Mortgage-Backed Securities |
| GNII ET DN6763 C     | 2065-11-20      | 3.0000%  | 0.0000% | $180444.00         | $158304.87         | Agency Mortgage-Backed Securities |
| GNII JM MA7927 M     | 2052-03-20      | 2.5000%  | 0.0000% | $5399810.00        | $3617441.28        | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $113784527.11      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1431 | 2054-05-01      | 6.0000%  | 0.0000% | $2936260.00        | $2590124.81        | Agency Mortgage-Backed Securities |
| GNII SF MA5505 M     | 2029-12-20      | 8.0000%  | 0.0000% | $110843.00         | $6751.59           | Agency Mortgage-Backed Securities |
| GNII SF DN0005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1043739.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7673 | 2056-03-01      | 4.5000%  | 0.0000% | $1390984.00        | $1347389.54        | Agency Mortgage-Backed Securities |
| GNII SF BW6307 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1140980.00        | $618721.40         | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $1146000.00        | $827441.82         | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $3252849.57        | Agency Mortgage-Backed Securities |
| GNII SF DG9947 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1081033.76        | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1604557.96        | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C     | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $923028.65         | Agency Mortgage-Backed Securities |
| GNII RG CI6769 C     | 2039-10-20      | 5.5000%  | 0.0000% | $1751722.00        | $892329.37         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6839       | 2060-07-15      | 5.8500%  | 0.0000% | $2507000.00        | $2641105.74        | Agency Mortgage-Backed Securities |
| GNII SP 787259 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1066491.04        | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $66778.98          | Agency Mortgage-Backed Securities |
| GNII SF DG0474 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2457907.80        | Agency Mortgage-Backed Securities |
| GNII SP 785558 C     | 2051-07-20      | 2.5000%  | 0.0000% | $400000.00         | $222049.23         | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $57371760.00       | $40813049.01       | Agency Mortgage-Backed Securities |
| GNII SF CE0714 C     | 2051-07-20      | 3.5000%  | 0.0000% | $500000.00         | $74127.41          | Agency Mortgage-Backed Securities |
| GNII SF MA9941 M     | 2039-10-20      | 6.5000%  | 0.0000% | $151542.00         | $93405.87          | Agency Mortgage-Backed Securities |
| GNII SP 787108 C     | 2053-11-20      | 6.5000%  | 0.0000% | $6539544.00        | $4416313.75        | Agency Mortgage-Backed Securities |
| GNII SP 788195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $84095616.00       | $82247239.71       | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $77499.68          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6768 | 2056-02-01      | 5.0000%  | 0.0000% | $17914016.00       | $17290835.45       | Agency Mortgage-Backed Securities |
| GNII RG CM2413 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $882745.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9136 M     | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $107942.45         | Agency Mortgage-Backed Securities |
| GNII SF DG9251 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $671762.24         | Agency Mortgage-Backed Securities |
| GNPL PN DH1763       | 2060-04-15      | 5.8100%  | 0.0000% | $136065.00         | $142458.34         | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1770382.00        | $730704.95         | Agency Mortgage-Backed Securities |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $412589.58         | Agency Mortgage-Backed Securities |
| GNII SF DH6875 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2741524.00        | $1040927.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2066010.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA6904 | 2056-01-01      | 6.0000%  | 0.0000% | $4509930.00        | $4686370.95        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7518 | 2056-02-01      | 4.5000%  | 0.0000% | $118330624.00      | $114146870.69      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7561 | 2056-02-01      | 5.0000%  | 0.0000% | $32481152.00       | $32014042.20       | Agency Mortgage-Backed Securities |
| GNII SF DL6425 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3331270.00        | $3479921.55        | Agency Mortgage-Backed Securities |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $1600211.21        | Agency Mortgage-Backed Securities |
| GNII SF DM2602 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1433448.00        | $1501643.12        | Agency Mortgage-Backed Securities |
| GNII SF DB6821 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2049106.43        | Agency Mortgage-Backed Securities |
| GNII SF DL6990 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1796526.00        | $1881474.25        | Agency Mortgage-Backed Securities |
| GNII SF DO0927 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1180166.00        | $1237652.06        | Agency Mortgage-Backed Securities |
| GNII SF DO6443 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4640360.00        | $4604118.48        | Agency Mortgage-Backed Securities |
| GNII SF DO5852 C     | 2055-11-20      | 5.5000%  | 0.0000% | $5566576.00        | $5599835.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $1415000.00        | $1214074.35        | Agency Mortgage-Backed Securities |
| GNII SP 788310 C     | 2055-09-20      | 5.0000%  | 0.0000% | $32114368.00       | $31005560.91       | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $41935232.00       | $37227905.95       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7728 | 2056-03-01      | 5.0000%  | 0.0000% | $7833590.00        | $7754270.82        | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $244636.52         | Agency Mortgage-Backed Securities |
| GNII JM MA9952 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $1680511.59        | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $803522.31         | Agency Mortgage-Backed Securities |
| GNAR AF MA9977 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $714342.18         | Agency Mortgage-Backed Securities |
| GNII SF DO2216 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2368436.00        | $2349355.13        | Agency Mortgage-Backed Securities |
| GNII SF DO6114 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1065198.00        | $1104650.33        | Agency Mortgage-Backed Securities |
| GNII SF DB7712 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1008160.00        | $723393.85         | Agency Mortgage-Backed Securities |
| GNII SF DL4912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $959950.00         | $1004528.06        | Agency Mortgage-Backed Securities |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $6053944.00        | $217840.52         | Agency Mortgage-Backed Securities |
| GNII ET DN3104 C     | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $184769.83         | Agency Mortgage-Backed Securities |
| GNII ET DP1564 C     | 2062-09-20      | 2.5000%  | 0.0000% | $105457.00         | $86378.06          | Agency Mortgage-Backed Securities |
| GNII SF DN0028 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1479268.00        | $1525200.79        | Agency Mortgage-Backed Securities |
| GNII SF MA6093 M     | 2049-07-20      | 5.0000%  | 0.0000% | $49417360.00       | $4624299.51        | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $35269.84          | Agency Mortgage-Backed Securities |
| GNII SF DN5551 C     | 2055-12-20      | 5.0000%  | 0.0000% | $8110960.00        | $8049687.51        | Agency Mortgage-Backed Securities |
| GNII SF DP1198 C     | 2055-12-20      | 6.5000%  | 0.0000% | $2699588.00        | $2866895.92        | Agency Mortgage-Backed Securities |
| GNII ET DN7511 C     | 2065-09-20      | 6.5000%  | 0.0000% | $537819.00         | $560275.08         | Agency Mortgage-Backed Securities |
| GNII SF DP4663 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1328596.00        | $1354213.14        | Agency Mortgage-Backed Securities |
| GNMI SF 462838 X     | 2028-07-15      | 6.5000%  | 0.0000% | $26443775.00       | $9258.51           | Agency Mortgage-Backed Securities |
| GNII ET DP1358 C     | 2065-11-20      | 5.5000%  | 0.0000% | $201165.00         | $202680.26         | Agency Mortgage-Backed Securities |
| GNII ET DN9366 C     | 2065-11-20      | 2.0000%  | 0.0000% | $464071.00         | $359134.58         | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $528894.58         | Agency Mortgage-Backed Securities |
| GNII ET DM2755 C     | 2065-07-20      | 4.0000%  | 0.0000% | $361663.00         | $336036.84         | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1253914.10        | Agency Mortgage-Backed Securities |
| GNPL PN DC4433       | 2059-10-15      | 4.2000%  | 0.0000% | $105750.00         | $99729.88          | Agency Mortgage-Backed Securities |
| GNII ET DM1674 C     | 2065-09-20      | 4.0000%  | 0.0000% | $697804.00         | $647477.25         | Agency Mortgage-Backed Securities |
| GNII SF DM6672 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1353122.00        | $1440323.15        | Agency Mortgage-Backed Securities |
| GNII SF DM7880 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1175462.00        | $1234621.25        | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $31381.76          | Agency Mortgage-Backed Securities |
| GNII SF AV2218 C     | 2046-10-20      | 3.0000%  | 0.0000% | $4142408.00        | $971169.84         | Agency Mortgage-Backed Securities |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2138263.59        | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $292593.70         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9971 | 2056-03-01      | 6.0000%  | 0.0000% | $3827768.00        | $3982314.13        | Agency Mortgage-Backed Securities |
| GNII ET DM0220 C     | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $209141.74         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8998 | 2056-03-01      | 5.5000%  | 0.0000% | $3027116.00        | $3049329.99        | Agency Mortgage-Backed Securities |
| GNII SF DM4376 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1723350.00        | $1804893.76        | Agency Mortgage-Backed Securities |
| GNII SF DM7811 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1499327.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6814 | 2056-02-01      | 4.5000%  | 0.0000% | $3306932.00        | $3194170.61        | Agency Mortgage-Backed Securities |
| GNII SF BR8985 C     | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11702.75          | Agency Mortgage-Backed Securities |
| GNII SF MA7474 M     | 2051-07-20      | 3.5000%  | 0.0000% | $360000.00         | $183276.22         | Agency Mortgage-Backed Securities |
| GNII ET DD7292 C     | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $136365.10         | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $2598788.88        | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $49998.96          | Agency Mortgage-Backed Securities |
| GNII RG CN6848 C     | 2050-11-20      | 3.0000%  | 0.0000% | $1044122.00        | $670589.19         | Agency Mortgage-Backed Securities |
| GNII SF DI4561 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6475176.00        | $6707096.67        | Agency Mortgage-Backed Securities |
| GNII SF CV0430 C     | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1387591.72        | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $179751424.00      | $147432648.39      | Agency Mortgage-Backed Securities |
| GNII SF DK5762 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4184293.05        | Agency Mortgage-Backed Securities |
| GNII SF CV6855 C     | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $520165.38         | Agency Mortgage-Backed Securities |
| GNPL PN CW0764       | 2058-12-15      | 6.0300%  | 0.0000% | $44127.00          | $46122.69          | Agency Mortgage-Backed Securities |
| GNII ET DJ8924 C     | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $3820786.31        | Agency Mortgage-Backed Securities |
| GNII SF DK5768 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1090519.60        | Agency Mortgage-Backed Securities |
| GNII SF DK6639 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1297028.00        | $1360441.09        | Agency Mortgage-Backed Securities |
| GNII SF DK4964 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1010964.41        | Agency Mortgage-Backed Securities |
| GNII SF DK8399 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4313336.00        | $4573586.13        | Agency Mortgage-Backed Securities |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $249855.09         | Agency Mortgage-Backed Securities |
| GNII SF DL3639 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2374364.00        | $2482428.20        | Agency Mortgage-Backed Securities |
| GNII SF DI1742 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $330594.52         | Agency Mortgage-Backed Securities |
| GNII SF DI8401 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1465626.02        | Agency Mortgage-Backed Securities |
| GNII SF DK6380 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $4691108.45        | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61424.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8777 M     | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $27701.38          | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2604493.19        | Agency Mortgage-Backed Securities |
| GNII SF DD6905 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1412255.70        | Agency Mortgage-Backed Securities |
| GNII SF BV8725 C     | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $363538.17         | Agency Mortgage-Backed Securities |
| GNII SF BV3235 C     | 2039-10-20      | 6.0000%  | 0.0000% | $1300000.00        | $443292.91         | Agency Mortgage-Backed Securities |
| GNII SF MA8198 M     | 2052-08-20      | 3.0000%  | 0.0000% | $416000.00         | $258249.83         | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7736556.62        | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M     | 2052-03-20      | 2.0000%  | 0.0000% | $410777600.00      | $249999814.04      | Agency Mortgage-Backed Securities |
| GNII SF MA6955 M     | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $132051.68         | Agency Mortgage-Backed Securities |
| GNII SF BX4958 C     | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $57395.05          | Agency Mortgage-Backed Securities |
| GNII SF MA7919 M     | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $9403.99           | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $714297.74         | Agency Mortgage-Backed Securities |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $41957.46          | Agency Mortgage-Backed Securities |
| GNII SF DF1200 C     | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1176260.60        | Agency Mortgage-Backed Securities |
| GNII SF BI8200 C     | 2048-09-20      | 4.5000%  | 0.0000% | $502500.00         | $172525.33         | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1775344.79        | Agency Mortgage-Backed Securities |
| GNII SF CC3188 C     | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $970590.93         | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $1071694.00        | $839656.06         | Agency Mortgage-Backed Securities |
| GNPL PN DG8449       | 2060-01-15      | 5.3600%  | 0.0000% | $86864.00          | $88290.38          | Agency Mortgage-Backed Securities |
| GNII SF MA7592 M     | 2051-09-20      | 4.0000%  | 0.0000% | $34896.00          | $17927.44          | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M     | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $149624.10         | Agency Mortgage-Backed Securities |
| GNII SF MA4966 M     | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $95359.91          | Agency Mortgage-Backed Securities |
| GNII ET DM7300 C     | 2065-08-20      | 4.5000%  | 0.0000% | $572725.00         | $549588.55         | Agency Mortgage-Backed Securities |
| GNII SF DN2067 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963322.00        | $2055337.43        | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $36903.20          | Agency Mortgage-Backed Securities |
| GNPL PN DN1567       | 2060-11-15      | 5.3700%  | 0.0000% | $312404.00         | $320326.45         | Agency Mortgage-Backed Securities |
| GNII SF 711788 C     | 2033-07-20      | 3.5000%  | 0.0000% | $1532120.00        | $356428.05         | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $6190000.00        | $683278.80         | Agency Mortgage-Backed Securities |
| GNII ET DM7213 C     | 2065-08-20      | 4.5000%  | 0.0000% | $278160.00         | $266841.61         | Agency Mortgage-Backed Securities |
| GNII ET DO2119 C     | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $152949.30         | Agency Mortgage-Backed Securities |
| GNII SF DK8325 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2536354.26        | Agency Mortgage-Backed Securities |
| GNII SF DO2400 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1332882.00        | $1399804.26        | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2076821.01        | Agency Mortgage-Backed Securities |
| GNMI SF AA5391 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1194281.86        | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $474073.97         | Agency Mortgage-Backed Securities |
| GNII SF DO2341 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2375112.00        | $2408828.07        | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $1296366.18        | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $5879489.06        | Agency Mortgage-Backed Securities |
| GNII SF DL5195 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1008510.00        | $1061048.14        | Agency Mortgage-Backed Securities |
| GNII ET CV6001 C     | 2063-06-20      | 6.0000%  | 0.0000% | $477027.00         | $317876.14         | Agency Mortgage-Backed Securities |
| GNII SF DL2220 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1014720.00        | $1057569.70        | Agency Mortgage-Backed Securities |
| GNMI SF 752200 X     | 2046-04-15      | 3.0000%  | 0.0000% | $425000.00         | $194826.06         | Agency Mortgage-Backed Securities |
| GNAR AT 081039 M     | 2034-08-20      | 5.3750%  | 0.0000% | $15999392.00       | $196235.17         | Agency Mortgage-Backed Securities |
| GNII SF 004658 M     | 2040-03-20      | 5.0000%  | 0.0000% | $4647184.00        | $136486.85         | Agency Mortgage-Backed Securities |
| GNII ET DP3022 C     | 2065-12-20      | 2.0000%  | 0.0000% | $4560056.00        | $3537261.80        | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12002612.13       | Agency Mortgage-Backed Securities |
| GNII SP 785327 C     | 2049-10-20      | 3.5000%  | 0.0000% | $80984.00          | $29480.45          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2651 | 2056-01-01      | 5.5000%  | 0.0000% | $1051000.00        | $1058667.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5624 | 2056-02-01      | 5.5000%  | 0.0000% | $5002112.00        | $5084144.66        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  | 0.0000% | $18003712.00       | $17350222.06       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTA7774 | 2056-03-01      | 4.0000%  | 0.0000% | $2049592.00        | $1945671.12        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRJ4657 | 2055-08-01      | 4.0000%  | 0.0000% | $2768540.00        | $2591464.96        | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $382000.00         | $45840.60          | Agency Mortgage-Backed Securities |
| GNII SF MA5651 M     | 2048-12-20      | 4.0000%  | 0.0000% | $5000000.00        | $439670.73         | Agency Mortgage-Backed Securities |
| GNII SF MA5857 M     | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $8670.16           | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $78821120.00       | $17136540.09       | Agency Mortgage-Backed Securities |
| GNII JM MA5975 M     | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $32743.85          | Agency Mortgage-Backed Securities |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $604810.94         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7844 | 2056-02-01      | 5.0000%  | 0.0000% | $1043000.00        | $1034225.09        | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $854968.00         | $846916.26         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA8999 | 2056-03-01      | 6.0000%  | 0.0000% | $3832616.00        | $3921210.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3419 | 2055-09-01      | 6.0000%  | 0.0000% | $8486400.00        | $7867938.57        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSL2634 | 2052-04-01      | 1.5000%  | 0.0000% | $2070856.00        | $1552571.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9248 | 2056-03-01      | 5.5000%  | 0.0000% | $2339676.00        | $2377932.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8225 | 2056-03-01      | 5.0000%  | 0.0000% | $4656216.00        | $4606490.72        | Agency Mortgage-Backed Securities |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1459453.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5660 | 2056-01-01      | 5.0000%  | 0.0000% | $4736488.00        | $4696571.52        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1699 | 2055-06-01      | 6.5000%  | 0.0000% | $13496224.00       | $11002046.68       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1816 | 2054-12-01      | 4.0000%  | 0.0000% | $1099746.00        | $979208.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8692 | 2055-04-01      | 5.0000%  | 0.0000% | $3792444.00        | $3011661.22        | Agency Mortgage-Backed Securities |
| GNII SF DM3342 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5901712.00        | $5923175.79        | Agency Mortgage-Backed Securities |
| GNII SF DN2065 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2500596.00        | $2620085.88        | Agency Mortgage-Backed Securities |
| GNII SF MA7455 M     | 2031-12-20      | 6.5000%  | 0.0000% | $43047.00          | $15436.49          | Agency Mortgage-Backed Securities |
| GNII SF DM4575 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1192105.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7587 | 2055-11-01      | 5.0000%  | 0.0000% | $2100550.00        | $1976184.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3323 | 2055-09-01      | 5.5000%  | 0.0000% | $7793272.00        | $7161117.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4283 | 2056-01-01      | 5.5000%  | 0.0000% | $11837312.00       | $11970860.97       | Agency Mortgage-Backed Securities |
| GNII SF DL5190 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1013806.00        | $1045310.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2336 | 2055-12-01      | 5.5000%  | 0.0000% | $38249664.00       | $36635631.59       | Agency Mortgage-Backed Securities |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1505366.00        | $1578804.18        | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $967657.47         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7917 | 2056-03-01      | 5.5000%  | 0.0000% | $5416480.00        | $5486270.38        | Agency Mortgage-Backed Securities |
| GNII SF DN0842 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3725176.00        | $3899442.48        | Agency Mortgage-Backed Securities |
| GNPL PN DM6438       | 2060-11-15      | 5.0300%  | 0.0000% | $304331.00         | $303941.62         | Agency Mortgage-Backed Securities |
| GNII ET DM3950 C     | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $621974.86         | Agency Mortgage-Backed Securities |
| GNII SF DM4204 C     | 2055-10-20      | 7.0000%  | 0.0000% | $2217616.00        | $2307655.54        | Agency Mortgage-Backed Securities |
| GNII SF DH6779 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3367668.00        | $1209019.24        | Agency Mortgage-Backed Securities |
| GNII ET DG6444 C     | 2065-09-20      | 6.5000%  | 0.0000% | $505681.00         | $529781.40         | Agency Mortgage-Backed Securities |
| GNCL CL DJ5989       | 2067-04-15      | 5.7500%  | 0.0000% | $1687358.00        | $1752474.27        | Agency Mortgage-Backed Securities |
| GNII SF DE9639 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2086258.17        | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $553666.00         | $570383.40         | Agency Mortgage-Backed Securities |
| GNII SF DJ1929 C     | 2055-05-20      | 6.5000%  | 0.0000% | $806216.00         | $842751.47         | Agency Mortgage-Backed Securities |
| GNPL PN DF5001       | 2060-11-15      | 5.2900%  | 0.0000% | $1422000.00        | $1449395.05        | Agency Mortgage-Backed Securities |
| GNII SF CT4983 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $570865.52         | Agency Mortgage-Backed Securities |
| GNPL PN CY8217       | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $50755.10          | Agency Mortgage-Backed Securities |
| GNII ET CW5902 C     | 2063-08-20      | 6.5000%  | 0.0000% | $6843370.00        | $1260470.41        | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $651774.57         | Agency Mortgage-Backed Securities |
| GNII SF DF9108 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1464678.66        | Agency Mortgage-Backed Securities |
| GNII SP 785663 C     | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $1977674.32        | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9667718.38        | Agency Mortgage-Backed Securities |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $876392.04         | Agency Mortgage-Backed Securities |
| GNII SP 786862 C     | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2064054.27        | Agency Mortgage-Backed Securities |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $108699904.00      | $89273780.66       | Agency Mortgage-Backed Securities |
| GNII SP 785622 C     | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $241464.15         | Agency Mortgage-Backed Securities |
| GNII SF DQ7306 C     | 2056-03-20      | 3.5000%  | 0.0000% | $75136128.00       | $67813411.08       | Agency Mortgage-Backed Securities |
| GNII SF DP8817 C     | 2056-01-20      | 6.0000%  | 0.0000% | $6888088.00        | $7190070.43        | Agency Mortgage-Backed Securities |
| GNII SF DQ3311 C     | 2056-02-20      | 5.5000%  | 0.0000% | $2783032.00        | $2835645.02        | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $174875000.00      | $159039080.24      | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M     | 2043-11-20      | 4.5000%  | 0.0000% | $99247.00          | $5547.02           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3379 | 2054-10-01      | 5.5000%  | 0.0000% | $3829236.00        | $3750435.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3720 | 2054-03-01      | 5.0000%  | 0.0000% | $29255872.00       | $28482869.27       | Agency Mortgage-Backed Securities |
| GNII ET DM1651 C     | 2065-07-20      | 3.5000%  | 0.0000% | $426121.00         | $386044.76         | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M     | 2050-02-20      | 2.5000%  | 0.0000% | $68000.00          | $13512.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2649 | 2056-01-01      | 5.5000%  | 0.0000% | $13740000.00       | $13804383.58       | Agency Mortgage-Backed Securities |
| GNII SF AG2586 C     | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $406320.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1452 | 2055-12-01      | 6.0000%  | 0.0000% | $4140216.00        | $4241569.52        | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1654013.03        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2563 | 2055-09-01      | 7.0000%  | 0.0000% | $1462950.00        | $1549275.89        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ4011 | 2055-09-01      | 4.5000%  | 0.0000% | $1833986.00        | $1772342.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6532 | 2055-10-01      | 6.0000%  | 0.0000% | $9227472.00        | $9429377.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7730 | 2056-03-01      | 5.0000%  | 0.0000% | $6577630.00        | $6523000.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7564 | 2056-02-01      | 5.0000%  | 0.0000% | $46258176.00       | $45815155.82       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7812 | 2056-03-01      | 4.5000%  | 0.0000% | $2254384.00        | $2188702.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5715 | 2056-02-01      | 5.0000%  | 0.0000% | $5817536.00        | $5739594.22        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6579 | 2056-02-01      | 6.5000%  | 0.0000% | $1033288.00        | $1084187.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5534 | 2055-06-01      | 5.5000%  | 0.0000% | $1713402.00        | $1699216.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0055 | 2055-11-01      | 6.0000%  | 0.0000% | $17894976.00       | $18052699.47       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8099 | 2055-02-01      | 6.5000%  | 0.0000% | $1533916.00        | $1514296.90        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX4981 | 2055-02-01      | 6.5000%  | 0.0000% | $6983016.00        | $5954423.81        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA3658 | 2056-01-01      | 4.5000%  | 0.0000% | $2329200.00        | $2243124.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3810 | 2055-09-01      | 6.5000%  | 0.0000% | $3228112.00        | $3345998.14        | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $405832.01         | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6015.58           | Agency Mortgage-Backed Securities |
| GNPL PN CJ1374       | 2065-03-15      | 5.3900%  | 0.0000% | $2801564.00        | $2872554.82        | Agency Mortgage-Backed Securities |
| GNII SF CB1088 C     | 2051-03-20      | 2.0000%  | 0.0000% | $2167080.00        | $1424261.19        | Agency Mortgage-Backed Securities |
| GNII SF MA7170 M     | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $222709.68         | Agency Mortgage-Backed Securities |
| GNII JM MA6145 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $55907.32          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL4468 | 2054-01-01      | 2.5000%  | 0.0000% | $155193856.00      | $131179520.79      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1653 | 2054-09-01      | 5.5000%  | 0.0000% | $1600000.00        | $1527206.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0816 | 2054-01-01      | 6.5000%  | 0.0000% | $1558250.00        | $151305.22         | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.3750%  | 0.0000% | $25000000.00       | $1750600.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3811 | 2056-01-01      | 6.0000%  | 0.0000% | $1835586.00        | $1875168.74        | Agency Mortgage-Backed Securities |
| GNII SF DM2611 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4451648.00        | $4654756.45        | Agency Mortgage-Backed Securities |
| GNII SF DO5754 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1857628.00        | $1862801.59        | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $27865.24          | Agency Mortgage-Backed Securities |
| GNII SF DO4543 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4231920.00        | $4036911.96        | Agency Mortgage-Backed Securities |
| GNMI SF 589569 X     | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $8309.89           | Agency Mortgage-Backed Securities |
| GNII SF DM4288 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1432784.00        | $1498061.85        | Agency Mortgage-Backed Securities |
| GNII SF DM2712 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2578120.00        | $2698919.97        | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1398377.87        | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $75980880.00       | $8530635.31        | Agency Mortgage-Backed Securities |
| GNII JM MA4645 M     | 2047-07-20      | 4.5000%  | 0.0000% | $1572604.00        | $117328.25         | Agency Mortgage-Backed Securities |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $5537.48           | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2869132.00        | $2176214.65        | Agency Mortgage-Backed Securities |
| GNII SF MA9828 M     | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $55478.45          | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $200000.00         | $82287.35          | Agency Mortgage-Backed Securities |
| GNII SF 004977 M     | 2041-03-20      | 4.0000%  | 0.0000% | $3616004.00        | $185806.75         | Agency Mortgage-Backed Securities |
| GNMI SF 736575 X     | 2040-03-15      | 5.0000%  | 0.0000% | $1107834.00        | $87243.30          | Agency Mortgage-Backed Securities |
| GNII SF DJ9122 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4088880.00        | $3266573.27        | Agency Mortgage-Backed Securities |
| GNII JM MB0672 M     | 2055-09-20      | 5.0000%  | 0.0000% | $843795.00         | $827819.38         | Agency Mortgage-Backed Securities |
| GNII SF DL7674 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3517096.00        | $3677663.65        | Agency Mortgage-Backed Securities |
| GNII ET DM3951 C     | 2065-08-20      | 3.5000%  | 0.0000% | $895317.00         | $811887.42         | Agency Mortgage-Backed Securities |
| GNII ET DL9268 C     | 2065-08-20      | 2.0000%  | 0.0000% | $274635.00         | $211748.91         | Agency Mortgage-Backed Securities |
| GNMI SF 649473 X     | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $57329.56          | Agency Mortgage-Backed Securities |
| GNPL PN CU6227       | 2058-11-15      | 6.4400%  | 0.0000% | $48265.00          | $52032.72          | Agency Mortgage-Backed Securities |
| GNII SF DK6034 C     | 2055-08-20      | 6.5000%  | 0.0000% | $763715.00         | $799343.98         | Agency Mortgage-Backed Securities |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $973499.61         | Agency Mortgage-Backed Securities |
| GNII SF CT3929 C     | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24660.21          | Agency Mortgage-Backed Securities |
| GNPL PN DJ5973       | 2060-08-15      | 6.4900%  | 0.0000% | $601400.00         | $638033.19         | Agency Mortgage-Backed Securities |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1112933.11        | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2156810.70        | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3336172.55        | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $113741184.00      | $49158116.65       | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $2761908.00        | $2885679.17        | Agency Mortgage-Backed Securities |
| GNII SF DB2858 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1234532.00        | $1092352.45        | Agency Mortgage-Backed Securities |
| GNII SF MA9543 M     | 2054-03-20      | 6.5000%  | 0.0000% | $738391.00         | $312488.66         | Agency Mortgage-Backed Securities |
| GNII SF CZ1219 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1143375.23        | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1252448.00        | $918884.73         | Agency Mortgage-Backed Securities |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $682051.90         | Agency Mortgage-Backed Securities |
| GNII SF DA6957 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $954032.42         | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36392.78          | Agency Mortgage-Backed Securities |
| GNPL PN CY8218       | 2059-01-15      | 6.9300%  | 0.0000% | $136184.00         | $147455.85         | Agency Mortgage-Backed Securities |
| GNII SF BD3899 C     | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $441984.33         | Agency Mortgage-Backed Securities |
| GNII SF CR6442 C     | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1073008.31        | Agency Mortgage-Backed Securities |
| GNII SF AX5500 C     | 2046-12-20      | 3.0000%  | 0.0000% | $3280792.00        | $597953.75         | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $5100000.00        | $848590.78         | Agency Mortgage-Backed Securities |
| GNII ET DL6727 C     | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $210275.75         | Agency Mortgage-Backed Securities |
| GNII ET DL1240 C     | 2064-11-20      | 4.0000%  | 0.0000% | $141063.00         | $132060.03         | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $13637140.00       | $1231744.91        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0922 | 2055-12-01      | 4.5000%  | 0.0000% | $1442518.00        | $1389533.86        | Agency Mortgage-Backed Securities |
| GNII ET DL8805 C     | 2065-07-20      | 4.0000%  | 0.0000% | $247516.00         | $229795.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3625 | 2056-01-01      | 5.0000%  | 0.0000% | $4863312.00        | $4799536.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4560 | 2056-01-01      | 4.5000%  | 0.0000% | $1577190.00        | $1521983.99        | Agency Mortgage-Backed Securities |
| GNII SF DL5783 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1036308.00        | $1092373.86        | Agency Mortgage-Backed Securities |
| GNII ET DL6750 C     | 2065-09-20      | 4.5000%  | 0.0000% | $530487.00         | $508911.11         | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $1912532.00        | $144806.38         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1511 | 2055-12-01      | 5.5000%  | 0.0000% | $11603376.00       | $11673569.97       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA2156 | 2055-12-01      | 4.5000%  | 0.0000% | $1536340.00        | $1480477.66        | Agency Mortgage-Backed Securities |
| GNII SF MA7972 M     | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $14087.07          | Agency Mortgage-Backed Securities |
| GNII SF MA7971 M     | 2028-06-20      | 7.0000%  | 0.0000% | $99214.00          | $36947.89          | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $292354.60         | Agency Mortgage-Backed Securities |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $258227.56         | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $491742.94         | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $7917000.00        | $783826.28         | Agency Mortgage-Backed Securities |
| GNII SF DJ2825 C     | 2055-06-20      | 5.5000%  | 0.0000% | $12197408.00       | $12357258.41       | Agency Mortgage-Backed Securities |
| GNII JM MB0855 M     | 2053-07-20      | 2.0000%  | 0.0000% | $1143168.00        | $901361.31         | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $909124.85         | Agency Mortgage-Backed Securities |
| GNII SF DJ3200 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12005072.00       | $12542258.93       | Agency Mortgage-Backed Securities |
| GNII SF MB0816 M     | 2055-12-20      | 6.5000%  | 0.0000% | $5268660.00        | $5475171.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ4714 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3143778.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1328206.26        | Agency Mortgage-Backed Securities |
| GNII SF CU5097 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2235150.00        | $1873744.64        | Agency Mortgage-Backed Securities |
| GNII SF DK4173 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $926301.76         | Agency Mortgage-Backed Securities |
| GNII SF CO2819 C     | 2052-07-20      | 2.5000%  | 0.0000% | $1218852.00        | $952653.74         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $44096256.00       | $7522508.50        | Agency Mortgage-Backed Securities |
| GNII SF 003461 M     | 2033-10-20      | 6.5000%  | 0.0000% | $15898920.00       | $122228.58         | Agency Mortgage-Backed Securities |
| GNII SF DD7539 C     | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $26569484.33       | Agency Mortgage-Backed Securities |
| GNII SF BH6397 C     | 2036-02-20      | 3.0000%  | 0.0000% | $1241700.00        | $270138.51         | Agency Mortgage-Backed Securities |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1019969.91        | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $3866349.19        | Agency Mortgage-Backed Securities |
| GNII ET DB5669 C     | 2057-09-20      | 2.5000%  | 0.0000% | $63183.00          | $50244.57          | Agency Mortgage-Backed Securities |
| GNMI SF 535760 X     | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $6198.15           | Agency Mortgage-Backed Securities |
| GNII SF DB0521 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $831017.02         | Agency Mortgage-Backed Securities |
| GNII SP 784115 M     | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $10844.68          | Agency Mortgage-Backed Securities |
| GNII JP 785008 C     | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $6206.98           | Agency Mortgage-Backed Securities |
| GNII SP 784504 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5929000.00        | $1535479.90        | Agency Mortgage-Backed Securities |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $85382.55          | Agency Mortgage-Backed Securities |
| GNII ET DP4432 C     | 2062-05-20      | 4.0000%  | 0.0000% | $168175.00         | $157450.95         | Agency Mortgage-Backed Securities |
| GNII ET DP7192 C     | 2065-11-20      | 2.0000%  | 0.0000% | $132715.00         | $102954.77         | Agency Mortgage-Backed Securities |
| GNII SF DQ5771 C     | 2056-02-20      | 5.5000%  | 0.0000% | $2998144.00        | $3082367.11        | Agency Mortgage-Backed Securities |
| GNII SF MB0873 M     | 2055-12-20      | 6.0000%  | 0.0000% | $130605312.00      | $133163034.23      | Agency Mortgage-Backed Securities |
| GNII SF 004679 M     | 2040-04-20      | 5.0000%  | 0.0000% | $820493.00         | $25165.10          | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $11275000.00       | $414864.36         | Agency Mortgage-Backed Securities |
| GNII SF DN9867 C     | 2056-01-20      | 6.0000%  | 0.0000% | $2289776.00        | $2357704.62        | Agency Mortgage-Backed Securities |
| GNII ET DP1538 C     | 2062-10-20      | 4.0000%  | 0.0000% | $154263.00         | $144978.57         | Agency Mortgage-Backed Securities |
| GNII ET DP1354 C     | 2065-11-20      | 3.5000%  | 0.0000% | $458090.00         | $416582.75         | Agency Mortgage-Backed Securities |
| GNII SF DP7397 C     | 2056-02-20      | 6.5000%  | 0.0000% | $2782988.00        | $2923152.43        | Agency Mortgage-Backed Securities |
| GNPL PN CV6100       | 2059-02-15      | 6.7000%  | 0.0000% | $195195.00         | $211765.52         | Agency Mortgage-Backed Securities |
| GNII SF DE2929 C     | 2054-11-20      | 6.5000%  | 0.0000% | $208129.00         | $215746.11         | Agency Mortgage-Backed Securities |
| GNII SF CV9810 C     | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $796361.70         | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $945058.00         | $588592.49         | Agency Mortgage-Backed Securities |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $831682.69         | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X     | 2045-07-15      | 4.5000%  | 0.0000% | $7503128.00        | $160955.68         | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $15710944.00       | $11425538.55       | Agency Mortgage-Backed Securities |
| GNII SF 497778 C     | 2029-01-20      | 3.5000%  | 0.0000% | $1010761.00        | $14338.46          | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $403974.80         | Agency Mortgage-Backed Securities |
| GNMI SF 745312 X     | 2040-08-15      | 4.0000%  | 0.0000% | $1215928.00        | $90254.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0417 | 2056-03-01      | 5.5000%  | 0.0000% | $1469376.00        | $1504803.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9773 | 2056-01-01      | 4.5000%  | 0.0000% | $2050136.00        | $1978069.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $7575648.00        | $5486491.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0222 | 2054-08-01      | 5.5000%  | 0.0000% | $9167120.00        | $7338789.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1877 | 2055-10-01      | 6.5000%  | 0.0000% | $2078096.00        | $1986379.77        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE3312 | 2052-06-01      | 4.5000%  | 0.0000% | $600000.00         | $390515.66         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0120 | 2053-08-01      | 5.0000%  | 0.0000% | $1674464.00        | $1442591.85        | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8178 | 2054-03-01      | 7.0000%  | 0.0000% | $1807500.00        | $1211544.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA2608 | 2050-05-01      | 4.5000%  | 0.0000% | $4497870.00        | $749923.26         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7194 | 2052-04-01      | 3.5000%  | 0.0000% | $203000.00         | $140022.74         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8643 | 2054-07-01      | 6.0000%  | 0.0000% | $1433602.00        | $1455381.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4825 | 2041-01-01      | 6.0000%  | 0.0000% | $3918184.00        | $4024056.24        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB7029 | 2050-12-01      | 2.0000%  | 0.0000% | $7596248.00        | $4059303.90        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU8037 | 2051-12-01      | 2.5000%  | 0.0000% | $1384000.00        | $1034821.67        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7545 | 2052-06-01      | 4.0000%  | 0.0000% | $3835000.00        | $2664577.57        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9906 | 2037-03-01      | 2.0000%  | 0.0000% | $457861.00         | $323371.21         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO4332 | 2040-10-01      | 6.5000%  | 0.0000% | $1009370.00        | $1037599.50        | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8320 | 2055-08-01      | 7.0000%  | 0.0000% | $4029200.00        | $3237823.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $2978780.00        | $1214864.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6131 | 2054-10-01      | 5.5000%  | 0.0000% | $3770632.00        | $3329192.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5060 | 2041-03-01      | 6.0000%  | 0.0000% | $1122050.00        | $1164962.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4032 | 2040-08-01      | 5.5000%  | 0.0000% | $1027904.00        | $1017759.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PSE9120 | 2055-10-01      | 6.5000%  | 0.0000% | $62360384.00       | $58761418.84       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTQK1710 | 2044-10-01      | 6.5000%  | 0.0000% | $1007810.00        | $672613.84         | Agency Mortgage-Backed Securities |
| FNMS 07.000 JL674273 | 2028-04-01      | 7.0000%  | 0.0000% | $5013344.00        | $19558.38          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3553 | 2040-07-01      | 6.5000%  | 0.0000% | $1730566.00        | $1381640.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4323 | 2040-10-01      | 6.0000%  | 0.0000% | $1177390.00        | $1084714.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5389 | 2046-02-01      | 5.5000%  | 0.0000% | $1120996.00        | $1125414.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $3319700.00        | $3243134.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH3940 | 2053-10-01      | 5.5000%  | 0.0000% | $2073300.00        | $1639553.03        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN9202 | 2037-01-01      | 2.5000%  | 0.0000% | $290000.00         | $142036.72         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $15548656.00       | $10011790.73       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $7428504.00        | $6276066.83        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQJ7623 | 2054-11-01      | 4.0000%  | 0.0000% | $1703022.00        | $1529801.33        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2379 | 2054-08-01      | 7.0000%  | 0.0000% | $4888008.00        | $4701086.00        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | 0.0000% | $500000.00         | $249192.90         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  | 0.0000% | $27598400.00       | $16407337.19       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1468 | 2046-11-01      | 3.0000%  | 0.0000% | $2650000.00        | $821893.00         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6226 | 2054-08-01      | 6.0000%  | 0.0000% | $7157584.00        | $5930207.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8092 | 2055-11-01      | 5.0000%  | 0.0000% | $1420070.00        | $1404721.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8146 | 2055-11-01      | 5.5000%  | 0.0000% | $3019708.00        | $2965181.34        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ9102 | 2055-11-01      | 7.0000%  | 0.0000% | $1486438.00        | $1567840.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $6190000.00        | $466361.34         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9908 | 2055-12-01      | 5.0000%  | 0.0000% | $15620384.00       | $15370107.90       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0214 | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $42636.48          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3314 | 2028-03-01      | 2.5000%  | 0.0000% | $360000.00         | $19682.12          | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $1100000.00        | $111931.73         | Agency Mortgage-Backed Securities |
| GNMI SF CD3257 X     | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6346276.53        | Agency Mortgage-Backed Securities |
| GNII SF BV7356 C     | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $692300.16         | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $55229.07          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  | 0.0000% | $229611.00         | $168650.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M     | 2054-10-20      | 4.0000%  | 0.0000% | $8000.00           | $7113.18           | Agency Mortgage-Backed Securities |
| GNII SF CG8222 C     | 2052-03-20      | 2.0000%  | 0.0000% | $2019012.00        | $1467573.99        | Agency Mortgage-Backed Securities |
| GNII RG CF0263 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1051452.00        | $363219.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2915 | 2055-05-01      | 6.0000%  | 0.0000% | $9653952.00        | $7840484.55        | Agency Mortgage-Backed Securities |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44472.76          | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1459853.16        | Agency Mortgage-Backed Securities |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $40231.50          | Agency Mortgage-Backed Securities |
| GNII SF BX4959 C     | 2050-09-20      | 2.5000%  | 0.0000% | $66560.00          | $39234.28          | Agency Mortgage-Backed Securities |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1107319.41        | Agency Mortgage-Backed Securities |
| GNII SF BZ3855 C     | 2050-11-20      | 2.0000%  | 0.0000% | $1074660.00        | $630349.15         | Agency Mortgage-Backed Securities |
| GNII ET DK5230 C     | 2065-11-20      | 6.5000%  | 0.0000% | $336196.00         | $352381.45         | Agency Mortgage-Backed Securities |
| GNII SF DK4955 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1317512.29        | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $4699640.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ3037 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13131056.00       | $13439702.57       | Agency Mortgage-Backed Securities |
| GNII SF MA6130 M     | 2034-01-20      | 4.5000%  | 0.0000% | $516452.00         | $114189.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4001 | 2055-04-01      | 5.5000%  | 0.0000% | $6930000.00        | $6691944.75        | Agency Mortgage-Backed Securities |
| GNII SF MA4691 M     | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $62173.97          | Agency Mortgage-Backed Securities |
| GNII SF DK8397 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1670482.00        | $1771440.66        | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $6357000.00        | $2657646.22        | Agency Mortgage-Backed Securities |
| GNII JM MA4745 M     | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $45512.10          | Agency Mortgage-Backed Securities |
| GNII SF MA5631 M     | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $9306.39           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5980 | 2056-03-01      | 4.5000%  | 0.0000% | $19876032.00       | $19219725.42       | Agency Mortgage-Backed Securities |
| GNMI SF 779074 X     | 2042-04-15      | 3.5000%  | 0.0000% | $1712998.00        | $169704.89         | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $37263424.00       | $3906125.12        | Agency Mortgage-Backed Securities |
| GNII SF DL2626 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2050823.32        | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C     | 2055-06-20      | 6.5000%  | 0.0000% | $892586.00         | $943471.58         | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $179000.00         | $20285.67          | Agency Mortgage-Backed Securities |
| GNII RG DK6163 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1208009.10        | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $18047.45          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2710 | 2055-07-01      | 6.0000%  | 0.0000% | $53014784.00       | $43505523.63       | Agency Mortgage-Backed Securities |
| GNII SF DK9377 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3180224.00        | $3038759.85        | Agency Mortgage-Backed Securities |
| GNII SF DK4954 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1424858.00        | $1492223.09        | Agency Mortgage-Backed Securities |
| GNMI SF AB2869 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1170000.00        | $140747.45         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3190 | 2054-12-01      | 5.0000%  | 0.0000% | $1270000.00        | $1186728.38        | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $410517.89         | Agency Mortgage-Backed Securities |
| GNII SF CH8580 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $990525.60         | Agency Mortgage-Backed Securities |
| GNII ET DJ3148 C     | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $63029.86          | Agency Mortgage-Backed Securities |
| GNPL PN DJ6860       | 2060-12-15      | 5.6300%  | 0.0000% | $1290000.00        | $1349428.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2288280.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ5237 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1170077.27        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5977       | 2060-09-15      | 5.3100%  | 0.0000% | $4500000.00        | $4585626.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ3087 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $8004704.49        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0351       | 2060-10-15      | 5.4700%  | 0.0000% | $2268000.00        | $2341989.38        | Agency Mortgage-Backed Securities |
| GNPL PN CD0901       | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $6872698.62        | Agency Mortgage-Backed Securities |
| GNII SF DN8220 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1550884.00        | $1632185.22        | Agency Mortgage-Backed Securities |
| GNII SF DG9275 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $754424.02         | Agency Mortgage-Backed Securities |
| GNII ET DN3442 C     | 2065-09-20      | 3.0000%  | 0.0000% | $322436.00         | $285846.71         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0342       | 2060-10-15      | 5.7000%  | 0.0000% | $1418040.00        | $1483449.37        | Agency Mortgage-Backed Securities |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $2749224.31        | Agency Mortgage-Backed Securities |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $697278.99         | Agency Mortgage-Backed Securities |
| GNII SF DH4874 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1204150.40        | Agency Mortgage-Backed Securities |
| GNII ET DO1592 C     | 2066-01-20      | 6.0000%  | 0.0000% | $1752762.00        | $1798151.97        | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $5061.75           | Agency Mortgage-Backed Securities |
| GNII SF CV5745 C     | 2053-12-20      | 8.0000%  | 0.0000% | $33076416.00       | $29963474.93       | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $634827.00         | $377401.34         | Agency Mortgage-Backed Securities |
| GNII SF DO1917 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4986560.00        | $5221296.35        | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $573824.27         | Agency Mortgage-Backed Securities |
| GNII ET DO0105 C     | 2065-10-20      | 4.5000%  | 0.0000% | $200673.00         | $192800.17         | Agency Mortgage-Backed Securities |
| GNII SF AM4146 C     | 2045-04-20      | 3.0000%  | 0.0000% | $1838076.00        | $314455.01         | Agency Mortgage-Backed Securities |
| GNII SF DO2250 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1048582.00        | $1062954.42        | Agency Mortgage-Backed Securities |
| GNII SF CQ6104 C     | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3085354.90        | Agency Mortgage-Backed Securities |
| GNII SF MA9995 M     | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $62996.61          | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2444141.55        | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $18120.05          | Agency Mortgage-Backed Securities |
| GNII SF DO5769 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1947616.00        | $1939676.24        | Agency Mortgage-Backed Securities |
| GNII SF MA5268 M     | 2048-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $107699.56         | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M     | 2053-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $2022412.53        | Agency Mortgage-Backed Securities |
| GNII SF BZ8511 C     | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $49668.00          | Agency Mortgage-Backed Securities |
| GNPL PN CC7501       | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $75796.68          | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2287898.09        | Agency Mortgage-Backed Securities |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $48300.00          | $42301.59          | Agency Mortgage-Backed Securities |
| GNII SF CY5498 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $733450.03         | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1557864.45        | Agency Mortgage-Backed Securities |
| GNII SF DO7553 C     | 2055-12-20      | 5.0000%  | 0.0000% | $11719248.00       | $11628560.89       | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $766417920.00      | $178307029.55      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG9236 | 2053-08-01      | 6.0000%  | 0.0000% | $9840000.00        | $8897066.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH7230 | 2053-12-01      | 6.0000%  | 0.0000% | $1751718.00        | $1616029.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8631 | 2053-01-01      | 6.5000%  | 0.0000% | $7417608.00        | $3608613.29        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7020 | 2052-03-01      | 2.5000%  | 0.0000% | $73235.00          | $47663.69          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0233 | 2053-09-01      | 5.0000%  | 0.0000% | $6028080.00        | $4475314.61        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB1270 | 2039-09-01      | 6.5000%  | 0.0000% | $5263224.00        | $3950400.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9920 | 2047-02-01      | 3.5000%  | 0.0000% | $3890000.00        | $1170774.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $1100000.00        | $803234.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD7198 | 2052-02-01      | 3.0000%  | 0.0000% | $3915000.00        | $2665110.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | 0.0000% | $500000.00         | $250404.20         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6386 | 2052-07-01      | 4.5000%  | 0.0000% | $1323934.00        | $765096.19         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5111 | 2054-03-01      | 6.0000%  | 0.0000% | $600000.00         | $473814.36         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6766 | 2054-11-01      | 5.5000%  | 0.0000% | $920000.00         | $840963.77         | Agency Mortgage-Backed Securities |
| GNII SF MA8982 M     | 2034-11-20      | 3.0000%  | 0.0000% | $105411.00         | $81132.19          | Agency Mortgage-Backed Securities |
| GNII SF MA8323 M     | 2037-10-20      | 6.5000%  | 0.0000% | $189355.00         | $153241.14         | Agency Mortgage-Backed Securities |
| GNII SF 683318 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $437818.17         | Agency Mortgage-Backed Securities |
| GNII SF AV5013 C     | 2046-10-20      | 3.0000%  | 0.0000% | $2138012.00        | $315504.75         | Agency Mortgage-Backed Securities |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $123559.12         | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $1960220.51        | Agency Mortgage-Backed Securities |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1564276.00        | $1635277.54        | Agency Mortgage-Backed Securities |
| GNII SF DL3638 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2876796.00        | $2902055.39        | Agency Mortgage-Backed Securities |
| GNII SF DO2215 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2110564.00        | $2210365.78        | Agency Mortgage-Backed Securities |
| GNII ET DO0092 C     | 2065-09-20      | 3.5000%  | 0.0000% | $275456.00         | $250243.83         | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $1803453.08        | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2396695.52        | Agency Mortgage-Backed Securities |
| GNII SF DL8193 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2180088.00        | $2164724.11        | Agency Mortgage-Backed Securities |
| GNII SF DL7994 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1040246.00        | $1081087.99        | Agency Mortgage-Backed Securities |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2022413.60        | Agency Mortgage-Backed Securities |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $18545000.00       | $9929818.67        | Agency Mortgage-Backed Securities |
| GNII JM MB0445 M     | 2055-04-20      | 2.0000%  | 0.0000% | $834048.00         | $645699.37         | Agency Mortgage-Backed Securities |
| GNII SF DI0599 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $509477.55         | Agency Mortgage-Backed Securities |
| GNII SF DI1926 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2438120.00        | $1960530.02        | Agency Mortgage-Backed Securities |
| GNII SF DO1811 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1686912.00        | $1758848.09        | Agency Mortgage-Backed Securities |
| GNII SF DO6504 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4094168.00        | $4061357.63        | Agency Mortgage-Backed Securities |
| GNII ET DM1664 C     | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $164206.79         | Agency Mortgage-Backed Securities |
| GNMI SF 590440 X     | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $22488.43          | Agency Mortgage-Backed Securities |
| GNII ET DM2986 C     | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $147630.43         | Agency Mortgage-Backed Securities |
| GNII ET DO2118 C     | 2062-04-20      | 3.0000%  | 0.0000% | $133342.00         | $116974.29         | Agency Mortgage-Backed Securities |
| GNII SF DL3167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2316571.93        | Agency Mortgage-Backed Securities |
| GNII ET DK8660 C     | 2065-06-20      | 4.0000%  | 0.0000% | $478467.00         | $448391.26         | Agency Mortgage-Backed Securities |
| GNII ET DL7412 C     | 2065-08-20      | 4.5000%  | 0.0000% | $102879.00         | $98832.31          | Agency Mortgage-Backed Securities |
| GNII ET DL6746 C     | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $175753.76         | Agency Mortgage-Backed Securities |
| GNII SF DL8993 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1416290.00        | $1486327.85        | Agency Mortgage-Backed Securities |
| GNII ET DO0339 C     | 2065-09-20      | 2.0000%  | 0.0000% | $500473.00         | $386349.36         | Agency Mortgage-Backed Securities |
| GNII SF DN0010 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3856939.35        | Agency Mortgage-Backed Securities |
| GNII SF DN1603 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1549154.00        | $1359689.16        | Agency Mortgage-Backed Securities |
| GNII ET DN7932 C     | 2065-11-20      | 3.5000%  | 0.0000% | $496141.00         | $450068.97         | Agency Mortgage-Backed Securities |
| GNII SF DP0347 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2616508.00        | $2665907.67        | Agency Mortgage-Backed Securities |
| GNII SF DP0295 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2055936.00        | $2232008.76        | Agency Mortgage-Backed Securities |
| GNCL CL DN8054       | 2068-12-15      | 5.3800%  | 0.0000% | $819425.00         | $814344.02         | Agency Mortgage-Backed Securities |
| GNII SF DN1526 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5740448.00        | $5404514.99        | Agency Mortgage-Backed Securities |
| GNII ET DN8519 C     | 2065-10-20      | 4.5000%  | 0.0000% | $352802.00         | $338981.79         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4371 | 2040-10-01      | 6.0000%  | 0.0000% | $1063596.00        | $1085901.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0218 | 2054-02-01      | 5.0000%  | 0.0000% | $1333784.00        | $1042366.95        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $1663740.00        | $1223802.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7022 | 2054-06-01      | 5.5000%  | 0.0000% | $3723248.00        | $2903258.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTQK1743 | 2045-06-01      | 5.5000%  | 0.0000% | $2124468.00        | $1789663.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4628 | 2040-11-01      | 5.5000%  | 0.0000% | $1509990.00        | $1417955.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ6594 | 2054-10-01      | 4.5000%  | 0.0000% | $2389636.00        | $2102211.28        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1663 | 2054-08-01      | 6.5000%  | 0.0000% | $10094704.00       | $5617892.93        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VSF5033 | 2047-04-01      | 4.0000%  | 0.0000% | $11623056.00       | $10357302.60       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI7258 | 2054-06-01      | 7.0000%  | 0.0000% | $1026836.00        | $942884.48         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2790 | 2037-12-01      | 2.5000%  | 0.0000% | $1063760.00        | $806087.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5327 | 2030-07-01      | 3.0000%  | 0.0000% | $230000.00         | $20985.56          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL8304 | 2044-07-01      | 4.0000%  | 0.0000% | $40424640.00       | $2864144.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT2161 | 2049-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $1762004.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 3VZN0784 | 2043-09-01      | 5.0000%  | 0.0000% | $1781232.00        | $116127.95         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  | 0.0000% | $265000.00         | $185584.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $52998592.00       | $42250570.93       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5818 | 2054-08-01      | 6.0000%  | 0.0000% | $3338620.00        | $3283814.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG7315 | 2053-07-01      | 4.5000%  | 0.0000% | $749101.00         | $545878.00         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  | 0.0000% | $189299200.00      | $24931774.67       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4920 | 2054-02-01      | 7.0000%  | 0.0000% | $21413000.00       | $16394904.01       | Agency Mortgage-Backed Securities |

### Security 699: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8L5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG8L5
- **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:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DUKE ENERGY CAROLINAS LLC      SR GLBL A NT6%28    | 2028-12-01      | 6.0000%  | 0.0000% | $213000.00         | $226103.76         | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD1.5%26    | 2026-09-01      | 1.5000%  | 0.0000% | $3000.00           | $2961.96           | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.625%34    | 2034-04-05      | 5.6250%  | 0.0000% | $4000.00           | $4221.80           | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC REGS NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $40000.00          | $37158.43          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-10-30      | 1.6800%  | 0.0000% | $5000.00           | $4432.75           | Corporate Debt Securities                         |
| UNITED UTILITIES GROUP PLC     SR GLBL NT 28       | 2028-08-15      | 6.8750%  | 0.0000% | $1000.00           | $1058.40           | Corporate Debt Securities                         |
| WINDROSE RE LTD                -C-20261 144A 29    | 2029-02-13      | 15.9292% | 0.0000% | $2750000.00        | $2706000.00        | Corporate Debt Securities                         |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $8024000.00        | $8029848.60        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           VR 092225-092228    | 2028-09-22      | 4.3960%  | 0.0000% | $2000.00           | $2002.27           | Corporate Debt Securities                         |
| BEAR STEARNS ARM TR 2003-9     II-A-1 20340225 FLT | 2034-02-25      | 5.5607%  | 0.0000% | $100000.00         | $466.91            | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $5000.00           | $4970.89           | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $440000.00         | $441160.62         | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.4%27      | 2027-03-01      | 3.4000%  | 0.0000% | $5000.00           | $4969.27           | Corporate Debt Securities                         |
| BLUELINX HLDGS INC             SR SEC GLBL 29      | 2029-11-15      | 6.0000%  | 0.0000% | $5000.00           | $4901.63           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-15      | 7.0000%  | 0.0000% | $5000.00           | $4428.89           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $1759000.00        | $1277718.06        | Corporate Debt Securities                         |
| DOTDASH MEREDITH INC           SR SEC GLBL 32      | 2032-06-15      | 7.6250%  | 0.0000% | $3400000.00        | $3200118.72        | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT3.1%30    | 2030-04-15      | 3.1000%  | 0.0000% | $4000.00           | $3865.22           | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $2113000.00        | $2181074.40        | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR NT 6%32          | 2032-08-15      | 6.0000%  | 0.0000% | $1000.00           | $1081.37           | Corporate Debt Securities                         |
| DTE ENERGY CO                  GLBL E NT4.95%27    | 2027-07-01      | 4.9500%  | 0.0000% | $3000.00           | $3054.22           | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 29     | 2029-07-15      | 5.1250%  | 0.0000% | $3161000.00        | $3145635.78        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34       | 2034-09-15      | 5.6250%  | 0.0000% | $1048000.00        | $1030592.72        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-02-15      | 5.2500%  | 0.0000% | $60000.00          | $59040.50          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28       | 2028-03-02      | 3.1250%  | 0.0000% | $2000.00           | $1961.03           | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 27       | 2027-01-30      | 3.7000%  | 0.0000% | $260000.00         | $259460.93         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 5.125%42      | 2042-01-15      | 5.1250%  | 0.0000% | $224000.00         | $168441.16         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $2811000.00        | $2130344.46        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $8679000.00        | $6846949.89        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34    | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $57486.27          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         4.6%29              | 2029-05-23      | 4.6000%  | 0.0000% | $2000.00           | $2029.95           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%32    | 2032-05-19      | 4.2000%  | 0.0000% | $43526000.00       | $37466310.28       | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT5.3%32    | 2032-02-15      | 5.3000%  | 0.0000% | $2004000.00        | $2068112.41        | Corporate Debt Securities                         |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $2255000.00        | $2179003.99        | Corporate Debt Securities                         |
| VIKING CRUISES LTD             SR 144A NT 31       | 2031-07-15      | 9.1250%  | 0.0000% | $40000.00          | $42906.16          | Corporate Debt Securities                         |
| MERNA RE ENTERPRISE LTD        -A-20254 144A 28    | 2028-07-07      | 11.3100% | 0.0000% | $8600000.00        | $8849400.00        | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB -F NT    | 2500-12-31      | 5.1250%  | 0.0000% | $953000.00         | $961523.79         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT5.9%27    | 2027-06-01      | 5.9000%  | 0.0000% | $92000.00          | $94893.09          | Corporate Debt Securities                         |
| GEE AUTOMOTIVE HOLDINGS LLC    SR 144A NT 31       | 2031-03-01      | 7.2500%  | 0.0000% | $3738000.00        | $3756919.47        | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL 144A 26     | 2026-12-01      | 4.6250%  | 0.0000% | $12683000.00       | $11524872.99       | Corporate Debt Securities                         |
| US BANCORP                     FR 3.1%042726       | 2026-04-27      | 3.1000%  | 0.0000% | $4000.00           | $4047.08           | Corporate Debt Securities                         |
| UKG INC                        SR SEC 144A NT31    | 2031-02-01      | 6.8750%  | 0.0000% | $2710000.00        | $2638234.68        | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4770%  | 0.0000% | $35433000.00       | $100.55            | Private Label Collateralized Mortgage Obligations |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $33342.77          | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $7974000.00        | $7969472.54        | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $5000.00           | $4369.73           | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29     | 2029-03-25      | 6.2500%  | 0.0000% | $4106000.00        | $3664512.62        | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     JR SB GLBL DB 60    | 2060-03-15      | 6.7070%  | 0.0000% | $5650000.00        | $5523652.19        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 013125-013128    | 2028-01-31      | 4.4843%  | 0.0000% | $3000.00           | $3033.32           | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 65       | 2065-10-15      | 5.6500%  | 0.0000% | $3000.00           | $3039.01           | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT 36       | 2036-07-01      | 6.7500%  | 0.0000% | $2000.00           | $1915.01           | Corporate Debt Securities                         |
| MATTAMY GROUP CORP             SR 144A NT 6%33     | 2033-12-15      | 6.0000%  | 0.0000% | $221000.00         | $211756.31         | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            GLBL NT 4.95%31     | 2031-12-15      | 4.9500%  | 0.0000% | $4000.00           | $4030.94           | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 5%35     | 2035-08-15      | 5.0000%  | 0.0000% | $2000.00           | $2022.52           | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL REGS 31     | 2031-03-01      | 3.8750%  | 0.0000% | $10000.00          | $9184.19           | Corporate Debt Securities                         |
| SYSCO CORP                     4.85%45             | 2045-10-01      | 4.8500%  | 0.0000% | $5000.00           | $4406.65           | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $15000000.00       | $7387083.33        | 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                           |
| BBVA MEXICO SA INSTITUCION DE  FR 8.45%062938      | 2038-06-29      | 8.4500%  | 0.0000% | $2867000.00        | $3121917.71        | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $2000.00           | $1821.32           | Corporate Debt Securities                         |
| SONOCO PRODS CO                SR GLBL NT 32       | 2032-02-01      | 2.8500%  | 0.0000% | $3000.00           | $2691.30           | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $13119000.00       | $11560608.57       | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 9.5400%  | 0.0000% | $11510000.00       | $11510000.00       | Corporate Debt Securities                         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.0930%  | 0.0000% | $4508000.00        | $1843.92           | Asset-Backed Securities                           |
| SATURN OIL & GAS INC           2LIEN SNK 144A29    | 2029-06-15      | 9.6250%  | 0.0000% | $39000.00          | $41807.62          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.65%101830      | 2030-10-18      | 4.6500%  | 0.0000% | $2000.00           | $2041.51           | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 40       | 2040-11-15      | 5.1250%  | 0.0000% | $5000.00           | $4894.96           | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT 27       | 2027-06-01      | 3.4500%  | 0.0000% | $5000.00           | $4999.80           | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $700000.00         | $706615.39         | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A VR 144A NT 27    | 2027-01-08      | 15.5408% | 0.0000% | $7900000.00        | $8067480.00        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.65%071428      | 2028-07-14      | 1.6500%  | 0.0000% | $2000.00           | $1895.66           | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.65%62     | 2062-08-15      | 2.6500%  | 0.0000% | $10000.00          | $4942.46           | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT4.4%31    | 2031-01-15      | 4.4000%  | 0.0000% | $5000.00           | $4977.12           | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC 1LIEN 144A NT 31    | 2031-03-01      | 9.2500%  | 0.0000% | $788000.00         | $742246.75         | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.98%35     | 2035-04-15      | 4.9800%  | 0.0000% | $4000.00           | $4128.77           | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 27     | 2027-04-01      | 5.5000%  | 0.0000% | $94000.00          | $96366.92          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 42    | 2042-03-01      | 3.5000%  | 0.0000% | $912000.00         | $624461.60         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 6.5%38        | 2038-05-15      | 6.5000%  | 0.0000% | $1000.00           | $1125.14           | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US SR 144A NT 32       | 2032-09-15      | 6.7500%  | 0.0000% | $2330000.00        | $2341789.80        | Corporate Debt Securities                         |
| ZIGGO BD CO BV                 SR GLBL 144A 30     | 2030-02-28      | 5.1250%  | 0.0000% | $12571000.00       | $10863096.96       | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $3000.00           | $3043.87           | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $205000.00         | $188955.33         | Corporate Debt Securities                         |
| VERAISON RE LTD                -A VR 144A NT 29    | 2029-03-08      | 6.4408%  | 0.0000% | $1750000.00        | $1748075.00        | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR 144A NT 32       | 2032-06-15      | 8.6250%  | 0.0000% | $24480000.00       | $25229230.80       | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC            1LIEN GLBL 29       | 2029-02-15      | 7.5000%  | 0.0000% | $100000.00         | $71761.33          | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB NT 6.7%33     | 2033-02-14      | 6.7000%  | 0.0000% | $2668000.00        | $2697447.31        | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   LW TIER II 35       | 2035-04-30      | 6.3970%  | 0.0000% | $700000.00         | $726427.92         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43    | 2043-08-15      | 4.6500%  | 0.0000% | $1000.00           | $870.01            | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $10000.00          | $9798.37           | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 29     | 2029-03-01      | 5.3750%  | 0.0000% | $300000.00         | $287840.75         | Corporate Debt Securities                         |
| RINGCENTRAL INC                SR GLBL REGS 30     | 2030-08-15      | 8.5000%  | 0.0000% | $450000.00         | $474062.00         | Corporate Debt Securities                         |
| AEROPUERTOS DOMINICANOS SIGLO  SR SEC REGS NT34    | 2034-06-30      | 7.0000%  | 0.0000% | $2096000.00        | $2169737.28        | Corporate Debt Securities                         |
| BANCO DAVIVIENDA SA            ALT TIER I PERP     | 2500-12-31      | 6.6500%  | 0.0000% | $1800000.00        | $1633573.50        | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $4000.00           | $3962.29           | Corporate Debt Securities                         |
| BRITISH AIRWAYS PLC 2021-1     A      20360915 2.9 | 2036-09-15      | 2.9000%  | 0.0000% | $2000.00           | $1434.76           | Asset-Backed Securities                           |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 7.5600%  | 0.0000% | $7500000.00        | $7548000.00        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 28       | 2028-02-15      | 3.3750%  | 0.0000% | $880000.00         | $852308.60         | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              SR CL D 144A 29     | 2029-01-08      | 14.5200% | 0.0000% | $2500000.00        | $2468000.00        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 47       | 2047-11-15      | 4.3500%  | 0.0000% | $5000.00           | $4189.42           | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $3737000.00        | $3675872.02        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-06-01      | 4.8750%  | 0.0000% | $4982000.00        | $4639487.50        | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $4000.00           | $3157.88           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.64%091030      | 2030-09-10      | 4.6400%  | 0.0000% | $2000.00           | $2005.99           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30       | 2030-10-15      | 1.4500%  | 0.0000% | $5000.00           | $4460.48           | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL NT 27       | 2027-10-15      | 5.8750%  | 0.0000% | $175000.00         | $178115.05         | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3224.15           | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 35       | 2035-04-01      | 5.3750%  | 0.0000% | $4000.00           | $4123.82           | Corporate Debt Securities                         |
| FORESEA HLDG S A               1LIEN GLBL 30       | 2030-06-15      | 7.5000%  | 0.0000% | $27.00             | $26.61             | Corporate Debt Securities                         |
| DBR LD HOLDINGS LLC            SR GLBL 144A 30     | 2030-12-01      | 6.2500%  | 0.0000% | $2031000.00        | $2093544.65        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $4052000.00        | $4216535.96        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 30     | 2030-01-25      | 2.9500%  | 0.0000% | $5000.00           | $4720.89           | Corporate Debt Securities                         |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $1000.00           | $925.29            | Corporate Debt Securities                         |
| ALLIANT ENERGY CORP            JR SB GLBL NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $2000.00           | $1999.14           | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1949.11           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 38       | 2038-09-10      | 4.3750%  | 0.0000% | $4000.00           | $3833.85           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50     | 2050-10-15      | 3.0000%  | 0.0000% | $5000.00           | $3135.07           | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $147000.00         | $158376.17         | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING      EXTND-B 144A 30     | 2030-04-08      | 19.4000% | 0.0000% | $10895000.00       | $10850754.19       | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $5000.00           | $4969.60           | Corporate Debt Securities                         |
| USI INC                        SR 144A NT7.5%32    | 2032-01-15      | 7.5000%  | 0.0000% | $293000.00         | $300261.52         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.3%092427       | 2027-09-24      | 4.3000%  | 0.0000% | $4000.00           | $3986.02           | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29     | 2029-01-15      | 5.7500%  | 0.0000% | $9255000.00        | $8935136.92        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 37       | 2037-03-15      | 5.5500%  | 0.0000% | $3000.00           | $3158.66           | Corporate Debt Securities                         |
| RTX CORPORATION                NT 7%28             | 2028-11-01      | 7.0000%  | 0.0000% | $3000.00           | $3249.86           | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   SR SEC GLBL 29      | 2029-09-16      | 2.5000%  | 0.0000% | $5000.00           | $4662.41           | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 8.6800%  | 0.0000% | $19710000.00       | $20238228.00       | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.05%030135      | 2035-03-01      | 5.0500%  | 0.0000% | $3000.00           | $3021.71           | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 42 BD 42    | 2042-09-15      | 3.6000%  | 0.0000% | $6000.00           | $4621.32           | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 27     | 2027-12-15      | 4.6250%  | 0.0000% | $1850000.00        | $1847128.90        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28       | 2028-09-07      | 5.2500%  | 0.0000% | $4000.00           | $4107.72           | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 31       | 2031-01-15      | 3.6250%  | 0.0000% | $8000.00           | $7490.76           | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30    | 2030-10-15      | 11.0000% | 0.0000% | $633000.00         | $711980.82         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1052.71           | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32    | 2032-08-15      | 5.7500%  | 0.0000% | $45000.00          | $45096.62          | Corporate Debt Securities                         |
| ROLLER BEARING CO AMER INC     SR GLBL 144A 29     | 2029-10-15      | 4.3750%  | 0.0000% | $1044000.00        | $1032770.33        | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $416.00            | $338.25            | Corporate Debt Securities                         |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28     | 2028-11-01      | 4.7500%  | 0.0000% | $4162000.00        | $4153891.04        | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT 33       | 2033-08-15      | 5.4500%  | 0.0000% | $2000.00           | $2048.11           | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 30     | 2030-03-01      | 6.2500%  | 0.0000% | $191000.00         | $189922.44         | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 34     | 2034-01-31      | 5.6250%  | 0.0000% | $5000.00           | $4988.71           | Corporate Debt Securities                         |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 10.7908% | 0.0000% | $4250000.00        | $4454425.00        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL36    | 2036-04-01      | 7.3750%  | 0.0000% | $20000.00          | $19042.90          | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4861.06           | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 28     | 2028-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2981.13           | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 1.935%041428     | 2028-04-14      | 1.9350%  | 0.0000% | $4000.00           | $3927.75           | Corporate Debt Securities                         |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5600%  | 0.0000% | $750000.00         | $748875.00         | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.4450%  | 0.0000% | $3000000.00        | $3090667.50        | Corporate Debt Securities                         |
| GOODMAN US FINANCE SIX LLC     GLBL 144A NT 34     | 2034-10-07      | 5.1250%  | 0.0000% | $3000.00           | $3042.87           | Corporate Debt Securities                         |
| MERNA RE COMPANYWIDE LTD       -A VR 144A BD 28    | 2028-07-07      | 10.5600% | 0.0000% | $4250000.00        | $4429350.00        | Corporate Debt Securities                         |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.3930%  | 0.0000% | $942000.00         | $4233.43           | Asset-Backed Securities                           |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $6967000.00        | $6942991.91        | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL REGS 28     | 2028-02-15      | 3.8750%  | 0.0000% | $2000.00           | $1926.12           | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $18018000.00       | $7605968.37        | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $481.44            | Corporate Debt Securities                         |
| NUCOR CORP                     SR NT 5.2%43        | 2043-08-01      | 5.2000%  | 0.0000% | $2000.00           | $1908.03           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2004G 35    | 2035-04-01      | 5.7500%  | 0.0000% | $4000.00           | $4170.16           | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL RR NT 32    | 2032-04-15      | 5.1000%  | 0.0000% | $2000.00           | $2072.13           | Corporate Debt Securities                         |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $1889000.00        | $1823927.31        | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 26       | 2026-12-15      | 5.1250%  | 0.0000% | $3000.00           | $3053.52           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 4.5277%  | 0.0000% | $2000.00           | $2006.54           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $2000.00           | $2000.68           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1041.31           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-11   20500625 FLT | 2050-06-25      | 4.7882%  | 0.0000% | $619000.00         | $1656.08           | Private Label Collateralized Mortgage Obligations |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 34     | 2034-03-31      | 5.7500%  | 0.0000% | $7958000.00        | $7845798.83        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26    | 2026-04-15      | 3.8000%  | 0.0000% | $2000.00           | $2034.40           | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 33     | 2033-12-01      | 5.8750%  | 0.0000% | $4000.00           | $4047.90           | Corporate Debt Securities                         |
| BROWN FORMAN CORP              4%38                | 2038-04-15      | 4.0000%  | 0.0000% | $5000.00           | $4487.97           | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 31     | 2031-02-15      | 9.7500%  | 0.0000% | $3406000.00        | $3654862.23        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.2%26    | 2026-06-15      | 3.2000%  | 0.0000% | $2000.00           | $2014.48           | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 1.9%31      | 2031-01-28      | 1.9000%  | 0.0000% | $3000.00           | $2670.59           | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -A-20251 144A 28    | 2028-06-07      | 9.2700%  | 0.0000% | $10070000.00       | $10553360.00       | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 32       | 2032-03-15      | 2.9500%  | 0.0000% | $3000.00           | $2741.94           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 26       | 2026-10-05      | 3.2440%  | 0.0000% | $3000.00           | $3029.22           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019C 29    | 2029-08-01      | 2.8500%  | 0.0000% | $3000.00           | $2840.34           | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL31    | 2031-01-15      | 1.6500%  | 0.0000% | $23000.00          | $20197.30          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2796.73           | Corporate Debt Securities                         |
| SK HYNIX INC                   SR GLBL 144A 28     | 2028-01-17      | 6.3750%  | 0.0000% | $380000.00         | $397428.38         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 1.5%061526       | 2026-06-15      | 1.5000%  | 0.0000% | $2000.00           | $1996.47           | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 2.9%31      | 2031-11-15      | 2.9000%  | 0.0000% | $5000.00           | $4431.68           | Corporate Debt Securities                         |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT 29       | 2029-06-01      | 5.6250%  | 0.0000% | $218000.00         | $216862.04         | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT4.2%32    | 2032-04-15      | 4.2000%  | 0.0000% | $2000.00           | $1932.71           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%010831       | 2031-01-08      | 5.4000%  | 0.0000% | $4000.00           | $4122.28           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2932.83           | Corporate Debt Securities                         |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 8.8750%  | 0.0000% | $2000.00           | $1999.17           | Corporate Debt Securities                         |
| GNRM 2016-110 AC                                   | 2053-09-16      | 2.0500%  | 0.0000% | $62000.00          | $2446.98           | Agency Collateralized Mortgage Obligation         |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $857000.00         | $694999.39         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $1000.00           | $993.75            | Corporate Debt Securities                         |
| HYPATIA LIMITED                EXTND 144A 30       | 2030-04-08      | 14.0408% | 0.0000% | $5000000.00        | $5006950.11        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.5880%  | 0.0000% | $4000000.00        | $3098.69           | Asset-Backed Securities                           |
| ENACT HLDGS INC                SR GLBL NT 29       | 2029-05-28      | 6.2500%  | 0.0000% | $276000.00         | $289933.63         | Corporate Debt Securities                         |
| EL PASO NAT GAS CO             SR DEB 7.5%26       | 2026-11-15      | 7.5000%  | 0.0000% | $1000.00           | $1044.36           | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD3.2%27    | 2027-01-15      | 3.2000%  | 0.0000% | $4000.00           | $3998.46           | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR GLBL 144A 28     | 2028-04-15      | 4.3750%  | 0.0000% | $50000.00          | $49910.18          | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $896.25            | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.1%29    | 2029-11-15      | 3.1000%  | 0.0000% | $4000.00           | $3811.40           | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 30       | 2030-10-15      | 4.1250%  | 0.0000% | $2000.00           | $1907.62           | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28    | 2028-03-15      | 4.2000%  | 0.0000% | $265000.00         | $262873.82         | Corporate Debt Securities                         |
| CNH EQUIPMENT TR 2022-A        A-3    20270715 2.9 | 2027-07-15      | 2.9400%  | 0.0000% | $110000.00         | $859.09            | Asset-Backed Securities                           |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55    | 2055-02-15      | 6.8500%  | 0.0000% | $6300000.00        | $6615773.50        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $73000.00          | $72100.80          | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $2584000.00        | $2593422.99        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT3.6%32    | 2032-04-07      | 3.6000%  | 0.0000% | $2000.00           | $1902.12           | Corporate Debt Securities                         |
| CONOCOPHILLIPS CDA FDG CO II   SR NT 5.95%36       | 2036-10-15      | 5.9500%  | 0.0000% | $2000.00           | $2174.51           | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II 77       | 2077-07-15      | 5.5000%  | 0.0000% | $170000.00         | $170324.89         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL LLL BD41    | 2041-11-15      | 3.9500%  | 0.0000% | $3000.00           | $2479.21           | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL 144A 31     | 2031-03-18      | 4.3750%  | 0.0000% | $5000000.00        | $4518099.31        | Corporate Debt Securities                         |
| IQVIA INC                      SR SEC GLBL NT29    | 2029-02-01      | 6.2500%  | 0.0000% | $6000.00           | $6278.08           | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 32     | 2032-06-19      | 4.7500%  | 0.0000% | $2482000.00        | $1960056.08        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD 35       | 2035-07-15      | 5.2500%  | 0.0000% | $4000.00           | $4051.53           | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $935000.00         | $893850.65         | Corporate Debt Securities                         |
| LSF12 HELIX PARENT LLC         SR SEC GLBL 33      | 2033-02-01      | 7.1250%  | 0.0000% | $592000.00         | $577018.45         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $14666000.00       | $9570673.10        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 4.6%52     | 2052-06-01      | 4.6000%  | 0.0000% | $5000.00           | $4177.52           | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.0600%  | 0.0000% | $9250000.00        | $9443325.00        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 26       | 2026-06-15      | 2.4500%  | 0.0000% | $4000.00           | $4013.10           | Corporate Debt Securities                         |
| STONEBRIAR ABF ISSUER LLC      SR 144A NT 30       | 2030-12-15      | 8.1250%  | 0.0000% | $75000.00          | $79557.77          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-09-17      | 1.6500%  | 0.0000% | $4000.00           | $3951.41           | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN GLBL NT35    | 2035-02-26      | 5.8750%  | 0.0000% | $9000.00           | $9299.00           | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $59000.00          | $58970.27          | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 33     | 2033-08-01      | 6.2500%  | 0.0000% | $3605000.00        | $3562737.38        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT3.7%28    | 2028-04-01      | 3.7000%  | 0.0000% | $3000.00           | $3010.89           | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL REGS 31     | 2031-10-15      | 7.7500%  | 0.0000% | $1165000.00        | $1260490.52        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $5000.00           | $4637.99           | Corporate Debt Securities                         |
| HERITAGE PETE CO LTD           GLBL REGS NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $3131000.00        | $3237046.97        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    GLBL REGS NT 28     | 2028-01-27      | 5.9990%  | 0.0000% | $233000.00         | $238561.30         | Corporate Debt Securities                         |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $71000.00          | $73451.47          | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL REGS 29     | 2029-02-15      | 3.2500%  | 0.0000% | $11000.00          | $11034.57          | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL 29      | 2029-04-15      | 6.8750%  | 0.0000% | $4285000.00        | $2021240.45        | Corporate Debt Securities                         |
| PUGET ENERGY INC               JR SB 144A NT 56    | 2056-09-15      | 7.0000%  | 0.0000% | $1500000.00        | $1482296.67        | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL REGS 30     | 2030-09-15      | 7.8750%  | 0.0000% | $50000.00          | $51037.00          | Corporate Debt Securities                         |
| BBVA MEXICO S A INS            FR 7.625%021135     | 2035-02-11      | 7.6250%  | 0.0000% | $2108000.00        | $2178281.31        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 27     | 2027-09-15      | 4.8750%  | 0.0000% | $360000.00         | $358972.80         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $2000.00           | $1843.47           | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL NT 26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1335.61           | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 31     | 2031-12-01      | 4.6250%  | 0.0000% | $3571000.00        | $3377547.03        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-10-15      | 6.5000%  | 0.0000% | $3000.00           | $3116.02           | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR GLBL REGS 31     | 2031-05-18      | 8.1250%  | 0.0000% | $6402000.00        | $6723555.57        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $7402000.00        | $7205378.21        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 EXT-AAA 144A 32     | 2032-07-07      | 7.8100%  | 0.0000% | $5855000.00        | $5809331.00        | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $2000.00           | $1415.99           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $6003000.00        | $4116467.21        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 32     | 2032-07-15      | 5.6250%  | 0.0000% | $5000.00           | $4881.27           | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 30     | 2030-07-15      | 5.2500%  | 0.0000% | $3000.00           | $2931.64           | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL REGS 32     | 2032-08-15      | 6.6250%  | 0.0000% | $100000.00         | $102084.53         | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2169.74           | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $364.00            | $379.15            | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-1     A      20300815 4.0 | 2030-08-15      | 4.0000%  | 0.0000% | $5000.00           | $2761.64           | Asset-Backed Securities                           |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30    | 2030-12-15      | 4.9000%  | 0.0000% | $4000.00           | $4052.43           | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 51       | 2051-10-01      | 2.9500%  | 0.0000% | $5000.00           | $3235.85           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 27       | 2027-08-22      | 3.1500%  | 0.0000% | $4000.00           | $3963.61           | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $4440000.00        | $3365073.53        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.6%26    | 2026-08-19      | 2.6000%  | 0.0000% | $2000.00           | $1992.65           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SUB GLBL NT 33      | 2033-05-26      | 4.9890%  | 0.0000% | $3000.00           | $3025.72           | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $40210000.00       | $28307326.21       | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 14.7866% | 0.0000% | $5250000.00        | $5535600.00        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $2000.00           | $2134.08           | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT1.3%27    | 2027-08-21      | 1.3000%  | 0.0000% | $2000.00           | $1916.85           | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28       | 2028-04-01      | 4.2500%  | 0.0000% | $4000.00           | $4028.96           | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1899000.00        | $1878823.12        | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 50    | 2050-06-01      | 4.7500%  | 0.0000% | $1033000.00        | $1014171.85        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $3646000.00        | $1383361.27        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 4.508%27    | 2027-09-11      | 4.5080%  | 0.0000% | $3000.00           | $3008.11           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 5.8180%  | 0.0000% | $3000000.00        | $2939.02           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 4.4530%  | 0.0000% | $4000000.00        | $3008.69           | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT4.1%47    | 2047-05-11      | 4.1000%  | 0.0000% | $250000.00         | $189423.61         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-09-15      | 4.8750%  | 0.0000% | $24986000.00       | $24219596.09       | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $345000.00         | $350037.00         | Corporate Debt Securities                         |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.1130%  | 0.0000% | $338000.00         | $1635.03           | Asset-Backed Securities                           |
| NISSAN MTR ACCEP CO LLC        FR 5.55%091329      | 2029-09-13      | 5.5500%  | 0.0000% | $3175000.00        | $3060874.62        | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $137159.15         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 4.4080%  | 0.0000% | $4999999.00        | $3723.36           | Asset-Backed Securities                           |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $131000.00         | $129988.17         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $2000.00           | $2048.08           | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR NT 5.75%28       | 2028-06-01      | 5.7500%  | 0.0000% | $876000.00         | $905597.12         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 4.9930%  | 0.0000% | $3981000.00        | $3352.69           | Asset-Backed Securities                           |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $5749000.00        | $5432844.92        | Corporate Debt Securities                         |
| Fannie Mae                                         | 2042-09-25      | 4.1317%  | 0.0000% | $99998.00          | $1500.23           | Agency Collateralized Mortgage Obligation         |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $1700000.00        | $1565492.22        | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2843.11           | Corporate Debt Securities                         |
| CINCINNATI BELL TEL CO MTN BE  SR GLBL DB6.3%28    | 2028-12-01      | 6.3000%  | 0.0000% | $83000.00          | $85988.00          | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $1016.00           | $1816.61           | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 31       | 2031-02-15      | 7.1250%  | 0.0000% | $1000.00           | $1053.24           | Corporate Debt Securities                         |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $666.64            | Asset-Backed Securities                           |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35       | 2035-06-01      | 6.1890%  | 0.0000% | $3000.00           | $3127.02           | Corporate Debt Securities                         |
| BLACKROCK INC                  SR GLBL NT3.2%27    | 2027-03-15      | 3.2000%  | 0.0000% | $5000.00           | $4964.46           | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL 144A 29     | 2029-06-27      | 8.5000%  | 0.0000% | $500000.00         | $526897.22         | Corporate Debt Securities                         |
| WINNEBAGO INDS INC             1LIEN GLBL 28       | 2028-07-15      | 6.2500%  | 0.0000% | $54000.00          | $54496.50          | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $6024000.00        | $5938860.80        | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL REGS 29     | 2029-07-15      | 4.0000%  | 0.0000% | $218000.00         | $192320.57         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.75%54     | 2054-06-28      | 5.7500%  | 0.0000% | $3000.00           | $2866.36           | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $309.00            | $287.43            | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -L NT 48    | 2048-02-01      | 3.8500%  | 0.0000% | $5000.00           | $3657.88           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022A 32    | 2032-02-01      | 2.7500%  | 0.0000% | $1000.00           | $892.71            | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.2700% | 0.0000% | $3007000.00        | $3038573.50        | Corporate Debt Securities                         |
| M & T BK CORP                  FR 7.413%103029     | 2029-10-30      | 7.4130%  | 0.0000% | $3000.00           | $3291.08           | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4882.62           | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $41877000.00       | $41677339.77       | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36       | 2036-01-10      | 6.2500%  | 0.0000% | $30700000.00       | $30361148.75       | Corporate Debt Securities                         |
| GOLDEN BEAR RE LTD             SR VR 144A BD 29    | 2029-01-08      | 13.4292% | 0.0000% | $37550000.00       | $38177085.00       | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $4000.00           | $2154.23           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            SR GLBL NT 47       | 2047-12-07      | 3.9050%  | 0.0000% | $3000.00           | $2284.76           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.74           | Corporate Debt Securities                         |
| ZOETIS INC                     SR NT 4.7%43        | 2043-02-01      | 4.7000%  | 0.0000% | $5000.00           | $4471.07           | Corporate Debt Securities                         |
| TOPANGA RE LIMITED             SR CL B 144A 30     | 2030-01-07      | 9.3100%  | 0.0000% | $3250000.00        | $3232125.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.5082%  | 0.0000% | $9705000.00        | $4071.71           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $698999.00         | $3851.92           | Private Label Collateralized Mortgage Obligations |
| TRANSALTA CORP                 SR GLBL NT 34       | 2034-02-01      | 5.8750%  | 0.0000% | $1632000.00        | $1630557.72        | Corporate Debt Securities                         |
| 3264 RE LTD                    -B-20253 144A 29    | 2029-01-08      | 9.5408%  | 0.0000% | $4500000.00        | $4470300.00        | Corporate Debt Securities                         |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 6.5200%  | 0.0000% | $9000000.00        | $9082800.00        | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $4461.54           | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            SR GLBL NT 28       | 2028-06-15      | 4.9500%  | 0.0000% | $3000.00           | $3070.39           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      3.815%27            | 2027-11-02      | 3.8150%  | 0.0000% | $507000.00         | $504784.34         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $2539.15           | Asset-Backed Securities                           |
| FOX CORP                       GLBL NT 3.5%30      | 2030-04-08      | 3.5000%  | 0.0000% | $4000.00           | $3897.96           | Corporate Debt Securities                         |
| FLUTTER TREAS DAC              SR SEC GLBL 31      | 2031-06-04      | 5.8750%  | 0.0000% | $550000.00         | $554834.65         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-10-23      | 5.0160%  | 0.0000% | $3000.00           | $2996.29           | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $2400000.00        | $2402664.67        | Corporate Debt Securities                         |
| JP  MORGAN MORTGAGE TR 2019-7  A-11   20500225 FLT | 2050-02-25      | 4.6930%  | 0.0000% | $44355.00          | $3629.56           | Private Label Collateralized Mortgage Obligations |
| GRAFTECH FINANCE INC           SR SEC GLBL 29      | 2029-12-23      | 4.6250%  | 0.0000% | $2000.00           | $1133.56           | Corporate Debt Securities                         |
| GNRM 2014-003 GL                                   | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $817.73            | Agency Collateralized Mortgage Obligation         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 27       | 2027-08-15      | 5.2500%  | 0.0000% | $2000.00           | $1793.42           | Corporate Debt Securities                         |
| ILLUMINA INC                   SR GLBL NT 31       | 2031-03-23      | 2.5500%  | 0.0000% | $5000.00           | $4462.33           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 27       | 2027-03-03      | 2.9500%  | 0.0000% | $5000.00           | $4964.32           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $8192000.00        | $7638457.46        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 30       | 2030-04-06      | 2.7500%  | 0.0000% | $3000.00           | $2862.14           | Corporate Debt Securities                         |
| ANDREW W MELLON FNDTN          SR -2020 BD 27      | 2027-08-01      | 0.9470%  | 0.0000% | $5000.00           | $4807.74           | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 29       | 2029-06-01      | 4.3500%  | 0.0000% | $9000.00           | $9140.67           | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $3100000.00        | $3027621.89        | Corporate Debt Securities                         |
| ANTERO RESOURCES CORP          SR GLBL NT5.4%36    | 2036-02-01      | 5.4000%  | 0.0000% | $17794000.00       | $17550400.14       | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $4000.00           | $4241.98           | Corporate Debt Securities                         |
| APLD COMPUTECO 2 LLC           SR SEC GLBL 31      | 2031-03-15      | 6.7500%  | 0.0000% | $17923000.00       | $17659845.55       | Corporate Debt Securities                         |
| CARS COM INC                   SR GLBL 144A 28     | 2028-11-01      | 6.3750%  | 0.0000% | $220000.00         | $219320.75         | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.55              | Asset-Backed Securities                           |
| CWHEQ REVOLVING HEQ 2006-D     2-A    20360515 FLT | 2036-05-15      | 3.9870%  | 0.0000% | $587000.00         | $4091.43           | Asset-Backed Securities                           |
| BAT CAPITAL CORP               GLBL NT 6%34        | 2034-02-20      | 6.0000%  | 0.0000% | $3000.00           | $3178.42           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 6.75%27      | 2027-12-15      | 6.7500%  | 0.0000% | $2000.00           | $2114.49           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 5.375%35     | 2035-09-15      | 5.3750%  | 0.0000% | $1000.00           | $1030.68           | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34     | 2034-07-01      | 5.7500%  | 0.0000% | $3263000.00        | $3249630.76        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26    | 2026-10-02      | 4.8995%  | 0.0000% | $2000.00           | $2030.02           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-05-24      | 4.6580%  | 0.0000% | $1000.00           | $1017.68           | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR 1LIEN GLBL 26       | 2026-05-15      | 5.7500%  | 0.0000% | $3558000.00        | $3617497.67        | Corporate Debt Securities                         |
| MONTOYA RE LTD                 GLBL-A 144A 30      | 2030-04-09      | 8.9293%  | 0.0000% | $5000000.00        | $4973000.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $987.65            | Private Label Collateralized Mortgage Obligations |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4293.13           | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 27       | 2027-06-15      | 6.8750%  | 0.0000% | $96000.00          | $98568.29          | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 7.5500%  | 0.0000% | $10555000.00       | $10717547.00       | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR NT 6.196%29      | 2029-11-17      | 6.1960%  | 0.0000% | $2000.00           | $2131.67           | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $206000.00         | $206515.83         | Corporate Debt Securities                         |
| KEYCORP                        FR 5.305%012837     | 2037-01-28      | 5.3050%  | 0.0000% | $3000.00           | $2952.19           | Corporate Debt Securities                         |
| SANDERS RE IV LTD              -A-1 VAR 144A 30    | 2030-04-08      | 7.0400%  | 0.0000% | $8000000.00        | $7988000.00        | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 34    | 2034-11-21      | 6.1230%  | 0.0000% | $4000.00           | $4300.64           | Corporate Debt Securities                         |
| GRAHAM HLDGS CO                SR GLBL 144A 33     | 2033-12-01      | 5.6250%  | 0.0000% | $3449000.00        | $3410694.54        | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT 27       | 2027-11-15      | 4.0500%  | 0.0000% | $4000.00           | $4032.44           | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $8762000.00        | $8790099.25        | Corporate Debt Securities                         |
| Freddie Mac                                        | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $360.63            | Agency Collateralized Mortgage Obligation         |
| FOUR LAKES RE LTD              EXT SR-A 144A 33    | 2033-01-10      | 6.8100%  | 0.0000% | $3050000.00        | $3031090.00        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.303%29    | 2029-09-06      | 5.3030%  | 0.0000% | $3386000.00        | $3368029.28        | Corporate Debt Securities                         |
| ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34          | 2034-07-15      | 7.0000%  | 0.0000% | $1000.00           | $1113.75           | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT2.5%31    | 2031-03-01      | 2.5000%  | 0.0000% | $4000.00           | $3361.17           | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 53       | 2053-10-15      | 6.2500%  | 0.0000% | $163000.00         | $175008.12         | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $1196000.00        | $1159939.60        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27      | 2027-09-11      | 4.5783%  | 0.0000% | $2000.00           | $2006.62           | Corporate Debt Securities                         |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29       | 2029-06-15      | 7.2500%  | 0.0000% | $10100000.00       | $7383879.94        | Corporate Debt Securities                         |
| CENTRAL AMER BOTTLING CORP / C SR GLBL 144A 29     | 2029-04-27      | 5.2500%  | 0.0000% | $300000.00         | $298976.50         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.511%060431     | 2031-06-04      | 5.5110%  | 0.0000% | $2000.00           | $2105.98           | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC 144A NT29    | 2029-12-01      | 3.7500%  | 0.0000% | $808000.00         | $776237.52         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR REGS NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $100000.00         | $100310.50         | Corporate Debt Securities                         |
| WELLS FARGO & CO               EXT JR SB GLBL86    | 2086-12-01      | 5.9500%  | 0.0000% | $270000.00         | $281199.45         | Corporate Debt Securities                         |
| RALPH LAUREN CORP              SR GLBL NT 5%32     | 2032-06-15      | 5.0000%  | 0.0000% | $2000.00           | $2050.78           | Corporate Debt Securities                         |
| WEST TECHNOLOGY GROUP LLC      SR 144A NT8.5%27    | 2027-04-10      | 8.5000%  | 0.0000% | $25000.00          | $3696.88           | Corporate Debt Securities                         |
| PURPLE RE LTD                  -A-20261 144A 29    | 2029-06-07      | 6.0600%  | 0.0000% | $7000000.00        | $6989500.00        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $5000.00           | $4986.93           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4174.04           | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33       | 2033-10-01      | 7.1500%  | 0.0000% | $3000.00           | $3324.39           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $2000.00           | $2094.26           | Corporate Debt Securities                         |
| TEXAS HEALTH RES               SR SEC 2020 BD50    | 2050-11-15      | 2.3280%  | 0.0000% | $3000.00           | $1696.06           | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A VR 144A NT 29    | 2029-07-06      | 5.5600%  | 0.0000% | $1500000.00        | $1498500.00        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT1.9%27    | 2027-02-01      | 1.9000%  | 0.0000% | $2000.00           | $1972.87           | Corporate Debt Securities                         |
| PROGRESS ENERGY INC            SR GLBL NT 7%31     | 2031-10-30      | 7.0000%  | 0.0000% | $4000.00           | $4500.51           | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC 144A NT32    | 2032-01-15      | 5.0000%  | 0.0000% | $1730000.00        | $1495819.51        | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 5%49     | 2049-05-20      | 5.0000%  | 0.0000% | $5000.00           | $4330.02           | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $25461000.00       | $24065906.94       | Corporate Debt Securities                         |
| LXP INDUSTRIAL TRUST           SR GLBL NT 31       | 2031-10-01      | 2.3750%  | 0.0000% | $3000.00           | $2631.11           | Corporate Debt Securities                         |
| SOUTH JERSEY INDS INC          JR SB A NT3.7%31    | 2031-04-15      | 5.0200%  | 0.0000% | $13000.00          | $11365.78          | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL 144A 28     | 2028-02-01      | 4.6250%  | 0.0000% | $470000.00         | $472917.92         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.55%012833      | 2033-01-28      | 4.5500%  | 0.0000% | $5000.00           | $4949.46           | Corporate Debt Securities                         |
| NISOURCE INC                   JR SB GLBL NT 54    | 2054-11-30      | 6.9500%  | 0.0000% | $88000.00          | $91935.07          | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2968.91           | 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 |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1036.96           | Corporate Debt Securities                         |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 54     | 2054-02-01      | 5.6250%  | 0.0000% | $2000.00           | $1912.11           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            NT 4.45%33          | 2033-03-01      | 4.4500%  | 0.0000% | $4000.00           | $3925.51           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $1000.00           | $1110.88           | 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                           |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $1343.00           | $1390.75           | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26    | 2026-08-01      | 3.5000%  | 0.0000% | $4000.00           | $4009.61           | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR NT   6.875%31    | 2031-11-15      | 6.8750%  | 0.0000% | $289000.00         | $315007.75         | Corporate Debt Securities                         |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $5000000.00        | $5243750.00        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $2000.00           | $2127.74           | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 6.8750%  | 0.0000% | $4000.00           | $4074.15           | Corporate Debt Securities                         |
| NSTAR ELEC CO                  GLBL DEB 4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $270000.00         | $238639.50         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 4.8430%  | 0.0000% | $4078000.00        | $3332.43           | Asset-Backed Securities                           |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL NT 29       | 2029-01-15      | 6.8750%  | 0.0000% | $1153000.00        | $1169930.52        | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 3.9730%  | 0.0000% | $300000.00         | $848.44            | Asset-Backed Securities                           |
| MEADOWS LTD                    -A-20251 144A 29    | 2029-12-07      | 15.9292% | 0.0000% | $4750000.00        | $4619375.00        | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $1594000.00        | $1595413.79        | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 30       | 2030-05-20      | 2.1500%  | 0.0000% | $5000.00           | $4606.47           | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $100000.00         | $99253.19          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             SR SEC GLBL 29      | 2029-01-18      | 2.7000%  | 0.0000% | $4000.00           | $3812.62           | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.4061%  | 0.0000% | $3000.00           | $3014.61           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 29     | 2029-02-15      | 4.5000%  | 0.0000% | $2401000.00        | $2327457.37        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-10-21      | 4.5867%  | 0.0000% | $4000.00           | $4043.86           | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $8162.00           | $2241.15           | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT7.5%29    | 2029-06-15      | 7.5000%  | 0.0000% | $1565000.00        | $1611579.62        | Corporate Debt Securities                         |
| LD CELULOSE INTERNATIONAL GMBH SR SEC GLBL 32      | 2032-01-26      | 7.9500%  | 0.0000% | $475000.00         | $495108.73         | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT5.5%53    | 2053-09-15      | 5.5000%  | 0.0000% | $2000.00           | $1835.33           | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-01-15      | 4.6250%  | 0.0000% | $643000.00         | $635434.39         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28       | 2028-12-01      | 3.9500%  | 0.0000% | $304000.00         | $308819.55         | Corporate Debt Securities                         |
| IMPAC CMB TR 2004-8            1-A    20341025 FLT | 2034-10-25      | 4.5130%  | 0.0000% | $2300000.00        | $2492.39           | Private Label Collateralized Mortgage Obligations |
| TITAN INTL INC ILL             SR SEC GLBL NT28    | 2028-04-30      | 7.0000%  | 0.0000% | $52000.00          | $53344.55          | Corporate Debt Securities                         |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 6.4293%  | 0.0000% | $3940000.00        | $4003040.00        | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 9.8100%  | 0.0000% | $607000.00         | $634557.80         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT4.4%28    | 2028-06-15      | 4.4000%  | 0.0000% | $3000.00           | $3036.26           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $29563000.00       | $26837587.03       | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.4430%  | 0.0000% | $5000000.00        | $4585.86           | Asset-Backed Securities                           |
| FOUR LAKES RE LTD              EXTND-A 144A 31     | 2031-01-07      | 9.3600%  | 0.0000% | $2920000.00        | $2961464.00        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 30     | 2030-03-15      | 5.8750%  | 0.0000% | $1836000.00        | $1838499.00        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5600%  | 0.0000% | $12700000.00       | $12680950.00       | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 42       | 2042-08-21      | 3.8750%  | 0.0000% | $35000.00          | $28137.74          | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL HOLDINGS US  SR GLBL 144A 34     | 2034-02-01      | 5.5000%  | 0.0000% | $6243000.00        | $6141041.40        | Corporate Debt Securities                         |
| KIRBY CORP                     SR GLBL NT4.2%28    | 2028-03-01      | 4.2000%  | 0.0000% | $5000.00           | $4980.85           | Corporate Debt Securities                         |
| KENNAMETAL INC                 SR GLBL NT2.8%31    | 2031-03-01      | 2.8000%  | 0.0000% | $4000.00           | $3611.61           | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLC            SR GLBL 144A 35     | 2035-10-01      | 6.7500%  | 0.0000% | $3364000.00        | $3532654.14        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $3083000.00        | $3006649.50        | Corporate Debt Securities                         |

### Security 700: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8M3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG8M3
- **C.18 - Value (incl. sponsor support):** $8880000000.00
- **C.18.a - Value (excl. sponsor support):** $8880000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 BW8884 C     | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $339496.93         | Agency Mortgage-Backed Securities |
| GNII SF DN0128 C     | 2055-11-20      | 5.5000%  | 0.0000% | $653672.00         | $660682.41         | Agency Mortgage-Backed Securities |
| GNII SF DN6356 C     | 2056-01-20      | 5.5000%  | 0.0000% | $35864384.00       | $36494517.87       | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $1481188.89        | Agency Mortgage-Backed Securities |
| GNII SF DG3522 C     | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1383912.01        | Agency Mortgage-Backed Securities |
| GNII SF BX2406 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $485805.37         | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $245644.96         | Agency Mortgage-Backed Securities |
| GNII SF BY9474 C     | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $689580.64         | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $1393371.22        | Agency Mortgage-Backed Securities |
| GNII SF DG2299 C     | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $20920389.84       | Agency Mortgage-Backed Securities |
| GNII SF DM8576 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3654320.00        | $3750580.93        | Agency Mortgage-Backed Securities |
| GNII SF DM3055 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1042874.00        | $1102101.13        | Agency Mortgage-Backed Securities |
| GNII SF DF9107 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1299572.00        | $1359590.59        | Agency Mortgage-Backed Securities |
| GNII SF DH1568 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $1454357.01        | Agency Mortgage-Backed Securities |
| GNII ET DN9887 C     | 2065-08-20      | 4.0000%  | 0.0000% | $230735.00         | $216597.49         | Agency Mortgage-Backed Securities |
| GNII SF DP7412 C     | 2056-02-20      | 5.5000%  | 0.0000% | $12115024.00       | $12321989.82       | Agency Mortgage-Backed Securities |
| GNII ET DN9882 C     | 2065-08-20      | 4.0000%  | 0.0000% | $694223.00         | $645074.84         | Agency Mortgage-Backed Securities |
| GNII RG CI8117 C     | 2049-12-20      | 5.5000%  | 0.0000% | $2851576.00        | $1495737.32        | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1132115.33        | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $775136.74         | Agency Mortgage-Backed Securities |
| GNII SF DM7863 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1310592.00        | $1375185.12        | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6462562.37        | Agency Mortgage-Backed Securities |
| GNII SF DP7935 C     | 2056-02-20      | 6.0000%  | 0.0000% | $3027140.00        | $3159113.73        | Agency Mortgage-Backed Securities |
| GNII ET DQ0863 C     | 2066-01-20      | 4.0000%  | 0.0000% | $199376.00         | $187584.09         | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1181944.49        | Agency Mortgage-Backed Securities |
| GNII SF CC9830 C     | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $48758.20          | Agency Mortgage-Backed Securities |
| GNII SF BW4478 C     | 2035-10-20      | 5.0000%  | 0.0000% | $3450468.00        | $880718.07         | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $750345.64         | Agency Mortgage-Backed Securities |
| GNII JM MA4290 M     | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $67821.94          | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $963048.54         | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $13137776.00       | $10465139.24       | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M     | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $43686.08          | Agency Mortgage-Backed Securities |
| GNII SF DI0829 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1110207.99        | Agency Mortgage-Backed Securities |
| GNII SF MB0938 M     | 2056-01-20      | 6.0000%  | 0.0000% | $158652160.00      | $162445636.38      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4915 | 2056-01-01      | 4.5000%  | 0.0000% | $1560806.00        | $1510398.39        | Agency Mortgage-Backed Securities |
| GNII SF DI1930 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1190582.16        | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $252206592.00      | $249999763.90      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4946 | 2056-01-01      | 6.0000%  | 0.0000% | $1463304.00        | $1533174.40        | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $10569809.66       | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $246561.43         | Agency Mortgage-Backed Securities |
| GNII SF MA7943 M     | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $195702.44         | Agency Mortgage-Backed Securities |
| GNPL PN CM1224       | 2064-06-15      | 2.7800%  | 0.0000% | $623597.00         | $531321.38         | Agency Mortgage-Backed Securities |
| GNII SF BP5506 C     | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $721397.25         | Agency Mortgage-Backed Securities |
| GNII SF MB0936 M     | 2056-02-20      | 5.0000%  | 0.0000% | $48279168.00       | $47877684.84       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5339 | 2056-02-01      | 5.5000%  | 0.0000% | $5061824.00        | $5140916.13        | Agency Mortgage-Backed Securities |
| GNII SF BW8882 C     | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $989292.25         | Agency Mortgage-Backed Securities |
| GNII ET DO0253 C     | 2059-10-20      | 3.0000%  | 0.0000% | $127385.00         | $111905.67         | Agency Mortgage-Backed Securities |
| GNII SF MA8245 M     | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $240619.41         | Agency Mortgage-Backed Securities |
| GNPL PN CL4456       | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $965452.20         | Agency Mortgage-Backed Securities |
| GNII SF MB0626 M     | 2055-09-20      | 7.0000%  | 0.0000% | $3726540.00        | $3739881.15        | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $598568.70         | Agency Mortgage-Backed Securities |
| GNAR AF MA8110 M     | 2052-06-20      | 2.5000%  | 0.0000% | $11575120.00       | $7980362.29        | Agency Mortgage-Backed Securities |
| GNII ET DO0457 C     | 2065-11-20      | 6.5000%  | 0.0000% | $6487160.00        | $6070227.04        | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $22747360.00       | $20877193.49       | Agency Mortgage-Backed Securities |
| GNAR AT MA4798 M     | 2047-10-20      | 5.1250%  | 0.0000% | $3000000.00        | $198167.06         | Agency Mortgage-Backed Securities |
| GNMI SF AD9004 X     | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $47891.64          | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $5777000.00        | $3692145.90        | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $31659.98          | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3934624.00        | $3157385.16        | Agency Mortgage-Backed Securities |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $173396736.00      | $177908167.05      | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6628000.00        | $659120.22         | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4179832.01        | Agency Mortgage-Backed Securities |
| GNII ET DL1369 C     | 2065-08-20      | 6.5000%  | 0.0000% | $3961916.00        | $4010390.99        | Agency Mortgage-Backed Securities |
| GNII SF DI7929 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $866845.41         | Agency Mortgage-Backed Securities |
| GNII SF DL3556 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1322714.00        | $1386584.90        | Agency Mortgage-Backed Securities |
| GNII ET DO0018 C     | 2065-10-20      | 6.0000%  | 0.0000% | $4081960.00        | $4182677.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1363504.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $24326.79          | Agency Mortgage-Backed Securities |
| GNAR AF MB0825 M     | 2055-12-20      | 5.0000%  | 0.0000% | $492204.00         | $494616.30         | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1336119.58        | Agency Mortgage-Backed Securities |
| GNII SP 784670 C     | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2375373.63        | Agency Mortgage-Backed Securities |
| GNII SF DK5132 C     | 2055-06-20      | 5.0000%  | 0.0000% | $6423352.00        | $6337412.23        | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1724068.34        | Agency Mortgage-Backed Securities |
| GNPL PN DK6739       | 2060-09-15      | 5.5800%  | 0.0000% | $6500000.00        | $6709709.02        | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1161873.26        | Agency Mortgage-Backed Securities |
| GNII SF DI5722 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2103998.05        | Agency Mortgage-Backed Securities |
| GNII SF DK6721 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2168268.52        | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $897879.87         | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1573454.00        | $1643185.18        | Agency Mortgage-Backed Securities |
| GNII ET DQ6621 C     | 2066-02-20      | 6.0000%  | 0.0000% | $1494602.00        | $1534143.19        | Agency Mortgage-Backed Securities |
| GNII ET DK1889 C     | 2065-05-20      | 6.5000%  | 0.0000% | $2466468.00        | $2333552.31        | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1100127.78        | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1103245.62        | Agency Mortgage-Backed Securities |
| GNII SF DK4957 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1171414.87        | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $399776.73         | Agency Mortgage-Backed Securities |
| GNII SF DJ9125 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $8291711.17        | Agency Mortgage-Backed Securities |
| GNII SF DK7589 C     | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $17933292.23       | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $276521472.00      | $215940489.89      | Agency Mortgage-Backed Securities |
| GNII SF CC9828 C     | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $71165.50          | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M     | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $85679.67          | Agency Mortgage-Backed Securities |
| GNII ET DO5982 C     | 2065-11-20      | 3.5000%  | 0.0000% | $941191.00         | $855970.97         | Agency Mortgage-Backed Securities |
| GNII SF DO5369 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1100120.00        | $1130069.71        | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $28077237.83       | Agency Mortgage-Backed Securities |
| GNII SF DI4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1618376.00        | $1711129.95        | Agency Mortgage-Backed Securities |
| GNII SF DO3754 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3621196.00        | $3597411.09        | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3407554.58        | Agency Mortgage-Backed Securities |
| GNII SF DO2099 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1339350.00        | $1389166.02        | Agency Mortgage-Backed Securities |
| GNAR AT MB0759 M     | 2055-11-20      | 3.0000%  | 0.0000% | $359484.00         | $347416.38         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1097435.10        | Agency Mortgage-Backed Securities |
| GNII SF DK0382 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $820688.23         | Agency Mortgage-Backed Securities |
| GNII SF DK2909 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1079656.18        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0343       | 2060-10-15      | 5.7000%  | 0.0000% | $3604600.00        | $3770867.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0528 | 2055-03-01      | 6.0000%  | 0.0000% | $1965000.00        | $1493827.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4422 | 2055-04-01      | 6.0000%  | 0.0000% | $35635328.00       | $29441978.44       | Agency Mortgage-Backed Securities |
| GNII SF DJ8369 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1681628.49        | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $3193758.96        | Agency Mortgage-Backed Securities |
| GNII SF DJ5308 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1795782.00        | $1874891.27        | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1427497.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ9322 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1338691.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3660345.61        | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $93762.21          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3573 | 2055-02-01      | 6.5000%  | 0.0000% | $3300000.00        | $3195172.51        | Agency Mortgage-Backed Securities |
| GNII SF MA1265 M     | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $5337.92           | Agency Mortgage-Backed Securities |
| GNII SF DK0076 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1023740.00        | $1071954.75        | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $50556.70          | Agency Mortgage-Backed Securities |
| GNII SF MA5714 M     | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $113507.88         | Agency Mortgage-Backed Securities |
| GNII SF DK4965 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2236684.00        | $2076136.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0652 | 2054-12-01      | 5.0000%  | 0.0000% | $3896472.00        | $2992600.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2667 | 2054-10-01      | 5.5000%  | 0.0000% | $1391900.00        | $1172773.88        | Agency Mortgage-Backed Securities |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $205030.57         | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $62650304.00       | $6044485.19        | Agency Mortgage-Backed Securities |
| GNII SF MA1839 M     | 2044-04-20      | 4.0000%  | 0.0000% | $1125000.00        | $64611.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $24507680.00       | $14755055.67       | Agency Mortgage-Backed Securities |
| GNII SF AB7500 C     | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6350.03           | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $606520.48         | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $165865.38         | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1235333.94        | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $26811.23          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0083 | 2055-08-01      | 6.5000%  | 0.0000% | $1200956.00        | $1260706.70        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4962 | 2055-10-01      | 7.0000%  | 0.0000% | $1797568.00        | $1891648.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3721 | 2055-05-01      | 6.0000%  | 0.0000% | $4702872.00        | $876702.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $6014800.00        | $4680760.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS7807 | 2038-11-01      | 3.5000%  | 0.0000% | $3146948.00        | $2234495.16        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6257 | 2055-10-01      | 7.0000%  | 0.0000% | $4964568.00        | $4649630.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6535 | 2055-10-01      | 6.0000%  | 0.0000% | $7350816.00        | $7502402.34        | Agency Mortgage-Backed Securities |
| GNCL CL CN0552       | 2065-06-15      | 6.2600%  | 0.0000% | $358662.00         | $379627.47         | Agency Mortgage-Backed Securities |
| GNPL LM CF7692       | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38189.71          | Agency Mortgage-Backed Securities |
| GNMI SF AD2411 X     | 2043-05-15      | 3.5000%  | 0.0000% | $461471.00         | $57982.88          | Agency Mortgage-Backed Securities |
| GNMI SF AD6341 X     | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $267605.03         | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1184317.10        | Agency Mortgage-Backed Securities |
| GNII SF BV8709 C     | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $355872.35         | Agency Mortgage-Backed Securities |
| GNII SF CM2446 C     | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $959910.99         | Agency Mortgage-Backed Securities |
| GNII SF AE5433 C     | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $500471.59         | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $457427.21         | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $23007179.73       | Agency Mortgage-Backed Securities |
| GNII SF DN5059 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4954604.20        | Agency Mortgage-Backed Securities |
| GNII SF DN0819 C     | 2055-10-20      | 6.0000%  | 0.0000% | $45287840.00       | $46193452.89       | Agency Mortgage-Backed Securities |
| GNII ET DN3710 C     | 2065-11-20      | 6.5000%  | 0.0000% | $20500000.00       | $21322656.18       | Agency Mortgage-Backed Securities |
| GNII SF DL9841 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1043642.00        | $1096038.10        | Agency Mortgage-Backed Securities |
| GNII SF DM7868 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2156776.53        | Agency Mortgage-Backed Securities |
| GNII SF DM6247 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4688030.00        | $4628007.23        | Agency Mortgage-Backed Securities |
| GNII ET DN4810 C     | 2065-09-20      | 2.0000%  | 0.0000% | $735284.00         | $568304.00         | Agency Mortgage-Backed Securities |
| GNPL PN DL7517       | 2060-12-15      | 4.7000%  | 0.0000% | $296400.00         | $290177.90         | Agency Mortgage-Backed Securities |
| GNII SF DN2122 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1043882.00        | $1036079.00        | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $363220.90         | Agency Mortgage-Backed Securities |
| GNII SF DM4244 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1797868.00        | $1869107.62        | Agency Mortgage-Backed Securities |
| GNII SF DM4281 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2093592.00        | $2188567.19        | Agency Mortgage-Backed Securities |
| GNII ET DL9724 C     | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $272409.07         | Agency Mortgage-Backed Securities |
| GNII SF DM4367 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2673384.00        | $2778556.59        | Agency Mortgage-Backed Securities |
| GNMI SF 590371 X     | 2032-07-15      | 6.5000%  | 0.0000% | $12247040.00       | $6685.46           | Agency Mortgage-Backed Securities |
| GNII ET DN3754 C     | 2065-11-20      | 6.5000%  | 0.0000% | $18200000.00       | $18925864.81       | Agency Mortgage-Backed Securities |
| GNII ET DH5131 C     | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $316567.95         | Agency Mortgage-Backed Securities |
| GNII SF DP6316 C     | 2056-01-20      | 5.0000%  | 0.0000% | $6313984.00        | $6272896.31        | Agency Mortgage-Backed Securities |
| GNII SF DN5841 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1547490.00        | $1641083.40        | Agency Mortgage-Backed Securities |
| GNII SF DN0581 C     | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $10647357.38       | Agency Mortgage-Backed Securities |
| GNII SF DN9273 C     | 2055-12-20      | 5.0000%  | 0.0000% | $6106216.00        | $6060587.23        | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $2525368.13        | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $572388.66         | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $489434.47         | Agency Mortgage-Backed Securities |
| GNII SF DP0662 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4569872.00        | $4538390.74        | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1130797.85        | Agency Mortgage-Backed Securities |
| GNII SF DG9214 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $1979671.67        | Agency Mortgage-Backed Securities |
| GNII SF DH4862 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2133440.35        | Agency Mortgage-Backed Securities |
| GNII SF DH2897 C     | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $949291.08         | Agency Mortgage-Backed Securities |
| GNII SF 004656 M     | 2040-03-20      | 4.0000%  | 0.0000% | $1125000.00        | $47089.49          | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10240026.54       | Agency Mortgage-Backed Securities |
| GNII SF DH4974 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1388775.15        | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $61582.74          | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $58455.75          | Agency Mortgage-Backed Securities |
| GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3079695.03        | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $365000.00         | $26498.86          | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $696793.96         | Agency Mortgage-Backed Securities |
| GNII ET DQ5722 C     | 2066-01-20      | 5.0000%  | 0.0000% | $410018.00         | $408352.10         | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M     | 2055-10-20      | 4.5000%  | 0.0000% | $236579840.00      | $226278376.34      | Agency Mortgage-Backed Securities |
| GNII SF DP4609 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1537682.00        | $1564205.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0285 M     | 2040-03-20      | 6.5000%  | 0.0000% | $164543.00         | $122535.89         | Agency Mortgage-Backed Securities |
| GNII SF DP4622 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1087688.00        | $1132312.35        | Agency Mortgage-Backed Securities |
| GNMI SF 778792 X     | 2042-01-15      | 3.5000%  | 0.0000% | $9500050.00        | $1261566.44        | Agency Mortgage-Backed Securities |
| GNII SF MA9577 M     | 2039-07-20      | 6.5000%  | 0.0000% | $35821.00          | $25046.63          | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $25234.93          | Agency Mortgage-Backed Securities |
| GNII SF DP4583 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1567250.00        | $1611607.78        | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $124760064.00      | $41734455.15       | Agency Mortgage-Backed Securities |
| GNII SF DP8730 C     | 2056-01-20      | 4.5000%  | 0.0000% | $3264712.00        | $3151949.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $9168480.00        | $6528695.03        | Agency Mortgage-Backed Securities |
| GNMI SF AC8420 X     | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10223.14          | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2130128.79        | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $473474.17         | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C     | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1906397.98        | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $111359.24         | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M     | 2042-12-20      | 3.5000%  | 0.0000% | $12089664.00       | $1086417.03        | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $110502.35         | Agency Mortgage-Backed Securities |
| GNII JM MA6855 M     | 2050-09-20      | 2.5000%  | 0.0000% | $7095000.00        | $2142468.94        | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $40541.09          | Agency Mortgage-Backed Securities |
| GNII ET DQ0237 C     | 2066-03-20      | 6.5000%  | 0.0000% | $5622144.00        | $5889947.34        | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $530131.93         | Agency Mortgage-Backed Securities |
| GNII JM MB0013 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2185337.05        | Agency Mortgage-Backed Securities |
| GNII ET DQ4391 C     | 2066-03-20      | 3.5000%  | 0.0000% | $100323.00         | $91473.68          | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $54943.00          | $56801.43          | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $1220156.00        | $638956.22         | Agency Mortgage-Backed Securities |
| GNMI SF BN0298 X     | 2049-08-15      | 2.5000%  | 0.0000% | $698478.00         | $423242.53         | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $17402505.14       | Agency Mortgage-Backed Securities |
| GNMI SF AA6305 X     | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6066.98           | Agency Mortgage-Backed Securities |
| GNII SF BA9845 C     | 2047-08-20      | 3.5000%  | 0.0000% | $2295680.00        | $1050811.49        | Agency Mortgage-Backed Securities |
| GNII ET DQ0558 C     | 2066-01-20      | 5.0000%  | 0.0000% | $295412.00         | $294393.32         | Agency Mortgage-Backed Securities |
| GNMI SF AA6300 X     | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $5887.84           | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $446782.58         | Agency Mortgage-Backed Securities |
| GNPL PN DM6441       | 2060-12-15      | 5.4000%  | 0.0000% | $392464.00         | $405100.77         | Agency Mortgage-Backed Securities |
| GNII ET DE2574 C     | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $3697884.63        | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1507916.83        | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1100261.40        | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22635.35          | Agency Mortgage-Backed Securities |
| GNCL CL CW0767       | 2066-04-15      | 5.8300%  | 0.0000% | $27253.00          | $28811.12          | Agency Mortgage-Backed Securities |
| GNII SF DB6699 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $833962.59         | Agency Mortgage-Backed Securities |
| GNII SF DM1117 C     | 2055-08-20      | 6.0000%  | 0.0000% | $7021928.00        | $7253835.41        | Agency Mortgage-Backed Securities |
| GNII ET DL4532 C     | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $292748.41         | Agency Mortgage-Backed Securities |
| GNII SF DL7867 C     | 2055-08-20      | 6.0000%  | 0.0000% | $6493024.00        | $6635924.94        | Agency Mortgage-Backed Securities |
| GNII SF MA9420 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2170336.00        | $1691131.29        | Agency Mortgage-Backed Securities |
| GNII SF DL5794 C     | 2050-08-20      | 6.5000%  | 0.0000% | $1174818.00        | $1030842.39        | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C     | 2045-10-20      | 3.5000%  | 0.0000% | $200000.00         | $137888.60         | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $1021896.10        | Agency Mortgage-Backed Securities |
| GNII RG CO0390 C     | 2050-11-20      | 2.5000%  | 0.0000% | $3055990.00        | $1919193.34        | Agency Mortgage-Backed Securities |
| GNII SF CT6731 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1053560.00        | $1125894.61        | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $128359.03         | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2810252.00        | $2503598.35        | Agency Mortgage-Backed Securities |
| GNII ET DL9948 C     | 2065-06-20      | 7.0000%  | 0.0000% | $3261848.00        | $1777057.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4803 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1608158.00        | $1460094.47        | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1694284.59        | Agency Mortgage-Backed Securities |
| GNII SF DM3343 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $6349715.89        | Agency Mortgage-Backed Securities |
| GNII SF DL8066 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3371399.68        | Agency Mortgage-Backed Securities |
| GNII ET DM2579 C     | 2065-07-20      | 4.5000%  | 0.0000% | $1064326.00        | $1019114.28        | Agency Mortgage-Backed Securities |
| GNII SF DM4738 C     | 2055-11-20      | 5.5000%  | 0.0000% | $4445152.00        | $4535887.55        | Agency Mortgage-Backed Securities |
| GNII SF DL2575 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1424196.00        | $1488232.93        | Agency Mortgage-Backed Securities |
| GNII SP 783366 M     | 2041-07-20      | 5.0000%  | 0.0000% | $1600000.00        | $56468.33          | Agency Mortgage-Backed Securities |
| GNII ET DL6419 C     | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $754043.34         | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $5496.97           | Agency Mortgage-Backed Securities |
| GNII RG CN5913 C     | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $277444.80         | Agency Mortgage-Backed Securities |
| GNII SF BR0796 C     | 2050-01-20      | 4.0000%  | 0.0000% | $3098584.00        | $1495558.41        | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $75718.06          | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X     | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50230.62          | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $200000.00         | $45383.01          | Agency Mortgage-Backed Securities |
| GNII SF BT0882 C     | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4492912.79        | Agency Mortgage-Backed Securities |
| GNII RG CO9985 C     | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $567698.44         | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2065004.51        | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C     | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $281363.03         | Agency Mortgage-Backed Securities |
| GNII ET DL0896 C     | 2065-09-20      | 6.0000%  | 0.0000% | $121162880.00      | $120444889.41      | Agency Mortgage-Backed Securities |
| GNII SF DL2511 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $3296643.85        | Agency Mortgage-Backed Securities |
| GNII SF DL4851 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1488809.11        | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4765071.48        | Agency Mortgage-Backed Securities |
| GNII SF DK6565 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1492071.06        | Agency Mortgage-Backed Securities |
| GNII ET DG3723 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2451528.23        | Agency Mortgage-Backed Securities |
| GNII SF DK5349 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1683249.83        | Agency Mortgage-Backed Securities |
| GNII SF DK5348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $4929360.00        | $4854742.80        | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2049316.00        | $1613925.68        | Agency Mortgage-Backed Securities |
| GNII SF DK9796 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1162928.00        | $1191090.71        | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5654293.47        | Agency Mortgage-Backed Securities |
| GNII ET DJ7641 C     | 2062-08-20      | 3.0000%  | 0.0000% | $109835.00         | $95781.10          | Agency Mortgage-Backed Securities |
| GNII SF DO2320 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1181080.00        | $1218357.20        | Agency Mortgage-Backed Securities |
| GNII SF DO9419 C     | 2056-01-20      | 3.5000%  | 0.0000% | $28470300.00       | $25656634.51       | Agency Mortgage-Backed Securities |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $56000000.00       | $53475186.35       | Agency Mortgage-Backed Securities |
| GNII SF DO3421 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1589664.00        | $1663222.87        | Agency Mortgage-Backed Securities |
| GNII ET DO1101 C     | 2066-03-20      | 6.0000%  | 0.0000% | $6757616.00        | $6936402.25        | Agency Mortgage-Backed Securities |
| GNII SF MB0751 M     | 2054-01-20      | 8.0000%  | 0.0000% | $302848.00         | $316765.03         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD2230 | 2051-08-01      | 2.0000%  | 0.0000% | $796942.00         | $511198.66         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD0393 | 2051-10-01      | 3.0000%  | 0.0000% | $14346688.00       | $8134245.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6686 | 2054-10-01      | 6.0000%  | 0.0000% | $13711160.00       | $9480607.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $113213.00         | $87127.80          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6332 | 2037-08-01      | 5.5000%  | 0.0000% | $12012080.00       | $27798.53          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2949 | 2053-06-01      | 6.0000%  | 0.0000% | $4591960.00        | $3456171.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2317 | 2053-01-01      | 6.0000%  | 0.0000% | $800000.00         | $522808.94         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC0295 | 2051-03-01      | 2.5000%  | 0.0000% | $1080050.00        | $229054.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3913 | 2053-09-01      | 5.5000%  | 0.0000% | $1652760.00        | $1256836.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $261000.00         | $194010.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4990 | 2053-10-01      | 5.0000%  | 0.0000% | $16261632.00       | $12763375.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1583 | 2040-11-01      | 6.0000%  | 0.0000% | $6883400.00        | $6924933.13        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9615 | 2056-04-01      | 4.5000%  | 0.0000% | $18874944.00       | $18251674.47       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1463 | 2054-12-01      | 6.0000%  | 0.0000% | $8234120.00        | $5184444.44        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | 0.0000% | $12568656.00       | $7820084.33        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9236 | 2055-03-01      | 6.5000%  | 0.0000% | $1338882.00        | $371304.72         | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2054504.01        | Agency Mortgage-Backed Securities |
| GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $233253.33         | Agency Mortgage-Backed Securities |
| GNII SF DA5025 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1309966.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9626 | 2055-12-01      | 5.5000%  | 0.0000% | $31341472.00       | $31376555.79       | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4281240.49        | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $836006.77         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6853 | 2056-02-01      | 4.5000%  | 0.0000% | $3358264.00        | $3240393.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  | 0.0000% | $14398096.00       | $11815708.54       | Agency Mortgage-Backed Securities |
| GNII SF DE5707 C     | 2054-09-20      | 5.0000%  | 0.0000% | $754556.00         | $594617.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6817 | 2055-03-01      | 6.0000%  | 0.0000% | $5467440.00        | $3935206.38        | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $349176.76         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5777 | 2056-02-01      | 4.5000%  | 0.0000% | $9802544.00        | $9481396.04        | Agency Mortgage-Backed Securities |
| GNII ET CZ6969 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $399328.48         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7035 | 2056-02-01      | 4.5000%  | 0.0000% | $1442062.00        | $1396922.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4713 | 2056-03-01      | 5.0000%  | 0.0000% | $69111168.00       | $68802563.62       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9001 | 2056-03-01      | 5.0000%  | 0.0000% | $1521000.00        | $1502510.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9802 | 2056-03-01      | 6.0000%  | 0.0000% | $8467472.00        | $8766881.81        | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X     | 2046-11-15      | 2.5000%  | 0.0000% | $1073232.00        | $541393.21         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6151 | 2056-02-01      | 4.5000%  | 0.0000% | $4075928.00        | $3932840.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6528 | 2056-02-01      | 5.5000%  | 0.0000% | $11722608.00       | $11817626.41       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8549 | 2056-03-01      | 4.5000%  | 0.0000% | $1460184.00        | $1420090.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $5170000.00        | $5124641.87        | Agency Mortgage-Backed Securities |
| GNII SF MA9899 M     | 2052-07-20      | 2.0000%  | 0.0000% | $189320.00         | $143245.89         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9976 | 2055-08-01      | 7.0000%  | 0.0000% | $2626950.00        | $2428614.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1372 | 2055-08-01      | 6.0000%  | 0.0000% | $2459750.00        | $2517007.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8751 | 2055-07-01      | 5.0000%  | 0.0000% | $950024.00         | $930322.74         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6684 | 2055-11-01      | 6.0000%  | 0.0000% | $9711360.00        | $9537850.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4915 | 2038-02-01      | 5.0000%  | 0.0000% | $578207.00         | $305590.26         | Agency Mortgage-Backed Securities |
| GNII SF MA8102 M     | 2052-06-20      | 5.0000%  | 0.0000% | $30000.00          | $20605.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5843 | 2040-07-01      | 3.0000%  | 0.0000% | $1184248.00        | $1084153.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4741 | 2037-08-01      | 4.0000%  | 0.0000% | $143000.00         | $75152.91          | Agency Mortgage-Backed Securities |
| GNII SF MA8620 M     | 2038-09-20      | 7.0000%  | 0.0000% | $40991.00          | $26695.42          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $14287000.00       | $11773167.69       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2512 | 2056-01-01      | 5.0000%  | 0.0000% | $23876640.00       | $23408083.49       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBJ9894 | 2049-09-01      | 6.0000%  | 0.0000% | $1326338.00        | $518433.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM7740 | 2048-05-01      | 4.0000%  | 0.0000% | $430000.00         | $374383.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4737 | 2048-06-01      | 3.5000%  | 0.0000% | $51000000.00       | $13246249.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8341 | 2054-12-01      | 5.0000%  | 0.0000% | $454776.00         | $400115.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4890 | 2055-01-01      | 6.0000%  | 0.0000% | $1065102.00        | $1090515.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0762 | 2056-01-01      | 5.5000%  | 0.0000% | $5709864.00        | $5801340.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1014 | 2041-02-01      | 6.0000%  | 0.0000% | $3067112.00        | $3145207.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2984 | 2056-03-01      | 5.0000%  | 0.0000% | $5105224.00        | $5043689.68        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1449 | 2056-02-01      | 4.5000%  | 0.0000% | $1781602.00        | $1725960.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4408 | 2040-11-01      | 6.0000%  | 0.0000% | $1011080.00        | $854698.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2225 | 2054-04-01      | 5.0000%  | 0.0000% | $1784040.00        | $1478297.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO4374 | 2040-10-01      | 6.5000%  | 0.0000% | $1293366.00        | $1314808.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0132 | 2053-08-01      | 5.0000%  | 0.0000% | $1460716.00        | $868536.85         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4721 | 2041-01-01      | 6.0000%  | 0.0000% | $1296878.00        | $1330196.21        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7980 | 2054-01-01      | 6.5000%  | 0.0000% | $15183168.00       | $10811229.42       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6902 | 2054-06-01      | 5.5000%  | 0.0000% | $1129400.00        | $768813.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE3700 | 2052-06-01      | 5.5000%  | 0.0000% | $10336512.00       | $6968217.07        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO1299 | 2038-04-01      | 4.0000%  | 0.0000% | $465684.00         | $310406.73         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6042 | 2050-04-01      | 3.5000%  | 0.0000% | $8700000.00        | $765299.70         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB6474 | 2050-12-01      | 2.5000%  | 0.0000% | $2500000.00        | $994752.46         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI5610 | 2054-05-01      | 6.0000%  | 0.0000% | $2578232.00        | $2343673.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB1184 | 2045-06-01      | 6.0000%  | 0.0000% | $2961748.00        | $2806044.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2331 | 2039-07-01      | 6.0000%  | 0.0000% | $1264664.00        | $817474.75         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $2859000.00        | $2504181.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1626 | 2052-10-01      | 5.0000%  | 0.0000% | $160000.00         | $114053.74         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8234 | 2038-06-01      | 5.0000%  | 0.0000% | $150000.00         | $78456.83          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4533 | 2054-01-01      | 6.5000%  | 0.0000% | $3000000.00        | $1605794.49        | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1372197.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $29732259.73       | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1058429.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ1855 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3023660.00        | $2467865.15        | Agency Mortgage-Backed Securities |
| GNII SF DK1836 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1339022.27        | Agency Mortgage-Backed Securities |
| GNII SF DA0829 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1221391.47        | Agency Mortgage-Backed Securities |
| GNII ET DI6473 C     | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $93450330.09       | Agency Mortgage-Backed Securities |
| GNII SF DO0930 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1174756.00        | $1225997.54        | Agency Mortgage-Backed Securities |
| GNII SF MB0999 M     | 2055-08-20      | 6.5000%  | 0.0000% | $6453752.00        | $6770738.79        | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2090629.82        | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1556786.84        | Agency Mortgage-Backed Securities |
| GNAR AT MB0638 M     | 2055-08-20      | 4.0000%  | 0.0000% | $495990.00         | $487504.93         | Agency Mortgage-Backed Securities |
| GNII SF DO2239 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2795864.00        | $2771593.79        | Agency Mortgage-Backed Securities |
| GNII ET DI6476 C     | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $32709654.60       | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3036857.48        | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $647113.98         | Agency Mortgage-Backed Securities |
| GNII SF DM0872 C     | 2055-09-20      | 4.5000%  | 0.0000% | $6031744.00        | $5849147.47        | Agency Mortgage-Backed Securities |
| GNII SF DM2606 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $3362217.80        | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1114613.44        | Agency Mortgage-Backed Securities |
| GNII SF DM0776 C     | 2055-08-20      | 7.0000%  | 0.0000% | $7287904.00        | $7736867.30        | Agency Mortgage-Backed Securities |
| GNII SF DL6983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3371777.79        | Agency Mortgage-Backed Securities |
| GNII SF DL2510 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1765188.16        | Agency Mortgage-Backed Securities |
| GNII SF DM3341 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $5976337.61        | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $100091.03         | Agency Mortgage-Backed Securities |
| GNII SF CG1117 C     | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $572674.26         | Agency Mortgage-Backed Securities |
| GNII SF BT9467 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $4949910.73        | Agency Mortgage-Backed Securities |
| GNII SF BZ8510 C     | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $62976.75          | Agency Mortgage-Backed Securities |
| GNII SF BY3432 C     | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $89473.69          | Agency Mortgage-Backed Securities |
| GNII SF BW8883 C     | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $323364.62         | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $88549.29          | Agency Mortgage-Backed Securities |
| GNII ET DO0093 C     | 2065-10-20      | 4.0000%  | 0.0000% | $646400.00         | $601700.17         | Agency Mortgage-Backed Securities |
| GNMI SF 759264 X     | 2041-02-15      | 4.0000%  | 0.0000% | $1397290.00        | $161851.84         | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2626791.65        | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $183458.32         | Agency Mortgage-Backed Securities |
| GNII SF DI2714 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4914560.00        | $5168139.76        | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2181609.56        | Agency Mortgage-Backed Securities |
| GNII SF DI4703 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3577568.00        | $3798664.28        | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $12765008.00       | $5958474.75        | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1365533.26        | Agency Mortgage-Backed Securities |
| GNII SF DI6464 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1043430.02        | Agency Mortgage-Backed Securities |
| GNII SF MB0457 M     | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $91272.38          | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $185058.91         | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2515969.62        | Agency Mortgage-Backed Securities |
| GNII SP 786884 C     | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $35650674.37       | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1498918.74        | Agency Mortgage-Backed Securities |
| GNII ET DQ6707 C     | 2065-12-20      | 5.5000%  | 0.0000% | $309862.00         | $312705.09         | Agency Mortgage-Backed Securities |
| GNII SF DN7248 C     | 2056-02-20      | 6.5000%  | 0.0000% | $4716280.00        | $5036325.82        | Agency Mortgage-Backed Securities |
| GNII SF DQ1993 C     | 2056-02-20      | 5.0000%  | 0.0000% | $3191804.00        | $3177985.38        | Agency Mortgage-Backed Securities |
| GNMI SF 487861 X     | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $5037.41           | Agency Mortgage-Backed Securities |
| GNII SF BT4758 C     | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $2026732.79        | Agency Mortgage-Backed Securities |
| GNPL PN DN1575       | 2061-01-15      | 5.4400%  | 0.0000% | $520000.00         | $537984.70         | Agency Mortgage-Backed Securities |
| GNII SF DJ2968 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1911840.00        | $1728627.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1796868.48        | Agency Mortgage-Backed Securities |
| GNII ET DQ0860 C     | 2066-01-20      | 6.5000%  | 0.0000% | $508597.00         | $533331.80         | Agency Mortgage-Backed Securities |
| GNII SF DJ3025 C     | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15583542.46       | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $810034.77         | Agency Mortgage-Backed Securities |
| GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $722107.34         | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1226973.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $942132.58         | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $2027972.00        | $146693.89         | Agency Mortgage-Backed Securities |
| GNII SP 784474 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5800000.00        | $1401144.78        | Agency Mortgage-Backed Securities |
| GNMI JP 783793 X     | 2028-07-15      | 3.0000%  | 0.0000% | $2300000.00        | $44895.62          | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1213385.95        | Agency Mortgage-Backed Securities |
| GNII SF DH8138 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1099043.65        | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $918580.97         | Agency Mortgage-Backed Securities |
| GNII SF DJ9241 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5678592.00        | $5166317.51        | Agency Mortgage-Backed Securities |
| GNMI SP 784070 X     | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $118441.76         | Agency Mortgage-Backed Securities |
| GNII SF DL7677 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3414348.00        | $3564684.37        | Agency Mortgage-Backed Securities |
| GNMI SF BA9083 X     | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $51243.91          | Agency Mortgage-Backed Securities |
| GNII ET DM1756 C     | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $231217.91         | Agency Mortgage-Backed Securities |
| GNII SF DM4687 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1741982.00        | $1736049.84        | Agency Mortgage-Backed Securities |
| GNII SF DM7809 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1052760.11        | Agency Mortgage-Backed Securities |
| GNMI SF BM0259 X     | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18093.31          | Agency Mortgage-Backed Securities |
| GNII SF DN0851 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4127360.00        | $4328765.35        | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $385961.00         | Agency Mortgage-Backed Securities |
| GNII RG CP1989 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1290868.00        | $679806.30         | Agency Mortgage-Backed Securities |
| GNII ET DM7150 C     | 2065-10-20      | 6.5000%  | 0.0000% | $4400000.00        | $4523929.31        | Agency Mortgage-Backed Securities |
| GNII SF BV4484 C     | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $479309.72         | Agency Mortgage-Backed Securities |
| GNII SF BM9287 C     | 2049-08-20      | 4.0000%  | 0.0000% | $1511336.00        | $761318.17         | Agency Mortgage-Backed Securities |
| GNII SF BZ8528 C     | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $57582.54          | Agency Mortgage-Backed Securities |
| GNPL PN DN1555       | 2060-12-15      | 5.6300%  | 0.0000% | $1225200.00        | $1281642.83        | Agency Mortgage-Backed Securities |
| GNII SF BW8856 C     | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3024075.34        | Agency Mortgage-Backed Securities |
| GNII SF DG3818 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1015688.00        | $1040035.02        | Agency Mortgage-Backed Securities |
| GNPL PN DN1576       | 2061-01-15      | 5.4400%  | 0.0000% | $848089.00         | $877420.98         | Agency Mortgage-Backed Securities |
| GNII SF DE4860 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1375883.48        | Agency Mortgage-Backed Securities |
| GNII SF DM7866 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1844820.00        | $1933575.46        | Agency Mortgage-Backed Securities |
| GNCL CL DF6557       | 2067-03-15      | 5.8600%  | 0.0000% | $18387904.00       | $19302156.71       | Agency Mortgage-Backed Securities |
| GNMI SF BI8449 X     | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $161583.84         | Agency Mortgage-Backed Securities |
| GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $91746.72          | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $115488.77         | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M     | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $38638.33          | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $4119576.00        | $313870.67         | Agency Mortgage-Backed Securities |
| GNII SF BU8612 C     | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $330333.94         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4881 | 2056-01-01      | 5.0000%  | 0.0000% | $16580352.00       | $16471896.71       | Agency Mortgage-Backed Securities |
| GNII SF BE6832 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1722442.00        | $338813.33         | Agency Mortgage-Backed Securities |
| GNII SF MB0183 M     | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $16262.66          | Agency Mortgage-Backed Securities |
| GNMI SF BP5564 X     | 2049-09-15      | 3.0000%  | 0.0000% | $1393254.00        | $831527.29         | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $102251.00         | $77960.00          | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $197712.18         | Agency Mortgage-Backed Securities |
| GNII SF MA1088 M     | 2043-06-20      | 2.5000%  | 0.0000% | $632813.00         | $96240.77          | Agency Mortgage-Backed Securities |
| GNII SF MA4196 M     | 2047-01-20      | 3.5000%  | 0.0000% | $625000.00         | $78110.97          | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $3771593.97        | Agency Mortgage-Backed Securities |
| GNII SF DG7434 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2421560.64        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1027765.16        | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $41285980.26       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3405 | 2055-09-01      | 7.0000%  | 0.0000% | $2359036.00        | $2505311.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ3204 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2340350.00        | $2459009.06        | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1626587.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ6265 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1312486.08        | Agency Mortgage-Backed Securities |
| GNII JM MA0927 M     | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $79856.27          | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $155457024.00      | $11069524.46       | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $447811.36         | Agency Mortgage-Backed Securities |
| GNII SF DH2738 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $975079.08         | Agency Mortgage-Backed Securities |
| GNII SF MA4426 M     | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $18874.30          | Agency Mortgage-Backed Securities |
| GNII SF DG9664 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1130193.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5831 | 2040-09-01      | 6.0000%  | 0.0000% | $69778176.00       | $54139273.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3678 | 2055-12-01      | 5.5000%  | 0.0000% | $39601344.00       | $38322635.14       | Agency Mortgage-Backed Securities |
| GNMI SF BE2167 X     | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $44582.52          | Agency Mortgage-Backed Securities |
| GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $34660.99          | Agency Mortgage-Backed Securities |
| GNCL CL DF5002       | 2068-01-15      | 5.1000%  | 0.0000% | $1931124.00        | $1912772.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1015 | 2054-03-01      | 6.5000%  | 0.0000% | $3870000.00        | $2308764.36        | Agency Mortgage-Backed Securities |
| GNII SF MA9324 M     | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $240314.80         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1898 | 2055-07-01      | 6.0000%  | 0.0000% | $182546688.00      | $155466120.12      | Agency Mortgage-Backed Securities |
| GNMI SF AO0535 X     | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $215179.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $1544538.00        | $1346100.44        | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $4800500.00        | $3695116.39        | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $347292.53         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7677 | 2054-11-01      | 5.5000%  | 0.0000% | $15004656.00       | $13810883.77       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO5013 | 2041-03-01      | 5.5000%  | 0.0000% | $3303712.00        | $3251360.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $3975000.00        | $3671390.24        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0109 | 2052-09-01      | 4.5000%  | 0.0000% | $441690.00         | $336680.67         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3328 | 2054-09-01      | 6.0000%  | 0.0000% | $5789920.00        | $3606688.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG9115 | 2053-08-01      | 6.5000%  | 0.0000% | $100000.00         | $80657.72          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4881 | 2041-02-01      | 6.0000%  | 0.0000% | $1475768.00        | $1524920.64        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE1074 | 2052-04-01      | 3.5000%  | 0.0000% | $10237104.00       | $6410939.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7614 | 2054-06-01      | 5.5000%  | 0.0000% | $1017814.00        | $740044.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7680 | 2054-12-01      | 4.5000%  | 0.0000% | $2615668.00        | $2275197.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8602 | 2055-01-01      | 5.0000%  | 0.0000% | $9177264.00        | $8648851.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $47000.00          | $31702.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  | 0.0000% | $10840000.00       | $7317153.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9997 | 2055-04-01      | 6.5000%  | 0.0000% | $4920384.00        | $4889256.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL986767 | 2038-07-01      | 5.5000%  | 0.0000% | $30000000.00       | $169320.08         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  | 0.0000% | $736560.00         | $721314.92         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3225 | 2054-12-01      | 6.5000%  | 0.0000% | $1528732.00        | $1605704.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3585 | 2055-11-01      | 5.0000%  | 0.0000% | $31736640.00       | $30512873.07       | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $47937152.00       | $39461445.02       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5575 | 2039-11-01      | 3.5000%  | 0.0000% | $496980.00         | $411261.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | 0.0000% | $14598000.00       | $14799880.60       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3072 | 2053-02-01      | 5.0000%  | 0.0000% | $480505.00         | $458530.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8107 | 2055-11-01      | 6.0000%  | 0.0000% | $6754248.00        | $6931093.85        | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $24883100.00       | $20049567.25       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9660 | 2054-10-01      | 5.5000%  | 0.0000% | $1226674.00        | $999885.02         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0855 | 2037-07-01      | 3.0000%  | 0.0000% | $7224880.00        | $4281993.73        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4774 | 2048-05-01      | 4.5000%  | 0.0000% | $6573176.00        | $533649.38         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZN6549 | 2048-03-01      | 2.5000%  | 0.0000% | $2621444.00        | $371722.63         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0918 | 2038-05-01      | 3.0000%  | 0.0000% | $443568.00         | $296703.52         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZT2104 | 2033-12-01      | 2.5000%  | 0.0000% | $275000.00         | $45773.32          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $4321952.00        | $2809895.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3569 | 2036-10-01      | 6.0000%  | 0.0000% | $14000000.00       | $574831.36         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $2800000.00        | $1736972.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZJ9420 | 2032-01-01      | 3.5000%  | 0.0000% | $500000.00         | $44134.44          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3228 | 2047-02-01      | 3.5000%  | 0.0000% | $3200000.00        | $254258.89         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  | 0.0000% | $9500000.00        | $6899707.26        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD5477 | 2052-01-01      | 3.5000%  | 0.0000% | $7620424.00        | $4251560.95        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $16940864.00       | $3263989.34        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0725 | 2051-08-01      | 3.0000%  | 0.0000% | $965000.00         | $615286.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  | 0.0000% | $74061040.00       | $60888028.61       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6639 | 2054-10-01      | 5.5000%  | 0.0000% | $5783584.00        | $4480065.51        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN8412 | 2036-11-01      | 1.5000%  | 0.0000% | $1027850.00        | $656183.29         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1744 | 2049-11-01      | 4.0000%  | 0.0000% | $29758560.00       | $5692063.33        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2959 | 2050-07-01      | 2.5000%  | 0.0000% | $30000000.00       | $9912907.50        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN9399 | 2037-02-01      | 3.0000%  | 0.0000% | $3362712.00        | $1604796.47        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2470 | 2054-08-01      | 7.0000%  | 0.0000% | $2278510.00        | $2386868.35        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7277 | 2052-05-01      | 3.5000%  | 0.0000% | $1850000.00        | $1227114.01        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $1381000.00        | $964848.49         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5190 | 2051-05-01      | 2.5000%  | 0.0000% | $415000.00         | $247961.42         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTQK0595 | 2040-12-01      | 2.5000%  | 0.0000% | $800000.00         | $411440.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9383 | 2053-07-01      | 6.0000%  | 0.0000% | $16417216.00       | $12806931.83       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  | 0.0000% | $52000.00          | $6372.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS8548 | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3114534.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9371 | 2046-10-01      | 3.0000%  | 0.0000% | $2696000.00        | $669848.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4994 | 2054-11-01      | 5.0000%  | 0.0000% | $12173024.00       | $10721311.53       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8410 | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2163862.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4641 | 2055-01-01      | 5.5000%  | 0.0000% | $55749632.00       | $55818755.25       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5445 | 2055-02-01      | 6.5000%  | 0.0000% | $2885224.00        | $2459001.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5526 | 2055-05-01      | 5.0000%  | 0.0000% | $1005950.00        | $958415.71         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8512 | 2055-07-01      | 6.0000%  | 0.0000% | $649230.00         | $656476.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6105 | 2055-06-01      | 5.5000%  | 0.0000% | $8630736.00        | $8216081.31        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7351 | 2053-10-01      | 6.5000%  | 0.0000% | $8479000.00        | $5390305.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3662 | 2055-10-01      | 5.5000%  | 0.0000% | $94477952.00       | $93646367.13       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM7242 | 2036-03-01      | 3.0000%  | 0.0000% | $5250000.00        | $1884549.23        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8794 | 2055-09-01      | 7.0000%  | 0.0000% | $1259310.00        | $1334206.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDD9850 | 2040-11-01      | 4.5000%  | 0.0000% | $966134.00         | $935415.36         | Agency Mortgage-Backed Securities |
| GNII SF AZ7003 C     | 2047-03-20      | 3.5000%  | 0.0000% | $1373724.00        | $104238.17         | Agency Mortgage-Backed Securities |
| GNII SF DO0929 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1116160.00        | $1169486.84        | Agency Mortgage-Backed Securities |
| GNII ET DM3068 C     | 2065-09-20      | 4.5000%  | 0.0000% | $948325.00         | $919378.40         | Agency Mortgage-Backed Securities |
| GNII ET DL9723 C     | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $869234.90         | Agency Mortgage-Backed Securities |
| GNMI SF 597878 X     | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $32503.71          | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAU4816 | 2043-07-01      | 2.7750%  | 0.0000% | $423453.00         | $170472.55         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2517 | 2037-03-01      | 1.5000%  | 0.0000% | $1784878.00        | $1090144.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6108 | 2052-03-01      | 3.5000%  | 0.0000% | $2519180.00        | $2012087.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4407 | 2040-11-01      | 6.0000%  | 0.0000% | $2043780.00        | $1989926.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT257185 | 2028-03-01      | 6.5000%  | 0.0000% | $2035164.00        | $6721.62           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3917 | 2039-01-01      | 5.5000%  | 0.0000% | $6080000.00        | $484268.05         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6704 | 2053-07-01      | 4.5000%  | 0.0000% | $1809328.00        | $1523426.61        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0792 | 2051-12-01      | 2.0000%  | 0.0000% | $4550000.00        | $2754921.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $2092000.00        | $1118468.69        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $646000.00         | $435146.19         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $3067324.00        | $1654488.21        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $774671.00         | $438404.90         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  | 0.0000% | $930709.00         | $472352.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3261 | 2052-06-01      | 3.0000%  | 0.0000% | $22600000.00       | $16229886.18       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0845 | 2036-06-01      | 3.0000%  | 0.0000% | $2160552.00        | $1455681.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $50079872.00       | $29833626.52       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4396 | 2053-11-01      | 5.5000%  | 0.0000% | $3065572.00        | $2417904.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3553 | 2053-07-01      | 6.0000%  | 0.0000% | $850000.00         | $566892.45         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8062 | 2035-09-01      | 2.5000%  | 0.0000% | $2500000.00        | $730166.79         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6057 | 2052-02-01      | 3.0000%  | 0.0000% | $6645000.00        | $4365275.21        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD0210 | 2051-10-01      | 2.5000%  | 0.0000% | $9266448.00        | $6466312.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8768 | 2056-02-01      | 5.0000%  | 0.0000% | $3763836.00        | $3603211.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5822 | 2056-04-01      | 4.5000%  | 0.0000% | $21447872.00       | $20739641.82       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  | 0.0000% | $2546000.00        | $1620920.54        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1081 | 2054-11-01      | 5.5000%  | 0.0000% | $1093652.00        | $793598.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  | 0.0000% | $1300000.00        | $686224.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5823 | 2056-04-01      | 5.0000%  | 0.0000% | $9579104.00        | $9501577.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $19000.00          | $16709.53          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2597 | 2055-12-01      | 5.0000%  | 0.0000% | $3506116.00        | $3464125.59        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7786 | 2055-07-01      | 6.0000%  | 0.0000% | $3537140.00        | $2931593.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4217 | 2055-06-01      | 5.5000%  | 0.0000% | $1917426.00        | $1915010.93        | Agency Mortgage-Backed Securities |
| GNII JM MA8478 M     | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $708539.62         | Agency Mortgage-Backed Securities |
| GNII SF DP1271 C     | 2056-02-20      | 7.0000%  | 0.0000% | $3104676.00        | $3311237.57        | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $66014080.00       | $38166410.58       | Agency Mortgage-Backed Securities |
| GNII JM MA8784 M     | 2053-04-20      | 3.0000%  | 0.0000% | $825000.00         | $672157.52         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRJ4655 | 2055-08-01      | 4.0000%  | 0.0000% | $6611688.00        | $6033489.48        | Agency Mortgage-Backed Securities |
| GNII SF MA8542 M     | 2038-10-20      | 7.0000%  | 0.0000% | $168031.00         | $125612.14         | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $129823.09         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5631 | 2055-08-01      | 6.0000%  | 0.0000% | $550174.00         | $519252.21         | Agency Mortgage-Backed Securities |
| GNII SF MA6318 M     | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $7348.98           | Agency Mortgage-Backed Securities |
| GNII ET DN6640 C     | 2066-03-20      | 5.5000%  | 0.0000% | $14952512.00       | $15089706.28       | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $14270112.00       | $4328207.91        | Agency Mortgage-Backed Securities |
| GNII SF DP4538 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1781712.00        | $1843312.08        | Agency Mortgage-Backed Securities |
| GNII SF MA8132 M     | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $13936.58          | Agency Mortgage-Backed Securities |
| GNII SF MA9877 M     | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $117877.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1493 | 2055-12-01      | 5.5000%  | 0.0000% | $11008784.00       | $11063950.78       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0695 | 2055-08-01      | 6.0000%  | 0.0000% | $3936876.00        | $3665455.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3861 | 2056-01-01      | 5.0000%  | 0.0000% | $5526352.00        | $5448832.35        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA0275 | 2055-12-01      | 7.0000%  | 0.0000% | $1321450.00        | $1394995.41        | Agency Mortgage-Backed Securities |
| GNII SF DA3014 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1783220.00        | $1662778.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5950 | 2055-12-01      | 5.0000%  | 0.0000% | $2427016.00        | $2395780.18        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRR0080 | 2041-03-01      | 3.0000%  | 0.0000% | $39163136.00       | $37420298.12       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6474 | 2055-06-01      | 5.5000%  | 0.0000% | $6071000.00        | $5964744.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $4047824.00        | $2956010.64        | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $15621312.00       | $9303887.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1610 | 2054-12-01      | 4.5000%  | 0.0000% | $1276934.00        | $1043993.49        | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $47807467.68       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1887 | 2055-04-01      | 7.0000%  | 0.0000% | $1359200.00        | $1081557.74        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX9795 | 2055-03-01      | 7.5000%  | 0.0000% | $2048310.00        | $1678304.21        | Agency Mortgage-Backed Securities |
| GNII SF MA8397 M     | 2037-11-20      | 4.5000%  | 0.0000% | $228446.00         | $123508.34         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8910 | 2056-03-01      | 5.0000%  | 0.0000% | $2548240.00        | $2530597.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA1961 | 2029-07-01      | 3.0000%  | 0.0000% | $873287.00         | $37634.43          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7877 | 2056-03-01      | 5.5000%  | 0.0000% | $2312916.00        | $2348827.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0565 | 2055-06-01      | 5.5000%  | 0.0000% | $1351000.00        | $1303989.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8977 | 2056-03-01      | 5.0000%  | 0.0000% | $2370600.00        | $2354626.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2018 | 2050-03-01      | 4.5000%  | 0.0000% | $1284188.00        | $775427.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5999 | 2056-03-01      | 6.0000%  | 0.0000% | $76285.00          | $78063.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5558 | 2051-09-01      | 3.5000%  | 0.0000% | $6434624.00        | $4826929.98        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9899 | 2056-04-01      | 6.0000%  | 0.0000% | $1266430.00        | $1299953.67        | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $247335.98         | Agency Mortgage-Backed Securities |
| GNPL PN CP4186       | 2058-01-15      | 5.7000%  | 0.0000% | $34651.00          | $35113.36          | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2291195.29        | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $5319168.00        | $5543969.34        | Agency Mortgage-Backed Securities |
| GNII SF 711773 C     | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $741088.58         | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $269858.87         | Agency Mortgage-Backed Securities |
| GNII SF BF1665 C     | 2048-09-20      | 4.5000%  | 0.0000% | $1793280.00        | $304796.62         | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $220422.00         | $18697.20          | Agency Mortgage-Backed Securities |
| GNII RG CN9814 C     | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $854411.93         | Agency Mortgage-Backed Securities |
| GNMI SF 710994 X     | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $746945.00         | Agency Mortgage-Backed Securities |
| GNII SF DM8571 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1179874.00        | $1274873.20        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0385       | 2061-01-15      | 5.0000%  | 0.0000% | $1290622.00        | $1305452.76        | Agency Mortgage-Backed Securities |
| GNII SF DG7347 C     | 2055-04-20      | 6.0000%  | 0.0000% | $9722384.00        | $9972680.52        | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M     | 2043-03-20      | 3.5000%  | 0.0000% | $1530584.00        | $150016.07         | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $6874.64           | Agency Mortgage-Backed Securities |
| GNII SF DH4939 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2575636.00        | $2701665.24        | Agency Mortgage-Backed Securities |
| GNII SF DP0179 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2061148.00        | $2157274.02        | Agency Mortgage-Backed Securities |
| GNII SF DP4502 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1212156.00        | $1205892.10        | Agency Mortgage-Backed Securities |
| GNMI SF 548529 X     | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $411788.14         | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $679675.76         | Agency Mortgage-Backed Securities |
| GNII SF DN2297 C     | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4303427.80        | Agency Mortgage-Backed Securities |
| GNII SF 004700 M     | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $50696.53          | Agency Mortgage-Backed Securities |
| GNII SF DD7537 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3419386.59        | Agency Mortgage-Backed Securities |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $858076.00         | $34764.63          | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $7739.55           | Agency Mortgage-Backed Securities |
| GNII ET DF7154 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1768112.00        | $1140929.80        | Agency Mortgage-Backed Securities |
| GNII SF DM8167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1157170.00        | $1144360.22        | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $193083.00         | $196253.59         | Agency Mortgage-Backed Securities |
| GNII ET DM6730 C     | 2065-09-20      | 3.5000%  | 0.0000% | $191226.00         | $173410.37         | Agency Mortgage-Backed Securities |
| GNII SF 002729 M     | 2029-03-20      | 6.5000%  | 0.0000% | $10473467.00       | $8016.97           | Agency Mortgage-Backed Securities |
| GNII SF AB9531 C     | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $165496.82         | Agency Mortgage-Backed Securities |
| GNII SF DM8072 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2204576.00        | $2184370.07        | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1048498.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9186 | 2056-04-01      | 5.0000%  | 0.0000% | $19280340.00       | $19086315.52       | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1199570.00        | $1114655.88        | Agency Mortgage-Backed Securities |
| GNII SF DK4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $1178356.22        | Agency Mortgage-Backed Securities |
| GNII ET DO3778 C     | 2064-02-20      | 6.5000%  | 0.0000% | $90806.00          | $94996.40          | Agency Mortgage-Backed Securities |
| GNII ET DO5903 C     | 2065-11-20      | 3.5000%  | 0.0000% | $649875.00         | $593167.17         | Agency Mortgage-Backed Securities |
| GNII SF DB5963 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1272510.57        | Agency Mortgage-Backed Securities |
| GNII SF DO9168 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1881946.00        | $1877133.84        | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $4651331.35        | Agency Mortgage-Backed Securities |
| GNII SF DM6559 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1658818.00        | $1717454.33        | Agency Mortgage-Backed Securities |
| GNII ET DM3746 C     | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $208141.13         | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2782168.83        | Agency Mortgage-Backed Securities |
| GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $456300.00         | $479656.17         | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777       | 2066-03-15      | 5.6500%  | 0.0000% | $11782672.00       | $11813522.96       | Agency Mortgage-Backed Securities |
| GNII ET CV4370 C     | 2063-07-20      | 6.5000%  | 0.0000% | $7296216.00        | $2357776.94        | Agency Mortgage-Backed Securities |
| GNII SF CY1078 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1832334.97        | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1103528.64        | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1289993.60        | Agency Mortgage-Backed Securities |
| GNII ET CZ4390 C     | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $156305.81         | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3568128.91        | Agency Mortgage-Backed Securities |
| GNII SF DL0504 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1124801.36        | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1096636.70        | Agency Mortgage-Backed Securities |
| GNII SF DL2099 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1087731.27        | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $3371592.99        | Agency Mortgage-Backed Securities |
| GNII JM MA9289 M     | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1349524.37        | Agency Mortgage-Backed Securities |
| GNII SF DK0348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1110748.20        | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1329116.00        | $1118754.96        | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $450625.00         | $155861.42         | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1533872.59        | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1191128.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8276 | 2056-03-01      | 5.5000%  | 0.0000% | $25189280.00       | $25503373.52       | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $402119.18         | Agency Mortgage-Backed Securities |
| GNII SF AK2600 C     | 2044-11-20      | 3.5000%  | 0.0000% | $1642758.00        | $199454.14         | Agency Mortgage-Backed Securities |
| GNMI SF 757390 X     | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $732594.16         | Agency Mortgage-Backed Securities |
| GNII SP 784894 C     | 2048-02-20      | 3.5000%  | 0.0000% | $300000.00         | $76843.98          | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $659624.03         | Agency Mortgage-Backed Securities |
| GNII SF DK7159 C     | 2055-06-20      | 5.0000%  | 0.0000% | $6588624.00        | $6485890.26        | Agency Mortgage-Backed Securities |
| GNMI SF 757397 X     | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $141891.70         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8196 | 2056-03-01      | 4.5000%  | 0.0000% | $1409878.00        | $1369465.26        | Agency Mortgage-Backed Securities |
| GNII SF DK0294 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $2668815.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7050 | 2056-02-01      | 5.0000%  | 0.0000% | $4514448.00        | $4452031.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $1782684.00        | $1559605.41        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5955 | 2056-03-01      | 4.5000%  | 0.0000% | $18179360.00       | $17595929.80       | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $186794.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0002 | 2055-03-01      | 5.0000%  | 0.0000% | $1583968.00        | $1464882.53        | Agency Mortgage-Backed Securities |
| GNII ET DP3225 C     | 2065-12-20      | 6.5000%  | 0.0000% | $1975210.00        | $2071072.67        | Agency Mortgage-Backed Securities |
| GNII SF DP9762 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1887042.00        | $1965251.55        | Agency Mortgage-Backed Securities |
| GNII SF DN8118 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2881627.50        | Agency Mortgage-Backed Securities |
| GNII ET DP1971 C     | 2066-01-20      | 6.5000%  | 0.0000% | $1254032.00        | $1314951.42        | Agency Mortgage-Backed Securities |
| GNII SF DP0180 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1362838.00        | $1433842.04        | Agency Mortgage-Backed Securities |
| GNMI SF 697852 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6422.30           | Agency Mortgage-Backed Securities |
| GNII SF DK0800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $955962.00         | $1006401.33        | Agency Mortgage-Backed Securities |
| GNII SF DH6154 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1140562.00        | $1198810.96        | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $57500.00          | $51470.22          | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $15951872.00       | $14472538.63       | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $40000000.00       | $37273646.98       | Agency Mortgage-Backed Securities |
| GNII SF DI1118 C     | 2055-02-20      | 6.5000%  | 0.0000% | $24793760.00       | $26448698.08       | Agency Mortgage-Backed Securities |
| GNII SP 788185 C     | 2055-09-20      | 5.5000%  | 0.0000% | $28561888.00       | $26899221.25       | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $1834514.00        | $1626172.30        | Agency Mortgage-Backed Securities |
| GNMI SF 758921 X     | 2038-06-15      | 3.0000%  | 0.0000% | $70345.00          | $19501.80          | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $4769310.75        | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $27326506.33       | Agency Mortgage-Backed Securities |
| GNII SF MA9697 M     | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $934670.05         | Agency Mortgage-Backed Securities |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9064.61           | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $895531.09         | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1630444.10        | Agency Mortgage-Backed Securities |
| GNPL PN DK1404       | 2060-10-15      | 5.5300%  | 0.0000% | $4718400.00        | $4876927.21        | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $631336.99         | Agency Mortgage-Backed Securities |
| GNII SF DA9483 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $4761237.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ9123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3388912.00        | $3097359.13        | Agency Mortgage-Backed Securities |
| GNII SF DH5800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1078701.13        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0359       | 2060-11-15      | 5.4000%  | 0.0000% | $4400000.00        | $4506658.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ8285 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1986137.12        | Agency Mortgage-Backed Securities |
| GNII SF BC9322 C     | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16620.48          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7554 | 2052-04-01      | 2.5000%  | 0.0000% | $1500000.00        | $935657.83         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0735 | 2037-06-01      | 2.5000%  | 0.0000% | $6381024.00        | $3928559.52        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9459 | 2045-07-01      | 3.5000%  | 0.0000% | $750000.00         | $125130.90         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  | 0.0000% | $45284.00          | $33589.71          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $73000.00          | $8598.55           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6585 | 2054-10-01      | 5.5000%  | 0.0000% | $2282016.00        | $1974515.00        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  | 0.0000% | $21000.00          | $15368.11          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | 0.0000% | $3500000.00        | $2145061.57        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD8684 | 2052-03-01      | 3.0000%  | 0.0000% | $200357.00         | $137444.88         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC9629 | 2051-10-01      | 3.0000%  | 0.0000% | $1385024.00        | $1103856.61        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH9222 | 2054-01-01      | 6.5000%  | 0.0000% | $1215512.00        | $870969.49         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN9700 | 2037-03-01      | 1.5000%  | 0.0000% | $1625424.00        | $955401.56         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5750 | 2052-07-01      | 5.0000%  | 0.0000% | $8412080.00        | $5833019.65        | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8257 | 2055-01-01      | 7.0000%  | 0.0000% | $3883664.00        | $1158478.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8860 | 2052-09-01      | 5.0000%  | 0.0000% | $2313128.00        | $1670597.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ9878 | 2054-12-01      | 4.5000%  | 0.0000% | $3823208.00        | $3585788.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 3PQU8363 | 2056-01-01      | 5.5000%  | 0.0000% | $3499750.00        | $3471920.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3950 | 2040-08-01      | 6.0000%  | 0.0000% | $1269208.00        | $1226663.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ256370 | 2036-07-01      | 5.5000%  | 0.0000% | $1600000.00        | $11922.82          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4572 | 2040-12-01      | 5.0000%  | 0.0000% | $1271224.00        | $1052693.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $1867345.05        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  | 0.0000% | $262000.00         | $160834.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW0488 | 2037-05-01      | 2.5000%  | 0.0000% | $857735.00         | $461528.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3212 | 2056-02-01      | 4.5000%  | 0.0000% | $2884596.00        | $2785702.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0414 | 2056-03-01      | 5.0000%  | 0.0000% | $2673888.00        | $2641629.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG3737 | 2041-03-01      | 5.5000%  | 0.0000% | $1045556.00        | $1071605.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6835 | 2056-04-01      | 6.0000%  | 0.0000% | $2080020.00        | $2134327.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $1380000.00        | $447457.86         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5970 | 2037-07-01      | 2.5000%  | 0.0000% | $3440688.00        | $2172537.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2071 | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1036758.71        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8113 | 2053-01-01      | 3.5000%  | 0.0000% | $32617472.00       | $25539766.82       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8146 | 2056-03-01      | 4.5000%  | 0.0000% | $2608860.00        | $2522879.80        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5562 | 2056-01-01      | 4.5000%  | 0.0000% | $2605608.00        | $2522799.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  | 0.0000% | $43000.00          | $6238.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0480 | 2040-05-01      | 6.0000%  | 0.0000% | $1093998.00        | $659235.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0098 | 2055-03-01      | 5.5000%  | 0.0000% | $140000.00         | $133205.37         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5906 | 2056-01-01      | 5.0000%  | 0.0000% | $13196640.00       | $12924577.80       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6732 | 2056-02-01      | 4.5000%  | 0.0000% | $1495220.00        | $1444450.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3637 | 2056-01-01      | 5.5000%  | 0.0000% | $9307888.00        | $9372625.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4277 | 2056-01-01      | 5.5000%  | 0.0000% | $4905200.00        | $4982379.72        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5255 | 2056-02-01      | 6.5000%  | 0.0000% | $7935336.00        | $7726832.03        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4652 | 2056-01-01      | 4.5000%  | 0.0000% | $1348468.00        | $1302740.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3459 | 2056-03-01      | 4.5000%  | 0.0000% | $1319762.00        | $1281483.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9333 | 2054-10-01      | 5.5000%  | 0.0000% | $114301184.00      | $96749211.88       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1028 | 2047-03-01      | 3.0000%  | 0.0000% | $400000.00         | $223697.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5141 | 2056-03-01      | 5.0000%  | 0.0000% | $14918256.00       | $14769978.49       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5856 | 2056-04-01      | 5.0000%  | 0.0000% | $8637232.00        | $8555633.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5824 | 2056-04-01      | 5.0000%  | 0.0000% | $8108976.00        | $8027372.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3048 | 2056-03-01      | 5.0000%  | 0.0000% | $10125392.00       | $10008035.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  | 0.0000% | $605000.00         | $48724.67          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5178 | 2055-02-01      | 5.5000%  | 0.0000% | $2692600.00        | $2155942.42        | Agency Mortgage-Backed Securities |
| GNII JM MA7304 M     | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $55182.54          | Agency Mortgage-Backed Securities |
| GNII SF MA8025 M     | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $288167.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9903 | 2055-03-01      | 5.5000%  | 0.0000% | $1041050.00        | $1036157.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $23504896.00       | $20941773.47       | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $122954880.00      | $68666355.73       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0422 | 2055-04-01      | 4.5000%  | 0.0000% | $1486378.00        | $1420776.60        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4666 | 2037-07-01      | 3.0000%  | 0.0000% | $772963.00         | $458892.17         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2492 | 2054-02-01      | 6.5000%  | 0.0000% | $51117184.00       | $41942689.22       | Agency Mortgage-Backed Securities |
| GNII SF CR5194 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1702952.14        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2080 | 2054-12-01      | 6.5000%  | 0.0000% | $1168530.00        | $733407.88         | Agency Mortgage-Backed Securities |
| GNII RG CS3955 C     | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $2893121.36        | Agency Mortgage-Backed Securities |
| GNCL CL CU4629       | 2066-02-15      | 6.0500%  | 0.0000% | $1830746.00        | $1947279.70        | Agency Mortgage-Backed Securities |
| GNII ET CT6288 C     | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $2468257.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1638 | 2054-12-01      | 5.5000%  | 0.0000% | $978110.00         | $890411.31         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0940 | 2054-12-01      | 6.0000%  | 0.0000% | $9325104.00        | $8516925.37        | Agency Mortgage-Backed Securities |
| GNMI SF 778869 X     | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $9610.54           | Agency Mortgage-Backed Securities |
| GNII SF DM3436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6947123.33        | Agency Mortgage-Backed Securities |
| GNII SF DM3906 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1062310.00        | $1104734.67        | Agency Mortgage-Backed Securities |
| GNII SF DL6857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $3256712.37        | Agency Mortgage-Backed Securities |
| GNMI SF AA6091 X     | 2043-02-15      | 3.0000%  | 0.0000% | $601000.00         | $82869.69          | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $96000.81          | Agency Mortgage-Backed Securities |
| GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  | 0.0000% | $1577138.00        | $1601545.63        | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C     | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $16582258.02       | Agency Mortgage-Backed Securities |
| GNII SF CW4861 C     | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1636152.07        | Agency Mortgage-Backed Securities |
| GNMI SF 774060 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1415569.67        | Agency Mortgage-Backed Securities |
| GNII SF DL5825 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1059919.84        | Agency Mortgage-Backed Securities |
| GNII SF DO6998 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1576622.00        | $1656981.76        | Agency Mortgage-Backed Securities |
| GNII SF DL5796 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1240630.81        | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C     | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $260942.57         | Agency Mortgage-Backed Securities |
| GNII SF DL5885 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1187614.00        | $1243476.24        | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1952261.26        | Agency Mortgage-Backed Securities |
| GNII ET DM7831 C     | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $73082.35          | Agency Mortgage-Backed Securities |
| GNII SF DL5030 C     | 2055-10-20      | 5.5000%  | 0.0000% | $15186580.00       | $15453045.50       | Agency Mortgage-Backed Securities |
| GNMI SF 716857 X     | 2039-04-15      | 4.5000%  | 0.0000% | $640774.00         | $110701.56         | Agency Mortgage-Backed Securities |
| GNMI SF 723225 X     | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $9919.07           | Agency Mortgage-Backed Securities |
| GNII JM 004849 M     | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $66579.64          | Agency Mortgage-Backed Securities |
| GNII SF DP1602 C     | 2055-12-20      | 4.0000%  | 0.0000% | $5804664.00        | $5341152.84        | Agency Mortgage-Backed Securities |
| GNII SF MA5192 M     | 2048-05-20      | 4.0000%  | 0.0000% | $800000.00         | $66064.45          | Agency Mortgage-Backed Securities |
| GNII SF DM3054 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1267842.10        | Agency Mortgage-Backed Securities |
| GNII ET DG7338 C     | 2065-03-20      | 6.5000%  | 0.0000% | $4540856.00        | $3879768.39        | Agency Mortgage-Backed Securities |
| GNII SF DP4491 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1452208.00        | $1531225.57        | Agency Mortgage-Backed Securities |
| GNII ET DP1996 C     | 2065-11-20      | 6.5000%  | 0.0000% | $1678646.00        | $1759514.59        | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $186030336.00      | $12013802.72       | Agency Mortgage-Backed Securities |
| GNII SF DP3269 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3062830.00        | $3043632.90        | Agency Mortgage-Backed Securities |
| GNII SF DP4722 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1047044.00        | $1106673.11        | Agency Mortgage-Backed Securities |
| GNII SF 005211 M     | 2041-10-20      | 3.0000%  | 0.0000% | $238000.00         | $16666.70          | Agency Mortgage-Backed Securities |
| GNII SF DN2311 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1682160.00        | $1762501.60        | Agency Mortgage-Backed Securities |
| GNAR AF MA6166 M     | 2049-09-20      | 5.3750%  | 0.0000% | $1057290.00        | $124259.34         | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $20986727.00       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8195 | 2056-03-01      | 4.5000%  | 0.0000% | $2572208.00        | $2493948.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9965 | 2056-03-01      | 5.0000%  | 0.0000% | $18874048.00       | $18772442.71       | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $554161.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6534 | 2056-02-01      | 5.0000%  | 0.0000% | $1305148.00        | $1299623.81        | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C     | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $59141.77          | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1105816.75        | Agency Mortgage-Backed Securities |
| GNII SF DK0827 C     | 2055-07-20      | 6.5000%  | 0.0000% | $846769.00         | $846393.36         | Agency Mortgage-Backed Securities |
| GNII SF DH1814 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1360004.00        | $602053.16         | Agency Mortgage-Backed Securities |
| GNII ET DJ2150 C     | 2065-05-20      | 6.0000%  | 0.0000% | $2773792.00        | $2555242.21        | Agency Mortgage-Backed Securities |
| GNII SF MA8773 M     | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $407663.06         | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $10680000.00       | $5840333.86        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842       | 2060-07-15      | 5.9300%  | 0.0000% | $4634000.00        | $4907860.73        | Agency Mortgage-Backed Securities |
| GNII SP 785161 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $555177.38         | Agency Mortgage-Backed Securities |
| GNII SF DK0415 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1281852.00        | $1001262.34        | Agency Mortgage-Backed Securities |
| GNII SP 785612 C     | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $181145.27         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4698       | 2060-07-15      | 5.8500%  | 0.0000% | $2900000.00        | $3054995.64        | Agency Mortgage-Backed Securities |
| GNMI SP 784718 X     | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $66507.24          | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $434443.45         | Agency Mortgage-Backed Securities |
| GNII SF DH6840 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2219388.00        | $765057.08         | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $100000.00         | $53766.08          | Agency Mortgage-Backed Securities |
| GNMI SF 544405 X     | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $6773.56           | Agency Mortgage-Backed Securities |
| GNII SF DH6836 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $612863.41         | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $75329536.00       | $66104976.78       | Agency Mortgage-Backed Securities |
| GNII SF DG4625 C     | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $931085.25         | Agency Mortgage-Backed Securities |
| GNII SP 787276 C     | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $665955.29         | Agency Mortgage-Backed Securities |
| GNII SF DH4867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3309749.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ9121 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2642219.09        | Agency Mortgage-Backed Securities |
| GNMI JP 783794 X     | 2028-07-15      | 2.0000%  | 0.0000% | $27923904.00       | $672631.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $77048320.00       | $58158703.74       | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40223.51          | Agency Mortgage-Backed Securities |
| GNII SF MA8395 M     | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $67637.30          | Agency Mortgage-Backed Securities |
| GNII SF DJ5211 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2719743.99        | Agency Mortgage-Backed Securities |
| GNII SF CL4863 C     | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $1598403.17        | Agency Mortgage-Backed Securities |
| GNMI SP 784182 X     | 2046-08-15      | 4.5000%  | 0.0000% | $409530.00         | $74953.46          | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $681980.69         | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $325696.45         | Agency Mortgage-Backed Securities |
| GNII SF DJ1895 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $1736217.94        | Agency Mortgage-Backed Securities |
| GNII ET DJ9042 C     | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3261394.53        | Agency Mortgage-Backed Securities |
| GNII SF BX4932 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1004701.40        | Agency Mortgage-Backed Securities |
| GNII SF BW4519 C     | 2033-02-20      | 6.5000%  | 0.0000% | $2544728.00        | $819031.76         | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $94907.97          | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1091074.00        | $690688.93         | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $15500000.00       | $9395928.88        | Agency Mortgage-Backed Securities |
| GNII SF DP0775 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3655739.00        | $3765770.34        | Agency Mortgage-Backed Securities |
| GNII SF DM6964 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $5114507.86        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQZ3584 | 2055-08-01      | 7.5000%  | 0.0000% | $1029374.00        | $779589.59         | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $511857.64         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0012 | 2056-02-01      | 5.5000%  | 0.0000% | $12161008.00       | $12372127.15       | Agency Mortgage-Backed Securities |
| GNII SF MA5300 M     | 2033-07-20      | 3.5000%  | 0.0000% | $1250000.00        | $107889.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0054 | 2056-04-01      | 5.5000%  | 0.0000% | $8594980.00        | $8718965.45        | Agency Mortgage-Backed Securities |
| GNII SF DN0820 C     | 2055-10-20      | 6.0000%  | 0.0000% | $45324032.00       | $46182886.58       | Agency Mortgage-Backed Securities |
| GNII ET DM6734 C     | 2065-09-20      | 6.0000%  | 0.0000% | $797062.00         | $816026.61         | Agency Mortgage-Backed Securities |
| GNII SF DN2537 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3625736.00        | $3453203.60        | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $189978.01         | Agency Mortgage-Backed Securities |
| GNII SF MA5134 M     | 2047-10-20      | 2.5000%  | 0.0000% | $1267510.00        | $316056.95         | Agency Mortgage-Backed Securities |
| GNII SF DM7725 C     | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $798434.54         | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M     | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3277955.73        | Agency Mortgage-Backed Securities |
| GNII ET DN3812 C     | 2065-11-20      | 6.5000%  | 0.0000% | $14300000.00       | $14802949.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2210 | 2054-08-01      | 6.0000%  | 0.0000% | $6700976.00        | $4918270.94        | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1431108.00        | $863398.29         | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $64865664.00       | $45632631.41       | Agency Mortgage-Backed Securities |
| GNII SF MA5531 M     | 2048-10-20      | 5.5000%  | 0.0000% | $20640000.00       | $1560309.78        | Agency Mortgage-Backed Securities |
| GNII ET DM7102 C     | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $367168.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9387 | 2056-03-01      | 4.5000%  | 0.0000% | $5443392.00        | $5277063.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1149 | 2055-12-01      | 6.0000%  | 0.0000% | $1055880.00        | $1079407.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7488 | 2056-03-01      | 5.0000%  | 0.0000% | $25383808.00       | $25133632.69       | Agency Mortgage-Backed Securities |
| GNII SF DM3432 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $2995800.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7567 | 2056-02-01      | 5.5000%  | 0.0000% | $12546352.00       | $12740789.58       | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $27654240.00       | $14625289.07       | Agency Mortgage-Backed Securities |
| GNII SF DM7907 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1287215.85        | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $123494.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9433 | 2056-04-01      | 6.0000%  | 0.0000% | $18051936.00       | $18529806.85       | Agency Mortgage-Backed Securities |
| GNII SF DM4377 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1958911.02        | Agency Mortgage-Backed Securities |
| GNII ET DF4672 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $2971226.46        | Agency Mortgage-Backed Securities |
| GNAR AS 082860 M     | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $23928.14          | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2332847.21        | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $141555.10         | Agency Mortgage-Backed Securities |
| GNPL PN DC7232       | 2060-03-15      | 5.8200%  | 0.0000% | $461577.00         | $483223.27         | Agency Mortgage-Backed Securities |
| GNII SF DG9213 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $975944.45         | Agency Mortgage-Backed Securities |
| GNPL LM CC2600       | 2060-12-15      | 3.2500%  | 0.0000% | $81599.00          | $72165.56          | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2136268.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2883979.00        | Agency Mortgage-Backed Securities |
| GNII SF BV8689 C     | 2050-07-20      | 2.5000%  | 0.0000% | $860393.00         | $519074.26         | Agency Mortgage-Backed Securities |
| GNII SF BR7360 C     | 2049-12-20      | 5.5000%  | 0.0000% | $1117304.00        | $449256.32         | Agency Mortgage-Backed Securities |
| GNAR AF 082359 M     | 2039-07-20      | 5.3750%  | 0.0000% | $10812464.00       | $109910.60         | Agency Mortgage-Backed Securities |
| GNII SF CA2414 C     | 2050-12-20      | 2.0000%  | 0.0000% | $1173738.00        | $693312.89         | Agency Mortgage-Backed Securities |
| GNII SF CX4163 C     | 2054-02-20      | 7.5000%  | 0.0000% | $3467544.00        | $3269633.75        | Agency Mortgage-Backed Securities |
| GNII JM MA7306 M     | 2051-03-20      | 3.5000%  | 0.0000% | $1384486.00        | $403255.02         | Agency Mortgage-Backed Securities |
| GNII SF CN8591 C     | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $431211.46         | Agency Mortgage-Backed Securities |
| GNII SF 005181 M     | 2041-09-20      | 3.5000%  | 0.0000% | $2005500.00        | $108727.38         | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C     | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $233101.62         | Agency Mortgage-Backed Securities |
| GNPL PN DC7261       | 2060-09-15      | 5.6000%  | 0.0000% | $725340.00         | $764549.65         | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $53602.89          | Agency Mortgage-Backed Securities |
| GNMI SF BG5671 X     | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $651982.45         | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $5518417.64        | Agency Mortgage-Backed Securities |
| GNII SF CX9988 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1115130.00        | $813477.06         | Agency Mortgage-Backed Securities |
| GNII SF BJ4176 C     | 2048-10-20      | 4.5000%  | 0.0000% | $1914810.00        | $145289.51         | Agency Mortgage-Backed Securities |
| GNII SF DB8861 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1352710.00        | $1278182.39        | Agency Mortgage-Backed Securities |
| GNII RG CP0111 C     | 2042-07-20      | 3.5000%  | 0.0000% | $175000.00         | $119483.43         | Agency Mortgage-Backed Securities |
| GNII RG CQ6275 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1444132.99        | Agency Mortgage-Backed Securities |
| GNII SF DI6864 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1031298.00        | $708974.72         | Agency Mortgage-Backed Securities |
| GNII SF DI6413 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5733888.00        | $5404594.29        | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $996690.52         | Agency Mortgage-Backed Securities |
| GNII SF DK5604 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2362388.00        | $2164970.53        | Agency Mortgage-Backed Securities |
| GNII SF CX3732 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $487870.12         | Agency Mortgage-Backed Securities |
| GNII SF CX7191 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $916141.35         | Agency Mortgage-Backed Securities |
| GNII SF DL3173 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1511226.92        | Agency Mortgage-Backed Securities |
| GNII SF DI8727 C     | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $795540.51         | Agency Mortgage-Backed Securities |
| GNII SF DI1001 C     | 2055-05-20      | 6.5000%  | 0.0000% | $378314.00         | $395721.74         | Agency Mortgage-Backed Securities |
| GNII SF DL4797 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1378546.00        | $989151.99         | Agency Mortgage-Backed Securities |
| GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1740818.00        | $1835933.63        | Agency Mortgage-Backed Securities |
| GNII ET DK8084 C     | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $950682.41         | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $857171.27         | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $724415.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $85503744.00       | $83584017.93       | Agency Mortgage-Backed Securities |
| GNII SF DL4477 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1209303.89        | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3307947.31        | Agency Mortgage-Backed Securities |
| GNII SF CB4516 C     | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $49852.35          | Agency Mortgage-Backed Securities |
| GNII SF BP1914 C     | 2049-08-20      | 3.0000%  | 0.0000% | $1344964.00        | $253283.72         | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $252841.00         | $246253.45         | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $840000.00         | $114491.78         | Agency Mortgage-Backed Securities |
| GNII SF DN2312 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1007806.00        | $999011.41         | Agency Mortgage-Backed Securities |
| GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | 0.0000% | $3989064.00        | $335046.19         | Agency Mortgage-Backed Securities |
| GNII SF DK8398 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3148290.86        | Agency Mortgage-Backed Securities |
| GNII SF DI1906 C     | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $27010860.31       | Agency Mortgage-Backed Securities |
| GNII SF DI1925 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2741036.00        | $2632760.70        | Agency Mortgage-Backed Securities |
| GNII ET CZ8643 C     | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $869122.89         | Agency Mortgage-Backed Securities |
| GNII SF DL3672 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1886572.00        | $1979056.95        | Agency Mortgage-Backed Securities |
| GNII SF DL5886 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1354424.56        | Agency Mortgage-Backed Securities |
| GNII SF DN6083 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4487616.00        | $4697590.04        | Agency Mortgage-Backed Securities |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $501375.00         | $27206.01          | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $6682.87           | Agency Mortgage-Backed Securities |
| GNII SF DM3005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $848991.00         | $888767.24         | Agency Mortgage-Backed Securities |
| GNII SF DP0664 C     | 2055-12-20      | 5.0000%  | 0.0000% | $7917864.00        | $7851994.06        | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $536936.05         | Agency Mortgage-Backed Securities |
| GNII SF DP1270 C     | 2056-02-20      | 7.0000%  | 0.0000% | $2338496.00        | $2494242.82        | Agency Mortgage-Backed Securities |
| GNII SF DN5546 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1393702.00        | $1469665.69        | Agency Mortgage-Backed Securities |
| GNII SF DP1199 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1908102.00        | $2023557.15        | Agency Mortgage-Backed Securities |
| GNII ET DN4291 C     | 2065-08-20      | 2.0000%  | 0.0000% | $2105224.00        | $1625223.18        | Agency Mortgage-Backed Securities |
| GNII SF DN0003 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2825468.00        | $2937281.99        | Agency Mortgage-Backed Securities |
| GNII SF DN6000 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1421106.00        | $1507260.02        | Agency Mortgage-Backed Securities |
| GNII SF DM4682 C     | 2055-11-20      | 6.0000%  | 0.0000% | $104512160.00      | $106100938.15      | Agency Mortgage-Backed Securities |
| GNII SF DM7812 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1300106.00        | $1363364.08        | Agency Mortgage-Backed Securities |
| GNPL PN DM8150       | 2060-11-15      | 5.5000%  | 0.0000% | $2821600.00        | $2922059.09        | Agency Mortgage-Backed Securities |
| GNII ET DN1751 C     | 2066-01-20      | 6.0000%  | 0.0000% | $490389.00         | $503051.45         | Agency Mortgage-Backed Securities |
| GNII SF DN2138 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1020112.00        | $1035001.19        | Agency Mortgage-Backed Securities |
| GNII SF DM6671 C     | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $854820.94         | Agency Mortgage-Backed Securities |
| GNII SF DM7353 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3825120.00        | $3987273.12        | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $50247.08          | Agency Mortgage-Backed Securities |
| GNII SF 545327 C     | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $13634.57          | Agency Mortgage-Backed Securities |
| GNII SF CK6045 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $468981.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4359 | 2056-01-01      | 5.0000%  | 0.0000% | $11254832.00       | $11125918.43       | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $191030.53         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5594 | 2055-11-01      | 6.5000%  | 0.0000% | $2504232.00        | $2597723.75        | Agency Mortgage-Backed Securities |
| GNII SF AD8821 C     | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $392762.09         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7933 | 2055-07-01      | 6.0000%  | 0.0000% | $4024848.00        | $4011086.93        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5871 | 2055-06-01      | 5.0000%  | 0.0000% | $2271150.00        | $2226128.40        | Agency Mortgage-Backed Securities |
| GNII SF CU3446 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $950000.16         | Agency Mortgage-Backed Securities |
| GNMI SF CR2381 X     | 2053-03-15      | 6.0000%  | 0.0000% | $4091192.00        | $3982301.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8310 | 2056-03-01      | 4.5000%  | 0.0000% | $3659032.00        | $3541599.03        | Agency Mortgage-Backed Securities |
| GNII SF DL5981 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1953262.87        | Agency Mortgage-Backed Securities |
| GNII SF DL8258 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1557431.82        | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $709478.18         | Agency Mortgage-Backed Securities |
| GNAR AF MA1463 M     | 2043-11-20      | 5.1250%  | 0.0000% | $78805920.00       | $1638345.20        | Agency Mortgage-Backed Securities |
| GNII SF DL6441 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $2371637.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4403 | 2056-01-01      | 6.5000%  | 0.0000% | $1759924.00        | $1830798.82        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA4438 | 2056-01-01      | 7.0000%  | 0.0000% | $1849746.00        | $1966418.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4558 | 2053-10-01      | 4.5000%  | 0.0000% | $128190240.00      | $124315433.62      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8904 | 2056-03-01      | 5.5000%  | 0.0000% | $9306672.00        | $9391840.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5342 | 2055-10-01      | 6.0000%  | 0.0000% | $15393440.00       | $15069247.80       | Agency Mortgage-Backed Securities |
| GNPL PN CU1280       | 2058-06-15      | 4.9100%  | 0.0000% | $26844.00          | $26238.10          | Agency Mortgage-Backed Securities |
| GNII SF AQ3110 C     | 2045-11-20      | 3.0000%  | 0.0000% | $16869600.00       | $2309904.84        | Agency Mortgage-Backed Securities |
| GNPL PN DM0345       | 2060-10-15      | 5.5100%  | 0.0000% | $4640000.00        | $4839691.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5868 | 2056-02-01      | 5.0000%  | 0.0000% | $12820928.00       | $12642403.96       | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13178165.06       | Agency Mortgage-Backed Securities |
| GNII ET DM0745 C     | 2065-08-20      | 7.0000%  | 0.0000% | $4479944.00        | $4689968.99        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA4304 | 2056-01-01      | 7.0000%  | 0.0000% | $6635464.00        | $7021741.39        | Agency Mortgage-Backed Securities |
| GNII SF DM3857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $897618.00         | $940003.85         | Agency Mortgage-Backed Securities |
| GNII SF DM6191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $6208740.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6491 | 2056-02-01      | 5.0000%  | 0.0000% | $2732168.00        | $2705264.31        | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $187965.63         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3879 | 2055-11-01      | 6.5000%  | 0.0000% | $115743616.00      | $114235704.08      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8507 | 2056-03-01      | 5.0000%  | 0.0000% | $24406400.00       | $24217901.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4702 | 2056-04-01      | 5.0000%  | 0.0000% | $84020864.00       | $83413365.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6537 | 2055-10-01      | 5.5000%  | 0.0000% | $45137024.00       | $43976440.37       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8966 | 2056-03-01      | 4.5000%  | 0.0000% | $3778632.00        | $3673650.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1221 | 2055-12-01      | 6.0000%  | 0.0000% | $5085920.00        | $5190017.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4997 | 2056-01-01      | 6.0000%  | 0.0000% | $2333476.00        | $2414029.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA3567 | 2048-12-01      | 6.0000%  | 0.0000% | $561000.00         | $59330.96          | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M     | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2623409.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2354 | 2035-08-01      | 3.5000%  | 0.0000% | $80000.00          | $10460.44          | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $154815744.00      | $40281607.09       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0570 | 2054-12-01      | 6.0000%  | 0.0000% | $14412912.00       | $12389091.32       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8056 | 2056-03-01      | 4.5000%  | 0.0000% | $1150038.00        | $1111637.08        | Agency Mortgage-Backed Securities |
| GNII SF MA5686 M     | 2034-04-20      | 5.0000%  | 0.0000% | $490525.00         | $123439.66         | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $684195.16         | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M     | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $82489.80          | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $4414608.00        | $604364.34         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0085 | 2055-10-01      | 6.5000%  | 0.0000% | $2652932.00        | $1966768.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4034 | 2055-04-01      | 6.0000%  | 0.0000% | $6050000.00        | $5130689.61        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTA5504 | 2055-12-01      | 4.0000%  | 0.0000% | $2587628.00        | $2435086.27        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4042 | 2055-04-01      | 6.5000%  | 0.0000% | $17972448.00       | $16487546.81       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1494 | 2055-12-01      | 5.5000%  | 0.0000% | $11694608.00       | $11815763.44       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9928 | 2051-12-01      | 2.0000%  | 0.0000% | $1420000.00        | $866536.36         | Agency Mortgage-Backed Securities |
| GNPL PN DJ5978       | 2060-09-15      | 5.6500%  | 0.0000% | $6350000.00        | $6501390.53        | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1490517.68        | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $36080768.00       | $37916112.49       | Agency Mortgage-Backed Securities |
| GNII SF DJ1822 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $2442874.45        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $400412.72         | Agency Mortgage-Backed Securities |
| GNII SF DG9995 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $1646580.28        | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2622813.52        | Agency Mortgage-Backed Securities |
| GNII ET DE9127 C     | 2064-08-20      | 6.5000%  | 0.0000% | $6420240.00        | $1379495.08        | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1614298.29        | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $90775.00          | $90809.38          | Agency Mortgage-Backed Securities |
| GNII ET DQ6603 C     | 2066-03-20      | 6.0000%  | 0.0000% | $33820416.00       | $34715168.93       | Agency Mortgage-Backed Securities |
| GNII ET DQ0072 C     | 2066-02-20      | 6.5000%  | 0.0000% | $1275248.00        | $1335327.45        | Agency Mortgage-Backed Securities |
| GNII SF DN9292 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4005720.00        | $3966862.57        | Agency Mortgage-Backed Securities |
| GNII SF DQ4488 C     | 2056-02-20      | 6.5000%  | 0.0000% | $4803600.00        | $5193144.20        | Agency Mortgage-Backed Securities |
| GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $285713.56         | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $804755.04         | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $2302880.65        | Agency Mortgage-Backed Securities |
| GNII SF DD7704 C     | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4248875.48        | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1220434.27        | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $72881.00          | $74785.45          | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $144458.09         | Agency Mortgage-Backed Securities |
| GNII SF CY4585 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1700590.00        | $814439.04         | Agency Mortgage-Backed Securities |
| GNII SF AG2866 C     | 2043-10-20      | 3.5000%  | 0.0000% | $875000.00         | $92116.64          | Agency Mortgage-Backed Securities |
| GNII SP 787214 C     | 2054-01-20      | 6.5000%  | 0.0000% | $7802864.00        | $4823128.39        | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $1707500.00        | $355568.62         | Agency Mortgage-Backed Securities |
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5014367.96        | Agency Mortgage-Backed Securities |
| GNII SP 788188 C     | 2055-09-20      | 5.5000%  | 0.0000% | $59500864.00       | $57760613.14       | Agency Mortgage-Backed Securities |
| GNMI SF 752201 X     | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1192003.29        | Agency Mortgage-Backed Securities |
| GNAR AT 080947 M     | 2034-06-20      | 5.6250%  | 0.0000% | $40044480.00       | $796021.38         | Agency Mortgage-Backed Securities |
| GNII SP 785066 C     | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1459845.80        | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 5.1250%  | 0.0000% | $300000.00         | $6415.08           | Agency Mortgage-Backed Securities |
| GNAR AF 082137 M     | 2038-08-20      | 5.3750%  | 0.0000% | $50000000.00       | $74962.46          | Agency Mortgage-Backed Securities |
| GNAR AF MB0881 M     | 2056-01-20      | 4.5000%  | 0.0000% | $3084732.00        | $3076361.46        | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $344791552.00      | $216807604.44      | Agency Mortgage-Backed Securities |
| GNII SF DM6188 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7006672.00        | $7168466.39        | Agency Mortgage-Backed Securities |
| GNII SF DM8066 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1370842.00        | $1426251.13        | Agency Mortgage-Backed Securities |
| GNII SF DM6189 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2774808.00        | $2779003.19        | Agency Mortgage-Backed Securities |
| GNII SF DO9136 C     | 2055-11-20      | 7.0000%  | 0.0000% | $712469.00         | $745118.65         | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3168691.32        | Agency Mortgage-Backed Securities |
| GNII SF MA4260 M     | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $74242.53          | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2762310.38        | Agency Mortgage-Backed Securities |
| GNII SF DM2601 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1629588.00        | $1614237.33        | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $472646144.00      | $55472228.86       | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M     | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $26959.25          | Agency Mortgage-Backed Securities |
| GNII SF MA5303 M     | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $75540.70          | Agency Mortgage-Backed Securities |
| GNII SF 683316 C     | 2050-01-20      | 3.0000%  | 0.0000% | $28500000.00       | $4733008.95        | Agency Mortgage-Backed Securities |
| GNII SF 003308 M     | 2032-11-20      | 6.5000%  | 0.0000% | $9711120.00        | $33268.57          | Agency Mortgage-Backed Securities |
| GNII SF DO9199 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1707040.00        | $1819035.97        | Agency Mortgage-Backed Securities |
| GNCL CL DO8097       | 2068-03-15      | 4.6300%  | 0.0000% | $2562416.00        | $2497280.24        | Agency Mortgage-Backed Securities |
| GNII SF DM0622 C     | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4315588.10        | Agency Mortgage-Backed Securities |
| GNII SF DO3236 C     | 2055-08-20      | 6.0000%  | 0.0000% | $164318.00         | $169741.87         | Agency Mortgage-Backed Securities |
| GNII SF DJ3196 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4524648.00        | $4722681.12        | Agency Mortgage-Backed Securities |
| GNII SF DL0403 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5713464.00        | $5711007.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ9835 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $2209750.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ9249 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $1799735.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1479121.01        | Agency Mortgage-Backed Securities |
| GNII SF DL4051 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6280501.36        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1982082.27        | Agency Mortgage-Backed Securities |
| GNII SF DL4913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1550010.97        | Agency Mortgage-Backed Securities |
| GNII SF DI8913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1691170.00        | $1772406.08        | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4332968.00        | $4524687.38        | Agency Mortgage-Backed Securities |
| GNII ET DM2763 C     | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $279050.73         | Agency Mortgage-Backed Securities |
| GNII SF DM3338 C     | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $846611.28         | Agency Mortgage-Backed Securities |
| GNII SF DL6856 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2781456.00        | $2766468.52        | Agency Mortgage-Backed Securities |
| GNMI SF 707098 X     | 2039-01-15      | 5.5000%  | 0.0000% | $4635000.00        | $12759.55          | Agency Mortgage-Backed Securities |
| GNII SF DL7057 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2788438.61        | Agency Mortgage-Backed Securities |
| GNII SF DL3099 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2400913.06        | Agency Mortgage-Backed Securities |
| GNII SF DM3437 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5225784.00        | $5455261.73        | Agency Mortgage-Backed Securities |
| GNII ET DO5057 C     | 2066-02-20      | 3.5000%  | 0.0000% | $280347.00         | $255396.35         | Agency Mortgage-Backed Securities |
| GNII SF DK7591 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3229579.01        | Agency Mortgage-Backed Securities |
| GNII SF DL0490 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1439210.00        | $1502522.46        | Agency Mortgage-Backed Securities |
| GNII SF DK4925 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1663752.00        | $1491149.55        | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1265510.73        | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $2088192.00        | $406111.08         | Agency Mortgage-Backed Securities |
| GNII SF AD8825 C     | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $2915725.06        | Agency Mortgage-Backed Securities |
| GNII SF DK0157 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2263576.00        | $2371657.04        | Agency Mortgage-Backed Securities |
| GNII SF DK5711 C     | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3262736.38        | Agency Mortgage-Backed Securities |
| GNII SF DK2017 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6513236.63        | Agency Mortgage-Backed Securities |
| GNII ET DK3339 C     | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $561450.21         | Agency Mortgage-Backed Securities |
| GNII SF DK7158 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1804866.00        | $1775798.96        | Agency Mortgage-Backed Securities |
| GNII SF DK7577 C     | 2055-08-20      | 6.5000%  | 0.0000% | $795105.00         | $842075.99         | Agency Mortgage-Backed Securities |
| GNII SF CX4160 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1530730.00        | $1618961.99        | Agency Mortgage-Backed Securities |
| GNII SF AV5009 C     | 2046-10-20      | 3.0000%  | 0.0000% | $1801326.00        | $100976.12         | Agency Mortgage-Backed Securities |
| GNII SF DA9706 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1257492.00        | $573264.00         | Agency Mortgage-Backed Securities |
| GNII SF CV1576 C     | 2053-06-20      | 6.5000%  | 0.0000% | $3328504.00        | $3035366.90        | Agency Mortgage-Backed Securities |
| GNII ET DB3359 C     | 2065-10-20      | 6.5000%  | 0.0000% | $1228028.00        | $1286781.87        | Agency Mortgage-Backed Securities |
| GNII ET DD6091 C     | 2064-09-20      | 6.5000%  | 0.0000% | $28940256.00       | $12844424.89       | Agency Mortgage-Backed Securities |
| GNMI SF BB3477 X     | 2047-09-15      | 5.0000%  | 0.0000% | $1177452.00        | $104657.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $210950.35         | Agency Mortgage-Backed Securities |
| GNII SF AG2675 C     | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $805584.88         | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1098849.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3242180.15        | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $845349.99         | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $22646582.40       | Agency Mortgage-Backed Securities |
| GNII SF DK0236 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1296578.00        | $1315223.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1744 | 2055-12-01      | 5.0000%  | 0.0000% | $418416.00         | $412158.36         | Agency Mortgage-Backed Securities |
| GNII SF MA3037 M     | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $42547.60          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0078 | 2041-03-01      | 6.0000%  | 0.0000% | $9259280.00        | $9554326.67        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1473 | 2055-12-01      | 6.5000%  | 0.0000% | $1108810.00        | $1150662.73        | Agency Mortgage-Backed Securities |
| GNII ET DL8803 C     | 2065-07-20      | 3.5000%  | 0.0000% | $231013.00         | $208659.48         | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $269873.00         | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2565447.76        | Agency Mortgage-Backed Securities |
| GNII ET DK0959 C     | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $19969040.33       | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $68012160.00       | $19073640.78       | Agency Mortgage-Backed Securities |
| GNII SF DL5180 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3437628.00        | $3599187.48        | Agency Mortgage-Backed Securities |
| GNII SF DL2635 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1250322.55        | Agency Mortgage-Backed Securities |
| GNII SF DL3948 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2101484.00        | $2190820.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0066 | 2041-03-01      | 4.5000%  | 0.0000% | $368799.00         | $364139.99         | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $771429.00         | $48586.12          | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C     | 2053-04-20      | 6.0000%  | 0.0000% | $1845198.00        | $1450186.70        | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $31300000.00       | $6106179.07        | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C     | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3153640.34        | Agency Mortgage-Backed Securities |
| GNII ET DM1665 C     | 2065-09-20      | 4.0000%  | 0.0000% | $234507.00         | $220011.78         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4248 | 2056-03-01      | 5.0000%  | 0.0000% | $52158480.00       | $51539718.86       | Agency Mortgage-Backed Securities |
| GNII SF DL4798 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1443478.16        | Agency Mortgage-Backed Securities |
| GNII SF DL5183 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4736856.00        | $4959834.89        | Agency Mortgage-Backed Securities |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $11617675.90       | Agency Mortgage-Backed Securities |
| GNII SF CX4165 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1311129.68        | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1298762.00        | $971272.07         | Agency Mortgage-Backed Securities |
| GNII SF CR7709 C     | 2052-12-20      | 6.0000%  | 0.0000% | $1068058.00        | $1104525.47        | Agency Mortgage-Backed Securities |
| GNII SF DB8865 C     | 2054-05-20      | 6.5000%  | 0.0000% | $2949984.00        | $2818862.85        | Agency Mortgage-Backed Securities |
| GNII SF CT4233 C     | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1427861.04        | Agency Mortgage-Backed Securities |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $35938304.00       | $23605.62          | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1281436.81        | Agency Mortgage-Backed Securities |
| GNMI SP 783673 X     | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4314168.39        | Agency Mortgage-Backed Securities |
| GNMI SF 749262 X     | 2041-06-15      | 4.5000%  | 0.0000% | $6814640.00        | $1878890.55        | Agency Mortgage-Backed Securities |
| GNII SP 783604 M     | 2042-06-20      | 3.5000%  | 0.0000% | $1024036.00        | $73859.62          | Agency Mortgage-Backed Securities |
| GNAR AR 080136 M     | 2027-11-20      | 5.1250%  | 0.0000% | $24838142.00       | $5632.92           | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $75082.32          | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $3918148.00        | $4158958.68        | Agency Mortgage-Backed Securities |
| GNII ET DF3248 C     | 2064-11-20      | 6.0000%  | 0.0000% | $931886.00         | $948365.25         | Agency Mortgage-Backed Securities |
| GNII ET DP0145 C     | 2065-12-20      | 3.0000%  | 0.0000% | $1235836.00        | $1092917.46        | Agency Mortgage-Backed Securities |
| GNII SF DP2063 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3376260.00        | $3353860.71        | Agency Mortgage-Backed Securities |
| GNII SF DP1273 C     | 2056-02-20      | 7.0000%  | 0.0000% | $2829304.00        | $3015024.70        | Agency Mortgage-Backed Securities |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $669217.13         | Agency Mortgage-Backed Securities |
| GNII SP 784101 M     | 2044-08-20      | 3.5000%  | 0.0000% | $13197552.00       | $1274186.46        | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $32823.55          | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $52134.65          | Agency Mortgage-Backed Securities |
| GNMI SP 785782 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1495792.00        | $1023794.46        | Agency Mortgage-Backed Securities |
| GNII SP 785349 C     | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $610366.32         | Agency Mortgage-Backed Securities |
| GNII SF 004697 M     | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $72901.34          | Agency Mortgage-Backed Securities |
| GNII SP 785730 C     | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2082017.46        | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $85840.62          | Agency Mortgage-Backed Securities |
| GNII SF MA8986 M     | 2038-07-20      | 5.0000%  | 0.0000% | $354780.00         | $215235.55         | Agency Mortgage-Backed Securities |
| GNII SF MA3980 M     | 2031-10-20      | 3.5000%  | 0.0000% | $88000.00          | $5712.73           | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $55671.84          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $1127296.00        | $637972.79         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1542 | 2055-06-01      | 5.5000%  | 0.0000% | $124130080.00      | $116570878.28      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8680 | 2037-09-01      | 3.0000%  | 0.0000% | $7124432.00        | $5329771.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS0871 | 2037-03-01      | 3.0000%  | 0.0000% | $2300000.00        | $1267802.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4197 | 2056-02-01      | 5.0000%  | 0.0000% | $144392960.00      | $142597567.05      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9686 | 2054-12-01      | 7.0000%  | 0.0000% | $9607900.00        | $6621566.14        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CLMA5287 | 2054-01-01      | 8.0000%  | 0.0000% | $1541588.00        | $805926.70         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5696 | 2045-03-01      | 7.0000%  | 0.0000% | $57028.00          | $34252.80          | Agency Mortgage-Backed Securities |
| GNII SF CC9795 C     | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $92221.75          | Agency Mortgage-Backed Securities |
| GNII RG CI4389 C     | 2039-08-20      | 6.0000%  | 0.0000% | $2208372.00        | $1375493.21        | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $718606.78         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0389 | 2055-12-01      | 6.5000%  | 0.0000% | $14557264.00       | $14481662.70       | Agency Mortgage-Backed Securities |
| GNII RG CE3913 C     | 2049-05-20      | 5.5000%  | 0.0000% | $2775524.00        | $903004.21         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6034 | 2041-03-01      | 3.0000%  | 0.0000% | $30009536.00       | $28674051.63       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0110 | 2056-03-01      | 5.0000%  | 0.0000% | $196146176.00      | $193761757.77      | Agency Mortgage-Backed Securities |
| GNII SF BS7619 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $526492.67         | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $36260288.00       | $21470379.61       | Agency Mortgage-Backed Securities |
| GNII SF CM4442 C     | 2052-06-20      | 2.5000%  | 0.0000% | $3140532.00        | $909238.07         | Agency Mortgage-Backed Securities |
| GNPL PN CG6812       | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5038637.65        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3105 | 2055-09-01      | 7.0000%  | 0.0000% | $1682738.00        | $1038160.07        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1814 | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1032347.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1056 | 2055-11-01      | 5.5000%  | 0.0000% | $1253628.00        | $1262108.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | 0.0000% | $20808960.00       | $20259626.86       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4836 | 2055-12-01      | 5.5000%  | 0.0000% | $1120942.00        | $1140933.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2647 | 2056-01-01      | 5.5000%  | 0.0000% | $2344284.00        | $2363561.16        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA4356 | 2056-01-01      | 7.0000%  | 0.0000% | $1079608.00        | $1142870.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6385 | 2055-06-01      | 5.5000%  | 0.0000% | $2147616.00        | $2082476.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY2231 | 2055-05-01      | 5.0000%  | 0.0000% | $2072856.00        | $1949074.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5924 | 2055-06-01      | 6.0000%  | 0.0000% | $1376550.00        | $1399880.93        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0103 | 2055-04-01      | 7.0000%  | 0.0000% | $1709796.00        | $1580750.93        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ4552 | 2055-10-01      | 4.5000%  | 0.0000% | $2352832.00        | $2261585.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4456 | 2056-02-01      | 6.5000%  | 0.0000% | $8895744.00        | $9285683.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7906 | 2053-11-01      | 6.0000%  | 0.0000% | $4298232.00        | $2715556.72        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1104 | 2051-11-01      | 2.5000%  | 0.0000% | $100000.00         | $59050.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7131 | 2052-08-01      | 5.0000%  | 0.0000% | $2669208.00        | $1429671.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2580 | 2055-07-01      | 6.0000%  | 0.0000% | $3980252.00        | $3367572.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBO0182 | 2049-05-01      | 5.0000%  | 0.0000% | $124000.00         | $48627.99          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5900 | 2055-08-01      | 6.5000%  | 0.0000% | $1801298.00        | $1878595.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4792 | 2054-01-01      | 6.5000%  | 0.0000% | $1400000.00        | $880729.83         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6520 | 2049-04-01      | 4.0000%  | 0.0000% | $8650000.00        | $1218640.26        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0546 | 2036-01-01      | 2.0000%  | 0.0000% | $8615952.00        | $3467385.21        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $2790800.00        | $1585041.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG9237 | 2053-08-01      | 6.5000%  | 0.0000% | $2092032.00        | $1577875.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG3764 | 2053-05-01      | 6.5000%  | 0.0000% | $1140752.00        | $925942.52         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC1333 | 2051-05-01      | 2.0000%  | 0.0000% | $23571000.00       | $13434605.27       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC3259 | 2051-06-01      | 2.0000%  | 0.0000% | $1268908.00        | $802869.57         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8225 | 2038-02-01      | 3.0000%  | 0.0000% | $4000000.00        | $2397171.23        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  | 0.0000% | $135326.00         | $19680.41          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8521 | 2053-02-01      | 5.0000%  | 0.0000% | $3972904.00        | $3152880.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PRE5071 | 2056-02-01      | 6.5000%  | 0.0000% | $56422976.00       | $55570824.87       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3078 | 2055-07-01      | 5.0000%  | 0.0000% | $337732.00         | $330645.98         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1411 | 2049-09-01      | 3.0000%  | 0.0000% | $3606148.00        | $1221776.27        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5035 | 2041-02-01      | 4.0000%  | 0.0000% | $1097026.00        | $1069261.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4120 | 2040-08-01      | 6.0000%  | 0.0000% | $1261162.00        | $1231328.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7641 | 2054-06-01      | 6.0000%  | 0.0000% | $556837.00         | $353804.41         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  | 0.0000% | $300000.00         | $171417.51         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8332 | 2036-11-01      | 2.0000%  | 0.0000% | $753155.00         | $403977.70         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQO0487 | 2037-06-01      | 2.0000%  | 0.0000% | $1806964.00        | $1008362.28        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | 0.0000% | $1200000.00        | $660862.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH9446 | 2054-02-01      | 6.0000%  | 0.0000% | $1162404.00        | $893489.35         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN4415 | 2035-12-01      | 1.5000%  | 0.0000% | $9687936.00        | $4140112.44        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1214 | 2049-07-01      | 4.0000%  | 0.0000% | $5668672.00        | $1145232.23        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8507 | 2051-10-01      | 2.5000%  | 0.0000% | $56772000.00       | $35185407.93       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1739 | 2040-10-01      | 6.5000%  | 0.0000% | $1019102.00        | $1031426.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2669 | 2055-11-01      | 6.0000%  | 0.0000% | $1715302.00        | $1780174.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4456 | 2053-07-01      | 5.5000%  | 0.0000% | $1903240.00        | $1504347.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV6012 | 2040-07-01      | 4.5000%  | 0.0000% | $39272.00          | $37968.32          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0447 | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1532273.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBW2566 | 2041-02-01      | 6.0000%  | 0.0000% | $1430048.00        | $1482802.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6043 | 2053-04-01      | 4.5000%  | 0.0000% | $5000000.00        | $3713046.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3457 | 2056-03-01      | 4.5000%  | 0.0000% | $1473218.00        | $1424570.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $29767000.00       | $22614408.48       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3242 | 2050-05-01      | 2.5000%  | 0.0000% | $43000000.00       | $18753921.68       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | 0.0000% | $1350000.00        | $909698.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $90691456.00       | $23038288.09       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  | 0.0000% | $44300000.00       | $32958618.17       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQH7254 | 2053-12-01      | 4.0000%  | 0.0000% | $1504330.00        | $781309.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4220 | 2052-06-01      | 5.0000%  | 0.0000% | $1880794.00        | $786128.59         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8514 | 2055-03-01      | 5.0000%  | 0.0000% | $1164212.00        | $1059746.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $13489000.00       | $10809157.84       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2484 | 2051-12-01      | 2.5000%  | 0.0000% | $3037780.00        | $1705185.72        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU2599 | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $57290.94          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC3695 | 2051-07-01      | 2.0000%  | 0.0000% | $3500000.00        | $1993552.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4142 | 2052-06-01      | 5.0000%  | 0.0000% | $77412.00          | $55201.87          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0330 | 2052-09-01      | 4.0000%  | 0.0000% | $77490.00          | $50588.97          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8107 | 2052-08-01      | 4.5000%  | 0.0000% | $4437056.00        | $3370067.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8749 | 2053-02-01      | 6.5000%  | 0.0000% | $11462816.00       | $8091397.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  | 0.0000% | $12360912.00       | $7438699.66        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8145 | 2051-05-01      | 1.5000%  | 0.0000% | $410466.00         | $232587.74         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3769 | 2052-05-01      | 3.0000%  | 0.0000% | $11500000.00       | $7929921.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1424 | 2039-04-01      | 6.0000%  | 0.0000% | $6251080.00        | $4240154.28        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0549 | 2051-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $1030938.51        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS3822 | 2039-02-01      | 7.0000%  | 0.0000% | $900000.00         | $59256.55          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0185 | 2041-09-01      | 2.5000%  | 0.0000% | $6687430.00        | $3886975.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH0851 | 2053-09-01      | 6.0000%  | 0.0000% | $4815088.00        | $3180828.80        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2769 | 2039-09-01      | 4.5000%  | 0.0000% | $22000000.00       | $1019484.28        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $2698900.00        | $2214124.23        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6214 | 2053-07-01      | 4.5000%  | 0.0000% | $1109658.00        | $926662.19         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5324 | 2044-12-01      | 5.0000%  | 0.0000% | $50000.00          | $40613.50          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9613 | 2053-08-01      | 5.0000%  | 0.0000% | $153383.00         | $123307.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6406 | 2055-09-01      | 6.0000%  | 0.0000% | $5807760.00        | $5916819.52        | Agency Mortgage-Backed Securities |
| GNII SF DO6482 C     | 2055-12-20      | 5.0000%  | 0.0000% | $8958192.00        | $8629737.11        | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $17087375.49       | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $807075.88         | Agency Mortgage-Backed Securities |
| GNII ET DP1587 C     | 2066-02-20      | 5.0000%  | 0.0000% | $112194.00         | $111738.49         | Agency Mortgage-Backed Securities |
| GNII SF DH2870 C     | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15172423.21       | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2019524.44        | Agency Mortgage-Backed Securities |
| GNII SF DH4942 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1474893.62        | Agency Mortgage-Backed Securities |
| GNII SF DP4478 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1629450.00        | $1620072.27        | Agency Mortgage-Backed Securities |
| GNII SF DN8233 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1433062.00        | $1497295.86        | Agency Mortgage-Backed Securities |
| GNII SF CS1932 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1953304.00        | $1723947.62        | Agency Mortgage-Backed Securities |
| GNII ET DO0115 C     | 2065-04-20      | 4.0000%  | 0.0000% | $753738.00         | $701425.64         | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $90221.00          | $88894.76          | Agency Mortgage-Backed Securities |
| GNII JM MA8866 M     | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $671205.39         | Agency Mortgage-Backed Securities |
| GNII SF MA8403 M     | 2031-01-20      | 7.5000%  | 0.0000% | $33249.00          | $6239.18           | Agency Mortgage-Backed Securities |
| GNMI SF AY8218 X     | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11109.29          | Agency Mortgage-Backed Securities |
| GNPL PN CS8952       | 2065-05-15      | 6.1300%  | 0.0000% | $64601.00          | $70988.31          | Agency Mortgage-Backed Securities |
| GNII SF DI3653 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1231094.70        | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M     | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $240997.23         | Agency Mortgage-Backed Securities |
| GNII SF CU9626 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2265352.00        | $1110467.82        | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1014283.38        | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $388485.29         | Agency Mortgage-Backed Securities |
| GNII SF CE9959 C     | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $344573.82         | Agency Mortgage-Backed Securities |
| GNII SF DO2326 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1319206.00        | $1384413.26        | Agency Mortgage-Backed Securities |
| GNPL PN CQ7060       | 2058-05-15      | 4.9400%  | 0.0000% | $25000.00          | $24467.57          | Agency Mortgage-Backed Securities |
| GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $43558.00          | $45324.70          | Agency Mortgage-Backed Securities |
| GNII SF DR0958 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1099616.00        | $1132013.25        | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1278450.43        | Agency Mortgage-Backed Securities |
| GNII SF DO4063 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2114036.00        | $2090929.94        | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $56867.75          | Agency Mortgage-Backed Securities |
| GNII ET DI6892 C     | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $616550.01         | Agency Mortgage-Backed Securities |
| GNII SF MA5798 M     | 2031-05-20      | 7.0000%  | 0.0000% | $90448.00          | $20091.16          | Agency Mortgage-Backed Securities |
| GNII SF BY6430 C     | 2050-10-20      | 3.0000%  | 0.0000% | $452449.00         | $310582.88         | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1100825.82        | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M     | 2034-01-20      | 4.5000%  | 0.0000% | $2589124.00        | $219712.36         | Agency Mortgage-Backed Securities |
| GNII JM MA9159 M     | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $141649.36         | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $907055.18         | Agency Mortgage-Backed Securities |
| GNPL PN CQ9722       | 2061-01-15      | 5.0200%  | 0.0000% | $8210000.00        | $8225569.15        | Agency Mortgage-Backed Securities |
| GNII ET DP7709 C     | 2066-01-20      | 3.0000%  | 0.0000% | $218572.00         | $193487.64         | Agency Mortgage-Backed Securities |
| GNII SF DQ8993 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1820796.00        | $1898228.99        | Agency Mortgage-Backed Securities |
| GNII SF CC0829 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $810755.49         | Agency Mortgage-Backed Securities |
| GNII SF DN3238 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1730932.00        | $1787406.32        | Agency Mortgage-Backed Securities |
| GNII SF DN7155 C     | 2055-11-20      | 6.0000%  | 0.0000% | $15682512.00       | $16201185.34       | Agency Mortgage-Backed Securities |
| GNII SF DH6974 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1097379.70        | Agency Mortgage-Backed Securities |
| GNII SF DG9948 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1688036.71        | Agency Mortgage-Backed Securities |
| GNII SF DH3519 C     | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $1490577.65        | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $387345.00         | $399040.50         | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $370337.34         | Agency Mortgage-Backed Securities |
| GNII SF AD6080 C     | 2050-02-20      | 3.0000%  | 0.0000% | $70065280.00       | $15443249.85       | Agency Mortgage-Backed Securities |
| GNMI SF AD2254 X     | 2043-03-15      | 3.5000%  | 0.0000% | $100249.00         | $11587.87          | Agency Mortgage-Backed Securities |
| GNII RG CI4462 C     | 2044-07-20      | 4.0000%  | 0.0000% | $1616490.00        | $858792.15         | Agency Mortgage-Backed Securities |
| GNII SF CM6944 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $1965318.74        | Agency Mortgage-Backed Securities |
| GNII SF CK4920 C     | 2052-01-20      | 3.5000%  | 0.0000% | $146807.00         | $68284.90          | Agency Mortgage-Backed Securities |
| GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $17310.60          | Agency Mortgage-Backed Securities |
| GNII SF DL3166 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1738446.00        | $1818014.40        | Agency Mortgage-Backed Securities |
| GNAR AF MA1851 M     | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1054982.41        | Agency Mortgage-Backed Securities |
| GNII SF DL0107 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $4949721.37        | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M     | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $335240.58         | Agency Mortgage-Backed Securities |
| GNII SF MA6320 M     | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $5294.34           | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1724506.12        | Agency Mortgage-Backed Securities |
| GNII SF DL2577 C     | 2052-07-20      | 6.5000%  | 0.0000% | $1229850.00        | $1065039.03        | Agency Mortgage-Backed Securities |
| GNII SF DK3171 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1735786.58        | Agency Mortgage-Backed Securities |
| GNII ET DK6233 C     | 2060-11-20      | 3.0000%  | 0.0000% | $188530.00         | $164811.90         | Agency Mortgage-Backed Securities |
| GNII SF MA6071 M     | 2027-12-20      | 6.5000%  | 0.0000% | $153047.00         | $26522.13          | Agency Mortgage-Backed Securities |
| GNII SF DO5001 C     | 2056-01-20      | 5.5000%  | 0.0000% | $5450640.00        | $5567898.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5539 | 2056-01-01      | 5.0000%  | 0.0000% | $29733632.00       | $29433541.18       | Agency Mortgage-Backed Securities |
| GNII SF MA8916 M     | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $84970.92          | Agency Mortgage-Backed Securities |
| GNII SF DO7923 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4505950.00        | $4474866.78        | Agency Mortgage-Backed Securities |
| GNII SF DO3774 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1437116.00        | $1526144.88        | Agency Mortgage-Backed Securities |
| GNII RG CQ2806 C     | 2039-09-20      | 6.0000%  | 0.0000% | $2254684.00        | $1491309.61        | Agency Mortgage-Backed Securities |
| GNII SF AJ4255 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1399322.00        | $369001.10         | Agency Mortgage-Backed Securities |
| GNMI SF CR2379 X     | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2952668.27        | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $200000.00         | $11553.64          | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $421003.88         | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $895489.61         | Agency Mortgage-Backed Securities |
| GNII SF DK4679 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1055290.00        | $641180.54         | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $1012294.00        | $64950.55          | Agency Mortgage-Backed Securities |
| GNAR AF MA0637 M     | 2042-12-20      | 5.1250%  | 0.0000% | $3058524.00        | $98089.97          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6191 | 2056-03-01      | 5.0000%  | 0.0000% | $119758208.00      | $118533234.85      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5774 | 2056-01-01      | 5.5000%  | 0.0000% | $26428480.00       | $26649159.33       | Agency Mortgage-Backed Securities |
| GNII SF MA6601 M     | 2050-04-20      | 4.0000%  | 0.0000% | $1329770.00        | $235767.45         | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2758158.17        | Agency Mortgage-Backed Securities |
| GNII SF DK8209 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1284012.00        | $1324837.90        | Agency Mortgage-Backed Securities |
| GNII JM MA6921 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $490360.09         | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $1875990.68        | Agency Mortgage-Backed Securities |
| GNII SF DK0295 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2245064.20        | Agency Mortgage-Backed Securities |
| GNII SF DK9379 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $3555733.70        | Agency Mortgage-Backed Securities |
| GNII SF DL0106 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5696331.94        | Agency Mortgage-Backed Securities |
| GNII SF DL3101 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5124752.52        | Agency Mortgage-Backed Securities |
| GNPL PN DK6753       | 2060-12-15      | 5.2500%  | 0.0000% | $338032.00         | $343690.07         | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2892854.06        | Agency Mortgage-Backed Securities |
| GNII SF DL0854 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10998128.00       | $11168273.28       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  | 0.0000% | $3862364.00        | $3221282.74        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX9822 | 2055-04-01      | 7.5000%  | 0.0000% | $3100904.00        | $2636213.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5756 | 2056-01-01      | 6.5000%  | 0.0000% | $11284464.00       | $11636570.79       | Agency Mortgage-Backed Securities |
| GNII SF CA2314 C     | 2051-01-20      | 2.0000%  | 0.0000% | $1556660.00        | $1119503.54        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $613918.22         | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $273094.88         | Agency Mortgage-Backed Securities |
| GNII SF BI8686 C     | 2048-10-20      | 4.5000%  | 0.0000% | $1110686.00        | $172718.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9251 | 2055-03-01      | 6.0000%  | 0.0000% | $1153872.00        | $1179591.42        | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $50655808.00       | $44356052.14       | Agency Mortgage-Backed Securities |
| GNII SF BW4890 C     | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $455467.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6035 | 2041-03-01      | 3.5000%  | 0.0000% | $3808744.00        | $3670016.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9642 | 2055-07-01      | 5.5000%  | 0.0000% | $1090350.00        | $1098917.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6110 | 2056-02-01      | 5.0000%  | 0.0000% | $221122048.00      | $219033505.75      | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $232100.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5975 | 2041-02-01      | 3.5000%  | 0.0000% | $146240.00         | $139626.61         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5632 | 2055-08-01      | 6.0000%  | 0.0000% | $2132328.00        | $1901210.17        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9250 | 2055-07-01      | 7.0000%  | 0.0000% | $1012350.00        | $1077944.16        | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $59509.40          | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $92880.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2656 | 2054-10-01      | 5.0000%  | 0.0000% | $5748088.00        | $5245735.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $23510528.00       | $19776367.89       | Agency Mortgage-Backed Securities |
| GNII SF BJ0020 C     | 2048-10-20      | 4.5000%  | 0.0000% | $2876716.00        | $1356255.89        | Agency Mortgage-Backed Securities |
| GNII SF BW6335 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1072550.00        | $705226.36         | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $47717056.00       | $8434792.62        | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $80002.71          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4708 | 2056-01-01      | 6.0000%  | 0.0000% | $77472768.00       | $80085614.57       | Agency Mortgage-Backed Securities |
| GNPL PN BU2235       | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46432.05          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3173 | 2055-09-01      | 5.5000%  | 0.0000% | $19573568.00       | $17768302.88       | Agency Mortgage-Backed Securities |
| GNII SF MA2372 M     | 2044-11-20      | 4.0000%  | 0.0000% | $650000.00         | $40566.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3730 | 2056-01-01      | 5.0000%  | 0.0000% | $902363.00         | $888695.60         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0754 | 2037-02-01      | 2.0000%  | 0.0000% | $43803.00          | $23136.58          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0545 | 2055-03-01      | 6.0000%  | 0.0000% | $504000.00         | $433661.04         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1721 | 2055-06-01      | 5.5000%  | 0.0000% | $54963776.00       | $43128053.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $37000.00          | $31502.59          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ8842 | 2055-11-01      | 7.0000%  | 0.0000% | $1028252.00        | $1093707.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0038 | 2054-05-01      | 6.0000%  | 0.0000% | $21000000.00       | $17880537.71       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7161 | 2054-02-01      | 6.5000%  | 0.0000% | $55982848.00       | $33739873.02       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0211 | 2055-01-01      | 5.0000%  | 0.0000% | $20269792.00       | $18854323.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8337 | 2054-04-01      | 5.5000%  | 0.0000% | $3740000.00        | $3034604.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4484 | 2053-07-01      | 4.0000%  | 0.0000% | $17408512.00       | $16302716.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $15251000.00       | $11542419.16       | Agency Mortgage-Backed Securities |
| GNII SF 005279 M     | 2042-01-20      | 3.5000%  | 0.0000% | $75735.00          | $5191.26           | Agency Mortgage-Backed Securities |
| GNMI SF 716858 X     | 2039-04-15      | 5.0000%  | 0.0000% | $1025456.00        | $23813.39          | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $34971.27          | Agency Mortgage-Backed Securities |
| GNMI SF 736553 X     | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8300.13           | Agency Mortgage-Backed Securities |
| GNII SF AQ9175 C     | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2083784.53        | Agency Mortgage-Backed Securities |
| GNII ET DO9790 C     | 2065-11-20      | 2.0000%  | 0.0000% | $161168.00         | $124724.45         | Agency Mortgage-Backed Securities |
| GNII SF DO5482 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1613574.00        | $1668877.48        | Agency Mortgage-Backed Securities |
| GNMI SF AS4932 X     | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $26279.17          | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $50046080.00       | $31747339.69       | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $3111952.28        | Agency Mortgage-Backed Securities |
| GNII SF DL4887 C     | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $1016938.46        | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2034468.18        | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2367929.53        | Agency Mortgage-Backed Securities |
| GNII SF DI8311 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1076937.99        | Agency Mortgage-Backed Securities |
| GNII SF DO9804 C     | 2040-12-20      | 4.0000%  | 0.0000% | $1407164.00        | $1357209.79        | Agency Mortgage-Backed Securities |
| GNII SF DL3100 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2426858.79        | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $3515709.28        | Agency Mortgage-Backed Securities |
| GNII SF DR3665 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1968860.00        | $1979825.89        | Agency Mortgage-Backed Securities |
| GNII SF DR0931 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1083146.00        | $1109767.92        | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $16522681.92       | Agency Mortgage-Backed Securities |
| GNII SF MB0994 M     | 2055-11-20      | 4.0000%  | 0.0000% | $22285472.00       | $20890475.73       | Agency Mortgage-Backed Securities |
| GNII SF DO0928 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1182826.00        | $1240512.65        | Agency Mortgage-Backed Securities |
| GNII SF DO4526 C     | 2055-11-20      | 5.0000%  | 0.0000% | $5815152.00        | $5771592.36        | Agency Mortgage-Backed Securities |
| GNII SF DL8195 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1514920.00        | $1585533.06        | Agency Mortgage-Backed Securities |
| GNII ET DL9178 C     | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1935210.41        | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $828908.66         | Agency Mortgage-Backed Securities |
| GNII SF AZ7823 C     | 2047-04-20      | 3.5000%  | 0.0000% | $295000.00         | $75709.59          | Agency Mortgage-Backed Securities |
| GNII ET DP0452 C     | 2065-12-20      | 4.0000%  | 0.0000% | $256437.00         | $241257.97         | Agency Mortgage-Backed Securities |
| GNII SF DN8873 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1652172.00        | $1707359.58        | Agency Mortgage-Backed Securities |
| GNII ET DN3826 C     | 2065-11-20      | 6.5000%  | 0.0000% | $15600000.00       | $16328861.87       | Agency Mortgage-Backed Securities |
| GNII ET DN3615 C     | 2065-10-20      | 3.5000%  | 0.0000% | $1269420.00        | $1153326.17        | Agency Mortgage-Backed Securities |
| GNII SF DN2296 C     | 2055-10-20      | 7.0000%  | 0.0000% | $3917932.00        | $4165249.30        | Agency Mortgage-Backed Securities |
| GNMI SF AD9005 X     | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $18599.64          | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $50882.31          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $1774000.00        | $1186990.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6313 | 2037-07-01      | 6.5000%  | 0.0000% | $4347160.00        | $80908.32          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $2421000.00        | $1605235.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6398 | 2052-07-01      | 5.0000%  | 0.0000% | $2546000.00        | $1604829.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6710 | 2053-01-01      | 6.5000%  | 0.0000% | $795417.00         | $392661.06         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $348061.63         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  | 0.0000% | $1000806.00        | $630711.88         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0867 | 2037-06-01      | 2.5000%  | 0.0000% | $421000.00         | $273094.90         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5394 | 2046-03-01      | 5.0000%  | 0.0000% | $10000000.00       | $9993366.67        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0029 | 2051-09-01      | 2.0000%  | 0.0000% | $3000000.00        | $1664753.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3953 | 2054-09-01      | 5.5000%  | 0.0000% | $7506136.00        | $6302367.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ9094 | 2054-11-01      | 4.5000%  | 0.0000% | $2435748.00        | $2263076.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0658 | 2054-08-01      | 6.0000%  | 0.0000% | $1684690.00        | $1456702.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5361 | 2045-08-01      | 6.5000%  | 0.0000% | $457429.00         | $386011.92         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8432 | 2053-01-01      | 6.5000%  | 0.0000% | $6650000.00        | $3774698.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 3PRE6135 | 2052-09-01      | 5.0000%  | 0.0000% | $400000.00         | $332396.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $469735.00         | $456111.30         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ6148 | 2054-10-01      | 4.5000%  | 0.0000% | $489988.00         | $463829.79         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO4961 | 2041-02-01      | 6.5000%  | 0.0000% | $1057692.00        | $1100249.24        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9116 | 2054-11-01      | 6.5000%  | 0.0000% | $2015628.00        | $1857509.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1178 | 2045-06-01      | 6.5000%  | 0.0000% | $3108744.00        | $2804905.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 ZLSI2036 | 2047-12-01      | 5.0000%  | 0.0000% | $420000.00         | $256858.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4472 | 2054-09-01      | 6.0000%  | 0.0000% | $440552.00         | $336101.04         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0043 | 2037-04-01      | 3.0000%  | 0.0000% | $186308.00         | $124516.44         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9341 | 2037-01-01      | 2.0000%  | 0.0000% | $1005278.00        | $640460.90         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA7375 | 2052-05-01      | 3.0000%  | 0.0000% | $129395000.00      | $86771481.69       | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RQU9515 | 2035-10-01      | 2.5000%  | 0.0000% | $1024744.00        | $350466.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4419 | 2040-11-01      | 5.5000%  | 0.0000% | $2498692.00        | $2482416.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5074 | 2041-03-01      | 6.0000%  | 0.0000% | $1928850.00        | $2003000.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5835 | 2055-07-01      | 6.5000%  | 0.0000% | $1020084.00        | $1058040.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1719 | 2055-06-01      | 5.0000%  | 0.0000% | $3787784.00        | $3684116.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9616 | 2055-01-01      | 5.5000%  | 0.0000% | $1030104.00        | $966717.58         | Agency Mortgage-Backed Securities |

### Security 701: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8U5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GG8U5
- **C.18 - Value (incl. sponsor support):** $748459448.00
- **C.18.a - Value (excl. sponsor support):** $748459448.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? 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% | $73966000.00       | $51358366.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $29000.00          | $29436.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $25000000.00       | $17458195.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $600.00            | $587.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1427700.00        | $1501580.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $53327200.00       | $45739170.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $29500000.00       | $30196395.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $6898800.00        | $5366618.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $7499900.00        | $6751027.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $2500000.00        | $1621754.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $2000000.00        | $1672759.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $2000000.00        | $1678446.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $2400000.00        | $2368429.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $6600000.00        | $7098336.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $77500000.00       | $51937018.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $54102500.00       | $34277262.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $86650000.00       | $77334427.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $47200000.00       | $47750525.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $23449100.00       | $23751449.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $700000.00         | $693246.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $6300000.00        | $5224396.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $1700000.00        | $1646267.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $1000000.00        | $895644.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $5000000.00        | $3834582.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $1600000.00        | $1232317.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2000000.00        | $1968927.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $25000000.00       | $20180192.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $47100000.00       | $67859081.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $43100000.00       | $43145761.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $10450000.00       | $10472234.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $1600000.00        | $1668935.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $5000000.00        | $5050752.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $19500000.00       | $21632499.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $13000000.00       | $10448845.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $9500000.00        | $6946977.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $62130200.00       | $58933394.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $17306000.00       | $17131497.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $74257400.00       | $76571226.94       | U.S. Treasuries (including strips) |

### Security 702: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGA32, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1GGA32
- **C.18 - Value (incl. sponsor support):** $283000000.00
- **C.18.a - Value (excl. sponsor support):** $283000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $204617200.00      | $200017394.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-26      | 0.0000%  | 0.0000% | $337700.00         | $335791.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-21      | 0.0000%  | 0.0000% | $2510200.00        | $2481960.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $78407800.00       | $79817427.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $4538400.00        | $6036590.03        | U.S. Treasuries (including strips) |

### Security 703: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGAA6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1GGAA6
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2055-08-25      | 4.5619%  | 0.0000% | $1000.00           | $976.29            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-03-25      | 4.8119%  | 0.0000% | $14909888.00       | $12825838.16       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-11-25      | 4.5619%  | 0.0000% | $10100000.00       | $9736330.74        | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2054-09-25      | 4.5619%  | 0.0000% | $8600000.00        | $6177374.16        | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2055-02-25      | 4.9186%  | 0.0000% | $16146000.00       | $16117466.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 AF | 2056-01-20      | 4.7729%  | 0.0000% | $1346624.00        | $1320356.48        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-08-25      | 4.6119%  | 0.0000% | $13000000.00       | $12670051.21       | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2055-09-25      | 4.8119%  | 0.0000% | $1000.00           | $949.35            | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2055-08-25      | 4.8119%  | 0.0000% | $12499999.00       | $10060402.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-20O FA | 2075-09-20      | 4.4429%  | 0.0000% | $5850000.00        | $5863675.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-139 FB | 2055-08-20      | 4.9229%  | 0.0000% | $148924000.00      | $146866858.83      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-189 FD | 2055-11-20      | 5.1729%  | 0.0000% | $2920000.00        | $2888491.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-168 KF | 2055-10-20      | 5.1729%  | 0.0000% | $1000.00           | $971.07            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-09-25      | 4.8119%  | 0.0000% | $1420.00           | $1278.69           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ | 2055-06-20      | 4.8729%  | 0.0000% | $1000.00           | $936.73            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-08-25      | 4.8119%  | 0.0000% | $8600000.00        | $7524073.65        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2054-05-25      | 4.9119%  | 0.0000% | $14600000.00       | $10648426.38       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2054-10-25      | 4.6119%  | 0.0000% | $10900000.00       | $7750090.85        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-03-25      | 4.6119%  | 0.0000% | $1000.00           | $749.26            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-03-25      | 4.9619%  | 0.0000% | $3641000.00        | $2620498.25        | Agency Collateralized Mortgage Obligation |

### Security 704: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGEQ7, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1GGEQ7
- **C.18 - Value (incl. sponsor support):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLBP8083 | 2050-08-01      | 2.0000%  | 0.0000% | $86823462.00       | $41138288.51       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP8078 | 2050-08-01      | 2.0000%  | 0.0000% | $87218876.00       | $41376513.83       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  | 0.0000% | $201406182.00      | $41736042.44       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $78339847.00       | $41270864.24       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $46520768.00       | $24329821.94       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8654 | 2047-01-01      | 3.5000%  | 0.0000% | $129442305.00      | $17178469.55       | Agency Mortgage-Backed Securities |

### Security 705: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGER5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1GGER5
- **C.18 - Value (incl. sponsor support):** $2422000000.00
- **C.18.a - Value (excl. sponsor support):** $2422000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 004513 M       | 2039-08-20      | 5.0000%  | 0.0000% | $1965000.00        | $29952.23          | Agency Mortgage-Backed Securities         |
| GNII JM 004284 M       | 2038-11-20      | 5.5000%  | 0.0000% | $19065312.00       | $24164.74          | Agency Mortgage-Backed Securities         |
| GNII JM 004462 M       | 2039-06-20      | 5.0000%  | 0.0000% | $10615344.00       | $183290.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $357000.00         | $146882.92         | Agency Mortgage-Backed Securities         |
| GNII SF DM1739 C       | 2055-09-20      | 6.5000%  | 0.0000% | $892744.00         | $937904.22         | Agency Mortgage-Backed Securities         |
| GNMI SF AF0125 X       | 2043-06-15      | 4.0000%  | 0.0000% | $38000.00          | $5979.80           | Agency Mortgage-Backed Securities         |
| GNII SF DN0642 C       | 2055-09-20      | 6.0000%  | 0.0000% | $8062368.00        | $8109222.17        | Agency Mortgage-Backed Securities         |
| GNII SF DN6457 C       | 2056-02-20      | 6.0000%  | 0.0000% | $3273980.00        | $3388615.08        | Agency Mortgage-Backed Securities         |
| GNII SF DM4763 C       | 2056-01-20      | 5.5000%  | 0.0000% | $73813248.00       | $75190790.98       | Agency Mortgage-Backed Securities         |
| GNII SF DN6602 C       | 2056-03-20      | 6.0000%  | 0.0000% | $6547608.00        | $6756515.98        | Agency Mortgage-Backed Securities         |
| GNII SF DN6250 C       | 2056-01-20      | 6.5000%  | 0.0000% | $4204344.00        | $4565043.29        | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M       | 2039-10-20      | 5.0000%  | 0.0000% | $3250000.00        | $16192.08          | Agency Mortgage-Backed Securities         |
| GNII SF AE5344 C       | 2034-02-20      | 3.5000%  | 0.0000% | $1414098.00        | $51577.82          | Agency Mortgage-Backed Securities         |
| GNPL PN CL2746         | 2057-08-15      | 3.6100%  | 0.0000% | $2937252.00        | $2633162.40        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1401         | 2057-09-15      | 3.9800%  | 0.0000% | $6875040.00        | $6326432.16        | Agency Mortgage-Backed Securities         |
| GNII SF AH5889 C       | 2045-05-20      | 3.7500%  | 0.0000% | $1514446.00        | $616993.05         | Agency Mortgage-Backed Securities         |
| GNPL PN CM3787         | 2057-08-15      | 3.7000%  | 0.0000% | $19844704.00       | $17765844.98       | Agency Mortgage-Backed Securities         |
| GNII SF DI3434 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1703606.00        | $1484292.51        | Agency Mortgage-Backed Securities         |
| GNII SF DO0922 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1235068.00        | $1294359.52        | Agency Mortgage-Backed Securities         |
| GNII SF DO1145 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1001862.00        | $1058028.05        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6895 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1305186.00        | $1367741.67        | Agency Mortgage-Backed Securities         |
| GNRM 2026-026 AM       | 2053-05-20      | 4.5000%  | 0.0000% | $63928512.00       | $60419731.69       | Agency Collateralized Mortgage Obligation |
| GNPL PN CM8626         | 2057-06-15      | 3.7100%  | 0.0000% | $790794.00         | $712281.33         | Agency Mortgage-Backed Securities         |
| GNRM 2026-010 AT       | 2056-01-20      | 4.7500%  | 0.0000% | $20000000.00       | $19519720.02       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ2335 C       | 2056-02-20      | 6.5000%  | 0.0000% | $3143872.00        | $3316948.81        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7762 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1464776.00        | $1530480.30        | Agency Mortgage-Backed Securities         |
| GNMI SF AM8540 X       | 2045-05-15      | 4.0000%  | 0.0000% | $970000.00         | $146242.47         | Agency Mortgage-Backed Securities         |
| GNII SF DO8816 C       | 2056-02-20      | 5.5000%  | 0.0000% | $2519812.00        | $2558101.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA5191 M       | 2048-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $5788865.32        | Agency Mortgage-Backed Securities         |
| GNII SF DK9664 C       | 2055-07-20      | 6.5000%  | 0.0000% | $746162.00         | $782739.39         | Agency Mortgage-Backed Securities         |
| GNII JM MA5752 M       | 2049-02-20      | 3.5000%  | 0.0000% | $1012330.00        | $10622.79          | Agency Mortgage-Backed Securities         |
| GNMI SF AL1752 X       | 2045-01-15      | 4.0000%  | 0.0000% | $723466.00         | $40072.51          | Agency Mortgage-Backed Securities         |
| GNPL PN CM3807         | 2059-09-15      | 5.3300%  | 0.0000% | $3690050.00        | $3744502.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4975   | 2053-11-01      | 5.5000%  | 0.0000% | $13516032.00       | $13675228.33       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1386   | 2051-10-01      | 3.0000%  | 0.0000% | $36124.00          | $21603.11          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3870   | 2049-07-01      | 4.0000%  | 0.0000% | $433000.00         | $47731.85          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB1249   | 2035-11-01      | 1.5000%  | 0.0000% | $8483584.00        | $6049175.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB0721   | 2037-08-01      | 4.0000%  | 0.0000% | $9371600.00        | $4848304.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG2873   | 2056-01-01      | 6.0000%  | 0.0000% | $1567346.00        | $1604347.91        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $99981100.00       | $100742000.91      | U.S. Treasuries (including strips)        |
| GNII SF DP7258 C       | 2056-02-20      | 5.0000%  | 0.0000% | $40786560.00       | $40567257.29       | Agency Mortgage-Backed Securities         |
| GNII SF DP4542 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1136630.00        | $1196356.93        | Agency Mortgage-Backed Securities         |
| GNII SF DQ3954 C       | 2056-02-20      | 6.0000%  | 0.0000% | $4016580.00        | $4159361.55        | Agency Mortgage-Backed Securities         |
| GNPL PN DM0336         | 2060-09-15      | 5.5700%  | 0.0000% | $2879984.00        | $2993433.16        | Agency Mortgage-Backed Securities         |
| GNII JM MA2512 M       | 2045-01-20      | 4.0000%  | 0.0000% | $20301024.00       | $394273.54         | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M       | 2047-07-20      | 4.5000%  | 0.0000% | $1048404.00        | $78218.93          | Agency Mortgage-Backed Securities         |
| GNRM 2021-036 AE       | 2062-01-16      | 1.1500%  | 0.0000% | $33000000.00       | $18615406.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-142 CD       | 2051-08-20      | 1.5000%  | 0.0000% | $80450000.00       | $41444152.63       | Agency Collateralized Mortgage Obligation |
| GNII SF AS4942 C       | 2046-05-20      | 4.0000%  | 0.0000% | $63000.00          | $5275.12           | Agency Mortgage-Backed Securities         |
| GNPL PN CN2441         | 2057-06-15      | 3.4100%  | 0.0000% | $6648600.00        | $5870855.98        | Agency Mortgage-Backed Securities         |
| GNII JM MA3098 M       | 2045-08-20      | 4.0000%  | 0.0000% | $435000.00         | $5870.32           | Agency Mortgage-Backed Securities         |
| GNII JM MA0774 M       | 2043-02-20      | 2.5000%  | 0.0000% | $5000000.00        | $639446.36         | Agency Mortgage-Backed Securities         |
| GNII SF DL4475 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1575934.00        | $1653968.22        | Agency Mortgage-Backed Securities         |
| GNII SF DM1738 C       | 2055-09-20      | 6.5000%  | 0.0000% | $895627.00         | $940699.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995883   | 2039-06-01      | 6.0000%  | 0.0000% | $1660000.00        | $16129.61          | Agency Mortgage-Backed Securities         |
| GNPL PN CI8976         | 2064-02-15      | 4.1200%  | 0.0000% | $10923472.00       | $10276908.02       | Agency Mortgage-Backed Securities         |
| GNPL PN CK5793         | 2057-10-15      | 4.2100%  | 0.0000% | $1750000.00        | $1630243.92        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8627         | 2052-06-15      | 3.6100%  | 0.0000% | $7968920.00        | $7014929.62        | Agency Mortgage-Backed Securities         |
| GNPL PN CN0093         | 2064-07-15      | 5.7200%  | 0.0000% | $4191472.00        | $4381806.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS7471   | 2038-03-01      | 2.0000%  | 0.0000% | $3980136.00        | $2818146.18        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3555   | 2037-07-01      | 2.0000%  | 0.0000% | $2159568.00        | $1441819.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB8574   | 2044-05-01      | 6.0000%  | 0.0000% | $3482684.00        | $2605054.53        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU1428   | 2052-01-01      | 2.5000%  | 0.0000% | $22352.00          | $13812.87          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3371   | 2049-04-01      | 3.5000%  | 0.0000% | $446878.00         | $102118.70         | Agency Mortgage-Backed Securities         |
| GNMI SF 617326 X       | 2036-12-15      | 6.0000%  | 0.0000% | $16480352.00       | $574189.13         | Agency Mortgage-Backed Securities         |
| GNPL PN DF4295         | 2041-04-15      | 5.4500%  | 0.0000% | $2836400.00        | $2823617.63        | Agency Mortgage-Backed Securities         |
| GNRM 2025-188 HB       | 2055-11-20      | 5.0000%  | 0.0000% | $21328544.00       | $20252042.62       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-105 P        | 2051-06-20      | 1.7500%  | 0.0000% | $100000000.00      | $42553969.22       | Agency Collateralized Mortgage Obligation |
| GNII SF 759449 C       | 2041-01-20      | 4.0000%  | 0.0000% | $580000.00         | $62465.39          | Agency Mortgage-Backed Securities         |
| GNMI SF 755957 X       | 2041-01-15      | 4.0000%  | 0.0000% | $400000.00         | $30951.48          | Agency Mortgage-Backed Securities         |
| GNMI SF 631574 X       | 2034-07-15      | 6.0000%  | 0.0000% | $1000000.00        | $30607.76          | Agency Mortgage-Backed Securities         |
| GNII SF DK1298 C       | 2055-06-20      | 6.5000%  | 0.0000% | $947759.00         | $961312.90         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTQK1512   | 2042-05-01      | 3.0000%  | 0.0000% | $300000.00         | $183635.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFA1892   | 2043-11-01      | 5.5000%  | 0.0000% | $26389040.00       | $22314421.92       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5167   | 2053-10-01      | 6.5000%  | 0.0000% | $11188000.00       | $5434056.15        | Agency Mortgage-Backed Securities         |
| GNII SF DP1514 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1063676.00        | $1116291.04        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL2540   | 2052-06-01      | 3.0000%  | 0.0000% | $135180288.00      | $114671477.48      | Agency Mortgage-Backed Securities         |
| GNII SF DP7367 C       | 2056-03-20      | 6.0000%  | 0.0000% | $3055652.00        | $3161866.46        | Agency Mortgage-Backed Securities         |
| GNII SF DP9688 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1312972.00        | $1351651.28        | Agency Mortgage-Backed Securities         |
| GNMI SF 759228 X       | 2041-02-15      | 4.0000%  | 0.0000% | $24450000.00       | $813631.65         | Agency Mortgage-Backed Securities         |
| GNPL PN CE1130         | 2063-11-15      | 2.9800%  | 0.0000% | $331283.00         | $277634.70         | Agency Mortgage-Backed Securities         |
| GNPL LM CG6118         | 2052-10-15      | 2.8000%  | 0.0000% | $864435.00         | $721310.03         | Agency Mortgage-Backed Securities         |
| GNPL PN CM3781         | 2057-07-15      | 3.7100%  | 0.0000% | $12602192.00       | $11354432.85       | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $101843328.00      | $56319978.78       | Agency Mortgage-Backed Securities         |
| GNPL PN CT8116         | 2058-09-15      | 5.4300%  | 0.0000% | $2200000.00        | $2224707.37        | Agency Mortgage-Backed Securities         |
| GNPL PN CL1967         | 2057-08-15      | 3.7000%  | 0.0000% | $4525670.00        | $4079828.09        | Agency Mortgage-Backed Securities         |
| GNII SF DL5241 C       | 2055-11-20      | 6.0000%  | 0.0000% | $865756.00         | $867691.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA9537 M       | 2047-08-20      | 3.5000%  | 0.0000% | $39000000.00       | $27305991.58       | Agency Mortgage-Backed Securities         |
| GNMI SF AA0271 X       | 2042-04-15      | 3.5000%  | 0.0000% | $51839.00          | $32900.75          | Agency Mortgage-Backed Securities         |
| GNII SF DQ2407 C       | 2056-03-20      | 5.5000%  | 0.0000% | $15966640.00       | $16281172.16       | Agency Mortgage-Backed Securities         |
| GNII SF DP9683 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1272266.00        | $1319811.85        | Agency Mortgage-Backed Securities         |
| GNII JM 004187 M       | 2038-07-20      | 5.5000%  | 0.0000% | $3000000.00        | $8483.25           | Agency Mortgage-Backed Securities         |
| GNRM 2026-026 CN       | 2053-05-20      | 4.5000%  | 0.0000% | $7500000.00        | $7088002.50        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-046 MB       | 2056-03-20      | 4.5000%  | 0.0000% | $25000000.00       | $22786450.00       | Agency Collateralized Mortgage Obligation |
| GNPL PN CN2455         | 2057-08-15      | 4.0000%  | 0.0000% | $10105632.00       | $9300769.23        | Agency Mortgage-Backed Securities         |
| GNII SF MA9670 M       | 2054-05-20      | 6.5000%  | 0.0000% | $923059.00         | $417369.91         | Agency Mortgage-Backed Securities         |
| GNRA 2023-186 FA       | 2053-12-20      | 4.8729%  | 0.0000% | $100000000.00      | $29262967.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-134 FC       | 2055-08-20      | 4.8229%  | 0.0000% | $500000.00         | $492629.08         | Agency Collateralized Mortgage Obligation |
| GNMI SF 724023 X       | 2039-11-15      | 5.0000%  | 0.0000% | $137928.00         | $5710.90           | Agency Mortgage-Backed Securities         |
| GNPL PN CR2273         | 2057-11-15      | 4.0800%  | 0.0000% | $9667536.00        | $8929529.50        | Agency Mortgage-Backed Securities         |
| GNII SF DF4640 C       | 2054-10-20      | 6.5000%  | 0.0000% | $2597720.00        | $1831241.94        | Agency Mortgage-Backed Securities         |
| GNII ET DD5249 C       | 2064-04-20      | 3.0000%  | 0.0000% | $147934.00         | $128089.37         | Agency Mortgage-Backed Securities         |
| GNRM 2025-215 CM       | 2053-03-20      | 5.0000%  | 0.0000% | $25625000.00       | $25003252.09       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 QA       | 2050-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $41923977.04       | Agency Collateralized Mortgage Obligation |
| GNII SP 786615 C       | 2048-04-20      | 4.0000%  | 0.0000% | $15780112.00       | $10463041.57       | Agency Mortgage-Backed Securities         |
| GNII SF DQ5974 C       | 2056-02-20      | 5.5000%  | 0.0000% | $2737744.00        | $2788908.76        | Agency Mortgage-Backed Securities         |
| GNII SP 786266 C       | 2052-03-20      | 2.5000%  | 0.0000% | $790000.00         | $464205.26         | Agency Mortgage-Backed Securities         |
| GNMI SF 736617 X       | 2035-12-15      | 4.0000%  | 0.0000% | $4500000.00        | $591587.83         | Agency Mortgage-Backed Securities         |
| GNMI SP 784370 X       | 2045-07-15      | 4.0000%  | 0.0000% | $17587808.00       | $3829591.89        | Agency Mortgage-Backed Securities         |
| GNII SF DN9042 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1385768.00        | $1463456.46        | Agency Mortgage-Backed Securities         |
| GNII SF MA5269 M       | 2048-06-20      | 6.5000%  | 0.0000% | $82690.00          | $7684.13           | Agency Mortgage-Backed Securities         |
| GNRM 2014-108 PA       | 2039-12-20      | 2.6250%  | 0.0000% | $4445000.00        | $205299.47         | Agency Collateralized Mortgage Obligation |
| GNMI SF 769304 X       | 2041-08-15      | 4.2900%  | 0.0000% | $90000.00          | $9379.50           | Agency Mortgage-Backed Securities         |
| GNII SF DO0890 C       | 2056-01-20      | 5.0000%  | 0.0000% | $11671408.00       | $11583621.82       | Agency Mortgage-Backed Securities         |
| GNII SF DI3435 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1745936.00        | $1128214.14        | Agency Mortgage-Backed Securities         |
| GNII SF DM8786 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1204666.00        | $1266921.96        | Agency Mortgage-Backed Securities         |
| GNPL PN DM0334         | 2060-09-15      | 5.5700%  | 0.0000% | $2879984.00        | $2931421.60        | Agency Mortgage-Backed Securities         |
| GNII SF DF4491 C       | 2054-11-20      | 5.0000%  | 0.0000% | $6325070.00        | $6236501.01        | Agency Mortgage-Backed Securities         |
| GNPL PN CP3614         | 2057-09-15      | 3.3400%  | 0.0000% | $10280160.00       | $9049861.33        | Agency Mortgage-Backed Securities         |
| GNPL PN CP7213         | 2057-10-15      | 3.6400%  | 0.0000% | $3100256.00        | $2785202.82        | Agency Mortgage-Backed Securities         |
| GNII SP 784982 C       | 2050-02-20      | 4.0000%  | 0.0000% | $25850080.00       | $5779567.76        | Agency Mortgage-Backed Securities         |
| GNII SF DG2215 C       | 2044-12-20      | 6.0000%  | 0.0000% | $1044506.00        | $955404.56         | Agency Mortgage-Backed Securities         |
| GNMI SP 784208 X       | 2046-07-15      | 4.0000%  | 0.0000% | $379862.00         | $172082.45         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3176         | 2064-07-15      | 4.3200%  | 0.0000% | $14475264.00       | $13593334.54       | Agency Mortgage-Backed Securities         |
| GNII JM MA6760 M       | 2050-07-20      | 4.5000%  | 0.0000% | $648045.00         | $80924.97          | Agency Mortgage-Backed Securities         |
| GNII JM MA6534 M       | 2050-03-20      | 4.5000%  | 0.0000% | $1791200.00        | $241248.01         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2656   | 2039-11-01      | 4.5000%  | 0.0000% | $1393732.00        | $1001448.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL783793   | 2034-07-01      | 6.0000%  | 0.0000% | $1263000.00        | $8614.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4056   | 2044-08-01      | 4.5000%  | 0.0000% | $500000.00         | $42866.83          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQAQ8677   | 2032-12-01      | 3.5000%  | 0.0000% | $4352016.00        | $236186.40         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH5696   | 2047-10-01      | 4.0000%  | 0.0000% | $23416000.00       | $5725731.39        | Agency Mortgage-Backed Securities         |
| GNPL LM CG6116         | 2061-02-15      | 3.3800%  | 0.0000% | $2665290.00        | $2375606.30        | Agency Mortgage-Backed Securities         |
| GNII SF DP1350 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2193724.00        | $2310475.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5143   | 2056-02-01      | 5.5000%  | 0.0000% | $25062048.00       | $25440265.19       | Agency Mortgage-Backed Securities         |
| GNII SF DM8932 C       | 2056-01-20      | 6.5000%  | 0.0000% | $3083100.00        | $3250284.34        | Agency Mortgage-Backed Securities         |
| GNII SF DL7672 C       | 2055-09-20      | 6.5000%  | 0.0000% | $889346.00         | $946087.92         | Agency Mortgage-Backed Securities         |
| GNII SF DO3406 C       | 2055-10-20      | 6.0000%  | 0.0000% | $13984180.00       | $14480805.79       | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $232749.00         | $17894.76          | Agency Mortgage-Backed Securities         |
| GNCL CL DE0028         | 2064-12-15      | 6.0000%  | 0.0000% | $207486.00         | $215681.28         | Agency Mortgage-Backed Securities         |
| GNII SF DO7657 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1011616.00        | $1072693.95        | Agency Mortgage-Backed Securities         |
| GNII ET DE7659 C       | 2064-08-20      | 4.5000%  | 0.0000% | $284352.00         | $270411.99         | Agency Mortgage-Backed Securities         |
| GNPL PN DM8158         | 2060-12-15      | 4.3400%  | 0.0000% | $10030500.00       | $9598667.52        | Agency Mortgage-Backed Securities         |
| GNMI SF 733600 X       | 2040-04-15      | 5.0000%  | 0.0000% | $200000.00         | $11516.32          | Agency Mortgage-Backed Securities         |
| GNRM 2015-119 DH       | 2041-11-20      | 1.8000%  | 0.0000% | $11378928.00       | $649686.31         | Agency Collateralized Mortgage Obligation |
| GNII SF DN8986 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1448458.00        | $1473454.52        | Agency Mortgage-Backed Securities         |
| GNII SF DP4386 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1097138.00        | $1146315.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M       | 2051-09-20      | 3.0000%  | 0.0000% | $105800000.00      | $57490306.44       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0994   | 2055-04-01      | 6.5000%  | 0.0000% | $2532888.00        | $2628650.70        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90784 G   | 2043-01-01      | 3.5000%  | 0.0000% | $758966.00         | $140747.19         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0184   | 2057-02-01      | 4.0000%  | 0.0000% | $31095.00          | $8156.65           | Agency Mortgage-Backed Securities         |
| GNII SF DQ5923 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1305084.00        | $1320877.26        | Agency Mortgage-Backed Securities         |
| GNPL PN CO7975         | 2057-10-15      | 4.4000%  | 0.0000% | $500000.00         | $471474.10         | Agency Mortgage-Backed Securities         |
| GNPL PN CO7702         | 2063-11-15      | 4.1200%  | 0.0000% | $5997792.00        | $5626763.65        | Agency Mortgage-Backed Securities         |
| GNPL PN CN9794         | 2057-08-15      | 3.7400%  | 0.0000% | $15155616.00       | $13686148.66       | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158         | 2057-07-15      | 3.2400%  | 0.0000% | $27632896.00       | $24127324.25       | Agency Mortgage-Backed Securities         |
| GNPL PN CN2464         | 2057-10-15      | 3.8500%  | 0.0000% | $13117232.00       | $11428861.59       | Agency Mortgage-Backed Securities         |
| GNRA 2010-147 PF       | 2040-05-20      | 4.1395%  | 0.0000% | $109951488.00      | $906494.06         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BD        | 2057-09-16      | 2.7500%  | 0.0000% | $485032.00         | $302020.93         | Agency Collateralized Mortgage Obligation |
| GNPL PN DD2253         | 2059-10-15      | 5.3400%  | 0.0000% | $3731800.00        | $3789019.62        | Agency Mortgage-Backed Securities         |
| GNPL PN CP1211         | 2057-11-15      | 3.9000%  | 0.0000% | $12865632.00       | $11779162.20       | Agency Mortgage-Backed Securities         |
| GNPL PN CP3632         | 2057-10-15      | 4.3000%  | 0.0000% | $1783900.00        | $1707807.75        | Agency Mortgage-Backed Securities         |
| GNPL PN CO7981         | 2057-07-15      | 3.7400%  | 0.0000% | $329049.00         | $297494.59         | Agency Mortgage-Backed Securities         |
| GNPL PN DC7240         | 2060-04-15      | 5.5200%  | 0.0000% | $7900750.00        | $8095915.86        | Agency Mortgage-Backed Securities         |
| GNPL PN DC4409         | 2059-08-15      | 5.6900%  | 0.0000% | $2708560.00        | $2803529.47        | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756         | 2060-03-15      | 5.7700%  | 0.0000% | $4412288.00        | $4603268.67        | Agency Mortgage-Backed Securities         |
| GNII SF DO0923 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2220396.00        | $2325513.61        | Agency Mortgage-Backed Securities         |
| GNMI SP 782144 X       | 2037-02-15      | 6.0000%  | 0.0000% | $2320340.00        | $24696.22          | Agency Mortgage-Backed Securities         |
| GNII SF DO3408 C       | 2055-10-20      | 6.0000%  | 0.0000% | $14140800.00       | $14680676.29       | Agency Mortgage-Backed Securities         |
| GNII AP 784710 M       | 2048-11-20      | 3.5000%  | 0.0000% | $710000.00         | $29106.88          | Agency Mortgage-Backed Securities         |
| GNMI SF 756631 X       | 2040-12-15      | 4.0000%  | 0.0000% | $64077.00          | $9969.38           | Agency Mortgage-Backed Securities         |
| GNII SF DQ5957 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1285424.00        | $1355316.22        | Agency Mortgage-Backed Securities         |
| GNII SP 784110 C       | 2045-11-20      | 5.0000%  | 0.0000% | $122000.00         | $32720.73          | Agency Mortgage-Backed Securities         |
| GNII SF MB0148 M       | 2055-01-20      | 6.0000%  | 0.0000% | $3000000.00        | $1785710.38        | Agency Mortgage-Backed Securities         |
| GNRM 2020-036 KP       | 2049-08-20      | 1.6000%  | 0.0000% | $21300000.00       | $7864471.88        | Agency Collateralized Mortgage Obligation |
| GNPL PN DJ6453         | 2060-06-15      | 4.7400%  | 0.0000% | $9659792.00        | $9458185.34        | Agency Mortgage-Backed Securities         |
| GNII SF DK0605 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1669194.00        | $1734721.61        | Agency Mortgage-Backed Securities         |
| GNMI SF 737437 X       | 2040-09-15      | 4.0000%  | 0.0000% | $135000.00         | $13396.31          | Agency Mortgage-Backed Securities         |
| GNII SF DP6011 C       | 2056-02-20      | 6.0000%  | 0.0000% | $4329272.00        | $4463304.37        | Agency Mortgage-Backed Securities         |
| GNPL PN CP7949         | 2052-11-15      | 4.1400%  | 0.0000% | $5604032.00        | $5127568.56        | Agency Mortgage-Backed Securities         |
| GNMI SF BT9632 X       | 2050-04-15      | 4.0000%  | 0.0000% | $3804860.00        | $1209506.77        | Agency Mortgage-Backed Securities         |
| GNPL PN CH2684         | 2057-04-15      | 2.7700%  | 0.0000% | $3327684.00        | $2813571.29        | Agency Mortgage-Backed Securities         |
| GNPL PN CH2690         | 2057-07-15      | 3.3000%  | 0.0000% | $10829600.00       | $9505155.67        | Agency Mortgage-Backed Securities         |
| GNPL PN CH0470         | 2057-09-15      | 3.8200%  | 0.0000% | $2907140.00        | $2643413.91        | Agency Mortgage-Backed Securities         |
| GNII SF BH0050 C       | 2048-06-20      | 4.0000%  | 0.0000% | $7688968.00        | $1249689.86        | Agency Mortgage-Backed Securities         |
| GNPL PN CP7214         | 2057-10-15      | 3.6400%  | 0.0000% | $3106256.00        | $2790593.06        | Agency Mortgage-Backed Securities         |
| GNPL PN CH2693         | 2057-07-15      | 2.9900%  | 0.0000% | $5191160.00        | $4462048.42        | Agency Mortgage-Backed Securities         |
| GNPL PN CK0463         | 2062-06-15      | 4.9500%  | 0.0000% | $14275248.00       | $14317875.51       | Agency Mortgage-Backed Securities         |
| GNII SF DM3656 C       | 2055-10-20      | 6.0000%  | 0.0000% | $40809728.00       | $41589437.72       | Agency Mortgage-Backed Securities         |
| GNII SF DL9864 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1558202.00        | $1642742.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9656   | 2047-05-01      | 4.5000%  | 0.0000% | $102051200.00      | $17444126.86       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ4055   | 2043-04-01      | 3.0000%  | 0.0000% | $61473.00          | $12446.90          | Agency Mortgage-Backed Securities         |
| GNII SF DK1249 C       | 2056-03-20      | 6.5000%  | 0.0000% | $4733632.00        | $4999007.30        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7028         | 2057-12-15      | 4.3600%  | 0.0000% | $724600.00         | $682295.50         | Agency Mortgage-Backed Securities         |
| GNPL PN CO4458         | 2064-06-15      | 3.7800%  | 0.0000% | $866940.00         | $794876.56         | Agency Mortgage-Backed Securities         |
| GNRA 2026-046 JF       | 2056-03-20      | 4.5712%  | 0.0000% | $22862720.00       | $22881896.45       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLFA4986   | 2049-04-01      | 4.0000%  | 0.0000% | $46059072.00       | $44285306.42       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4567   | 2053-11-01      | 3.0000%  | 0.0000% | $285601792.00      | $249999667.50      | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422         | 2059-09-15      | 5.6900%  | 0.0000% | $746849.00         | $773683.03         | Agency Mortgage-Backed Securities         |
| GNCL CL DF1285         | 2066-05-15      | 5.4800%  | 0.0000% | $1079996.00        | $1127271.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA9016 M       | 2053-07-20      | 5.0000%  | 0.0000% | $204992.00         | $165172.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4937   | 2052-10-01      | 4.0000%  | 0.0000% | $21849984.00       | $16383464.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0918   | 2033-09-01      | 6.0000%  | 0.0000% | $16834432.00       | $106399.50         | Agency Mortgage-Backed Securities         |
| GNII SF DL9973 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1217024.00        | $1149843.83        | Agency Mortgage-Backed Securities         |
| GNPL PN CO7708         | 2064-06-15      | 3.8700%  | 0.0000% | $2448204.00        | $2260011.69        | Agency Mortgage-Backed Securities         |
| GNII SF DM1736 C       | 2055-09-20      | 6.5000%  | 0.0000% | $682498.00         | $723575.75         | Agency Mortgage-Backed Securities         |
| GNPL PN CO7977         | 2057-08-15      | 3.1800%  | 0.0000% | $5935800.00        | $5168639.32        | Agency Mortgage-Backed Securities         |
| GNPL PN CP3711         | 2065-03-15      | 5.3700%  | 0.0000% | $4218248.00        | $4313315.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA0539 M       | 2039-01-20      | 6.0000%  | 0.0000% | $5161864.00        | $167191.23         | Agency Mortgage-Backed Securities         |
| GNPL PN DA4279         | 2059-05-15      | 5.5200%  | 0.0000% | $9366300.00        | $9565328.91        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7017         | 2057-12-15      | 4.2500%  | 0.0000% | $5520100.00        | $5157464.68        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4343 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1865820.00        | $1923576.38        | Agency Mortgage-Backed Securities         |
| GNMI SF 768482 X       | 2041-05-15      | 4.2900%  | 0.0000% | $70000.00          | $9968.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 778781 X       | 2042-01-15      | 4.0000%  | 0.0000% | $136884.00         | $9739.86           | Agency Mortgage-Backed Securities         |
| GNPL PN CO3160         | 2057-09-15      | 4.2000%  | 0.0000% | $3267184.00        | $3038126.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M       | 2053-12-20      | 5.5000%  | 0.0000% | $150000000.00      | $115329792.70      | Agency Mortgage-Backed Securities         |
| GNCL CL DF8955         | 2067-09-15      | 5.5500%  | 0.0000% | $7594016.00        | $7889165.03        | Agency Mortgage-Backed Securities         |
| GNII ET DE7605 C       | 2064-04-20      | 4.0000%  | 0.0000% | $155487.00         | $144429.05         | Agency Mortgage-Backed Securities         |
| GNII SF DP7304 C       | 2056-03-20      | 6.0000%  | 0.0000% | $2435390.00        | $2513098.42        | Agency Mortgage-Backed Securities         |
| GNII SF DN6571 C       | 2056-03-20      | 5.5000%  | 0.0000% | $25567400.00       | $26071035.16       | Agency Mortgage-Backed Securities         |
| GNPL PN CP7211         | 2057-09-15      | 4.3400%  | 0.0000% | $1750000.00        | $1641916.60        | Agency Mortgage-Backed Securities         |
| GNII SF DN6456 C       | 2056-02-20      | 6.0000%  | 0.0000% | $4040312.00        | $4176613.16        | Agency Mortgage-Backed Securities         |
| GNII SF DN6313 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2166520.00        | $2231631.19        | Agency Mortgage-Backed Securities         |
| GNII SF DN6458 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1001438.00        | $1035813.01        | Agency Mortgage-Backed Securities         |
| GNII SF DK9545 C       | 2055-07-20      | 6.5000%  | 0.0000% | $810468.00         | $849800.97         | Agency Mortgage-Backed Securities         |
| GNII SF BN6768 C       | 2049-06-20      | 4.0000%  | 0.0000% | $1398818.00        | $515148.21         | Agency Mortgage-Backed Securities         |
| GNRA 2012-068 FA       | 2042-05-20      | 4.2895%  | 0.0000% | $25000000.00       | $2905080.33        | Agency Collateralized Mortgage Obligation |
| GNII SF DO6708 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1603164.00        | $1687101.48        | Agency Mortgage-Backed Securities         |
| GNMI SF 710697 X       | 2039-07-15      | 5.5000%  | 0.0000% | $5794536.00        | $171067.34         | Agency Mortgage-Backed Securities         |
| GNII JM 004463 M       | 2039-06-20      | 5.5000%  | 0.0000% | $1382780.00        | $17080.93          | Agency Mortgage-Backed Securities         |
| GNMI SF 587425 X       | 2032-11-15      | 6.5000%  | 0.0000% | $3490200.00        | $22164.51          | Agency Mortgage-Backed Securities         |
| GNII SF AD9882 C       | 2044-04-20      | 4.0000%  | 0.0000% | $570000.00         | $22695.26          | Agency Mortgage-Backed Securities         |
| GNRM 2020-123 MA       | 2050-08-20      | 1.3750%  | 0.0000% | $50000000.00       | $20004637.73       | Agency Collateralized Mortgage Obligation |
| GNPL LM CJ2570         | 2036-06-15      | 2.8400%  | 0.0000% | $1941880.00        | $1388165.50        | Agency Mortgage-Backed Securities         |
| GNMI SF AN8425 X       | 2045-06-15      | 4.0000%  | 0.0000% | $1380000.00        | $219470.91         | Agency Mortgage-Backed Securities         |
| GNRM 2020-129 AC       | 2050-09-20      | 1.5000%  | 0.0000% | $82597888.00       | $33957339.55       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9906 M       | 2054-09-20      | 5.5000%  | 0.0000% | $200000000.00      | $151241476.28      | Agency Mortgage-Backed Securities         |
| GNPL PN DN3171         | 2061-01-15      | 5.3900%  | 0.0000% | $13759740.00       | $14308454.77       | Agency Mortgage-Backed Securities         |
| GNRA 2022-156 KA       | 2064-09-16      | 2.9721%  | 0.0000% | $54488768.00       | $46928327.07       | Agency Collateralized Mortgage Obligation |
| GNII SF DP1396 C       | 2056-01-20      | 6.5000%  | 0.0000% | $2076472.00        | $2226903.06        | Agency Mortgage-Backed Securities         |
| GNII SF DP1573 C       | 2056-02-20      | 5.5000%  | 0.0000% | $2575480.00        | $2623411.07        | Agency Mortgage-Backed Securities         |
| GNII SF DK4929 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1584778.00        | $1652435.16        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8207 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1080866.00        | $763438.94         | Agency Mortgage-Backed Securities         |
| GNMI SP 783725 X       | 2039-07-15      | 6.5000%  | 0.0000% | $1200000.00        | $90826.91          | Agency Mortgage-Backed Securities         |
| GNII SF DK8053 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2464110.00        | $2573752.43        | Agency Mortgage-Backed Securities         |
| GNMI SF 644810 X       | 2035-05-15      | 5.5000%  | 0.0000% | $10000000.00       | $49404.32          | Agency Mortgage-Backed Securities         |
| GNRM 2025-188 GK       | 2052-12-20      | 4.5000%  | 0.0000% | $10459504.00       | $10006617.94       | Agency Collateralized Mortgage Obligation |
| GNMI SF AV1853 X       | 2047-12-15      | 3.5000%  | 0.0000% | $267096.00         | $54831.17          | Agency Mortgage-Backed Securities         |
| GNPL PN BN6676         | 2064-09-15      | 3.0700%  | 0.0000% | $41297152.00       | $35919488.45       | Agency Mortgage-Backed Securities         |
| GNPL PN CI1769         | 2057-07-15      | 2.5700%  | 0.0000% | $15129296.00       | $12613749.50       | Agency Mortgage-Backed Securities         |
| GNII SF DP1436 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2192412.00        | $2324269.63        | Agency Mortgage-Backed Securities         |
| GNII SF DN6559 C       | 2056-03-20      | 5.5000%  | 0.0000% | $18287232.00       | $18647459.99       | Agency Mortgage-Backed Securities         |
| GNII SF DN7963 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1918422.00        | $2020509.96        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2768         | 2057-09-15      | 3.5900%  | 0.0000% | $2716448.00        | $2436391.33        | Agency Mortgage-Backed Securities         |
| GNII SF DN6528 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1039956.00        | $1073923.91        | Agency Mortgage-Backed Securities         |
| GNII SF DO1094 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1526624.00        | $1610585.23        | Agency Mortgage-Backed Securities         |
| GNPL LM CG6120         | 2050-10-15      | 3.4000%  | 0.0000% | $5950144.00        | $5463385.68        | Agency Mortgage-Backed Securities         |
| GNPL PN CK5733         | 2057-10-15      | 4.1500%  | 0.0000% | $2185000.00        | $2027802.80        | Agency Mortgage-Backed Securities         |
| GNII SF DI0809 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1276374.00        | $1040844.77        | Agency Mortgage-Backed Securities         |
| GNPL PN CM3786         | 2057-07-15      | 3.6800%  | 0.0000% | $14498096.00       | $13036788.86       | Agency Mortgage-Backed Securities         |
| GNII SF DQ3958 C       | 2056-02-20      | 6.0000%  | 0.0000% | $2012068.00        | $2077036.11        | Agency Mortgage-Backed Securities         |
| GNPL LM CF7691         | 2061-06-15      | 3.4400%  | 0.0000% | $15007840.00       | $13413539.92       | Agency Mortgage-Backed Securities         |
| GNII JM MA3236 M       | 2045-11-20      | 3.5000%  | 0.0000% | $3463332.00        | $99324.45          | Agency Mortgage-Backed Securities         |
| GNPL PN CL2721         | 2057-08-15      | 3.7000%  | 0.0000% | $1611206.00        | $1453248.76        | Agency Mortgage-Backed Securities         |
| GNMI SF AA6001 X       | 2043-01-15      | 2.5000%  | 0.0000% | $112106.00         | $14573.23          | Agency Mortgage-Backed Securities         |
| GNMI SF 778693 X       | 2041-12-15      | 4.0000%  | 0.0000% | $400000.00         | $13320.67          | Agency Mortgage-Backed Securities         |
| GNII SF 762738 C       | 2041-02-20      | 4.0000%  | 0.0000% | $1475060.00        | $111009.23         | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565         | 2060-01-15      | 6.2000%  | 0.0000% | $4950000.00        | $5291040.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA4718 M       | 2047-09-20      | 3.0000%  | 0.0000% | $263031808.00      | $36729758.40       | Agency Mortgage-Backed Securities         |
| GNPL PN CN7012         | 2057-09-15      | 3.4300%  | 0.0000% | $24585000.00       | $21750383.00       | Agency Mortgage-Backed Securities         |
| GNPL PN CA1768         | 2057-06-15      | 3.2300%  | 0.0000% | $30145760.00       | $26300114.14       | Agency Mortgage-Backed Securities         |
| GNPL PN CL5345         | 2057-07-15      | 4.2300%  | 0.0000% | $2379200.00        | $2214113.08        | Agency Mortgage-Backed Securities         |

### Security 706: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21HKK4, C.3 - LEI: N/A, C.5 - Other ID: ATD21HKK4
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 707: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21HKM0, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD21HKM0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 708: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21HKN8, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD21HKN8
- **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:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 709: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJ81, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21IJ81
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 710: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJA6, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD21IJA6
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 711: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJB4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21IJB4
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 712: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJC2, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD21IJC2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 713: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJD0, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21IJD0
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 714: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJE8, C.3 - LEI: N/A, C.5 - Other ID: ATD21IJE8
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 715: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJF5, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD21IJF5
- **C.18 - Value (incl. sponsor support):** $1275000000.00
- **C.18.a - Value (excl. sponsor support):** $1275000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 716: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21IJG3, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21IJG3
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 717: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21JG33, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21JG33
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 718: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21JG41, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21JG41
- **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:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 719: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21JG66, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD21JG66
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 720: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21JG74, C.3 - LEI: N/A, C.5 - Other ID: ATD21JG74
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 721: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21KCX8, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21KCX8
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 722: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21KCY6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21KCY6
- **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:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 723: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21L8O1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD21L8O1
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 724: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21L8P8, C.3 - LEI: N/A, C.5 - Other ID: ATD21L8P8
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21L8Q6, C.3 - LEI: N/A, C.5 - Other ID: ATD21L8Q6
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 726: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.710000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21L8R4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD21L8R4
- **C.18 - Value (incl. sponsor support):** $4100000000.00
- **C.18.a - Value (excl. sponsor support):** $4100000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 727: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21L8S2, C.3 - LEI: N/A, C.5 - Other ID: ATD21L8S2
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 728: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD21L8T0, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD21L8T0
- **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:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-04-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO